Applied Mathematics and Quantitative Methods list of working papers 2010
(please click on paper's number to read the abstracts)


Other Papers are available here

Working Paper
Author
Subject
16/10

E. Luciano

Business Time and Credit Risk Models (Download)
34/10 F. C. Bagliano, C. Morana The Great Recession: US Dynamics and Spillovers to the World Economy (Download)
35/10 N. Cassola, C. Morana The 2007-? Financial Crisis: a Euro Area Money Market Perspective (Download)
36/10 C. Morana Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks (Download)