Simona Boffelli

High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers

G. Urga, Simona Boffelli, 2014 .

A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets

G. Urga, J. Novotný, Simona Boffelli, 2014, Journal of Financial Econometrics.

Evaluating Correlations in European Government Bond Spreads

G. Urga, Simona Boffelli, 2014 .

Macroannouncements, Bond Auctions and Rating Actions in the European Government Bond Spreads

G. Urga, Simona Boffelli, 2015 .

CENTRE FOR ECONOMETRIC ANALYSIS CEA@Cass

A. Leccadito, Simona Boffelli, 2008 .

Evaluating the accuracy of value-at-risk forecasts: New multilevel tests

Giovanni Urga, Arturo Leccadito, Simona Boffelli, 2014 .