Prof Federico Nardari
Professor
Department of Finance
12 Scholarly works
2 Projects
HIGHLIGHTS
2026
Research contracts (non-grants)
Axioma Academic Research Licence
2022
Journal article
Forecasting variance swap payoffs
DOI: 10.1002/fut.223712021
Research Grant
Liquidity Management With Derivative Holdings
2018
Journal article
Do Commodities Add Economic Value in Asset Allocation? New Evidence from Time-Varying Moments
DOI: 10.1017/S002210901700103X2015
Journal article
Parcel size and land value: A comparison of approaches
DOI: 10.1080/10835547.2015.120914152014
Journal article
Investor behavior in the mutual fund industry: Evidence from gross flows
DOI: 10.1007/s12197-012-9231-12012
Journal article
Investors do respond to poor mutual fund performance: Evidence from inflows and outflows
DOI: 10.1111/j.1540-6288.2012.00346.x
RECENT SCHOLARLY WORKS
2010
Journal article
Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets
DOI: 10.1093/rfs/hhq0442007
Journal article
Do investors trade more when stocks have performed well? evidence from 46 countries
DOI: 10.1093/rfs/hhl0192007
Journal article
Explaining the early years of the euro exchange rate: An episode of learning about a new central bank
DOI: 10.1016/j.euroecorev.2006.03.0022007
Journal article
Bayesian analysis of linear factor models with latent factors, multivariate stochastic volatility, and APT pricing restrictions
DOI: 10.1017/s00221090000034222006
Journal article
Analysis of high dimensional multivariate stochastic volatility models
DOI: 10.1016/j.jeconom.2005.06.026