5
H index
5
i10 index
317
Citations
Antonio Di Cesare : Citation Profile
Banca d'Italia | RESEARCH PRODUCTION: 3 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2001 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Antonio Di Cesare. | Is cited by:
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Main data
Where Antonio Di Cesare has published?
Recent works citing Antonio Di Cesare (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion. (2023). Auer, Benjamin R ; Lamert, Kerstin ; Wunderlich, Ralf. In: Papers. RePEc:arx:papers:2311.15635. Full description at Econpapers || Download paper |
| 2023 | The impact of bank lending standards on credit to firms. (2023). Trimarchi, Lorenzo ; Soggia, Giovanni ; Ricci, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623001048. Full description at Econpapers || Download paper |
| 2023 | Drivers of Sovereign Bond Demand – The Case of Japans. (2023). Piscarreta, Carlos Alberto. In: Working Papers REM. RePEc:ise:remwps:wp02642023. Full description at Econpapers || Download paper |
| 2023 | When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond. (2023). Raggi, Davide ; Pintus, Francesco Jacopo ; Greco, Luciano. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0300. Full description at Econpapers || Download paper |
Works by Antonio Di Cesare:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | The Mathematics of the Relationship between the Default Risk and Yield-to-Maturity of Coupon Bonds In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Recent estimates of sovereign risk premia for euro-area countries In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 111 |
| 2009 | Financial sector pro-cyclicality: lessons from the crisis In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 68 |
| 2018 | A Survey of Systemic Risk Indicators In: Questioni di Economia e Finanza (Occasional Papers). [Full Text][Citation analysis] | paper | 3 |
| 2004 | Estimating expectations of shocks using option prices In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 0 |
| 2006 | Do market-based indicators anticipate rating agencies? Evidence for international banks In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 15 |
| 2006 | Do Market?based Indicators Anticipate Rating Agencies? Evidence for International Banks.(2006) In: Economic Notes. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2010 | An analysis of the determinants of credit default swap spread changes before and during the subprime financial turmoil In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 20 |
| 2011 | Risk measures for autocorrelated hedge fund returns In: Temi di discussione (Economic working papers). [Full Text][Citation analysis] | paper | 1 |
| 2015 | Risk Measures for Autocorrelated Hedge Fund Returns.(2015) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2011 | Risk Measures for Autocorrelated Hedge Fund Returns.(2011) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | Securitization and Bank Stability In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2011 | The impact of sovereign credit risk on bank funding conditions In: MPRA Paper. [Full Text][Citation analysis] | paper | 95 |
| 2001 | A simulation environment for discontinuous portfolio value processes In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team