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 1 3 563
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 1 2 230
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 1 1 2 447
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 0 741 0 0 1 2,211
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 4 161 1 2 13 401
Predicting recession probabilities with financial variables over multiple horizons 0 0 2 159 0 1 11 371
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 0 1 217 0 0 5 973
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 98 0 1 1 357
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 0 1 4 811
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 0 0 0 702
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 1 1 2 153
The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates 0 0 0 83 0 2 4 317
The Probability Density Function of Interest Rates Implied in the Price of Options 0 0 0 4 0 0 0 1,533
The Probability Density Function of Interest Rates Implied in the Price of Options 0 0 0 37 0 0 1 304
The role of financial variables in predicting economic activity 0 0 4 85 0 1 7 233
The size of the equity premium 0 0 0 95 1 1 3 451
What does a financial shock do? First international evidence 0 0 0 118 1 1 2 273
Total Working Papers 0 0 12 2,460 6 14 62 12,391

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 2 93
Approximating volatility diffusions with CEV-ARCH models 0 0 0 35 1 1 1 127
Assessing the compensation for volatility risk implicit in interest rate derivatives 0 0 0 19 0 0 2 80
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 0 0 2 139
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 3 52 0 0 9 186
Macroeconomic announcements and implied volatilities in swaption markets 0 0 0 50 1 1 2 234
Modeling the changing asymmetry of conditional variances 0 0 0 36 2 3 6 100
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 1 1 4 815
The Role of Financial Variables in predicting economic activity 0 0 0 0 1 1 2 127
The impact of news on the exchange rate of the lira and long-term interest rates 0 0 0 55 0 1 2 213
The rise and fall of US dollar interest rate volatility: evidence from swaptions 0 0 0 51 1 1 2 478
Volatility smiles and the information content of news 0 0 0 69 0 3 3 337
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 0 26 0 1 5 88
What does a financial shock do? First international evidence 0 0 0 103 1 1 4 320
Total Journal Articles 0 0 5 941 8 15 47 3,709

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

Statistics updated 2025-09-05