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Your search keyword '"Favero C"' showing total 8 results
Start Over Author "Favero C" Publisher elsevier bv
8 results on '"Favero C"'

1. Intracellular proprotein convertase subtilisin/kexin type 9 and inflammation: Unveiling the role of extracellular vesicles in atheroma formation

Author

Macchi, C., primary, Rizzuto, A., additional, Zarà, M., additional, Cafora, M., additional, Favero, C., additional, Solazzo, G., additional, Giusti, I., additional, Adorni, M.P., additional, Zimetti, F., additional, Dolo, V., additional, Banfi, C., additional, Ferri, N., additional, Sirtori, C.R., additional, Corsini, A., additional, Barbieri, S.S., additional, Pistocchi, A., additional, Bollati, V., additional, Ruscica, M., additional, and Greco, M.F., additional

Published
2023
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2. Relation among brain-derived neurotrophic factor, depression, and extracellular vesicles-derived miRNA: Results from an Italian cohort

Author

Barbieri, S.S., primary, Amadio, P., additional, Macchi, C., additional, Zarà, M., additional, Favero, C., additional, Solazzo, G., additional, Vigna, L., additional, Greco, M.F., additional, Buoli, M., additional, Sirtori, C.R., additional, Ieraci, A., additional, Ruscica, M., additional, and Bollati, V., additional

Published
2022
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8. Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates

Author

Iryna Kaminska, Carlo A. Favero, Andrea Carriero, Carriero A, Favero C., and Kaminska I

Subjects
Expectations Theory, Expectancy theory, Finance, Economics and Econometrics, business.industry, Anomaly (natural sciences), Applied Mathematics, Risk premium, media_common.quotation_subject, Monetary policy, Sample (statistics), Discount points, Interest rate, Econometrics, Vector Autoregressions, Economics, Macroeconomic information in finance, Yield curve, Proxy (statistics), Construct (philosophy), business, media_common, Statistical hypothesis testing
Abstract

In this paper we concentrate on the hypothesis that the empirical rejections of the Expectations Theory (ET) of the term structure of interest rates can be caused by improper modelling of expectations. Our starting point is an interesting anomaly found by Campbell-Shiller (1987), when by taking a VAR approach they abandon limited information approach to test the ET, in which realized returns are taken as a proxy for expected returns. We use financial factors and macroeconomic information to construct a test of the theory based on simulating investors' effort to use the model in "real time" to forecast future monetary policy rates. Our findings suggest that the importance of fluctuations of risk premia in explaining the deviation from the ET is reduced when some forecasting model for short-term rates is adopted and a proper evaluation of uncertainty associated to policy rates forecast is considered.

Published
2006

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