Browsing All of Digital Archive by Person Bonato, Matteo
Showing results 1 to 13 of 13
| Year of Publication | Title | Person(s) |
| 2022 | Climate risks and realized volatility of major commodity currency exchange rates | Bonato, Matteo; Çepni, Oğuzhan; Gupta, Rangan; Pierdzioch, Christian |
| 2022 | Climate risks and state-level stock-market realized volatility | Bonato, Matteo; Ҫepni, Oğuzhan; Gupta, Rangan; Pierdzioch, Christian |
| 2018 | Comovement, Index Investing and the Financialization of Commodities | Bonato, Matteo; Taschini, Luca |
| 2022 | The effects of conventional and unconventional monetary policy shocks on US REITs moments : evidence from VARs with functional shocks | Wang, Shixuan; Gupta, Rangan; Bonato, Matteo; Çepni, Oğuzhan |
| 2009 | Estimating the Degrees of Freedom of the Realized Volatility Wishart Autoregressive Model | Bonato, Matteo |
| 2013 | A Forecast Based Comparison of Restricted Realized Covariance Models | Caporin, Massimiliano; Ranaldo, Angelo; Bonato, Matteo |
| 2013 | Forecasting Realized (Co)Variances with a Block Structure Wishart Autoregressive Model | Bonato, Matteo; Caporin, Massimiliano; Ranaldo, Angelo |
| 2016 | Gold Futures Returns and Realized Moments : A Forecasting Experiment Using a Quantile-Boosting Approach | Bonato, Matteo; Demirer, Riza; Gupta, Rangan; Pierdzioch, Christian |
| 2018 | Investor Sentiment and Crash Risk in Safe Havens | Ben Nasr, Adnen; Bonato, Matteo; Demirer, Riza; Gupta, Rangan |
| 2009 | Modeling Fat Tails in Stock Returns : A Multivariate Stable-GARCH Approach | Bonato, Matteo |
| 2016 | Realized Correlations, Betas and Volatility Spillover in the Commodity Market : What Has Changed? | Bonato, Matteo |
| 2012 | Risk Spillovers in International Equity Portfolios | Bonato, Matteo; Caporin, Massimiliano; Ranaldo, Angelo |
| 2010 | Robust Estimation of Skewness and Kurtosis in Distributions with Infinite Higher Moments | Bonato, Matteo |
