Emilio Barone

Luiss - Guido Carli (Dpt. of Economics and Finance)

Intesa Sanpaolo Chair, Stephen A. Ross Professor of Financial Economics

Viale Romania, 32

Rome, 00197

Italy

http://docenti.luiss.it/barone/

SCHOLARLY PAPERS

23

DOWNLOADS
Rank 9,253

SSRN RANKINGS

Top 9,253

in Total Papers Downloads

6,302

SSRN CITATIONS
Rank 25,670

SSRN RANKINGS

Top 25,670

in Total Papers Citations

25

CROSSREF CITATIONS

12

Ideas:
“  Equity-based Credit-risk Models  ”

Scholarly Papers (23)

1.

The Italian Stock Market: Efficiency and Calendar Anomalies

Number of pages: 25 Posted: 05 Mar 2004
Emilio Barone
Luiss - Guido Carli (Dpt. of Economics and Finance)
Downloads 1,020 (26,912)
Citation 18

Abstract:

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2.

Pricing Bonds and Bond Options with Default Risk

Number of pages: 43 Posted: 05 Mar 2004
Luiss - Guido Carli (Dpt. of Economics and Finance), University of Lugano and Iason Ltd.
Downloads 857 (34,516)
Citation 2

Abstract:

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3.

The Valuation of Derivatives: A Survey

Number of pages: 28 Posted: 05 Mar 2004
Emilio Barone
Luiss - Guido Carli (Dpt. of Economics and Finance)
Downloads 783 (38,943)

Abstract:

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4.

A Model for Measuring Financial Risks

Number of pages: 24 Posted: 05 Mar 2004
Emilio Barone and Antonio Braghò
Luiss - Guido Carli (Dpt. of Economics and Finance) and San Paolo IMI
Downloads 476 (73,967)
Citation 1

Abstract:

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5.

The Valuation of Bonds and Bond Options: Some Empirical Tests

Number of pages: 29 Posted: 05 Mar 2004
Emilio Barone and Domenico Cuoco
Luiss - Guido Carli (Dpt. of Economics and Finance) and University of Pennsylvania - Finance Department
Downloads 354 (104,540)

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6.

The Term Structure of Interest Rates: A Test of the Cox, Ingersoll and Ross Model on Italian Treasury Bonds

Number of pages: 27 Posted: 05 Mar 2004
Emilio Barone, Domenico Cuoco and Emerico Zautzik
Luiss - Guido Carli (Dpt. of Economics and Finance), University of Pennsylvania - Finance Department and Bank of Italy
Downloads 322 (116,056)
Citation 2

Abstract:

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7.

The Valuation of Puttable Bonds: An Application of the Cox, Ingersoll and Ross Model to Italian Treasury Option Certificates

Number of pages: 17 Posted: 05 Mar 2004
Emilio Barone and Domenico Cuoco
Luiss - Guido Carli (Dpt. of Economics and Finance) and University of Pennsylvania - Finance Department
Downloads 303 (123,820)

Abstract:

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8.

An Integrated System for the Management of Interest Rate Risk

Number of pages: 20 Posted: 05 Mar 2004
Emilio Barone and Antonio Braghò
Luiss - Guido Carli (Dpt. of Economics and Finance) and San Paolo IMI
Downloads 277 (136,063)
Citation 1

Abstract:

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9.

A Unified VAR Approach

Number of pages: 27 Posted: 05 Mar 2004
Emilio Barone
Luiss - Guido Carli (Dpt. of Economics and Finance)
Downloads 267 (141,350)
Citation 1

Abstract:

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10.

Valuation of Floaters and Options on Floaters Under Special Repo Rates

Number of pages: 23 Posted: 31 Dec 2003
Emilio Barone and Stefano Risa
Luiss - Guido Carli (Dpt. of Economics and Finance) and affiliation not provided to SSRN
Downloads 259 (145,743)
Citation 4

Abstract:

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Floaters, options on floaters, special repo rates, interest-rate models

11.

The Valuation of Italian Floating Rate Treasuries

Number of pages: 44 Posted: 05 Mar 2004
Emilio Barone and Francesca Folonari
Luiss - Guido Carli (Dpt. of Economics and Finance) and San Paolo IMI
Downloads 251 (150,309)

Abstract:

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12.

