Skip to contents

Mehl, Arnaud [Author] ; Cappiello, Lorenzo [Other]

Uncovered Interest Parity at Distant Horizons : Evidence on Emerging Economies & Nonlinearities

View online
Schließen

Access

https://ssrn.com/abstract=1005122

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2007]

Published in: ECB Working Paper ; No. 801
Cappiello, Lorenzo [Author] ; Kadareja, Arjan [Other]; Kok, Christoffer [Other]; Protopapa, Marco [Other]

Do Bank Loans and Credit Standards Have an Effect on Output? A Panel Approach for the Euro Area

View online
Schließen

Access

https://ssrn.com/abstract=1535995

Full access (via DOI)

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2010]

Published in: ECB Working Paper ; No. 1150
Cappiello, Lorenzo [Author] ; Engle, Robert F. [Other]; Sheppard, Kevin [Other]

Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns

View online
Schließen

Access

https://ssrn.com/abstract=376223

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2008]
Cappiello, Lorenzo [Author] ; Lo Duca, Marco [Other]; Maddaloni, Angela [Other]

Country and Industry Equity Risk Premia in the Euro Area : An Intertemporal Approach

View online
Schließen

Access

https://ssrn.com/abstract=1108311

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2008]

Published in: ECB Working Paper ; No. 913
Cappiello, Lorenzo [Author] ; Kadareja, Arjan [Other]; Manganelli, Simone [Other]

The Impact of the Euro on Equity Markets : A Country and Sector Decomposition

View online
Schließen

Access

https://ssrn.com/abstract=1138602

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2008]

Published in: ECB Working Paper ; No. 906
Cappiello, Lorenzo [Author] ; Ferrucci, Gianluigi [Other]

The Sustainability of China's Exchange Rate Policy and Capital Account Liberalisation

View online
Schließen

Access

https://ssrn.com/abstract=1084909

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2008]

Published in: ECB Occasional Paper ; No. 82
Cappiello, Lorenzo [Author] ; Hördahl, Peter [Other]; Kadareja, Arjan [Other]; Manganelli, Simone [Other]

The Impact of the Euro on Financial Markets

View online
Schließen

Access

https://ssrn.com/abstract=887087

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2006]

Published in: ECB Working Paper ; No. 598
Cappiello, Lorenzo [Author] ; De Santis, Roberto A. [Other]

Explaining Exchange Rate Dynamics : The Uncovered Equity Return Parity Condition

View online
Schließen

Access

https://ssrn.com/abstract=804924

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2005]
Cappiello, Lorenzo [Author] ; Castren, Olli [Other]; Jääskelä, Jarkko P. [Other]

Measuring the Euro Exchange Rate Risk Premium : The Conditional International CAPM Approach

View online
Schließen

Access

https://ssrn.com/abstract=391986

Full access (via DOI)

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2005]
Cappiello, Lorenzo [Author]

Do Fixed Income Securities Also Show Asymmetric Effects in Conditional Second Moments?

View online
Schließen

Access

https://ssrn.com/abstract=233388

Full access (via DOI)

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2001]
Cappiello, Lorenzo [Author]

A Conditional Multi-Asset Intertemporal CAPM with Switching Prices of Risk

View online
Schließen

Access

https://ssrn.com/abstract=246449

Full access (via DOI)

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2000]
Cappiello, Lorenzo [Author]; Guene, Stephane [Author]

Measuring Market and Inflation Risk Premia in France and in Germany

View online
Schließen

Access

https://ssrn.com/abstract=647948

Full access (via DOI)

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2021]
Cappiello, Lorenzo [Author]; Ferrucci, Gianluigi [Author]

The sustainability of China's exchange rate policy and capital account liberalisation

View online
Schließen

Links

http://hdl.handle.net/10419/154535

Show more show less

Close

Bookmarks

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

Frankfurt a. M.: European Central Bank (ECB), 2008
Mehl, Arnaud [Author]; Cappiello, Lorenzo [Author]

Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities

View online
Schließen

Links

http://hdl.handle.net/10419/153235

Show more show less

Close

Bookmarks

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

Frankfurt a. M.: European Central Bank (ECB), 2007
Cappiello, Lorenzo [Author]; Panigirtzoglou, Nikolaos [Author]

Estimates of foreign exchange risk premia: A pricing Kernel approach

View online
Schließen

Links

http://hdl.handle.net/10419/62861

Show more show less

Close

Bookmarks

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

London: Queen Mary University of London, Department of Economics, 2005
Cappiello, Lorenzo [Author]; Guéné, Stéphane [Author]

Measuring market and inflation risk premia in France and in Germany

View online
Schließen

Links

http://hdl.handle.net/10419/152870

Show more show less

Close

Bookmarks

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

Frankfurt a. M.: European Central Bank (ECB), 2005
Baltzer, Markus [Author] ; Cappiello, Lorenzo [Other]; De Santis, Roberto A. [Other]; Manganelli, Simone [Other]

Measuring Financial Integration in New EU Member States

View online
Schließen

Access

https://ssrn.com/abstract=1084908

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2008]

Published in: ECB Occasional Paper ; No. 81
Cappiello, Lorenzo [Author]; Manganelli, Simone [Author]; Gerard, Bruno [Author]

Measuring Comovements by Regression Quantiles

View online
Schließen

Access

https://ssrn.com/abstract=742507

Full access (via DOI)

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2021]
Cappiello, Lorenzo [Author]; De Santis, Roberto A. [Author]

The Uncovered Return Parity Condition

View online
Schließen

Access

Full access (via DOI)

https://ssrn.com/abstract=1011150

Show more show less

Close

Bookmarks

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

[S.l.]: SSRN, [2021]

Published in: ECB Working Paper ; No. 812
Cappiello, Lorenzo [Author]; Lo Duca, Marco [Author]; Maddaloni, Angela [Author]

Country and industry equity risk premia in the euro area: an intertemporal approach

View online
Schließen

Links

http://hdl.handle.net/10419/153347

Show more show less

Close

Bookmarks

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

Frankfurt a. M.: European Central Bank (ECB), 2008

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