Zobrazeno 1 - 10
of 88
pro vyhledávání: '"Cocozza, Rosa"'
Autor:
COCOZZA, ROSA
Publikováno v:
Rivista Bancaria-Minerva Bancaria; mag-giu2024, Issue 3, p57-84, 28p
Publikováno v:
In Journal of Financial Stability June 2017 30:126-138
Autor:
COCOZZA, ROSA
Publikováno v:
Rivista Bancaria-Minerva Bancaria; set-dic2023, Issue 5/6, p161-174, 14p
THis research investigates the relations of the US VIX and the European VSTOXX, on the one hand, and their main determinants, on the other hand. In line with prior studies, US and European stock and volatility markets exhibit a contemporaneous negati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::b13f299b1985d3bed22b7444c90d2122
http://hdl.handle.net/11588/806636
http://hdl.handle.net/11588/806636
Autor:
COCOZZA, ROSA
The research focus is both the measure and the investigation of the interaction between interest rates and stock prices. The final target is the proposition of a complete measure of stock duration to apply in asset management as well as in equity app
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3730::e0bc0f5fecb2e7dd89386e230f3188ab
http://hdl.handle.net/11588/604202
http://hdl.handle.net/11588/604202
Because publicly available measures of deposit runoff risk are scarce, regulators’ models to measure interest rate risk in the banking book are based on very coarse assumptions about the allotment of non-maturity deposits within the regulatory matu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3730::6440f61719c0168855748f00d7f2c637
http://hdl.handle.net/11588/584727
http://hdl.handle.net/11588/584727
Publikováno v:
Rivista Bancaria-Minerva Bancaria; lug/ago2020, Issue 4, p27-59, 33p
Autor:
Cocozza, Rosa1 rosa.cocozza@unina.it, Orlando, Albina
Publikováno v:
Journal of Risk Management in Financial Institutions. Jul-Sep2009, Vol. 2 Issue 4, p409-426. 18p. 19 Charts, 6 Graphs.
Publikováno v:
Journal of Risk Management in Financial Institutions. Apr-Jun2008, Vol. 1 Issue 3, p311-319. 9p. 3 Charts.