Index-Linked Bonds from an Academic, Market and Policy-Making Standpoint

Number of pages: 22 Posted: 05 Mar 2004
Emilio Barone and Rainer Masera
Luiss - Guido Carli (Dpt. of Economics and Finance) and Libera Università degli Studi Sociali (LUISS) Guido Carli
Downloads 213 (175,949)
Citation 2

Abstract:

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13.

The Valuation of Multiple Options: An Application to the Exchange Rate Market of the Italian Lira

Number of pages: 23 Posted: 05 Mar 2004
Emilio Barone and Antonella Bucci
Luiss - Guido Carli (Dpt. of Economics and Finance) and SanPaolo IMI s.p.a.
Downloads 139 (254,346)

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14.

Implied Volatilities and Arbitrage Opportunities in the Italian Options Market

Number of pages: 30 Posted: 05 Mar 2004
Emilio Barone and Domenico Cuoco
Luiss - Guido Carli (Dpt. of Economics and Finance) and University of Pennsylvania - Finance Department
Downloads 134 (261,696)
Citation 1

Abstract:

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15.

Underwriting Fees and Power Derivatives

Number of pages: 19 Posted: 05 Mar 2004
Emilio Barone and Antonio Castagna
Luiss - Guido Carli (Dpt. of Economics and Finance) and Iason Ltd.
Downloads 124 (277,365)

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Futures-Style Options on Euro-Deposit Futures: Nihil Sub Sole Novi?

Number of pages: 23 Posted: 05 Mar 2004
Emilio Barone and Luca Mengoni
Luiss - Guido Carli (Dpt. of Economics and Finance) and IMI Bank
Downloads 113 (297,871)

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Futures-Style Options on Euro-Deposit Futures. Nihil Sub Sole Novi?

EUROPEAN FINANCIAL MANAGEMENT, Vol. 3 No. 1, 1997
Posted: 07 Nov 1996
Emilio Barone and Luca Mengoni
Luiss - Guido Carli (Dpt. of Economics and Finance) and IMI Bank

Abstract:

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17.

The Italian Market for 'Premium' Contracts: An Application of Option Pricing Theory

Number of pages: 30 Posted: 05 Mar 2004
Emilio Barone and Domenico Cuoco
Luiss - Guido Carli (Dpt. of Economics and Finance) and University of Pennsylvania - Finance Department
Downloads 95 (332,881)
Citation 4

Abstract:

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18.

The Information Content of Tips

Number of pages: 20 Posted: 04 Nov 2012
Emilio Barone and Antonio Castagna
Luiss - Guido Carli (Dpt. of Economics and Finance) and Iason Ltd.
Downloads 76 (380,899)

Abstract:

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Treasury Inflation-Protected Securities, Cox-Ingersoll-Ross model, Siegel's paradox

19.

Italian Treasury Bills: Optimal Diversification of Auction Bids

Number of pages: 26 Posted: 05 Mar 2004
Emilio Barone
Luiss - Guido Carli (Dpt. of Economics and Finance)
Downloads 73 (389,582)

Abstract:

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20.

Derivatives and Usury: The Role of Options in Transactions Used to Act in Fraud of the Law

Number of pages: 11 Posted: 02 Nov 2015
Emilio Barone and Gennaro Olivieri
Luiss - Guido Carli (Dpt. of Economics and Finance) and Luiss Guido Carli University
Downloads 62 (424,647)
Citation 2

Abstract:

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put-call parity, forwards, box spreads, strangles, interest-rate swaps, collars, caps, floors, flat volatility, spot volatility

21.

Capital Requirements, Capital Adequacy and Risk Management

Number of pages: 22 Posted: 07 Mar 2015
Emilio Barone and Rainer Masera
Luiss - Guido Carli (Dpt. of Economics and Finance) and Università degli Studi Guglielmo Marconi
Downloads 52 (460,960)
Citation 1

Abstract:

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Capital Requirements, Capital Adequacy, Risk Management

22.

Lending of Money and Shares Through the Riporti Market of the Milan Stock Exchange

Number of pages: 16 Posted: 05 Mar 2004
Jeffrey C. Williams and Emilio Barone
University of California, Davis and Luiss - Guido Carli (Dpt. of Economics and Finance)
Downloads 52 (460,960)
Citation 2

Abstract:

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23.

Pricing Bonds and Bond Options Under Default Risk

Posted: 15 Jun 1998
Luiss - Guido Carli (Dpt. of Economics and Finance), University of Lugano and Iason Ltd.

Abstract:

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