Davide Pettenuzzo
Personal Details
First Name: | Davide |
Middle Name: | |
Last Name: | Pettenuzzo |
Suffix: | |
RePEc Short-ID: | ppe516 |
| |
http://people.brandeis.edu/~dpettenu/index.html | |
Affiliation
Department of Economics, International Business School
Brandeis University
Waltham, Massachusetts (United States)http://www.brandeis.edu/ief/
RePEc:edi:gsbraus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Timmermann, Allan & Pettenuzzo, Davide & Sabbatucci, Riccardo, 2020. "Dividend Suspensions and Cash Flow Risk during the Covid-19 Pandemic," CEPR Discussion Papers 14921, C.E.P.R. Discussion Papers.
- Dimitris Korobilis & Davide Pettenuzzo, 2020.
"Machine Learning Econometrics: Bayesian algorithms and methods,"
Papers
2004.11486, arXiv.org.
- Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers 130, Brandeis University, Department of Economics and International Business School.
- Dimitris Korobilis & Davide Pettenuzzo, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," Working Papers 2020_09, Business School - Economics, University of Glasgow.
- Korobilis, Dimitris & Pettenuzzo, Davide, 2020. "Machine Learning Econometrics: Bayesian algorithms and methods," MPRA Paper 100165, University Library of Munich, Germany.
- Timmermann, Allan & Pettenuzzo, Davide & Sabbatucci, Riccardo, 2019.
"Cash Flow News and Stock Price Dynamics,"
CEPR Discussion Papers
14117, C.E.P.R. Discussion Papers.
- Davide Pettenuzzo & Riccardo Sabbatucci & Allan Timmermann, 2020. "Cash Flow News and Stock Price Dynamics," Journal of Finance, American Finance Association, vol. 75(4), pages 2221-2270, August.
- Carlos Carvalho & Jared D. Fisher & Davide Pettenuzzo, 2018. "Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models," Working Papers 123, Brandeis University, Department of Economics and International Business School.
- Davide Pettenuzzo & Riccardo Sabbatucci & Allan Timmermann, 2018. "High-frequency Cash Flow Dynamics," Working Papers 120, Brandeis University, Department of Economics and International Business School.
- Dimitris Korobilis & Davide Pettenuzzo, 2017.
"Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions,"
Working Papers
115, Brandeis University, Department of Economics and International Business School.
- Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Adaptive hierarchical priors for high-dimensional vector autoregressions," Journal of Econometrics, Elsevier, vol. 212(1), pages 241-271.
- Dimitris Korobilis & Davide Pettenuzzo, 2018. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions," Working Paper series 18-21, Rimini Centre for Economic Analysis.
- Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017.
"Forecasting Stock Returns: A Predictor-Constrained Approach,"
Working Papers
116, Brandeis University, Department of Economics and International Business School.
- Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong, 2020. "Forecasting stock returns: A predictor-constrained approach," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 200-217.
- Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017. "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers 116R, Brandeis University, Department of Economics and International Business School, revised Feb 2018.
- Korobilis, D & Pettenuzzo, D, 2016. "Adaptive Minnesota Prior for High-Dimensional Vector Autoregressions," Essex Finance Centre Working Papers 18626, University of Essex, Essex Business School.
- Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016.
"Option-Implied Equity Premium Predictions via Entropic TiltinG,"
Working Papers
99, Brandeis University, Department of Economics and International Business School.
- Konstantinos Metaxoglou & Davide Pettenuzzo & Aaron Smith, 2019. "Option-Implied Equity Premium Predictions via Entropic Tilting," Journal of Financial Econometrics, Oxford University Press, vol. 17(4), pages 559-586.
- Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016. "Option-Implied Equity Premium Predictions via Entropic TiltinG," Working Papers 99R, Brandeis University, Department of Economics and International Business School, revised Aug 2016.
- Timmermann, Allan & Pettenuzzo, Davide, 2016.
"Forecasting Macroeconomic Variables under Model Instability,"
CEPR Discussion Papers
11355, C.E.P.R. Discussion Papers.
- Davide Pettenuzzo & Allan Timmermann, 2017. "Forecasting Macroeconomic Variables Under Model Instability," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 183-201, April.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016.
"Bayesian Compressed Vector Autoregressions,"
Working Papers
2016_09, Business School - Economics, University of Glasgow.
- Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019. "Bayesian compressed vector autoregressions," Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103R, Brandeis University, Department of Economics and International Business School, revised Apr 2016.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2017. "Bayesian Compressed Vector Autoregressions," Working Paper series 17-32, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Business School.
- Davide Pettenuzzo & Francesco Ravazzolo, 2014.
