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 2 565
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 2 10 457
ARCH Models and Option Pricing: The Continuous Time Connection 0 0 0 1 0 0 5 235
ARCH Models and Option Pricing: the Continuous-Time Connection 0 0 0 741 1 1 20 2,231
An Equilibrium Model of the Term Structure with Stochastic Volatility 0 0 0 134 0 1 8 360
Macroeconomic determinants of carry trade activity 0 1 2 163 4 6 20 421
Predicting recession probabilities with financial variables over multiple horizons 0 0 0 159 1 3 16 387
Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations 0 0 0 217 0 0 7 980
Recovering the Probability Density Function of Asset Prices using Garch as Diffusion Approximations 0 0 0 98 0 0 7 364
Sign- and Volatility -Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 1 1 1 10 821
Stochastic Volatility and the Informational Content of Option Prices: Empirical Analysis 0 0 0 243 1 1 11 713
Stock Values and Fundamentals: Link or Irrationality? 0 0 0 0 2 3 11 1,393
Stock Values and Fundamentals; Link or Irrationality? 1 1 1 78 1 1 8 335
Stock market firm-level information and real economic activity 0 0 0 41 1 2 11 164
The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates 0 0 0 83 0 0 10 327
The Probability Density Function of Interest Rates Implied in the Price of Options 0 0 0 4 0 2 14 1,547
The Probability Density Function of Interest Rates Implied in the Price of Options 0 0 0 37 0 1 8 312
The role of financial variables in predicting economic activity 0 1 2 87 0 2 7 240
The size of the equity premium 0 0 0 95 1 1 4 455
What does a financial shock do? First international evidence 0 1 1 119 0 1 12 285
Total Working Papers 1 4 6 2,466 13 28 201 12,592

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 6 99
Approximating volatility diffusions with CEV-ARCH models 0 0 0 35 0 1 7 134
Assessing the compensation for volatility risk implicit in interest rate derivatives 0 0 0 19 0 1 15 95
Asymmetries and non-linearities in economic activity 0 0 0 8 1 1 8 71
Estimating variability in the Italian stock market: An ARCH approach 0 0 0 58 0 0 9 148
La localizzazione territoriale degli sportelli bancari e le determinanti delle aperture 0 0 0 18 0 1 10 51
Macroeconomic Determinants of Carry Trade Activity 0 0 0 52 0 2 13 199
Macroeconomic announcements and implied volatilities in swaption markets 0 1 2 52 0 1 20 254
Modeling the changing asymmetry of conditional variances 0 0 2 38 0 0 9 109
Recovering the probability density function of asset prices using garch as diffusion approximations 0 0 0 57 0 0 9 277
Sign- and Volatility-Switching ARCH Models: Theory and Applications to International Stock Markets 0 0 0 276 0 0 5 820
The Role of Financial Variables in predicting economic activity 0 0 0 0 0 3 14 141
The impact of news on the exchange rate of the lira and long-term interest rates 0 0 0 55 1 1 11 224
The rise and fall of US dollar interest rate volatility: evidence from swaptions 0 0 0 51 0 1 13 491
Volatility smiles and the information content of news 0 0 0 69 2 2 10 347
Weak convergence and distributional assumptions for a general class of nonliner arch models 0 0 0 26 0 3 13 101
What does a financial shock do? First international evidence 0 0 0 103 0 1 14 334
Total Journal Articles 0 1 4 945 4 19 186 3,895

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Statistics updated 2026-09-10