Pubblicazioni

Modeling meaningful volatility events to classify monetary policy announcements

2025 - BIG DATA RESEARCH

Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo

Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes

2024 - ANNALS OF OPERATIONS RESEARCH

Cerqueti, Roy; Gatfaoui, Hayette; Rotundo, Giulia

Economic keywords in political communications and financial markets

2024 - ANNALS OF OPERATIONS RESEARCH

Cerqueti, R.; Ficcadenti, V.

Type-3 fuzzy logic and Lyapunov approach for dynamic modeling and analysis of financial markets

2024 - HELIYON

Yan, Shu-Rong; Mohammadzadeh, Ardashir; Ghaderpour, Ebrahim

Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness

2023 - 4th ACM International Conference on AI in Finance

Coletta, Andrea; Jerome, Joseph; Savani, Rahul; Vyetrenko, Svitlana

Are monetary policy announcements related to volatility jumps?

2023 - Book of Short Papers - SIS 2023

Gallo, Giampiero M.; Lacava, Demetrio; Otranto, Edoardo

Circular economy impact analysis on stock performances: an empirical comparison with the Euro Stoxx 50Â® ESG Index

2022 - SUSTAINABILITY

Morea, D.; Mango, F.; Cardi, M.; Paccione, C.; Bittucci, L.

Forecasting VIX with Hurst Exponent

2022 - Mathematical and Statistical Methods for Actuarial Sciences and Finance MAF 2022

Bianchi, Sergio; Mattera, Raffaele; Di Sciorio, Fabrizio

Le societÃ con azioni diffuse tra fattispecie e disciplina

2022 - RIVISTA DEL DIRITTO COMMERCIALE E DEL DIRITTO GENERALE DELLE OBBLIGAZIONI

Pompili, Mattia

Unconventional policies effects on stock market volatility: The MAP approach

2022 - JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS

Lacava, Demetrio; Gallo, Giampiero M.; Otranto, Edoardo

Has the grexit news affected euro area financial markets?

2019 - THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

Gregori, W. D.; Sacchi, A.

Introduction

2019 - Socially responsible investments. The Crossroads Between Institutional and Retail Investors

LA TORRE, Mario; CHIAPPINI, HELEN

MiFID II e lâadeguatezza del servizio di risparmio gestito

2019 - STUDIUM IURIS

Imbruglia, Daniele

Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence

2018 - PHYSICA. A

Cerqueti, Roy; Fenga, Livio; Ventura, Marco

Financial Markets and Societal Constitutionalism

2018 - JOURNAL OF LAW AND SOCIETY

Pinelli, Cesare

Water gain. As a common good becomes a financial opportunity

2017 - INTERNATIONAL JOURNAL OF ECONOMICS AND FINANCIAL ISSUES

Fiorelli, Cristiana; Marco, Mele

Complex networks in finance

2016 - Lecture Notes in Economics and Mathematical Systems

DâArcangelis, Anna Maria; Rotundo, Giulia