Michele Di Marcantonio

Personal Details

First Name:	Michele
Middle Name:
Last Name:	Di Marcantonio
Suffix:
RePEc Short-ID:	pdi641
	[This author has chosen not to make the email address public]
	https://corsidilaurea.uniroma1.it/it/users/micheledimarcantoniouniroma1it

Affiliation

Dipartimento di Diritto ed Economia delle Attività Produttive
Facoltà di Economia
"Sapienza" Università di Roma

Roma, Italy
https://web.uniroma1.it/deap/
RePEc:edi:dbsapit (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

1. Enrico Laghi & Michele Di Marcantonio, 2016. "Beyond CAPM: estimating the cost of equity considering idiosyncratic risks," Quantitative Finance, Taylor & Francis Journals, vol. 16(8), pages 1273-1296, August.

   Cited by:

   1. Podhorska Ivana & Valaskova Katarina & Stehel Vojtech & Kliestik Tomas, 2019. "Possibility of Company Goodwill Valuation: Verification in Slovak and Czech Republic," Management & Marketing, Sciendo, vol. 14(3), pages 338-356, September.

2. Giuseppe Arbia & Michele Di Marcantonio, 2015. "Forecasting Interest Rates Using Geostatistical Techniques," Econometrics, MDPI, vol. 3(4), pages 1-28, November.

   Cited by:

   1. Hüttner, Amelie & Scherer, Matthias & Gräler, Benedikt, 2020. "Geostatistical modeling of dependent credit spreads: Estimation of large covariance matrices and imputation of missing data," Journal of Banking & Finance, Elsevier, vol. 118(C).

3. Enrico Laghi & Michele Di Marcantonio & Eugenio D'Amico, 2014. "Estimating credit default swap spreads using accounting data, market quotes and credit ratings: the European Banks Case," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2014(2-3-4), pages 59-81.

   Cited by:

   1. Stefano Azzali & Luca Fornaciari & Tatiana Mazza, 2016. "Income Smoothing via Loan Loss Provision in Credit Cooperative Banks," FINANCIAL REPORTING, FrancoAngeli Editore, vol. 2016(2), pages 33-54.

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Corrections

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