CLAUDIO MORANA : Citation Profile


Are you CLAUDIO MORANA?

Università degli Studi di Milano-Bicocca

14

H index

18

i10 index

635

Citations

RESEARCH PRODUCTION:

65

Articles

76

Papers

1

Books

2

Chapters

RESEARCH ACTIVITY:

   19 years (1998 - 2017). See details.
   Cites by year: 33
   Journals where CLAUDIO MORANA has often published
   Relations with other researchers
   Recent citing documents: 107.    Total self citations: 84 (11.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo818
   Updated: 2017-11-18    RAS profile: 2017-10-23    
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Relations with other researchers


Works with:

Bagliano, Fabio (8)

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

Is cited by:

GUPTA, RANGAN (22)

López, Enrique (11)

Misas, Martha (11)

Ajmi, Ahdi Noomen (10)

Gil-Alana, Luis (9)

Ben Nasr, Adnen (9)

McAleer, Michael (9)

Allen, David (9)

Keddad, Benjamin (8)

DE TRUCHIS, Gilles (8)

Echavarría, Juan (7)

Cites to:

Bai, Jushan (57)

Bollerslev, Tim (55)

Granger, Clive (47)

Hamilton, James (47)

Watson, Mark (36)

Stock, James (35)

Bagliano, Fabio (34)

Diebold, Francis (34)

Baillie, Richard (33)

Pesaran, M (31)

Engle, Robert (29)

Main data


Where CLAUDIO MORANA has published?


Journals with more than one article published# docs
Applied Financial Economics6
Applied Economics Letters6
Journal of Empirical Finance5
Applied Economics5
Giornale degli Economisti4
Economic Modelling4
Journal of Banking & Finance4
Studies in Nonlinear Dynamics & Econometrics2
Journal of International Financial Markets, Institutions and Money2
Empirical Economics2
Journal of Financial Transformation2
Journal of Regulatory Economics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Milano-Bicocca, Department of Economics13
ICER Working Papers / ICER - International Centre for Economic Research12
CeRP Working Papers / Center for Research on Pensions and Welfare Policies, Turin (Italy)10
ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research9
Working Paper Series / European Central Bank9
Working Paper Series / The Rimini Centre for Economic Analysis5
Carlo Alberto Notebooks / Collegio Carlo Alberto4
Working Papers / Fondazione Eni Enrico Mattei4
Working papers / Former Department of Economics and Public Finance "G. Prato", University of Torino4
Working papers / Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino2

Recent works citing CLAUDIO MORANA (2017 and 2016)


YearTitle of citing document
2017Does the ARFIMA really shift?. (2017). Santucci de Magistris, Paolo ; Delle Monache, Davide ; Grassi, Stefano . In: CREATES Research Papers. RePEc:aah:create:2017-16.

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2016Entropy and credit risk in highly correlated markets. (2016). Gottschalk, Sylvia . In: Papers. RePEc:arx:papers:1604.07042.

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2017Forecasting the U.S. Real House Price Index. (2017). GUPTA, RANGAN ; Gogas, Periklis ; Papadimitriou, Theophilos ; Plakandaras, Vasilios . In: Papers. RePEc:arx:papers:1707.04868.

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2016Stock Market Volatility: Does Our Fundamentals Matter?. (2016). Isola, Lawal Adedoyin . In: Economic Studies journal. RePEc:bas:econst:y:2016:i:3:p:33-42.

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2017Terms-of-Trade and House Price Fluctuations: A Cross-Country Study. (2017). Corrigan, Paul . In: Staff Working Papers. RePEc:bca:bocawp:17-1.

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2016Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets. (2016). Mauad, Roberto ; Laurini, Márcio ; Aiube, Fernando Antonio ; Lucena, Fernando Antonio . In: Working Papers Series. RePEc:bcb:wpaper:415.

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2017The international dimensions of macroprudential policies. (2017). Pereira da Silva, Luiz Awazu ; Gambacorta, Leonardo ; Agénor, Pierre-Richard ; Lombardo, Giovanni ; Kharroubi, Enisse ; Agenor, Pierre-Richard . In: BIS Working Papers. RePEc:bis:biswps:643.

