Research

Working papers

02/12/2020

On Classifying the Effects of Policy Announcements on Volatility

G.M. Gallo; D. Lacava; E. Otranto
27/11/2020

Modelling Realized Covariance Matrices: a Class of Hadamard Exponential Models

L. Bauwens; E. Otranto
21/10/2020

Measuring the Effects of Unconventional Policies on Stock Market Volatility

D. Lacava; G.M. Gallo; E. Otranto

Research

Since its set up in 1993, the Centre has widened the range of research topics. The main research activities are grouped according to the JEL classification.

Within each of the research lines, we list the researchers involved and a the most relevant projects carried out in the last decade.

Our main research aims include:

- promoting and strengthening research on economic issues by publishing articles in scientific journals and participating in national and international research networks;

- supporting the dissemination of scientific knowledge in collaboration with other Italian and foreign universities or associations by organizing international seminars, workshops and conferences;

- active participation in the PhD program in Economics and Business of the University of Cagliari and the University of Sassari, advanced training and specialization courses in order to enhance the skills of prospective researchers.

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Research

Working papers