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econ.EM2025
Copula Central Asymmetry of Equity Portfolios
Lorenzo Frattarolo
Financial crises are usually associated with increased cross-sectional dependence between asset returns, causing asymmetry between the lower and upper tail of return distribution.…
econ.EM2024
Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
Luca Barbaglia, Lorenzo Frattarolo, Niko Hauzenberger +5
Timely information about the state of regional economies can be essential for planning, implementing and evaluating locally targeted economic policies. However, European regional a…