Roberto Violi

Names

Identifer

Contact

Affiliations

• Banca d'Italia
  • EDIRC entry
  • location:

Research profile

author of:

• The Probability Density Function of Interest Rates Implied in the Price of Options (RePEc:bdi:wptemi:td_339_98)
  by Fabio Fornari & Roberto Violi
• Is there an Equity Premium Puzzle in Italy? A Look at Asset Returns, Consumption and Financial Structure Data over the Last Century (RePEc:bdi:wptemi:td_353_99)
  by Fabio Panetta & Roberto Violi
• Credit ratings in structured finance and the role of systemic risk (RePEc:bdi:wptemi:td_774_10)
  by Roberto Violi
• Market dynamics associated with credit ratings: a literature review (RePEc:bfr:fisrev:2004:4:1)
  by Gonzalez, F. & Haas, F. & Johannes, R. & Persson, M. & Toledo, L. & Violi, R. & Zins, C. & Wieland, M.
• Interactions between cash and derivatives bond markets: some evidence for the euro area (RePEc:bis:bisbpc:05-03)
  by Wolfgang Schulte & Roberto Violi
• Interactions between cash and derivatives bond markets: some evidence for the euro area (RePEc:bis:bisbpc:12-12)
  by Wolfgang Schulte & Roberto Violi
• Optimal active portolio management and relative performance drivers: theory and evidence (RePEc:bis:bisbpc:58-10)
  by Roberto Violi
• L'analisi delle interdipendenze settoriali in un contesto intertemporale: i modelli teorici e la verifica econometrica (RePEc:bol:bodewp:12)
  by R. Violi
• Sentiero di traversa e convergenza (RePEc:bol:bodewp:14)
  by R. Violi
• Financial Panic, Rational Expectations (Equilibrium) and Chaotic Dynamics: Power and Limits of Financial Market Stabilization under Stocastic Money Interest Rate and the Role of Internationl Asymmetri (RePEc:bol:bodewp:19)
  by R. Violi
• Market dynamics associated with credit ratings: a literature review (RePEc:ecb:ecbops:200416)
  by González, Fernando & Haas, François & Johannes, Ronald & Persson, Mattias & Toledo, Liliana & Violi, Roberto & Wieland, Martin & Zins, Carmen
• GAITL: A generalised version of the almost ideal and translog demand systems (RePEc:eee:ecolet:v:34:y:1990:i:2:p:127-129)
  by Bollino, Carlo Andrea & Violi, Roberto
• Multimarket contact in Italian retail banking: Competition and welfare (RePEc:eee:indorg:v:31:y:2013:i:5:p:368-381)
  by Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan
• Long-Term Interest Rate Convergence in Europe and the Probability of EMU (RePEc:fth:banita:322)
  by Angeloni, I. & Violi, R.
• The Probability Density Function of Interest Rates Implied in the Price of Options (RePEc:fth:banita:339)
  by Fornari, F. & Violi, R.
• Is there an Equity Premium Puzzle in Italy? A Look at Asset Returns, Consumption and Financial Structure Data Over the Last Century (RePEc:fth:banita:353)
  by Panetta, F. & Violi, R.
• Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism (RePEc:hal:journl:hal-04103825)
  by Giovanni Dosi & Marcello Minenna & Andrea Roventini & Roberto Violi
• Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism (RePEc:hal:spmain:hal-04103825)
  by Giovanni Dosi & Marcello Minenna & Andrea Roventini & Roberto Violi
• Recent Fiscal Developments in the European Countries of the G-7 (RePEc:imf:imfpdp:1994/013)
  by Mr. M. G O'Callaghan & Mr. Karl F Habermeier & Roberto Violi & S. G. B. Henry & Mr. J. H. Green
• Multimarket Contact in Italian Retail Banking: Competition and Welfare (RePEc:pra:mprapa:48610)
  by Molnar, Jozsef & Violi, Roberto & Zhou, Xiaolan
• Structure par terme des taux d'intérêt, volatilité et primes de risque : applications au marché de l'Eurolire (RePEc:prs:ecoprv:ecop_0249-4744_1999_num_140_4_5972)
  by Francesco Drudi & Roberto Violi
• Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism (RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03325-9)
  by Giovanni Dosi & Marcello Minenna & Andrea Roventini & Roberto Violi
• Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism (RePEc:ssa:lemwps:2018/20)
  by Giovanni Dosi & Marcello Minenna & Andrea Roventini & Roberto Violi