Sara Cecchetti

发表

Contagion and Fire Sales in Banking Networks

M. Rocco, Sara Cecchetti, L. Sigalotti, 2016 .

A Quantitative Analysis of Risk Premia in the Corporate Bond Market

Sara Cecchetti, 2017, Journal of Risk and Financial Management.

Economic Governance in the Euro Area: Balancing Risk Reduction and Risk Sharing

Sara Cecchetti, Fabrizio Balassone, Marika Cioffi, 2016 .

Forward-Looking Robust Portfolio Selection

Sara Cecchetti, Laura Sigalotti, 2013 .

An analysis of objective inflation expectations and inflation risk premia

Marcello Pericoli, Sara Cecchetti, Adriana Grasso, 2022, SSRN Electronic Journal.

An Analysis of Sovereign Credit Risk Premia in the Euro Area: Are They Explained by Local or Global Factors?

Sara Cecchetti, 2020 .

Assessing the Risks of Asset Overvaluation: Models and Challenges

Marco Taboga, Sara Cecchetti, 2017 .

Tail Comovement in Option-Implied Inflation Expectations as an Indicator of Anchoring

Sara Cecchetti, Filippo Natoli, Laura Sigalotti, 2015 .

Inflation Expectations in the Euro Area: Indicators, Analyses and Models Used at Banca d’Italia

Andrea Tiseno, A. Notarpietro, M. Riggi, 2021 .

A Dynamic Default Dependence Model

G. Nappo, Sara Cecchetti, 2012 .

An analysis of credit risk financial indicators

Sara Cecchetti, 2011 .