Access Statistics for Fabio Fornari

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
A Simple Approach to the Estimation of Continuous Time CEV Stochastic Volatility Models of the Short-Term Rate 0 0 0 164 0 0 3 565
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 3 6 235
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 4 9 455
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 0 741 2 6 19 2,230
An Equilibrium Model of the Term Structure with Stochastic Volatility 0 0 0 134 0 4 7 359
Macroeconomic determinants of carry trade activity 0 1 1 162 1 5 16 415
Predicting recession probabilities with financial variables over multiple horizons 0 0 0 159 0 5 14 384
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 0 0 217 0 3 7 980
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 98 1 3 8 364
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 0 2 10 820
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 0 1 10 712
Stock Values and Fundamentals: Link or Irrationality? 0 0 0 0 1 3 8 1,390
Stock Values and Fundamentals; Link or Irrationality? 0 0 0 77 0 1 7 334
Stock market firm-level information and real economic activity 0 0 0 41 1 4 10 162
The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates 0 0 0 83 2 3 12 327
The Probability Density Function of Interest Rates Implied in the Price of Options 0 0 0 4 1 3 12 1,545
The Probability Density Function of Interest Rates Implied in the Price of Options 0 0 0 37 1 2 7 311
The role of financial variables in predicting economic activity 0 0 1 86 0 2 6 238
The size of the equity premium 0 0 0 95 0 0 4 454
What does a financial shock do? First international evidence 0 0 0 118 0 5 12 284
Total Working Papers 0 1 2 2,462 10 59 187 12,564

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A stochastic variance model for absolute returns 0 0 0 28 1 3 6 98
Approximating volatility diffusions with CEV-ARCH models 0 0 0 35 1 3 7 133
Assessing the compensation for volatility risk implicit in interest rate derivatives 0 0 0 19 0 5 14 94
Asymmetries and non-linearities in economic activity 0 0 0 8 0 3 7 70
Estimating variability in the Italian stock market: An ARCH approach 0 0 0 58 0 2 9 148
La localizzazione territoriale degli sportelli bancari e le determinanti delle aperture 0 0 0 18 0 6 9 50
Macroeconomic Determinants of Carry Trade Activity 0 0 0 52 0 3 11 197
Macroeconomic announcements and implied volatilities in swaption markets 1 1 1 51 2 7 20 253
Modeling the changing asymmetry of conditional variances 0 0 2 38 0 0 12 109
Recovering the probability density function of asset prices using garch as diffusion approximations 0 0 0 57 1 3 9 277
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 276 0 2 6 820
The Role of Financial Variables in predicting economic activity 0 0 0 0 2 4 12 138
The impact of news on the exchange rate of the lira and long-term interest rates 0 0 0 55 0 1 11 223
The rise and fall of US dollar interest rate volatility: evidence from swaptions 0 0 0 51 0 2 13 490
Volatility smiles and the information content of news 0 0 0 69 1 3 11 345
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 0 26 0 0 11 98
What does a financial shock do? First international evidence 0 0 0 103 0 2 14 333
Total Journal Articles 1 1 3 944 8 49 182 3,876

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-06-04