Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Lo Cascio, Iolanda"'
Autor:
Lo Cascio, Iolanda
Publikováno v:
In International Review of Economics and Finance November 2021 76:1093-1105
Publikováno v:
In Papers in Regional Science April 2019 98(2):641-678
Publikováno v:
In Economic Modelling April 2018 71:68-79
Autor:
Mazzola, Fabio1 fabio.mazzola@unipa.it, Lo Cascio, Iolanda1 iolanda.locascio@unipa.it, Epifanio, Rosalia1 rosalia.epifanio@unipa.it, Di Giacomo, Giuseppe2 giuseppe.digiacomo@tesoro.it
Publikováno v:
Annals of Regional Science. Mar2018, Vol. 60 Issue 2, p411-441. 31p.
Autor:
LO CASCIO, IOLANDA1
Publikováno v:
Manchester School (1463-6786). Mar2013, Vol. 81 Issue 2, p226-242. 17p.
Le analisi sugli effetti della crisi si sono prevalentemente incentrate su una dimensione nazionale e internazionale. Nel presente lavoro si focalizza l’attenzione sul capitale territoriale allo scopo di identificare gli elementi territoriali che p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3658::83463437a3293711f7affe435148cba1
http://hdl.handle.net/10447/104407
http://hdl.handle.net/10447/104407
In this paper we are interested in detecting contagion from US to European stock market volatilities in the period immediately after the Lehman Brothers’ collapse. The analysis, based on a factor decomposition of the covariance matrix of implied an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3658::601325779e92a4dc1cb991620924c130
http://hdl.handle.net/10447/100347
http://hdl.handle.net/10447/100347
Autor:
LO CASCIO, Iolanda
The aim of the paper is to determine whether or not the volatility of the growth rate of US output has changed in the period since late 1940's, and to attribute a precise date, if possible, to any such change. By applying the Discrete Wavelet Transfo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3658::e2b3ebb40b18c5e85b7749f28e09b000
http://hdl.handle.net/10447/79653
http://hdl.handle.net/10447/79653
Autor:
Cipollini, A, LO CASCIO, Iolanda
In this paper we estimate the response of primary surplus to lagged debt to test for debt sustainability within the 17 EMU countries by using a factor model. The analysis is split into two stages. In the first stage we retrieve the cyclical and long-
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3658::3af0598c66da42b318d978142229ab13
http://hdl.handle.net/10447/79703
http://hdl.handle.net/10447/79703
In this paper we construct a variance risk premium spillover index among France, Germany, UK, Switzerland and the US. The variance risk premium is measured by the difference between the difference between the (square) of implied volatility and expect
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3658::bdb4110ad97410abc3fa883d5ec935f2
http://hdl.handle.net/10447/79976
http://hdl.handle.net/10447/79976