Access Statistics for Lorenzo Cappiello

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric dynamics in the correlations of global equity and bond returns 7 23 73 624 12 35 150 1,267
Estimates of Foreign Exchange Risk Premia: A Pricing Kernel Approach 1 4 19 110 5 8 47 246
Explaining exchange rate dynamics - the uncovered equity return parity condition 2 6 18 169 3 14 50 486
Fair value accounting and financial stability 10 21 110 427 40 84 370 1,291
Financial integration of new EU Member States 0 1 18 137 1 6 57 310
International CAPM with Regime Switching GARCH Parameters 4 8 34 102 11 22 80 261
Measuring comovements by regression quantiles 3 5 20 95 3 7 34 228
Measuring market and inflation risk premia in France and in Germany 1 3 11 133 11 21 71 517
The Contagion Box: Measuring Co-Movements in Financial Markets by Regression Quantiles 3 7 27 144 3 8 39 320
The impact of the euro on financial markets 6 12 52 200 13 29 125 537
Total Working Papers 37 90 382 2,141 102 234 1,023 5,463


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 1 8 50 170 3 23 133 426
Total Journal Articles 1 8 50 170 3 23 133 426


Statistics updated 2009-12-07