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 0 1 5 565
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 1 2 3 232
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 1 2 5 450
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 0 741 4 10 12 2,222
An Equilibrium Model of the Term Structure with Stochastic Volatility 0 0 0 134 0 2 2 354
Macroeconomic determinants of carry trade activity 0 0 2 161 1 8 12 409
Predicting recession probabilities with financial variables over multiple horizons 0 0 0 159 2 6 10 379
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 0 0 217 2 3 4 977
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 98 3 3 5 361
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 2 5 7 816
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 2 2 3 705
Stock Values and Fundamentals: Link or Irrationality? 0 0 0 0 3 5 5 1,387
Stock Values and Fundamentals; Link or Irrationality? 0 0 0 77 0 6 7 333
Stock market firm-level information and real economic activity 0 0 0 41 1 3 6 158
The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates 0 0 0 83 2 5 8 322
The Probability Density Function of Interest Rates Implied in the Price of Options 0 0 0 37 5 5 6 309
The Probability Density Function of Interest Rates Implied in the Price of Options 0 0 0 4 6 7 7 1,540
The role of financial variables in predicting economic activity 0 0 2 86 0 1 6 236
The size of the equity premium 0 0 0 95 3 3 5 454
What does a financial shock do? First international evidence 0 0 0 118 2 3 6 278
Total Working Papers 0 0 5 2,461 40 82 124 12,487

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 0 1 3 95
Approximating volatility diffusions with CEV-ARCH models 0 0 0 35 1 3 4 130
Assessing the compensation for volatility risk implicit in interest rate derivatives 0 0 0 19 5 8 10 89
Asymmetries and non-linearities in economic activity 0 0 0 8 2 3 4 66
Estimating variability in the Italian stock market: An ARCH approach 0 0 1 58 4 6 8 146
La localizzazione territoriale degli sportelli bancari e le determinanti delle aperture 0 0 0 18 0 2 2 43
Macroeconomic Determinants of Carry Trade Activity 0 0 0 52 4 7 8 193
Macroeconomic announcements and implied volatilities in swaption markets 0 0 0 50 2 8 12 245
Modeling the changing asymmetry of conditional variances 0 1 1 37 4 7 12 108
Recovering the probability density function of asset prices using garch as diffusion approximations 0 0 0 57 4 5 5 273
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 1 276 1 2 5 817
The Role of Financial Variables in predicting economic activity 0 0 0 0 3 4 7 133
The impact of news on the exchange rate of the lira and long-term interest rates 0 0 0 55 6 7 8 220
The rise and fall of US dollar interest rate volatility: evidence from swaptions 0 0 0 51 9 10 12 488
Volatility smiles and the information content of news 0 0 0 69 0 4 7 341
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 0 26 5 9 14 98
What does a financial shock do? First international evidence 0 0 0 103 8 10 12 330
Total Journal Articles 0 1 3 942 58 96 133 3,815

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Statistics updated 2026-02-12