Browsing All of Digital Archive by Person Bonato, Matteo

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