Term structure, inflation, and real activity A Berardi Journal of Financial and Quantitative Analysis 44 (4), 987-1011, 2009 | 29 | 2009 |
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 | 28 | 2004 |
Term structure forecasts of long-term consumption growth A Berardi, W Torous Journal of Financial and Quantitative Analysis 40 (2), 241-258, 2005 | 26 | 2005 |
Inflation risk premia, yield volatility, and macro factors A Berardi, A Plazzi Journal of Financial Econometrics 17 (3), 397-431, 2019 | 18 | 2019 |
Estimating Value at Risk with the Kalman filter A Berardi, S Corradin, C Sommacampagna University of Trieste, Italy, 2002 | 15 | 2002 |
Term structure, non-neutral inflation and economic growth: a three-factor model A Berardi Conférence Internationale de Finance, 1997 | 15 | 1997 |
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 | 12 | 2018 |
A base model for multifactor specifications of the term structure A Berardi, M Esposito Economic Notes 28 (2), 145-170, 1999 | 10 | 1999 |
How Strong is the Relation Between the Term Structure, Inflation and GDP? A Berardi Inflation and GDP, 2001 | 8 | 2001 |
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 | 7 | 1995 |
Term structure, inflation and real activity A Berardi University of Verona, working paper, 2004 | 6 | 2004 |
Does the term structure forecast consumption growth A Berardi, W Torous working paper UCLA 8, 2002 | 5 | 2002 |
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 | 4 | 2005 |
Real rates, expected inflation and inflation risk premia implicit in nominal bond yields A Berardi Financial Management Association Conference Proceedings, 2005 | 4 | 2005 |
Predicting default probabilities and implementing trading strategies for emerging markets bond portfolios S Ciraolo, A Berardi, M Trova Available at SSRN 303783, 2002 | 4 | 2002 |
Credit derivatives: nuovi strumenti per la gestione del rischio di credito A Berardi Verona, 2008 | 2 | 2008 |
Long term yield volatility and the term structure: evidence for Italian treasury bonds F Addolorato, A Berardi Banca commerciale italiana, Ufficio studi, 1994 | 1 | 1994 |
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 | 1 | 1994 |
Strategic Hedging and Banks Risk Taking Behavior M Lucchetta, A Berardi Dorsoduro 3825/E, Università Ca'Foscari di Venezia, Dipartimento di …, 2007 | | 2007 |