Browsing All of EconStor by Author Cappiello, Lorenzo

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Showing results 1 to 15 of 15
Year of PublicationTitleAuthor(s)
2003 Asymmetric dynamics in the correlations of global equity and bond returnsSheppard, Kevin; Cappiello, Lorenzo; Engle, Robert F.
2004 Fair value accounting and financial stabilityEnria, Andrea; Cappiello, Lorenzo; Dierick, Frank; Grittini, Sergio; Haralambous, Andrew; Maddaloni, Angela; Molitor, Philippe; Pires, Fatima; Poloni, Paolo
2005 Measuring comovements by regression quantilesCappiello, Lorenzo; Gérard, Bruno; Manganelli, Simone
2005 Measuring market and inflation risk premia in France and in GermanyCappiello, Lorenzo; Guéné, Stéphane
2005 Explaining exchange rate dynamics: the uncovered equity return parity conditionCappiello, Lorenzo; De Santis, Roberto A.
2005 Estimates of foreign exchange risk premia: A pricing Kernel approachCappiello, Lorenzo; Panigirtzoglou, Nikolaos
2006 The impact of the euro on financial marketsCappiello, Lorenzo; Hördahl, Peter; Kadareja, Arjan; Manganelli, Simone
2006 Financial integration of new EU Member StatesCappiello, Lorenzo; Gérard, Bruno; Kadareja, Arjan; Manganelli, Simone
2007 Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearitiesMehl, Arnaud; Cappiello, Lorenzo
2007 The uncovered return parity conditionCappiello, Lorenzo; De Santis, Roberto A.
2008 The impact of the euro on equity markets: a country and sector decompositionCappiello, Lorenzo; Kadareja, Arjan; Manganelli, Simone
2008 Country and industry equity risk premia in the euro area: an intertemporal approachCappiello, Lorenzo; Lo Duca, Marco; Maddaloni, Angela
2008 Measuring financial integration in new EU member statesBaltzer, Markus; Cappiello, Lorenzo; De Santis, Roberto A.; Manganelli, Simone
2008 The sustainability of China's exchange rate policy and capital account liberalisationCappiello, Lorenzo; Ferrucci, Gianluigi
2010 Do bank loans and credit standards have an effect on output? A panel approach for the euro areaCappiello, Lorenzo; Kadareja, Arjan; Kok, Christoffer; Protopapa, Marco