Skip to contents

Gambarelli, Luca [Author]; Muzzioli, Silvia [Author]

Aggregating sentiment in Europe : the relationship with volatility and returns

View online
Schließen

Access

... to E-book (PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, November 2023

Published in: DEMB working paper series ; 231
Pennetta, Daniela [Author]; Gambarelli, Luca [Author]

Banks' attitude to partnership as an antecedent of open banking platforms : structural determinants and effects on performance in the Italian context

View online
Schließen

Access

... to E-book (PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, June 2023

Published in: DEMB working paper series ; 223
Pennetta, Daniela [Author]; Gambarelli, Luca [Author]

Il finanziamento della ricerca clinica in Advanced Therapy Medicinal Products (ATMP) : cosa determina l'intervento della Finanza?

View online
Schließen

Access

... to E-book (PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, June 2023

Published in: DEMB working paper series ; 222
Gambarelli, Luca [Author]; Muzzioli, Silvia [Author]

Unveiling sentiment dynamics and forecasting future economic sentiment in the eurozone using option-implied asymmetry measures

View online
Schließen

Access

... to E-book (PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, November 2023

Published in: DEMB working paper series ; 232
Gambarelli, Luca [Author]; Muzzioli, Silvia [Author]

News sentiment indicators and the cross‐section of stock returns in the European stock market

View online
Schließen

Access

... to E-book (PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, January 2022

Published in: DEMB working paper series ; 204
Gambarelli, Luca [Author]; Marchi, Gianluca [Author]; Muzzioli, Silvia [Author]

Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market

View online
Schließen

Access

... to E-book (PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, January 2022

Published in: DEMB working paper series ; 205
Gambarelli, Luca [Author]; Muzzioli, Silvia [Author]; De Baets, Bernard [Author]

An OWA analysis of the VSTOXX volatility index

View online
Schließen

Access

... to E-book (PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, January 2022

Published in: DEMB working paper series ; 203
Gambarelli, Luca [Author]; Muzzioli, Silvia [Author]; Baets, Bernard De [Author]

Towards new volatility measures for the EU stock market

View online
Schließen

Access

... to article (Volltext ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

2021

Published in: WILF (13. : 2021 : Vietri sul Mare; Online): WILF 2021: International Workshop on Fuzzy Logic and Applications 2021 ; 2021
Elyasiani, Elyas [Author]; Gambarelli, Luca [Author]; Muzzioli, Silvia [Author]

The risk-asymmetry index as a new measure of risk

View online
Schließen

Access

... to article (PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

2018

Published in: Multinational finance journal ; 22(2018), 3/4 vom: Sept./Dez., Seite 173-210
Elyasiani, Elyas [Author]; Gambarelli, Luca [Author]; Muzzioli, Silvia [Author]

The information content of corridor volatility measures during calm and turmoil periods

View online
Schließen

Access

... to article (freely accessible)

... to article via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

2017

Published in: Quantitative finance and economics ; 1(2017), 4, Seite 454-473
Muzzioli, Silvia [Author]; Campisi, Giovanni [Author]; De Baets, Bernard [Author]; Gambarelli, Luca [Author]

Forecasting returns in the US market through fuzzy rule-based classification systems

View online
Schließen

Access

... to E-book (PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[Modena]: nUnimore, Università degli studi di Modena e Reggio Emilia, Dipartimento di economia Marco Biagi, [2022]

Published in: DEMB working paper series ; 202
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia

The skewness index: uncovering the relationship with volatility and market returns

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Informa UK Limited, 2021

Published in: Applied Economics, 53 (2021) 31, Seite 3619-3635
Muzzioli, Silvia; Gambarelli, Luca; De Baets, Bernard

Option implied moments obtained through fuzzy regression

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Springer Science and Business Media LLC, 2020

Published in: Fuzzy Optimization and Decision Making, 19 (2020) 2, Seite 211-238
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia

The use of option prices to assess the skewness risk premium

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Informa UK Limited, 2020

Published in: Applied Economics, 52 (2020) 55, Seite 6057-6074
Muzzioli, Silvia; Gambarelli, Luca; De Baets, Bernard

Fuzzy Logic and Applications: Towards a Fuzzy Index of Skewness

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Springer International Publishing, 2019

Published in: Fuzzy Logic and Applications (2019), Seite 164-175
Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia

The Information Content of Corridor Volatility Measures During Calm and Turmoil Periods

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

American Institute of Mathematical Sciences (AIMS), 2017

Published in: Quantitative Finance and Economics, 1 (2017) 4, Seite 454-473

You did not find what you were looking for?

Purchase suggestion
Are you missing something you need for your research? If you have any suggestions please share them here.

Interlibrary Loan
Please search and order your favorite title in the Interlibrary Loan Portal.

Search in field:

Recently searched for:

You did not find what you were looking for?

> Year of publication

Year of publication