Pubblicazioni

In questa pagina le più recenti pubblicazioni dei membri del Dipartimento di Finanza , su riviste di fascia A+ e A (secondo la classificazione delle riviste redatta dall'Università Bocconi):

Bedendo M.,  Campolongo F., Joossens E., Saita F.," Pricing Multiasset Equity Options: How Relevant is the Dependence Function? ", Journal Banking and Finance, forthcoming;

Colla, P., Ippolito F., and Wagner H. "Leverage and Pricing of Debt in LBOs", Journal of Corporate Finance, forthcoming;

Caselli S., E. Garcia Appendini and F. Ippolito. "Contracts and Returns in Private Equity Investments", Journal of Financial Intermediation, forthcoming;

Favero C.A., Gozluklu A. and Tamoni A., "Demographic Trends, the Dividend-Price Ratio and the Predictability  of Long-Run  Stock  Market Returns", Journal  of  Financial and  Quantitative Analysis, forthcoming;

Franks J., Mayer C., Volpin P. and Wagner H. "The Life Cycle of Family Ownership: International Evidence", Review of Financial Studies, forthcoming;

Kandel, E., Rindi B.  L. Bosetti, "The Impact of a Closing Call Auction on Market Quality and Trading Strategies"  Journal of Financial Intermediation, forthcoming;

Siming L., "Your Former Employees Matter: Private Equity Firms and Their Financial Advisors", Review of Finance, forthcoming;

Bedendo M., Bruno B., "Credit Risk Transfer in U.S. Commercial Banks: What Changed during the 2007–2009 Crisis?", Journal of Banking & Finance, Vol. 36 (2012), pp. 3260–3273;

Andrea Sironi, G. Iannotta, G. Nocera, The Impact of Government Ownership on Bank Risk, Novembre 2012;

Caselli S., Di Giuli A., Gatti S., "Are Small Family Firms Financially Sophisticated?", Journal of Banking and Finance, Vol. 35, n.11, November 2011;

Hallak I. and Schure P., 2011. "Why Larger Lenders Obtain Higher Returns: evidence from Sovereign Syndicated Loans." Financial Management, Vol. 40, Issue 2, Summer, pp. 427-453;

Beltratti A., Morana C., "International House Prices and Macroeconomic Fluctuations", Journal of Banking and Finance, 34 (2010), pp. 533-545;

Borgonovo E., Gatti S., Peccati L., "What Drives Value Creation in Investment Projects? An Application of  Sensitivity  Analysis  to Project  Finance Transactions", European Journal of Operational Research, vol. 25 (2010), pp. 227-236;

Colla P. ,  Mele A.,   "Information  Linkages  and  Correlated Trading",  Review of Financial Studies, 23,1 (2010), pp.  203-246;

Corielli F., Gatti S ., Steffanoni A., "Risk Shifting through Nonfinancial Contracts. Effects on Loan Spreads  and  Capital  Structure of  Project Finance Deals ", Journal of Money, Credit and Banking, vol 42, n.7 (2010), pp. 1295-1320;

Favero C.A., Pagano M.,  Von Thadden E.L., "How Does Liquidity affect Bond Yields? ", Journal  of Financial and Quantitative Analysis, Vol. 45, No. 1, Feb. 2010, pp. 107-134;

Bedendo M., Hodges S.D., "The Dynamics of the Volatility Skew: A Kalman Filter Approach", Journal of Banking and Finance, Vol. 33 (2009), pp. 1156-1165;

Consolo A., Favero C.A. "Monetary Policy Inertia. More a Fiction than  Fact ? ", Journal of Monetary Economics, Elsevier, Vol. 56 (2009), pp. 900-906;

Consolo A., Favero C.A., Paccagnini A. "On the Statistical Identification of DSGE Models", Journal of Econometrics 150, Elsevier (2009), pp.99-115;

Guidolin M., Mola S., "Affiliated Mutual Funds and Analyst Optimism", Journal of Financial Economics, 2009, 93(1), pp. 108-37;

Guidolin M., Timmermann, " Forecasts of US Short-term Interest Rates: A Flexible Forecast Combination Approach", Journal of Econometrics,  2009, 150(2), pp. 297-311;

Guidolin M., Hyde S., McMillan D., Ono S., "Non-Linear Predictability in Stock and Bond Returns: When and Where Is It Exploitable? ", International Journal of Forecasting, 2009, pp. 373-99;

Favero C.A., Giavazzi F., "Should the Euro Area Be Run as a Closed Economy", American Economic Review Paper and Proceedings, 98:2 (2008), pp. 138-145;

Guidolin M., Timmermann A., " International Asset Allocation under Regime Switching, Skew and Kurtosis Preferences", Review of Financial Studies,  2008, 21(2), pp. 889-935.