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Demetrio Lacava

University of Messina (from arXiv:2601.21534, 2026) · ORCID · OpenAlex

7 papers in scope · 6 published · 1 on the econ.EM arXiv · 1 citations · h-index 1 (over the papers listed here)

Papers

(1 of 7)

Trade uncertainty impact on stock–bond correlations: insights from conditional correlation models
published2026 · Quality & Quantity
with Edoardo Otranto
Quality & Quantity
Electoral Polls and Economic Uncertainty: an Analysis of the Last Two U.S. Presidential Elections
working paper2026 · arXiv
with Giampiero M. Gallo, Edoardo Otranto
Paper profile arXiv arXiv:2601.21534
Regime changes and spatial dependence in the 2020 US presidential election polls
published2025 · Spatial Statistics · 1 citations
with Giampiero M. Gallo, Edoardo Otranto
Spatial Statistics
Modeling meaningful volatility events to classify monetary policy announcements
published2025 · Big Data Research
with Giampiero M. Gallo, Edoardo Otranto
Big Data Research
Unconventional Policies Effects on Stock Market Volatility: The MAP Approach
published2022 · Journal of the Royal Statistical Society Series C (Applied Statistics) · first circulated 2020
with Giampiero M. Gallo, Edoardo Otranto
Journal of the Royal Statistical Society Series C (Applied Statistics)
The Incidence of Spillover Effects during the Unconventional Monetary Policies Era
published2021 · Journal of risk and financial management
with Luca Scaffidi Domianello
Journal of risk and financial management
On classifying the effects of policy announcements on volatility
published2021 · International Journal of Approximate Reasoning
with Giampiero M. Gallo, Edoardo Otranto
International Journal of Approximate Reasoning

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.