Renzo G. Avesani

发表

Numerical Methods in Finance: Does Volatility Jump or Just Diffuse? A Statistical Approach

Pierre Bertrand, Renzo G. Avesani, 1997 .

On the Evolution of Credibility and Flexible Exchange Rate Target Zones

Giampiero M. Gallo, Renzo G. Avesani, G. Gallo, 1999 .

In Quest of the Philosophers' Stone: Nonlinearities and Volatility in Financial Series

Renzo G. Avesani, G. Gallo, Lucia Buzzigoli, 1996 .

Jumping in the Band: Undeclared Intervention Thresholds in a Target Zone

Giampiero M. Gallo, Renzo G. Avesani, 1991 .

Export Stabilization and Optimal Currency Baskets: the Case of Latin American Countries

Renzo G. Avesani, Peter Pauly, G. Gallo, 1989 .

INTEREST RATE VOLATILITY REGIMES AND EXCHANGE RATE BEHAVIOR IN A TARGET ZONE BY RENZO

Renzo G. Avesani, 1999 .

A New Risk Indicator and Stress Testing Tool: A Multifactor Nth-to-Default CDS Basket

Renzo G. Avesani, Antonio I. Garcia Pascual, 2006, SSRN Electronic Journal.

The Use of Mortgage Covered Bonds

Renzo G. Avesani, Antonio I. Garcia Pascual, Elina Ribakova, 2007, SSRN Electronic Journal.

First: A Market-Based Approach to Evaluate Financial System Risk and Stability

Renzo G. Avesani, 2005, SSRN Electronic Journal.

Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (Fsap)

Renzo G. Avesani, Kexue Liu, Alin Mirestean, 2006, SSRN Electronic Journal.

IMF Working Paper Monetary and Financial Systems and Statistics Departments Stress Testing Financial Systems : What to Do When the Governor Calls Prepared by

Renzo G. Avesani, Matthew T. Jones, R. Corker, 2004 .