Michele L. Bianchi
Orcid: 0000-0002-1865-6935Affiliations:
- Bank of Italy, Rome, Italy
According to our database1,
Michele L. Bianchi
authored at least 6 papers
between 2014 and 2024.
Collaborative distances:
Collaborative distances:
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Bibliography
2024
2022
Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs.
Commun. Stat. Simul. Comput., 2022
2021
Comput. Manag. Sci., 2021
2017
Commun. Stat. Simul. Comput., 2017
2016
Disentangling the Information Content of Government Bonds and Credit Default Swaps: An Empirical Analysis on Sovereigns and Banks.
Frontiers Appl. Math. Stat., 2016
2014
Stat. Methods Appl., 2014