"Optimal Portfolio Choice under Decision-Based Model Combinations,"
Working Papers
80, Brandeis University, Department of Economics and International Business School.
- Davide Pettenuzzo & Francesco Ravazzolo, 2016. "Optimal Portfolio Choice Under Decision‐Based Model Combinations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1312-1332, November.
- Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal portfolio choice under decision-based model combinations," Working Paper 2014/15, Norges Bank.
- Davide Pettenuzzo & Rossen Valkanov & Allan Timmermann, 2014.
"A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics,"
Working Papers
76, Brandeis University, Department of Economics and International Business School.
- Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2014. "A Bayesian MIDAS Approach to Modeling First and Second Moment Dynamics," CEPR Discussion Papers 10160, C.E.P.R. Discussion Papers.
- Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014.
"Bond Return Predictability: Economic Value and Links to the Macroeconomy,"
Working Papers
75, Brandeis University, Department of Economics and International Business School.
- Antonio Gargano & Davide Pettenuzzo & Allan Timmermann, 2019. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Management Science, INFORMS, vol. 65(2), pages 508-540, February.
- Timmermann, Allan & Pettenuzzo, Davide & Gargano, Antonio, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," CEPR Discussion Papers 10104, C.E.P.R. Discussion Papers.
- Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Working Papers 75R, Brandeis University, Department of Economics and International Business School, revised Jul 2016.
- Davide Pettenuzzo, 2013. "To Predict the Equity Market, Consult Economic Theory," Rosenberg Global Financial Briefs 8, Brandeis University, Rosenberg Institute of Global Finance, International Businesss School, revised 2014.
- Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2013.
"Forecasting Stock Returns under Economic Constraints,"
CEPR Discussion Papers
9377, C.E.P.R. Discussion Papers.
- Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2014. "Forecasting stock returns under economic constraints," Journal of Financial Economics, Elsevier, vol. 114(3), pages 517-553.
- Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov, 2013. "Forecasting Stock Returns under Economic Constraints," Working Papers 57, Brandeis University, Department of Economics and International Business School.
- Davide Pettenuzzo & Halbert White, 2010.
"Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis,"
Working Papers
36, Brandeis University, Department of Economics and International Business School.
- White, Halbert & Pettenuzzo, Davide, 2014. "Granger causality, exogeneity, cointegration, and economic policy analysis," Journal of Econometrics, Elsevier, vol. 178(P2), pages 316-330.
- Davide Pettenuzzo & Allan G. Timmermann & Rossen I. Valkanov, 2008. "Return Predictability under Equilibrium Constraints on the Equity Premium," Working Papers 37, Brandeis University, Department of Economics and International Business School.
- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"Learning, Structural Instability and Present Value Calculations,"
IEPR Working Papers
06.42, Institute of Economic Policy Research (IEPR).
- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007. "Learning, Structural Instability, and Present Value Calculations," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 253-288.
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, structural instability and present value calculations," Computing in Economics and Finance 2006 529, Society for Computational Economics.
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, Structural Instability and Present Value Calculations," CESifo Working Paper Series 1650, CESifo.
- Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2006. "Learning, Structural Instability and Present Value Calculations," Cambridge Working Papers in Economics 0602, Faculty of Economics, University of Cambridge.
- Pesaran, Mohammad Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2006. "Learning, structural instability and present value calculations," Discussion Paper Series 1: Economic Studies 2006,27, Deutsche Bundesbank.
- Profoessor Hashem Pesaran & Allan Timmermann & Davide Pettenuzzo, 2005. "The Forecasing time series subject to multiple structure breaks," Money Macro and Finance (MMF) Research Group Conference 2005 33, Money Macro and Finance Research Group.
- Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004.
"Forecasting Time Series Subject to Multiple Structural Breaks,"
IZA Discussion Papers
1196, Institute of Labor Economics (IZA).
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Forecasting Time Series Subject to Multiple Structural Breaks," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(4), pages 1057-1084.
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CESifo Working Paper Series 1237, CESifo.
- Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004. "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics 0433, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Timmermann, Allan & Pettenuzzo, Davide, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CEPR Discussion Papers 4636, C.E.P.R. Discussion Papers.
repec:bny:wpaper:0037 is not listed on IDEAS
Articles
- Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong, 2020.
"Forecasting stock returns: A predictor-constrained approach,"
Journal of Empirical Finance, Elsevier, vol. 55(C), pages 200-217.
- Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017. "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers 116R, Brandeis University, Department of Economics and International Business School, revised Feb 2018.
- Davide Pettenuzzo & Zhiyuan Pan & Yudong Wang, 2017. "Forecasting Stock Returns: A Predictor-Constrained Approach," Working Papers 116, Brandeis University, Department of Economics and International Business School.
