Research Directory

Type
Topic
  1. Journal Articles Finance Forthcoming

    International asset allocation in presence of systematic cojumps

    Journal of Economic Dynamics and Control
  2. Book Chapter Finance 2019

    What Drives Variation in the International Diversification Benefits? A Cross-country Analysis

    Handbook of Financial Econometrics, Mathematics, Statistics, and Technology
  3. Journal Articles Accountancy, Economics, Finance Annals of Finance

    Can VPIN Forecast Geopolitical Events? Evidence from the 2014 Crimean Crisis

    VPIN Forecast Geopolitical Events? Evidence from the 2014 Crimean Crisis.