Latest News

Hommage à Claude Henry, fondateur du Laboratoire d’économétrie de l’X April 24, 2025
Pauline Rossi, pour le Figaro : “La découverte du déclin démographique ressemble à celle du changement climatique” April 22, 2025
La part du genre dans les sciences sociales April 8, 2025
Pierre Rousseaux contribue à l’évaluation de la réforme de l’assurance chômage April 7, 2025
Patricia Crifo, sur l’intégration des dimensions économiques et financières dans la transition écologique dans l’enseignement des futurs ingénieurs April 2, 2025
Prix Nobel d’économie : l’équilibre délicat entre la technologie, les institutions et le pouvoir March 27, 2025
Thomas Peyrat publishes two new advances in applied probability March 26, 2025
Contribution de Pierre Rousseaux à l’Investment Report 2024/2025 de la European Investment Bank (EIB) March 24, 2025

Upcoming Events & Seminars

Anqi LI (University of Waterloo) – Career Concerns with Costly Agent Assessment and Misspecified Learning. This is joint work with Federico Echenique

April 30 @ 12:15 pm - 1:30 pm
Nicolas COEURDACIER (Sciences Po) “Land Use and Climate Change: Evidence from France (1950-2020)” “

May 5 @ 12:15 pm - 1:30 pm
Jan Obloj (University of Oxford): “X-OT: On Variants Of Optimal Transport Problem and Understanding Model Robustness”

May 6
Gabriel ZUCMAN (PSE Bekerley) – “Distributional Tax Analysis in Theory and Practice: Harberger Meets Diamond-Mirrlees”

May 6 @ 12:15 pm - 1:30 pm

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About
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Francesco VIOLANTE

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Francesco VIOLANTE
CREST Affiliated Member
Assistant Professor
Finance
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E-mail Address : See the e-mail francesco.violante@ensae.fr

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

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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

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Rombouts JV,Stentoft L,Violante F

Journal of Econometrics, 2020

Pricing individual stock options using both stock and market index information

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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

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Barletta A,Santucci de Magistris P,Violante F

Journal of Banking and Finance, 2019

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