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2016Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Chen, Hao ; Tang, Bao-Jun ; Liao, Hua . In: CEEP-BIT Working Papers. RePEc:biw:wpaper:96.

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2016On the estimation of short memory components in long memory time series models. (2016). George, Kapetanios ; Richard, Baillie . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:365-375:n:8.

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2016Un Análisis de la Capacidad Predictiva del Precio del Cobre sobre la Inflación Global. (2016). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:786.

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2016Modelling Portfolio Capital Flows in a Global Framework: Multilateral Implications of Capital Controls. (2016). Mandalinci, Zeyyad ; Boero, Gianna ; Taylor, Mark P. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11689.

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2017The International Dimensions of Macroprudential Policies. (2017). Pereira da Silva, Luiz Awazu ; Gambacorta, Leonardo ; Lombardo, Giovanni ; Kharroubi, Enisse ; Agenor, Pierre-Richard . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12108.

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2017The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns.. (2017). Perdichizzi, Salvatore . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def059.

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2016Finance-augmented business cycles: A robustness check. (2016). Sindermann, Friedrich ; Gächter, Martin ; Fernández-Amador, Octavio ; Gchter, Martin ; Fernndez-Amador, Octavio . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00136.

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2017Testing for asymmetries in the predictive model for oil price-inflation nexus. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00609.

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2016The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia. In: Working Paper Series. RePEc:ecb:ecbwps:20161967.

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2017Investigate the Effect of Exchange Rate Volatility on the Demand for Life Insurance in Iran. (2017). Hosseinzadeh, Maryam ; Daei-Karimzadeh, Saeed . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-22.

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2017How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?. (2017). Lee, Chin ; Habibullah, Muzafar Shah ; Chin, Lee ; Mohamed, Azali ; Razmi, Fatemeh . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-72.

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2017Modelling the interdependence of tourism demand: The global vector autoregressive approach. (2017). Cao, Zheng ; Li, Gang ; Song, Haiyan . In: Annals of Tourism Research. RePEc:eee:anture:v:67:y:2017:i:c:p:1-13.

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2016Imperfect knowledge, liquidity and bubbles. (2016). Branch, William. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:62:y:2016:i:c:p:17-42.

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2017Great recession, slow recovery and muted fiscal policies in the US. (2017). Paccagnini, Alessia ; Albonico, Alice ; Tirelli, Patrizio . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:140-161.

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2016On the risk comovements between the crude oil market and U.S. dollar exchange rates. (2016). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pa:p:206-215.

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2016Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations. (2016). Park, Sung Y. ; Li, Haiqi ; Zhong, Wanling . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:661-671.

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2016Threshold, smooth transition and mean reversion in inflation: New evidence from European countries. (2016). Hsu, Chi-Sheng ; Chen, Shyh-Wei . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:23-36.

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2016Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis. (2016). Charfeddine, Lanouar. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:354-374.

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2016Long memory and structural change in the G7 inflation dynamics. (2016). Belkhouja, Mustapha ; Mootamri, Imene . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:450-462.

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2016The dark side of the black gold shock onto Europe: One stocks joy is another stocks sorrow. (2016). MKAOUAR, Farid ; Abid, Ilyes ; Kaabia, Olfa . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:642-654.

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2016Modelling the extreme variability of the US Consumer Price Index inflation with a stable non-symmetric distribution. (2016). Chronis, George A. In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:271-277.

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2016Commodity-price volatility and macroeconomic spillovers: Evidence from nine emerging markets. (2016). Hegerty, Scott. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:23-37.

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2016Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Al-Shboul, Mohammad ; Anwar, Sajid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

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2016Does speculation impact what factors determine oil futures prices?. (2016). Kearney, Fearghal ; Gogolin, Fabian . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:119-122.

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2017Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). García Enríquez, Javier ; Arteche, Josu ; Garcia-Enriquez, Javier . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98.

