Massimiliano Marzo : Citation Profile


Are you Massimiliano Marzo?

Alma Mater Studiorum - Università di Bologna
Alma Mater Studiorum - Università di Bologna

6

H index

4

i10 index

125

Citations

RESEARCH PRODUCTION:

15

Articles

62

Papers

RESEARCH ACTIVITY:

   14 years (1998 - 2012). See details.
   Cites by year: 8
   Journals where Massimiliano Marzo has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 6 (4.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma1020
   Updated: 2018-09-22    RAS profile: 2012-12-05    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Massimiliano Marzo.

Is cited by:

Lubik, Thomas (9)

Zagaglia, Paolo (8)

Pierdzioch, Christian (7)

Aloui, Chaker (6)

CAPELLE-BLANCARD, Gunther (6)

GUPTA, RANGAN (5)

Havrylchyk, Olena (5)

Schorfheide, Frank (5)

Marattin, Luigi (5)

Reboredo, Juan (4)

Bhattarai, Saroj (3)

Cites to:

Uribe, Martín (29)

Schmitt-Grohe, Stephanie (29)

Leeper, Eric (18)

Kim, Jinill (17)

Christiano, Lawrence (16)

Eichenbaum, Martin (15)

Sims, Christopher (14)

Gertler, Mark (14)

Evans, Charles (13)

Woodford, Michael (13)

Cochrane, John (10)

Main data


Where Massimiliano Marzo has published?


Journals with more than one article published# docs
Economic Notes3
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Dipartimento Scienze Economiche, Universita' di Bologna28
MPRA Paper / University Library of Munich, Germany8
Working Paper series / Rimini Centre for Economic Analysis7
Papers / arXiv.org4
Eastward Enlargement of the Euro-zone Working Papers / Free University Berlin, Jean Monnet Centre of Excellence3
Computing in Economics and Finance 2006 / Society for Computational Economics2

Recent works citing Massimiliano Marzo (2018 and 2017)


YearTitle of citing document
2017Managing Energy Price Risk using Futures Contracts: A Comparative Analysis. (2017). Hanly, Jim . In: The Energy Journal. RePEc:aen:journl:ej38-3-hanly.

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2017Volatility Modelling and Parametric Value-At-Risk Forecast Accuracy: Evidence from Metal Products. (2017). Mabrouk, Samir. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:63-80.

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2017A note on how to enhance liquidity in emerging markets by levering on trading participants. (2017). Alderighi, Stefano . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00648.

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2017Does wage-inflation targeting complement foreign exchange intervention? An evaluation of a multi-target, two-instrument monetary policy framework. (2017). Xie, Taojun ; Chia, Wai-Mun ; Alba, Joseph D ; Liu, Jingting . In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:68-81.

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2017The full set of solutions of linear rational expectations models. (2017). Funovits, Bernd . In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:47-51.

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2017Forecasting crude-oil market volatility: Further evidence with jumps. (2017). Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:508-519.

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2018Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58.

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2017Effects of changes in stock index compositions: A literature survey. (2017). Afego, Pyemo. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:228-239.

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2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Kanjilal, Kakali ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:358-365.

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2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach. (2017). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:276-284.

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2017Stock liquidity and SMEs’ likelihood of bankruptcy: Evidence from the US market. (2017). Hudson, Robert ; Karim, Mohamad Abd ; Azevedo, Alcino ; el Kalak, Izidin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1383-1393.

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2017Capital Control, Exchange Rate Regime, and Monetary Policy: Indeterminacy and Bifurcation. (2017). Barnett, William ; Hu, Jingxian . In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201706.

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2017On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test. (2017). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0357-z.

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2017Capital Control, Exchange Rate Regime, and Monetary Policy: Indeterminacy and Bifurcation. (2017). Barnett, William ; Hu, Jingxian ; William, Barnett . In: MPRA Paper. RePEc:pra:mprapa:81450.

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Works by Massimiliano Marzo:


YearTitleTypeCited
2011Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method In: Papers.
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2011Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method.(2011) In: Working Papers.
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2011Optimal trading execution with nonlinear market impact: an alternative solution method.(2011) In: MPRA Paper.
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2011Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method.(2011) In: Working Paper series.
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2011Measuring market liquidity: An introductory survey In: Papers.
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2011Measuring market liquidity: An introductory survey.(2011) In: Working Papers.
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2011Measuring market liquidity: an introductory survey.(2011) In: MPRA Paper.
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2012Measuring Market Liquidity: An Introductory Survey.(2012) In: Working Paper series.
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2012Effective Trade Execution In: Papers.
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2012Effective Trade Execution.(2012) In: Working Papers.
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2012Effective Trade Execution.(2012) In: MPRA Paper.
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2012Effective Trade Execution.(2012) In: Working Paper series.
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2012Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil In: Papers.
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2012Structural distortions in the Euro interbank market: The role of ‘key players’ during the recent market turmoil.(2012) In: Working Papers.
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2012Structural distortions in the Euro interbank market: the role of key players during the recent market turmoil.(2012) In: MPRA Paper.
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2012Structural Distortions in the Euro Interbank Market: The Role of Key Players during the Recent Market Turmoil.(2012) In: Working Paper series.
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2003Critical Aspects in Modelling Monetary Policy In: Economic Notes.
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2006Optimal Monetary Policy with Price and Wage Rigidities In: Economic Notes.
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2009A Note on the (Un)Pleasant Arithmetic of Fiscal Policy: The Case of Italian Public Debt In: Economic Notes.
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1998Fiscal Policy and Growth: a Survey In: Working Papers.
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2001Monetary and Fiscal Policy Interactions: the Impact on the Term Structure of Interest Rates. In: Working Papers.
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2001An Equilibrium Approach to the Term Structure of Interest rates with the Interaction between Monetary and Fiscal Policy. In: Working Papers.
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2001Evaluating Monetary Policy Regimes: the Role of Nominal Rigidities. In: Working Papers.
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2004Optimal Monetary Policy in a Simple Distorted Economy In: Working Papers.
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2004Volatility Matters: Taylor Rules and Capital Accumulation In: Working Papers.
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2004Content Delivery and Vertical Integration in O-L Content Markets In: Working Papers.
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2006Optimal Opportunistic Monetary Policy in A New-Keynesian Model In: Working Papers.
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2006Optimal Opportunistic Monetary Policy in a New-Keynesian Model.(2006) In: Research Papers in Economics.
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2007Identity and the Dynamics of Preferences In: Working Papers.
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2007Domestic political constraints to foreign aid effectiveness In: Working Papers.
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2007A credit risk model for Italian SMEs In: Working Papers.
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2007Credit risk and Basel II: Are non-profit firms financially different? In: Working Papers.
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2008Credit risk and Basel II: are nonprofit firms financially different?.(2008) In: Applied Financial Economics Letters.
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2008A (Un)Pleasant Arithmetic of Fiscal Policy: the Case of Italian Public Debt In: Working Papers.
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2008An (Un)Pleasant Arithmetic of Fiscal Policy: the Case of Italian Public Debt.(2008) In: MPRA Paper.
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2008Il Nuovo Accordo sul Capitale e il rapporto banca ? impresa nel sistema BCC Emilia-Romagna In: Working Papers.
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2008Fiscal Rules in a Highly Distorted Economy In: Working Papers.
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2009Fiscal rules in a highly distorted economy.(2009) In: MPRA Paper.
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2009A further look at the 2004 reform of the operational framework of the ECB In: Working Papers.
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2009A Further Look at the 2004 Reform of the Operational Framework of the ECB.(2009) In: Research Papers in Economics.
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2009Distortionary tax instruments and implementable monetary policy In: Working Papers.
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2010Lo shock Lehman Brothers: una tempesta dentro la tempesta? Lesperienza degli ETF LYXOR su Euro MTS In: Working Papers.
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2010The Multiplier-Effects of Non-Wasteful Government Expenditure In: Working Papers.
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2010A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments In: Working Papers.
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2011A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments.(2011) In: Journal of Policy Modeling.
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2011The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil In: Working Papers.
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2011Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market In: Working Papers.
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2011Equilibrium selection in a cashless economy with transaction frictions in the bond market.(2011) In: MPRA Paper.
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2011Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market.(2011) In: Working Paper series.
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2012Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy In: Working Papers.
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2012A DSGE model with Endogenous Term Structure In: Working Papers.
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2005Content Delivery and Vertical Integration in On-line Content Markets In: Review of Network Economics.
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2009Wage or price-based inflation? Alternative targets in optimal monetary policy rules In: Journal of Economic Dynamics and Control.
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2008A note on the conditional correlation between energy prices: Evidence from future markets In: Energy Economics.
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2007An inventory of simple monetary policy rules in a New Keynesian macroeconomic model In: International Review of Economics & Finance.
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2003An Inventory of Simple Monetary Policy Rules in a New Keynesian Macroeconomic Model.(2003) In: Economics Working Paper Archive.
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2009Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation In: Structural Change and Economic Dynamics.
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2010ALTERNATIVAS PARA LA OPTIMIZACIÓN DE LAS CAPACIDADES DE ALMACENAMIENTO In: Contribuciones a la Economía.
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2002The Eastward Enlargement of the Eurozone: The Shaping of Capital Markets. Regional Inputs on Data and Statistic In: Eastward Enlargement of the Euro-zone Working Papers.
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2003Final Report: Monetary and Fiscal Policy In: Eastward Enlargement of the Euro-zone Working Papers.
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2003Challenges for Monetary Policy and the Enlarged Euroland In: Eastward Enlargement of the Euro-zone Working Papers.
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2007Volatility forecasting for crude oil futures In: Research Papers in Economics.
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2010Volatility forecasting for crude oil futures.(2010) In: Applied Economics Letters.
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2007Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets In: Research Papers in Economics.
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2008A Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions In: Research Papers in Economics.
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2008Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy In: Research Papers in Economics.
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2009The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They? In: Research Papers in Economics.
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2003Determinacy and Learning with Monetary and Fiscal Policy In: Rivista italiana degli economisti.
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2009Basel II and default risk: An empirical analysis In: Banca Impresa Società.
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2010Gold and the U.S. Dollar: Tales from the turmoil In: MPRA Paper.
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2010Gold and the U.S. Dollar: Tales from the Turmoil.(2010) In: Working Paper series.
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2011Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run In: Working Paper series.
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2012Trading directions and the pricing of Euro interbank deposits in the long run.(2012) In: Applied Economics Letters.
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2004Monetary Policy, Fiscal Policy and Automatic Stabilizers: Welfare and Macroeconomic Stability In: Computing in Economics and Finance 2004.
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2005Optimal Monetary Policy in a Two Sector with Different Degree of Price and Wage Stickiness In: Computing in Economics and Finance 2005.
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2006Monetary Policy and the Term Structure: A Fully Structural DSGE approach In: Computing in Economics and Finance 2006.
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2006Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model In: Computing in Economics and Finance 2006.
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