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2024 CREST Highlights December 20, 2024
2024 CREST Highlights December 20, 2024
Portrait vidéo de Clément Malgouyres, chargé de recherche CNRS au CREST et médaille de bronze du CNRS December 19, 2024
Portrait vidéo de Clément Malgouyres, chargé de recherche CNRS au CREST et médaille de bronze du CNRS December 19, 2024
Tribune | Comment financer la défense nationale ? December 19, 2024
Tribune | Comment financer la défense nationale ? December 19, 2024
Le travail humain invisible de l’automatisation dans l’IA December 19, 2024
Le travail humain invisible de l’automatisation dans l’IA December 19, 2024

Upcoming Events & Seminars

3rd ASB/CEPR/ERSA/ADB/CAMA/BNM and WB – Workshop on Macroeconomic Policy in Emerging Markets

January 16, 2025 - January 17, 2025
Une intelligence pas si artificielle que ça ?

January 21, 2025 @ 7:00 pm - 9:00 pm
Philippe COULANGEON (Sciences Po) – “t.b.a.”

February 6, 2025 @ 12:15 pm - 1:30 pm
Guido TABELLINI (Bocconi University) – “t.b.a.”

February 11, 2025 @ 12:15 pm - 1:30 pm

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Francesco VIOLANTE

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Francesco VIOLANTE
CREST Affiliated Member
Assistant Professor
Finance
Personal Website

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E-mail Address : See the e-mail francesco.violante@ensae.fr

Phone :

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Forecasting financial markets with semantic network analysis in the COVID-19 crisis

...

Fronzetti Colladon A,Grassi S,Ravazzolo F,Violante F

Journal of Forecasting, 2022

Dynamics of variance risk premia: A new model for disentangling the price of risk

...

Rombouts JV,Stentoft L,Violante F

Journal of Econometrics, 2020

Pricing individual stock options using both stock and market index information

...

Rombouts JV,Stentoft L,Violante F

Journal of Banking and Finance, 2020

Variance swap payoffs, risk premia and extreme market conditions

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Rombouts JV,Stentoft L,Violante F

Econometrics and Statistics, 2020

A non-structural investigation of VIX risk neutral density

...

Barletta A,Santucci de Magistris P,Violante F

Journal of Banking and Finance, 2019

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