3
H index
2
i10 index
49
Citations
Roberto Marfe : Citation Profile
Università degli Studi di Torino (50% share) | RESEARCH PRODUCTION: 8 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2011 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Roberto Marfe. | Is cited by:
| Cites to:
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Main data
Where Roberto Marfe has published?
| Journals with more than one article published | # docs |
|---|---|
| Quantitative Finance | 2 |
| Journal of Financial Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Carlo Alberto Notebooks / Collegio Carlo Alberto | 15 |
| Working Papers / Department of Economics, University of Venice "Ca' Foscari" | 2 |
Recent works citing Roberto Marfe (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | International evidence on the association of leverage with stock returns and the value premium. (2023). Jansen, Benjamin A ; Garciafeijoo, Luis. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:315-341. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates. (2023). Malloch, Hamish ; Berkman, Henk. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s037842662100337x. Full description at Econpapers || Download paper |
| 2023 | Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000. Full description at Econpapers || Download paper |
| 2023 | Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114. Full description at Econpapers || Download paper |
| 2023 | The Term Structure of Equity Risk Premia: Levered Noise and New Estimates*. (2023). Simutin, Mikhail ; Fisher, Adlai ; Carlson, Murray ; Boguth, Oliver. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1155-1182.. Full description at Econpapers || Download paper |
| 2023 | Neural networks for estimating Macro Asset Pricing model in football clubs. (2023). Salas, Belen M ; Esteban, Ignacio ; Alaminos, David. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:2:p:57-75. Full description at Econpapers || Download paper |
Works by Roberto Marfe:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Income Insurance and the Equilibrium Term Structure of Equity In: Journal of Finance. [Full Text][Citation analysis] | article | 10 |
| 2015 | Income Insurance and the Equilibrium Term-Structure of Equity.(2015) In: Carlo Alberto Notebooks. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2016 | Income Insurance and the Equilibrium Term-Structure of Equity.(2016) In: Carlo Alberto Notebooks. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2015 | Survey Expectations and the Equilibrium Risk-Return Trade Off In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Corporate Fraction and the Equilibrium Term-Structure of Equity Risk In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Corporate Fraction and the Equilibrium Term Structure of Equity Risk.(2016) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2015 | Disaster Recovery and the Term Structure of Dividend Strips In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 26 |
| 2016 | Disaster recovery and the term structure of dividend strips?.(2016) In: Carlo Alberto Notebooks. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2016 | Disaster recovery and the term structure of dividend strips.(2016) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 2015 | Labor Rigidity and the Dynamics of the Value Premium In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Labor Rigidity and the Dynamics of the Value Premium.(2016) In: Carlo Alberto Notebooks. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2017 | Labor Rigidity and the Dynamics of the Value Premium.(2017) In: 2017 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Labor Rigidity, In ation Risk and Bond Returns In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The Time-Varying Risk of Macroeconomic Disasters In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Measuring Macroeconomic Tail Risk In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Rational Learning and the Term Structures of Value and Growth Risk Premia In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Pandemic Tail Risk In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Dynamic Equity Slope In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Dynamic Equity Slope.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Corporate Policies and the Term Structure of Risk In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Long-run versus short-run news and the term structure of equity In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2019 | Should investors learn about the timing of equity risk? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2012 | A generalized variance gamma process for financial applications In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
| 2011 | Multivariate L?vy processes with dependent jump intensity In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2021 | Housing Yields In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | A MULTIVARIATE PURE-JUMP MODEL WITH MULTI-FACTORIAL DEPENDENCE STRUCTURE In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team