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2016Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets. (2016). Enders, Walter ; Brooks, Robert ; Teterin, Pavel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:22-36.

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2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Pan, Zhiyuan ; Yin, Libo ; Wu, Chongfeng ; Wang, Yudong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

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2016Impact of the financial crisis on Indian commodity markets: Structural breaks and volatility dynamics. (2016). Prasanna, Krishna ; Shalini, Velappan . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:40-57.

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2016Bidding structure, market efficiency and persistence in a multi-time tariff setting. (2016). AVCI-SURUCU, Ezgi ; Akgul, Doganbey ; Aydogan, Kursat A. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:77-87.

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2016Does the S&P500 index lead the crude oil dynamics? A complexity-based approach. (2016). Kyrtsou, Catherine ; Papana, Angeliki ; Mikropoulou, Christina . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:239-246.

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2016Disentangling the determinants of real oil prices. (2016). Wu, Wenfeng ; Liu, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:363-373.

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2016Impacts of OPECs political risk on the international crude oil prices: An empirical analysis based on the SVAR models. (2016). Wei, Yi-Ming ; Tang, Bao-Jun ; Chen, Hao ; Liao, Hua . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:42-49.

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2016Do OPEC announcements influence oil prices?. (2016). Loutia, Amine ; Andriosopoulos, Kostas ; Mellios, Constantin . In: Energy Policy. RePEc:eee:enepol:v:90:y:2016:i:c:p:262-272.

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2016The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN-4 countries during pre- and post-global financial crisis. (2016). Razmi, Fatemeh ; Lee, Chin ; Habibullah, Muzafar Shah ; Azali, M. ; Chin, Lee . In: Energy. RePEc:eee:energy:v:101:y:2016:i:c:p:581-591.

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2016Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom. (2016). Floros, Christos ; Antonakakis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:111-122.

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2016International stock market cointegration under the risk-neutral measure. (2016). Power, Gabriel ; Toupin, Dominique ; Gagnon, Marie-Helene . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:243-255.

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2016The information content of issuer rating changes: Evidence for the G7 stock markets. (2016). Hu, Haoshen ; Prokop, Jorg ; Kaspereit, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:99-108.

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2017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:1-26.

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2016Forecasting crude oil market volatility: A Markov switching multifractal volatility approach. (2016). Wang, Yudong ; Yang, LI ; Wu, Chongfeng. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:1-9.

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2017Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372.

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2016Credit constraints and the international propagation of US financial shocks. (2016). Metiu, Norbert ; Grill, Michael ; Hilberg, Bjorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:67-80.

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2016Credible reforms and stock return volatility: Evidence from privatization. (2016). Some, Hyacinthe Y ; Valery, Pascale ; Cosset, Jean-Claude . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:99-120.

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2016Bank integration and co-movements across housing markets. (2016). Milcheva, Stanimira ; Zhu, Bing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s148-s171.

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2017Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

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2017Determinants of the crude oil futures curve: Inventory, consumption and volatility. (2017). Nikitopoulos-Sklibosios, Christina ; Thorp, Susan ; Yeung, Danny ; Squires, Matthew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:53-67.

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2017Has there actually been a sustained increase in the synchronization of house price (and business) cycles across countries?. (2017). Miles, William . In: Journal of Housing Economics. RePEc:eee:jhouse:v:36:y:2017:i:c:p:25-43.

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2016Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets. (2016). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed . In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:290-301.

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2017Entropy measure of credit risk in highly correlated markets. (2017). Gottschalk, Sylvia . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:478:y:2017:i:c:p:11-19.

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2016Continuous wavelet transform and rolling correlation of European stock markets. (2016). Tiwari, Aviral ; Mutascu, Mihai Ioan ; Albulescu, Claudiu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:237-256.

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2016Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching. (2016). GUPTA, RANGAN ; Ben Nasr, Adnen ; Ajmi, Ahdi Noomen ; Lux, Thomas . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:559-571.