- Davide Pettenuzzo & Riccardo Sabbatucci & Allan Timmermann, 2020.
"Cash Flow News and Stock Price Dynamics,"
Journal of Finance, American Finance Association, vol. 75(4), pages 2221-2270, August.
- Timmermann, Allan & Pettenuzzo, Davide & Sabbatucci, Riccardo, 2019. "Cash Flow News and Stock Price Dynamics," CEPR Discussion Papers 14117, C.E.P.R. Discussion Papers.
- Konstantinos Metaxoglou & Davide Pettenuzzo & Aaron Smith, 2019.
"Option-Implied Equity Premium Predictions via Entropic Tilting,"
Journal of Financial Econometrics, Oxford University Press, vol. 17(4), pages 559-586.
- Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016. "Option-Implied Equity Premium Predictions via Entropic TiltinG," Working Papers 99, Brandeis University, Department of Economics and International Business School.
- Davide Pettenuzzo & Konstantinos Metaxoglou & Aaron Smith, 2016. "Option-Implied Equity Premium Predictions via Entropic TiltinG," Working Papers 99R, Brandeis University, Department of Economics and International Business School, revised Aug 2016.
- Koop, Gary & Korobilis, Dimitris & Pettenuzzo, Davide, 2019.
"Bayesian compressed vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 210(1), pages 135-154.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103R, Brandeis University, Department of Economics and International Business School, revised Apr 2016.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2017. "Bayesian Compressed Vector Autoregressions," Working Paper series 17-32, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 2016_09, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis & Davide Pettenuzzo, 2016. "Bayesian Compressed Vector Autoregressions," Working Papers 103, Brandeis University, Department of Economics and International Business School.
- Korobilis, Dimitris & Pettenuzzo, Davide, 2019.
"Adaptive hierarchical priors for high-dimensional vector autoregressions,"
Journal of Econometrics, Elsevier, vol. 212(1), pages 241-271.
- Dimitris Korobilis & Davide Pettenuzzo, 2017. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregessions," Working Papers 115, Brandeis University, Department of Economics and International Business School.
- Dimitris Korobilis & Davide Pettenuzzo, 2018. "Adaptive Hierarchical Priors for High-Dimensional Vector Autoregressions," Working Paper series 18-21, Rimini Centre for Economic Analysis.
- Antonio Gargano & Davide Pettenuzzo & Allan Timmermann, 2019.
"Bond Return Predictability: Economic Value and Links to the Macroeconomy,"
Management Science, INFORMS, vol. 65(2), pages 508-540, February.
- Timmermann, Allan & Pettenuzzo, Davide & Gargano, Antonio, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," CEPR Discussion Papers 10104, C.E.P.R. Discussion Papers.
- Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Working Papers 75, Brandeis University, Department of Economics and International Business School.
- Davide Pettenuzzo & Antonio Gargano & Allan Timmermann, 2014. "Bond Return Predictability: Economic Value and Links to the Macroeconomy," Working Papers 75R, Brandeis University, Department of Economics and International Business School, revised Jul 2016.
- Davide Pettenuzzo & Allan Timmermann, 2017.
"Forecasting Macroeconomic Variables Under Model Instability,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(2), pages 183-201, April.
- Timmermann, Allan & Pettenuzzo, Davide, 2016. "Forecasting Macroeconomic Variables under Model Instability," CEPR Discussion Papers 11355, C.E.P.R. Discussion Papers.
- Davide Pettenuzzo & Francesco Ravazzolo, 2016.
"Optimal Portfolio Choice Under Decision‐Based Model Combinations,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1312-1332, November.
- Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal Portfolio Choice under Decision-Based Model Combinations," Working Papers 80, Brandeis University, Department of Economics and International Business School.
- Davide Pettenuzzo & Francesco Ravazzolo, 2014. "Optimal portfolio choice under decision-based model combinations," Working Paper 2014/15, Norges Bank.
- Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2016. "A MIDAS approach to modeling first and second moment dynamics," Journal of Econometrics, Elsevier, vol. 193(2), pages 315-334.
- White, Halbert & Pettenuzzo, Davide, 2014.
"Granger causality, exogeneity, cointegration, and economic policy analysis,"
Journal of Econometrics, Elsevier, vol. 178(P2), pages 316-330.
- Davide Pettenuzzo & Halbert White, 2010. "Granger Causality, Exogeneity, Cointegration, and Economic Policy Analysis," Working Papers 36, Brandeis University, Department of Economics and International Business School.
- Pettenuzzo, Davide & Timmermann, Allan & Valkanov, Rossen, 2014.
"Forecasting stock returns under economic constraints,"
Journal of Financial Economics, Elsevier, vol. 114(3), pages 517-553.
