1

Crash–O–Phobia

Foresi, Silverio, Wu, Liuren
Journal:
The Journal of Derivatives
Year:
2005
Language:
english
File:
PDF, 277 KB
english, 2005
2

Predictable changes in yields and forward rates

David Backus, Silverio Foresi, Abon Mozumdar, Liuren Wu
Journal:
Journal of Financial Economics
Year:
2001
Language:
english
File:
PDF, 270 KB
english, 2001
5

Affine Term Structure Models and the Forward Premium Anomaly

David K. Backus, Silverio Foresi, Chris I. Telmer
Journal:
The Journal of Finance
Year:
2001
Language:
english
File:
PDF, 151 KB
english, 2001
6

Does Money Explain Asset Returns? Theory and Empirical Analysis

K. C. CHAN, SILVERIO FORESI, LARRY H. P. LANG
Journal:
The Journal of Finance
Year:
1996
Language:
english
File:
PDF, 1.02 MB
english, 1996
10

Asset Price Dynamics and Infrequent Feedback Trades

Pierluigi Balduzzi, Giuseppe Bertola and Silverio Foresi
Journal:
The Journal of Finance
Year:
1995
Language:
english
File:
PDF, 524 KB
english, 1995
12

Exact solutions for bond and option prices with systematic jump risk

Sanjiv Ranjan Das, Silverio Foresi
Journal:
Review of Derivatives Research
Year:
1996
Language:
english
File:
PDF, 925 KB
english, 1996
13

Money, transactions and portfolio choice

PIERLUIGI BALDUZZI, SILVERIO FORESI
Journal:
Ricerche Economiche
Year:
1996
Language:
english
File:
PDF, 102 KB
english, 1996
15

Interaction in investment among rival Japanese firms

Silverio Foresi, Yasushi Hamao, Jianping Mei
Journal:
Japan and the World Economy
Year:
1998
Language:
english
File:
PDF, 128 KB
english, 1998
16

Yield-curve movements and fiscal retrenchments

Pierluigi Balduzzi, Giancarlo Corsetti, Silverio Foresi
Journal:
European Economic Review
Year:
1997
Language:
english
File:
PDF, 666 KB
english, 1997
25

Crash-O-Phobia: A Domestic Fear or A Worldwide Concern?

Wu, Liuren, Foresi, Silverio
Journal:
SSRN Electronic Journal
Year:
2005
Language:
english
File:
PDF, 162 KB
english, 2005
26

The Central Tendency: A Second Factor in Bond Yields

Foresi, Silverio
Journal:
SSRN Electronic Journal
Year:
1995
Language:
english
File:
PDF, 581 KB
english, 1995
27

Asset Values and Policy Changes: The Case of Denmark

Foresi, Silverio, Balduzzi, Pierluigi, Corsetti, Giancarlo
Journal:
SSRN Electronic Journal
Year:
1996
Language:
english
File:
PDF, 302 KB
english, 1996