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2017Mutual information and persistence in the stochastic volatility of market returns: An emergent market example. (2017). Dima, Tefana Maria . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:36-59.

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2017Long memory or structural breaks: Some evidence for African stock markets. (2017). Ngene, Geoffrey ; Darrat, Ali F ; Tah, Kenneth A. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:61-73.

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2016Spikes and crashes in the oil market. (2016). Chevallier, Julien ; Aboura, Sofiane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:615-623.

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2016Does national culture affect the intensity of volatility linkages in international equity markets?. (2016). Wu, Eliza ; Rothonis, Stephanie ; Tran, Duy . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:85-95.

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2016Systemic risk of European financial institutions: Estimation and ranking by the Marginal Expected Shortfall. (2016). Derbali, Abdelkader ; Hallara, Slaheddine . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:113-134.

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2016Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety. (2016). Matkovskyy, Roman ; Bouraoui, Taoufik ; Hammami, Helmi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:485-493.

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2017On the predictability of carry trade returns: The case of the Chinese Yuan. (2017). Sinnakkannu, Jothee ; Ramasamy, Sockalingam . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:358-376.

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2017Investigating the leverage effect in commodity markets with a recursive estimation approach. (2017). Ielpo, Florian ; Chevallier, Julien. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:763-778.

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2017True or spurious long memory in European non-EMU currencies. (2017). Walther, Thomas ; Piontek, Krzysztof ; Thu, Hien Pham ; Klein, Tony . In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:217-230.

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2016Forecasting Crude Oil Price Using EEMD and RVM with Adaptive PSO-Based Kernels. (2016). LI, TAIYONG ; He, Ting ; Tao, Quanyi ; Pan, Fan ; Wu, Jiang ; Luo, Min ; Guo, Chaoqi ; Zhou, Min . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:12:p:1014-:d:84168.

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2016Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets. (2016). Gnay, Samet . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:4:y:2016:i:2:p:11-:d:70218.

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2016Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets. (2016). Gnay, Samet . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:4:y:2016:i:2:p:11:d:70218.

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2016Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K ; Peiris, Shelton . In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:7-:d:65863.

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2016Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies. (2016). Peiris, Shelton ; Singh, Abhay K. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:7:d:65863.

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2017Forecasting Long-Term Crude Oil Prices Using a Bayesian Model with Informative Priors. (2017). Lee, Chul-Yong ; Huh, Sung-Yoon . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:2:p:190-:d:88968.

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2016Time-series measures of core inflation. (2016). Smith, Julie ; Gamber, Edward N. In: Working Papers. RePEc:gwc:wpaper:2016-008.

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2017Asynchronous Signaling in Global Equity Markets:Based on Opening Times. (2017). Dong, Huijian . In: International Business Research. RePEc:ibn:ibrjnl:v:10:y:2017:i:8:p:173-191.

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2017Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices. (2017). Sosvilla-Rivero, Simon ; Shah, Imran. In: IREA Working Papers. RePEc:ira:wpaper:201710.

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2017Long Memory in Turkish Unemployment Rates. (2017). tansel, aysıt ; Gil-Alana, Luis ; Ozdemir, Zeynel Abidin. In: IZA Discussion Papers. RePEc:iza:izadps:dp11053.

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2016Are Inflation Rates Mean-reverting Processes? Evidence from Six Asian Countries. (2016). Chen, Shyh-Wei ; Pen, Cyun-Jhen ; Hsu, Chi-Sheng . In: Journal of Economics and Management. RePEc:jec:journl:v:12:y:2016:i:1:p:119-155.

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2017Predictive models for disaggregate stock market volatility. (2017). CHONG, Terence Tai Leung ; Lin, Shiyu . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0291-2.

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2017The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries. (2017). Marfatia, Hardik ; Kishor, N. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:2:d:10.1007_s11146-015-9546-8.

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2016Long-Run Comovements in East Asian Stock Market Volatility. (2016). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:5:d:10.1007_s11079-016-9401-4.

