GAMBARELLI, LUCA
GAMBARELLI, LUCA
Dipartimento di Economia "Marco Biagi"
Aggregating sentiment in Europe: the relationship with volatility and returns
2023 Gambarelli, L.; Muzzioli, S.
An OWA Analysis of the VSTOXX volatility index
2022 Gambarelli., L.; Muzzioli, S.; De Baets, B.
Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market
2022 Gambarelli, Luca; Marchi, Gianluca; Muzzioli, Silvia
Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market
2022 Gambarelli., L.; Marchi, G.; Muzzioli, S.
Banks’ attitude to partnership as an antecedent of Open Banking platforms: structural determinants and effects on performance in the Italian context
2023 Pennetta, D.; Gambarelli, L.
Fear or greed? What does a skewness index measure?
2016 Elyasiani, E.; Gambarelli, L.; Muzzioli, S.
Financial innovation, FinTech, and implications for financial markets
2023 Gambarelli, Luca; Muzzioli, Silvia
Forecasting returns in the US market through fuzzy rule-based classification systems
2022 Campisi, G.; De Baets, B.; Gambarelli, L.; Muzzioli, S.
Googling Investor Sentiment around Europe
2023 Gambarelli, L.; Muzzioli, S.
Hedging effectiveness of cryptocurrencies in the European stock market
2023 Gambarelli, L.; Marchi, G.; Muzzioli, S.
Il finanziamento della ricerca clinica in Advanced Therapy Medicinal Products (ATMP): cosa determina l'intervento della Finanza?
2023 Pennetta, D.; Gambarelli, L.
INDICES FOR FINANCIAL MARKET VOLATILITY OBTAINED THROUGH FUZZY REGRESSION
2018 Muzzioli, Silvia; Gambarelli, Luca; De Baets, Bernard
La valutazione del rischio di mercato nell'UE
2022 Gambarelli, Luca
Moment Risk Premia and the Cross-Section of Stock Returns
2016 Elyasiani, E.; Gambarelli, L.; Muzzioli, S.
Moment risk premia and the cross-section of stock returns in the European stock market
2020 Elyasiani, Elyas; Gambarelli, Luca; Muzzioli, Silvia
News Sentiment indicators and the Cross‐Section of Stock Returns in the European Stock Market
2022 Gambarelli., L.; Muzzioli, S.
Option implied moments obtained through fuzzy regression
2020 Muzzioli, Silvia; Gambarelli, Luca; De Baets, Bernard
Risk-asymmetry indices in Europe
2019 Gambarelli, Luca; Muzzioli, Silvia
The information content of corridor volatility measures during calm and turmoil periods
2017 Elyasiani, E.; Gambarelli, L.; Muzzioli, S.
The properties of a skewness index and its relation with volatility and returns
2018 Elyasiani, E.; Gambarelli, L.; Muzzioli, Silvia