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Andrea Berardi
Andrea Berardi
在 unive.it 的电子邮件经过验证
标题
引用次数
引用次数
年份
Term structure, inflation, and real activity
A Berardi
Journal of Financial and Quantitative Analysis 44 (4), 987-1011, 2009
292009
Predicting default probabilities and implementing trading strategies for emerging markets bond portfolios
A Berardi, S Ciraolo, M Trova
Emerging Markets Review 5 (4), 447-469, 2004
282004
Term structure forecasts of long-term consumption growth
A Berardi, W Torous
Journal of Financial and Quantitative Analysis 40 (2), 241-258, 2005
262005
Inflation risk premia, yield volatility, and macro factors
A Berardi, A Plazzi
Journal of Financial Econometrics 17 (3), 397-431, 2019
182019
Estimating Value at Risk with the Kalman filter
A Berardi, S Corradin, C Sommacampagna
University of Trieste, Italy, 2002
152002
Term structure, non-neutral inflation and economic growth: a three-factor model
A Berardi
Conférence Internationale de Finance, 1997
151997
Consumer protection and the design of the default option of a pan-European pension product
A Berardi, C Tebaldi, F Trojani
Swiss Finance Institute Research Paper, 2018
122018
A base model for multifactor specifications of the term structure
A Berardi, M Esposito
Economic Notes 28 (2), 145-170, 1999
101999
How Strong is the Relation Between the Term Structure, Inflation and GDP?
A Berardi
Inflation and GDP, 2001
82001
Mind the (convergence) gap: Bond predictability strikes back!
A Berardi, M Markovich, A Plazzi, A Tamoni
Management Science 67 (12), 7888-7911, 2021
7*2021
Estimating the Cox, ingersoll and Ross model of the term structure: a multivariate approach
A Berardi
Ricerche economiche 49 (1), 51-74, 1995
71995
Term structure, inflation and real activity
A Berardi
University of Verona, working paper, 2004
62004
Does the term structure forecast consumption growth
A Berardi, W Torous
working paper UCLA 8, 2002
52002
Credit spreads and default probabilities in emerging market bond prices
A Berardi, M Trova, V Banca
University of Verona, Department of Economics Papers,(http://dse. univr. it …, 2005
42005
Real rates, expected inflation and inflation risk premia implicit in nominal bond yields
A Berardi
Financial Management Association Conference Proceedings, 2005
42005
Predicting default probabilities and implementing trading strategies for emerging markets bond portfolios
S Ciraolo, A Berardi, M Trova
Available at SSRN 303783, 2002
42002
Credit derivatives: nuovi strumenti per la gestione del rischio di credito
A Berardi
Verona, 2008
22008
Long term yield volatility and the term structure: evidence for Italian treasury bonds
F Addolorato, A Berardi
Banca commerciale italiana, Ufficio studi, 1994
11994
L'approccio di equilibrio generale della struttura a termine dei tassi di interesse: una sintesi
A Berardi
Finanza Imprese e Mercati 6, 415-471, 1994
11994
Strategic Hedging and Banks Risk Taking Behavior
M Lucchetta, A Berardi
Dorsoduro 3825/E, Università Ca'Foscari di Venezia, Dipartimento di …, 2007
2007
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