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 1 164 1 2 4 564
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 0 2 230
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 1 2 3 448
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 0 741 1 1 2 2,212
An Equilibrium Model of the Term Structure with Stochastic Volatility 0 0 0 134 0 0 0 352
Macroeconomic determinants of carry trade activity 0 0 3 161 0 1 11 401
Predicting recession probabilities with financial variables over multiple horizons 0 0 2 159 2 2 13 373
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 0 0 217 1 1 5 974
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 98 0 1 2 358
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 0 0 4 811
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 1 1 1 703
Stock Values and Fundamentals: Link or Irrationality? 0 0 0 0 0 0 0 1,382
Stock Values and Fundamentals; Link or Irrationality? 0 0 0 77 0 0 1 327
Stock market firm-level information and real economic activity 0 0 0 41 2 3 4 155
The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates 0 0 0 83 0 0 3 317
The Probability Density Function of Interest Rates Implied in the Price of Options 0 0 0 37 0 0 1 304
The Probability Density Function of Interest Rates Implied in the Price of Options 0 0 0 4 0 0 0 1,533
The role of financial variables in predicting economic activity 1 1 3 86 1 2 7 235
The size of the equity premium 0 0 0 95 0 1 3 451
What does a financial shock do? First international evidence 0 0 0 118 1 3 4 275
Total Working Papers 1 1 9 2,461 11 20 70 12,405

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 1 3 94
Approximating volatility diffusions with CEV-ARCH models 0 0 0 35 0 1 1 127
Assessing the compensation for volatility risk implicit in interest rate derivatives 0 0 0 19 1 1 2 81
Asymmetries and non-linearities in economic activity 0 0 0 8 0 0 1 63
Estimating variability in the Italian stock market: An ARCH approach 0 0 1 58 1 1 3 140
La localizzazione territoriale degli sportelli bancari e le determinanti delle aperture 0 0 0 18 0 0 0 41
Macroeconomic Determinants of Carry Trade Activity 0 0 1 52 0 0 5 186
Macroeconomic announcements and implied volatilities in swaption markets 0 0 0 50 1 4 4 237
Modeling the changing asymmetry of conditional variances 0 0 0 36 1 3 5 101
Recovering the probability density function of asset prices using garch as diffusion approximations 0 0 0 57 0 0 0 268
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 1 276 0 1 4 815
The Role of Financial Variables in predicting economic activity 0 0 0 0 2 3 4 129
The impact of news on the exchange rate of the lira and long-term interest rates 0 0 0 55 0 0 2 213
The rise and fall of US dollar interest rate volatility: evidence from swaptions 0 0 0 51 0 1 2 478
Volatility smiles and the information content of news 0 0 0 69 0 0 3 337
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 0 26 1 1 5 89
What does a financial shock do? First international evidence 0 0 0 103 0 1 3 320
Total Journal Articles 0 0 3 941 8 18 47 3,719

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Statistics updated 2025-11-08