Andrea Berardi
Andrea Berardi
Verified email at unive.it
Title
Cited by
Cited by
Year
Term structure forecasts of long-term consumption growth
A Berardi, W Torous
Journal of Financial and Quantitative Analysis 40 (2), 241-258, 2005
262005
Term structure, inflation, and real activity
A Berardi
Journal of Financial and Quantitative Analysis 44 (4), 987-1011, 2009
242009
Predicting default probabilities and implementing trading strategies for emerging markets bond portfolios
A Berardi, S Ciraolo, M Trova
Emerging Markets Review 5 (4), 447-469, 2004
202004
Term structure, non-neutral inflation and economic growth: a three-factor model
A Berardi
Conférence Internationale de Finance, 1997
151997
A base model for multifactor specifications of the term structure
A Berardi, M Esposito
Economic Notes 28 (2), 145-170, 1999
111999
Inflation risk premia, yield volatility, and macro factors
A Berardi, A Plazzi
Journal of Financial Econometrics 17 (3), 397-431, 2019
102019
Estimating value at risk with the Kalman Filter
A Berardi, S Corradin, C Sommacampagna
University of Trieste, Italy, 2002
102002
How Strong is the Relation Between the Term Structure, Inflation and GDP?
A Berardi
Inflation and GDP, 2001
82001
Estimating the Cox, ingersoll and Ross model of the term structure: a multivariate approach
A Berardi
Ricerche economiche 49 (1), 51-74, 1995
71995
Consumer protection and the design of the default option of a pan-European pension product
A Berardi, C Tebaldi, F Trojani
Swiss Finance Institute Research Paper, 2018
62018
Term structure, inflation and real activity
A Berardi
University of Verona, working paper, 2004
52004
Credit spreads and default probabilities in emerging market bond prices
A Berardi, M Trova, V Banca
Financial Management Association, 2005
42005
Real rates, expected inflation and inflation risk premia implicit in nominal bond yields
A Berardi
Financial Management Association Conference Proceedings, 2005
42005
Credit Derivatives: nuovi strumenti per la gestione del rischio di credito
A Berardi
Università di Verona, 2004
42004
Mind the (Convergence) Gap: Bond Predictability Strikes Back!
A Berardi, M Markovich, A Plazzi, A Tamoni
Management Science, 2021
3*2021
Predicting default probabilities and implementing trading strategies for emerging markets bond portfolios
S Ciraolo, A Berardi, M Trova
Available at SSRN 303783, 2002
32002
Does the term structure forecast consumption growth
A Berardi, W Torous
Working paper, UCLA, 2002
32002
Credit derivatives
A Berardi
Amministrazione & Finanza–serie oro, 45-52, 1998
21998
Long term yield volatility and the term structure: evidence for Italian treasury bonds
F Addolorato, A Berardi
Banca commerciale italiana, Ufficio studi, 1994
11994
L'approccio di equilibrio generale della struttura a termine dei tassi di interesse: una sintesi
A Berardi
Banca commerciale italiana, Ufficio studi, 1994
11994
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Articles 1–20