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Publications
Author:
Giampiero M. Gallo
Type of Publication
- Any publication
Book
Book Chapter
Journal Article
Working Paper
Title
Authors
Year
Volatility jumps and the classification of monetary policy announcements
Working Paper
,
2023
G.M. Gallo
;
D. Lacava
;
E. Otranto
2023
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Working Paper
,
2023
F. Cipollini
;
G.M. Gallo
;
A. Palandri
2023
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS
Working Paper
,
2022
Scaffidi Domianello
;
G.M. Gallo
;
E. Otranto
2022
On Classifying the Effects of Policy Announcements on Volatility
Working Paper
,
2020
G.M. Gallo
;
D. Lacava
;
E. Otranto
2020
Measuring the Effects of Unconventional Policies on Stock Market Volatility
Working Paper
,
2020
D. Lacava
;
G.M. Gallo
;
E. Otranto
2020