- Timmermann, Allan & Pettenuzzo, Davide & Valkanov, Rossen, 2013. "Forecasting Stock Returns under Economic Constraints," CEPR Discussion Papers 9377, C.E.P.R. Discussion Papers.
- Davide Pettenuzzo & Allan Timmermann & Rossen Valkanov, 2013. "Forecasting Stock Returns under Economic Constraints," Working Papers 57, Brandeis University, Department of Economics and International Business School.
- Pettenuzzo, Davide & Timmermann, Allan, 2011. "Predictability of stock returns and asset allocation under structural breaks," Journal of Econometrics, Elsevier, vol. 164(1), pages 60-78, September.
- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007.
"Learning, Structural Instability, and Present Value Calculations,"
Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 253-288.
- Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, Structural Instability and Present Value Calculations," IEPR Working Papers 06.42, Institute of Economic Policy Research (IEPR).
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, structural instability and present value calculations," Computing in Economics and Finance 2006 529, Society for Computational Economics.
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006. "Learning, Structural Instability and Present Value Calculations," CESifo Working Paper Series 1650, CESifo.
- Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2006. "Learning, Structural Instability and Present Value Calculations," Cambridge Working Papers in Economics 0602, Faculty of Economics, University of Cambridge.
- Pesaran, Mohammad Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2006. "Learning, structural instability and present value calculations," Discussion Paper Series 1: Economic Studies 2006,27, Deutsche Bundesbank.
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"Forecasting Time Series Subject to Multiple Structural Breaks,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(4), pages 1057-1084.
- M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CESifo Working Paper Series 1237, CESifo.
- Pesaran, M. Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," IZA Discussion Papers 1196, Institute of Labor Economics (IZA).
- Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2004. "‘Forecasting Time Series Subject to Multiple Structural Breaks’," Cambridge Working Papers in Economics 0433, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Timmermann, Allan & Pettenuzzo, Davide, 2004. "Forecasting Time Series Subject to Multiple Structural Breaks," CEPR Discussion Papers 4636, C.E.P.R. Discussion Papers.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 36 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FOR: Forecasting (20) 2013-04-13 2013-08-31 2014-04-05 2014-09-25 2014-09-29 2014-12-08 2014-12-29 2015-01-03 2015-01-09 2016-02-04 2016-04-09 2016-04-23 2016-07-09 2016-08-14 2017-11-26 2017-11-26 2018-03-12 2018-05-14 2018-05-14 2018-10-15. Author is listed
- NEP-ORE: Operations Research (15) 2014-09-25 2014-12-29 2015-01-03 2016-04-09 2016-04-16 2016-04-23 2016-07-09 2017-11-26 2017-11-26 2018-03-12 2018-05-14 2018-10-15 2020-05-25 2020-06-08 2020-07-20. Author is listed
- NEP-ECM: Econometrics (11) 2004-06-27 2013-04-13 2014-12-08 2015-01-03 2016-04-09 2016-07-09 2017-01-01 2018-03-12 2018-05-14 2018-10-15 2020-05-11. Author is listed
- NEP-ETS: Econometric Time Series (10) 2005-02-13 2014-09-25 2015-01-03 2016-04-09 2016-04-16 2016-04-23 2017-01-01 2018-05-14 2018-05-14 2020-05-11. Author is listed
- NEP-BIG: Big Data (5) 2018-05-14 2020-05-11 2020-05-25 2020-06-08 2020-07-20. Author is listed
- NEP-CMP: Computational Economics (5) 2014-12-08 2020-05-11 2020-05-25 2020-06-08 2020-07-20. Author is listed
- NEP-FIN: Finance (5) 2006-01-24 2006-03-18 2006-04-08 2006-07-15 2006-09-23. Author is listed
- NEP-FMK: Financial Markets (4) 2006-04-08 2006-07-15 2013-08-31 2015-01-09
- NEP-MAC: Macroeconomics (4) 2014-09-25 2015-01-03 2017-01-01 2018-05-14
- NEP-RMG: Risk Management (3) 2016-02-04 2016-08-14 2018-10-15
- NEP-MST: Market Microstructure (2) 2018-03-05 2020-08-17
- NEP-UPT: Utility Models and Prospect Theory (2) 2014-12-08 2014-12-29
- NEP-BEC: Business Economics (1) 2006-07-15
- NEP-CBA: Central Banking (1) 2006-07-15
- NEP-CFN: Corporate Finance (1) 2014-04-05
- NEP-CWA: Central and Western Asia (1) 2021-06-21
- NEP-GEN: Gender (1) 2020-05-11
- NEP-GER: German Papers (1) 2014-09-29
- NEP-HPE: History and Philosophy of Economics (1) 2014-04-05
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