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Realdon, Marco
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1

The efficiency of the Estr overnight index swap market:

Realdon, Marco
Journal of International Financial Markets, Institutions and Money.  91 (2024)  - p. 101943 , 2024
Link: https://doi.org/10.1016/..
 
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2

Discrete time affine term structure models with squared Gau..:

Realdon, Marco
Quantitative Finance.  21 (2021)  8 - p. 1365-1386 , 2021
Link: https://doi.org/10.1080/..
 
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3

Affine and quadratic models with many factors and few param..:

Realdon, Marco
The European Journal of Finance.  26 (2019)  11 - p. 1019-1046 , 2019
Link: https://doi.org/10.1080/..
 
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4

Non-linear Gaussian sovereign CDS pricing models:

Realdon, Marco
Quantitative Finance.  19 (2018)  2 - p. 191-210 , 2018
Link: https://doi.org/10.1080/..
 
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5

Discounting earnings with stochastic discount rates:

Realdon, Marco
The European Journal of Finance.  25 (2018)  10 - p. 910-936 , 2018
Link: https://doi.org/10.1080/..
 
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6

Linear–quadratic term structure models for negative euro ar..:

Realdon, Marco ; Boonyanet, Wachira
Economics Letters.  155 (2017)  - p. 149-153 , 2017
Link: https://doi.org/10.1016/..
 
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7

Tests of non linear Gaussian term structure models:

Realdon, Marco
Journal of International Financial Markets, Institutions and Money.  44 (2016)  - p. 128-147 , 2016
Link: https://doi.org/10.1016/..
 
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8

Gaussian models for Euro high grade government yields:

Realdon, Marco
The European Journal of Finance.  23 (2016)  15 - p. 1468-1511 , 2016
Link: https://doi.org/10.1080/..
 
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9

Revisiting the pricing of commodity futures and forwards:

Realdon, Marco
Applied Financial Economics.  23 (2013)  3 - p. 233-240 , 2013
Link: https://doi.org/10.1080/..
 
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10

Credit risk, valuation and fundamental analysis:

Realdon, Marco
International Review of Financial Analysis.  27 (2013)  - p. 77-90 , 2013
Link: https://doi.org/10.1016/..
 
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11

After‐tax Valuation of Convertible Bonds and Participation ..:

Realdon, Marco
Economic Notes.  39 (2010)  3 - p. 147-171 , 2010
Link: https://doi.org/10.1111/..
 
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12

Discrete time linear-quadratic pricing of bonds and options:

Realdon, Marco
Applied Financial Economics.  21 (2010)  7 - p. 463-467 , 2010
Link: https://doi.org/10.1080/..
 
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13

Participation exemption and tax arbitrage: Italy's case:

Realdon, Marco
European Journal of Law and Economics.  36 (2010)  1 - p. 77-93 , 2010
Link: https://doi.org/10.1007/..
 
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14

'Extended black' sovereign credit default swap pricing mode:

Realdon, Marco ; Shi, Cheng Qin
Applied Economics Letters.  17 (2010)  12 - p. 1133-1137 , 2010
Link: https://doi.org/10.1080/..
 
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15

"Extended Black" term structure models:

Realdon, Marco
International Review of Financial Analysis.  18 (2009)  5 - p. 232-238 , 2009
Link: https://doi.org/10.1016/..
 
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