LACAVA, Demetrio

LACAVA, Demetrio  

Dipartimento di Economia  

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Risultati 1 - 12 di 12 (tempo di esecuzione: 0.034 secondi).
Titolo Data di pubblicazione Autore(i) File
Are monetary policy announcements related to volatility jumps? 1-gen-2023 Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo
Measuring the Effect of Unconventional Monetary Policies on Market Volatility 1-gen-2019 Lacava, Demetrio; Otranto, Edoardo
Measuring the Effect of Unconventional Monetary Policies on Market Volatility 1-gen-2019 Lacava, Demetrio; Otranto, Edoardo
Measuring the Effect of Unconventional Policies on Stock Market Volatility 1-gen-2020 Gallo, G. M.; Lacava, D.; Otranto, E.
Measuring the Effects of Unconventional Policies on Stock Market Volatility 1-gen-2020 Lacava, Demetrio; Gallo, Giampiero M.; Otranto, Edoardo
On classifying the effects of policy announcements on volatility 1-gen-2021 Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo
On the assessment of Illiquidity Tail Risk 1-gen-2024 Lacava, Demetrio; Santucci de Magistris, Paolo
Realized Illiquidity 1-gen-2022 Lacava, Demetrio; Ranaldo, Angelo; Santucci de Magistris, Paolo
Stock Market Volatility and ECB’s Unconventional Monetary Policies 21-dic-2020 Lacava, Demetrio
The Incidence of Spillover Effects during the Unconventional Monetary Policies Era 1-gen-2021 Lacava, Demetrio; Scaffidi Domianello, Luca
Unconventional policies effects on stock market volatility: The MAP approach 1-gen-2022 Lacava, Demetrio; Gallo, Giampiero M.; Otranto, Edoardo
Volatility jumps and the classification of monetary policy announcements 1-gen-2023 Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo