Paola Z Zerilli

Search results

• 2015

  Using Equity, Index and Commodity Options to Obtain Forward-Looking Betas and Conditional-CAPM Expected Crude-Oil Spot Prices

  Zerilli, P. Z. & Ronn, E., 2015, (Unpublished).

  Research output: Working paper

• 2012

  Financial market crashes and spikes in implied volatility

  Zerilli, P. Z. & Baum, C., 2012, (In preparation).

  Research output: Working paper

• Modeling the volatility of stock returns in periods of Financial market stress

  Zerilli, P. Z. & Baum, C., 2012, (In preparation).

  Research output: Working paper

• The impact of the recent financial crisis on Eurozone sovereign credit default swap spreads

  Zerilli, P. Z. & Baum, C., 2012, (In preparation).

  Research output: Working paper

• The valuation of PBGC insurance contracts

  Zerilli, P. Z. & Baum, C., 2012, (In preparation).

  Research output: Working paper