Access Statistics for Florian Ielpo

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
An econometric specification of monetary policy dark art 1 2 8 46 3 9 39 171
Flexible time series models for subjective distribution estimation with monetary policy in view 1 1 1 1 2 2 4 4
Flexible time series models for subjective distribution estimation with monetary policy in view 1 1 3 3 4 5 10 10
Flexible time series models for subjective distribution estimation with monetary policy in view 2 4 12 53 12 20 76 176
Further evidence on the impact of economic news on interest 3 3 4 21 3 3 11 46
Further evidence on the impact of economic news on interest rates 2 2 6 41 4 8 29 107
Further evidence on the impact of economic news on interest rates 1 1 2 3 1 2 6 8
Martingalized Historical approach for Option Pricing 2 2 19 19 3 4 17 17
Martingalized historical approach for option pricing 1 1 2 2 3 6 12 12
Option Pricing under GARCH models with Generalized Hyperbolic distribution (II): Data and Results 2 5 42 51 5 15 93 112
Option Pricing under GARCH models with Generalized Hyperbolic innovations (I): Methodology 2 3 17 22 2 5 29 48
Option pricing under GARCH models with generalized hyperbolic innovations (I): methodology 4 4 28 28 8 10 35 35
Option pricing under GARCH models with generalized hyperbolic innovations (II): data and results 2 4 41 41 4 10 61 61
Yield curve reaction to macroeconomic news in Europe: disentangling the US influence 7 19 54 134 25 79 270 584
Total Working Papers 31 52 239 465 79 178 692 1,391


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event 1 3 9 9 2 7 28 28
Total Journal Articles 1 3 9 9 2 7 28 28


Statistics updated 2009-11-04