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UAntwerpen (7)

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book (4)

digital (3)

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Book

Estimating expectations of shocks using option prices
Author: di Cesare, Antonio
Year: 2004 Publisher: Roma Banca d'Italia

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Book

Do market-based indicators anticipate rating agencies? Evidence for international banks
Author: di Cesare, Antonio
Year: 2006 Publisher: Roma Banca d'Italia

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Book

An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil
Authors: di Cesare, Antonio --- Guazzarotti, Giovanni
Year: 2010 Publisher: Roma Banca d'Italia

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Digital

A survey of systemic risk indicators
Authors: Di Cesare, Antonio --- Rogantini Picco, Anna
Year: 2018 Publisher: [Roma] Banca d'Italia

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Book

Risk measures for autocorrelated hedge fund returns
Authors: Di Cesare, Antonio --- Stork, Philip A. --- de Vries, Casper G.
Year: 2011 Publisher: Roma Banca d'Italia

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Digital

Recent estimates of sovereign risk premia for euro-area countries
Authors: di Cesare, Antonio --- Grande, Giuseppe --- Manna, Michele --- Taboga, Marco
Year: 2012 Publisher: [Roma] Banca d'Italia

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Digital

Financial sector pro-cyclicality : lessons from the crisis
Authors: Columba, Francesco --- Panetta, Fabio --- Angelini, Paolo --- Albertazzi, Ugo --- Cornacchia, Wanda --- et al.
Year: 2009 Publisher: [Roma] Banca d'Italia

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