LACAVA, Demetrio
LACAVA, Demetrio
Dipartimento di Economia
Are monetary policy announcements related to volatility jumps?
2023-01-01 Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo
Measuring the Effect of Unconventional Monetary Policies on Market Volatility
2019-01-01 Lacava, Demetrio; Otranto, Edoardo
Measuring the Effect of Unconventional Monetary Policies on Market Volatility
2019-01-01 Lacava, Demetrio; Otranto, Edoardo
Measuring the Effect of Unconventional Policies on Stock Market Volatility
2020-01-01 Gallo, G. M.; Lacava, D.; Otranto, E.
Measuring the Effects of Unconventional Policies on Stock Market Volatility
2020-01-01 Lacava, Demetrio; Gallo, Giampiero M.; Otranto, Edoardo
On classifying the effects of policy announcements on volatility
2021-01-01 Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo
On the assessment of Illiquidity Tail Risk
2024-01-01 Lacava, Demetrio; Santucci de Magistris, Paolo
Realized Illiquidity
2022-01-01 Lacava, Demetrio; Ranaldo, Angelo; Santucci de Magistris, Paolo
Stock Market Volatility and ECB’s Unconventional Monetary Policies
2020-12-21 Lacava, Demetrio
The Incidence of Spillover Effects during the Unconventional Monetary Policies Era
2021-01-01 Lacava, Demetrio; Scaffidi Domianello, Luca
Unconventional policies effects on stock market volatility: The MAP approach
2022-01-01 Lacava, Demetrio; Gallo, Giampiero M.; Otranto, Edoardo
Volatility jumps and the classification of monetary policy announcements
2023-01-01 Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo