L
Lorenzo Cappiello
7 works on record
Works
The uncovered return parity condition
The uncovered return parity condition
Impact of the euro on financial markets
Impact of the euro on financial markets
Asymmetric dynamics in the correlations of global equity and bond returns
Asymmetric dynamics in the correlations of global equity and bond returns
Financial integration of new EU member states
Financial integration of new EU member states
Explaining exchange rate dynamics
Explaining exchange rate dynamics
Measuring comovements by regression quantiles
Measuring comovements by regression quantiles
Fair value accounting and financial stability
Fair value accounting and financial stability