Demetrio Lacava
- Shifting Correlations: How Trade Policy Uncertainty Alters stock-T bill Relationships
2026/03/26 by Demetrio Lacava · 1 voice
Economics, Econometrics and Finance · #q-fin.RM
- Modeling and Forecasting Tail Risk Spillovers: A Component-Based CAViaR Approach
2026/03/26 by Demetrio Lacava · 1 voice
Economics, Econometrics and Finance · #q-fin.RM
- Trade uncertainty impact on stock-bond correlations: Insights from conditional correlation models
2026/01/29 by Demetrio Lacava, Edoardo Otranto · 1 voice
Economics, Econometrics and Finance · #q-fin.ST
- Electoral Polls and Economic Uncertainty: an Analysis of the Last Two U.S. Presidential Elections
2026/01/29 by Giampiero M. Gallo, Demetrio Lacava, Edoardo Otranto · 1 voice
Economics, Econometrics and Finance · #econ.GN #econ.EM