Publications

2025

Confalonieri G., Favero C.A. and Leoni I.  (2025). "Mispricing proxies for Asset Returns”, paper presented at the conference in honour of Frank Diebold  

Favero, C. A., & Fernández-Fuertes, R. (2025). "Towards data-congruent models of the term structure of interest rates". Econometric Reviews, 1–23.

2023

Favero C.A., A. Melone and A.Tamoni (2023). "Reversal Patterns in Risk-Adjusted Returns: Evidence of Excess Volatility in Anomalies" (December 11, 2023). Fisher College of Business Working Paper No. 2023-03-020, Charles A. Dice Working Paper No. 2023-20