Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Lorenzo Forni

Pricing of Sovereign Credit Risk: Evidence From Advanced Economies During the Financial Crisis

IMF Working Papers

English

Funding a PAYG Pension System: The Case of Italy

English

Related publications

Credit Ratings and the Pricing of Sovereign Debt During the Euro Crisis

English

Monetary Policy in Advanced Economies During the Global Financial Crisis: Lessons for Lithuania

English

Pricing Sovereign Debt in Resource-Rich Economies

IMF Working Papers

English

US Bank Credit Spreads During the Financial Crisis

SSRN Electronic Journal

English

The Pricing of Correlated Default Risk: Evidence From the Credit Derivatives Market

SSRN Electronic Journal

English

Improving Non-Parametric Option Pricing During the Financial Crisis

SSRN Electronic Journal

English

Market Frictions and the Pricing of Sovereign Credit Default Swaps

Journal of International Money and Finance

English

Self-Fulfilling Dynamics: The Interactions of Sovereign Spreads, Sovereign Ratings and Bank Ratings During the Euro Financial Crisis

Journal of International Money and Finance

English

Determinants of Sovereign Risk: Macroeconomic Fundamentals and the Pricing of Sovereign Debt

Review of Finance

English