CASTELLANO, Rosella Statistiche
CASTELLANO, Rosella
Dipartimento di Economia e diritto
A Disutility-Based Drift Control for Exchange Rates
2014-01-01 Castellano, Rosella; Cerqueti, Roy; R. L., D'Ecclesia
Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective
2014-01-01 Castellano, Rosella; Scaccia, Luisa
CDS and Rating Announcements: changing signaling during the crisis?
2012-01-01 Castellano, Rosella; Scaccia, Luisa
CDS Price Signaling
2009-01-01 Castellano, Rosella; D'Ecclesia, R. L.
CDS Volatility: the Key Signal of Credit Quality
2013-01-01 Castellano, Rosella; R. L., D'Ecclesia
Credit Default Swaps and Rating Announcements
2011-01-01 Castellano, Rosella; R. L., D'Ecclesia
Credit Default Swaps: Implied Ratings versus Official Ones
2012-01-01 Castellano, Rosella; R., Giacometti
Information Flows and Bid-Ask Spreads for the BTP-Futures
1997-01-01 Castellano, Rosella; D'Ecclesia, R. L.
Long Swings in Exchange Rates: a Stochastic Control Approach
2007-01-01 Castellano, Rosella; D'Ecclesia, R. L.
Mean-variance portfolio selection in presence of unfrequently traded stocks
2014-01-01 Castellano, Rosella; Cerqueti, Roy
Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach
2012-01-01 Castellano, Rosella; Cerqueti, Roy
Performance of a hedged stochastic portfolio model in the presence of extreme events.
2001-01-01 Castellano, Rosella; Giacometti, R.
Roots and Effects of Financial Misperception in a Stochastic Dominance Framework
2013-01-01 Castellano, Rosella; Cerqueti, Roy
The optimal bid/ask spread in a Specialist System
2011-01-01 Castellano, Rosella; Cerqueti, Roy