5
H index
2
i10 index
73
Citations
Gianna Figà -Talamanca : Citation Profile
Università degli Studi di Perugia | RESEARCH PRODUCTION: 16 Articles 3 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2004 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Gianna Figà -Talamanca. | Is cited by:
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Main data
Where Gianna Figà -Talamanca has published?
| Journals with more than one article published | # docs |
|---|---|
| Decisions in Economics and Finance | 4 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Quaderni del Dipartimento di Economia, Finanza e Statistica / Università di Perugia, Dipartimento Economia | 3 |
Recent works citing Gianna Figà -Talamanca (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575. Full description at Econpapers || Download paper |
| 2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper |
| 2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper |
| 2023 | Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges. (2023). Krištoufek, Ladislav ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005116. Full description at Econpapers || Download paper |
| 2024 | Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Liu, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013223. Full description at Econpapers || Download paper |
| 2024 | A comparative analysis of the price explosiveness in Bitcoin and forked coins. (2024). Narayan, Seema ; Baltas, Konstantinos ; Ren, Yi-Shuai ; Ma, Chaoqun ; Kong, Xiaolin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013272. Full description at Econpapers || Download paper |
| 2023 | Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252. Full description at Econpapers || Download paper |
| 2023 | Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270. Full description at Econpapers || Download paper |
| 2023 | An analysis of the return–volume relationship in decentralised finance (DeFi). (2023). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:236-254. Full description at Econpapers || Download paper |
| 2023 | Attention allocation and cryptocurrency return co-movement: Evidence from the stock market. (2023). Urquhart, Andrew ; Shen, Dehua ; Hu, Yitong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:1173-1185. Full description at Econpapers || Download paper |
| 2023 | Models used to characterise blockchain features. A systematic literature review and bibliometric analysis. (2023). Arguedas-Sanz, Raquel ; Rico-Pea, Juan Jesus ; Lopez-Martin, Carmen. In: Technovation. RePEc:eee:techno:v:123:y:2023:i:c:s0166497223000226. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Åžtefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w. Full description at Econpapers || Download paper |
| 2023 | Uncertainties and ambivalence in the crypto market: an urgent need for a regional crypto regulation. (2023). Thomas, Ann Susan ; Nair, Ajithakumari Vijayappan. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:8:d:10.1007_s43546-023-00519-z. Full description at Econpapers || Download paper |
| 2023 | The Impact of Investor Sentiment on Bitcoin Returns and Conditional Volatilities during the Era of Covid-19. (2023). Guler, Derya. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:24:y:2023:i:3:p:276-289. Full description at Econpapers || Download paper |
Works by Gianna Figà -Talamanca:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Regime switches and commonalities of the cryptocurrencies asset class In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2020 | Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
| 2005 | Runs tests for assessing volatility forecastability in financial time series In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 8 |
| 2006 | Fitting prices with a complete model In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 2012 | Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 2 |
| 2011 | Fuzzy uncertainty in the heston stochastic volatility model In: Fuzzy Economic Review. [Citation analysis] | article | 2 |
| 2012 | On an implicit assessment of fuzzy volatility in the Black and Scholes environment, In: Quaderni del Dipartimento di Economia, Finanza e Statistica. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Limit results for discretely observed stochastic volatility models with leverage e¤ect In: Quaderni del Dipartimento di Economia, Finanza e Statistica. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Path properties of simulation schemes for the Heston stochastic volatility model. In: Quaderni del Dipartimento di Economia, Finanza e Statistica. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Detecting bubbles in Bitcoin price dynamics via market exuberance In: Annals of Operations Research. [Full Text][Citation analysis] | article | 5 |
| 2019 | Does market attention affect Bitcoin returns and volatility? In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 12 |
| 2020 | Market attention and Bitcoin price modeling: theory, estimation and option pricing In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2021 | Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2021 | Blockchain and cryptocurrencies: economic and financial research In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2019 | Model-based arbitrage in multi-exchange models for Bitcoin price dynamics In: Digital Finance. [Full Text][Citation analysis] | article | 7 |
| 2020 | Disentangling the relationship between Bitcoin and market attention measures In: Economia e Politica Industriale: Journal of Industrial and Business Economics. [Full Text][Citation analysis] | article | 6 |
| 2020 | Spiking the Volatility Punch In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 0 |
| 2007 | Conditional tail behaviour and Value at Risk In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2004 | DETECTING AND MODELING TAIL DEPENDENCE In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 0 |
| 2023 | Cryptocurrencies as a Driver of Innovation for the Monetary System In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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