Browsing Department of Economics (ECO) by Author "PACINI, Barbara"

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Title: Early News is Good News: The Effects of Market Opening on Market Volatility Author(s): GALLO, Giampiero M.; PACINI, Barbara Date: 1998 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: Early News Is Good News: the Effects of Market Opening on Market Volatility Author(s): GALLO, Giampiero M.; PACINI, Barbara Date: 1998 Type of Publication: Article Abstract: In this paper, we examine the characteristics of market opening news and its impact on the estimated coefficients of the conditional volatility models of the GARCH class. We find that the differences between the opening ...
Title: Time-varying/Sign-switching Risk Perception on Foreign Exchange Markets Author(s): GALLO, Giampiero M.; PACINI, Barbara Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO
Title: Risk-related Asymmetries in Foreign Exchange Markets Author(s): GALLO, Giampiero M.; PACINI, Barbara Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO

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