Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Sara Cecchetti"'
Publikováno v:
MODELLI DELLA MENTE. :7-39
Una pandemia non è solo un fenomeno medico, ma colpisce gli individui e la società e causa disagi a livello fisico, psicologico, sociale ed economico. Questo perché è un tipo di evento in grado di dimostrare, spesso in modo molto violento, la vul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::555d218707b1d00c6c42219e87faeb63
https://doi.org/10.3280/mdm1-2020oa10908
https://doi.org/10.3280/mdm1-2020oa10908
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0f9a7bc44effdbfe241671090646217a
https://doi.org/10.2139/ssrn.4295407
https://doi.org/10.2139/ssrn.4295407
Autor:
Davide Fantino, Andrea Tiseno, Sara Cecchetti, Roberta Zizza, Alex Tagliabracci, Alessandro Notarpietro, Marianna Riggi
Publikováno v:
SSRN Electronic Journal.
This paper illustrates the tools used at Banca d’Italia (BI) to monitor the evolution of inflation expectations. The paper also surveys the analyses conducted at BI to assess how inflation expectations affect agents’ choices and the economy. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ba0389e48cc1fc442c4bc37992424e02
https://doi.org/10.2139/ssrn.3852256
https://doi.org/10.2139/ssrn.3852256
Autor:
Sara Cecchetti
Publikováno v:
SSRN Electronic Journal.
We study the determinants of sovereign credit risk in the euro area in a time period that includes the financial and sovereign debt crisis, as well as the unconventional monetary policy adopted by the European Central Bank. First, we detect the prese
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a3991620b4f8d1c645fec92e2838ebf7
https://doi.org/10.2139/ssrn.3612941
https://doi.org/10.2139/ssrn.3612941
Autor:
Sara Cecchetti
Publikováno v:
Journal of Risk and Financial Management
Volume 13
Issue 1
Volume 13
Issue 1
Measures of corporate credit risk incorporate compensation for unpredictable future changes in the credit environment and compensation for expected default losses. Since the launch of purchases of government securities and corporate securities by the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6dd2900755abd274563c3bea741f2437
https://hdl.handle.net/10419/239102
https://hdl.handle.net/10419/239102
Autor:
Marika Cioffi, Martina Cecioni, Fabrizio Balassone, Gabriele Semeraro, Sara Cecchetti, Wanda Cornacchia, Flavia Corneli
Publikováno v:
Debt Default and Democracy. :124-154
The unchecked build-up of imbalances during the 2000s exposed the euro area to the risk of sudden stops. Such risk materialized in 2009-10 and its consequences were amplified by the absence of adequate institutions. Europe embarked on a thorough proc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::558ba485430089272052377a9bc9361e
https://doi.org/10.4337/9781788117937.00016
https://doi.org/10.4337/9781788117937.00016
Autor:
Marco Taboga, Sara Cecchetti
Publikováno v:
SSRN Electronic Journal.
We propose methods to compute confidence bands for the fundamental values of stocks and corporate bonds. These methods take into account uncertainty about future cash flows and about the discount factors used to discount the cash flows. We use them t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4a23b63746757150764668df73d324c0
https://doi.org/10.2139/ssrn.2964851
https://doi.org/10.2139/ssrn.2964851
Publikováno v:
SSRN Electronic Journal.
The paper develops a theoretical framework to analyze the connection between the structure of banking networks and their resilience to systemic shocks. We base our analysis on the model of interbank contagion proposed by Cifuentes, Ferrucci and Shin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8ffce413370a26228f92f3b5154301cf
https://doi.org/10.2139/ssrn.2757615
https://doi.org/10.2139/ssrn.2757615
We analyse the degree of anchoring of inflation expectations in the euro area. Using a new estimation technique, we look at the tail co-movement between the moments of short- and long-term distributions of inflation expectations, where those distribu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ee10644798aefce20a95524de43a4038
http://www.bancaditalia.it/pubblicazioni/temi-discussione/2015/2015-1025/en_tema_1025.pdf
http://www.bancaditalia.it/pubblicazioni/temi-discussione/2015/2015-1025/en_tema_1025.pdf
Autor:
Laura Sigalotti, Sara Cecchetti
In this paper we develop a portfolio optimization strategy based on the extraction of option-implied distributions and the application of robust asset allocation. We compute the option-implied probability density functions of the constituents of the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::17cf0fdaec37984e4192f9b98e9a1dcf
http://www.bancaditalia.it/pubblicazioni/temi-discussione/2013/2013-0913/en_tema_913.pdf
http://www.bancaditalia.it/pubblicazioni/temi-discussione/2013/2013-0913/en_tema_913.pdf