FORTE GIANFRANCO

Role
Associate professor  
Academic disciplines
Financial Markets and Institutions (SECS-P/11)
Email
[email protected]
Office phone
0264483221
Room:
  • U07, Floor: 3, Room: 3010M

Publications

  • Pennoni, F., Bartolucci, F., Forte, G., Ametrano, F. (2022). Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model. ECONOMIC NOTES, 51(1 (February 2022)), 1-16 [10.1111/ecno.12193]. Detail

  • Pennoni, F., Bartolucci, F., Forte, G., Ametrano, F. (2020). Multivariate Hidden Markov model: An application to study correlations among cryptocurrency log-returns. In The 2nd Crypto Asset Lab Conference (pp.1-27). Detail

  • Forte, G., Gianfrate, G., Rossi, E. (2020). Does relative valuation work for banks?. GLOBAL FINANCE JOURNAL, 44, 1-25 [10.1016/j.gfj.2018.09.002]. Detail

  • Colombo, E., Forte, G., Rossignoli, R. (2019). Carry Trade Returns with Support Vector Machines. INTERNATIONAL REVIEW OF FINANCE, 19(3), 483-504 [10.1111/irfi.12186]. Detail

  • Colombo, E., Forte, G., Rossignoli, R. (2016). Still crazy after all these years: the returns on carry trade [Working paper del dipartimento]. Detail

Full list