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2017The Impact of US Uncertainty Shocks on Small Open Economies. (2017). Österholm, Pär ; Osterholm, Par ; Stockhammar, Par . In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-016-9424-x.

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2017Volatility forecasting in the Chinese commodity futures market with intraday data. (2017). Jiang, Ying ; Liu, Xiaoquan ; Ahmed, Shamim . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:4:d:10.1007_s11156-016-0570-4.

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2017The Asymmetric Effect in the Volatility of the South African Rand. (2017). Itodo, Idoko Ahmed ; Abu, Michael Maju ; Usman, Ojonugwa . In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:3:y:2017:i:3:p:47-53.

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2016Chinas Increasing Global Influence: Changes in International Growth Spillovers. (2016). Bataa, Erdenebat ; Sensier, Marianne ; Osborn, Denise R. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:221.

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2017Long Memory in Turkish Unemployment Rates. (2017). tansel, aysıt ; Gil-Alana, Luis ; Ozdemir, Zeynel Abidin. In: ERC Working Papers. RePEc:met:wpaper:1709.

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2017Forecasting with FAVAR: macroeconomic versus financial factors. (2017). Paccagnini, Alessia. In: NBP Working Papers. RePEc:nbp:nbpmis:256.

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2016House Valuations and Economic Growth: Some International Evidence. (2016). Zheng, Huanhuan ; Jinjarak, Yothin ; Aizenman, Joshua. In: NBER Working Papers. RePEc:nbr:nberwo:22699.

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2016Evaluating Multi-Step System Forecasts with Relatively Few Forecast-Error Observations. (2016). Martinez, Andrew ; Hendry, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:784.

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2016International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?. (2016). Trecroci, Carmine ; Bua, Giovanna. In: MPRA Paper. RePEc:pra:mprapa:74771.

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2016Impacto del mercado de derivados en la política monetaria: un modelo de volatilidad estocástica. (2016). Venegas-Martínez, Francisco ; Martinez-Marca, Jose Luis ; de los Angeles, Maria ; Venegas-Martinez, Francisco . In: MPRA Paper. RePEc:pra:mprapa:75705.

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2016Oil Price Shocks and Stock Market Performance in Emerging Economies: Some Evidence using FAVAR Models. (2016). Naser, Hanan ; Ahmed, Abdul Rashid . In: MPRA Paper. RePEc:pra:mprapa:77868.

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2017How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?. (2017). Lee, Chin ; Habibullah, Muzafar Shah ; Chin, Lee ; Razmi, Fatemeh . In: MPRA Paper. RePEc:pra:mprapa:79079.

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2017Long memory in Turkish Unemployment Rates. (2017). tansel, aysıt ; Gil-Alana, Luis ; Ozdemir, Zeynel Abidin. In: MPRA Paper. RePEc:pra:mprapa:81571.

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2017Financial Stability of Conventional and Islamic Banks: A Survey. (2017). Ghassan, Hassan ; Krichene, Noureddine . In: MPRA Paper. RePEc:pra:mprapa:82372.

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2016Time-Varying Persistence of Inflation: Evidence from a Wavelet-Based Approach. (2016). Miller, Stephen ; GUPTA, RANGAN ; Canarella, Giorgio ; Boubaker, Heni . In: Working Papers. RePEc:pre:wpaper:201647.

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2016Modeling Dynamics of Exchange Rates Volatility: A Case of Pakistan from 1980-2010. (2016). Malik, Fizza . In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:5:y:2016:i:3:p:144-161.

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2016Effects of US policy uncertainty on Swedish GDP growth. (2016). Österholm, Pär ; Stockhammar, Par ; Osterholm, Par . In: Empirical Economics. RePEc:spr:empeco:v:50:y:2016:i:2:d:10.1007_s00181-015-0934-y.

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2017Metals: resources or financial assets? A multivariate cross-sectional analysis. (2017). Lutzenberger, Fabian ; Rathgeber, Andreas W ; Stepanek, Christian ; Mayer, Herbert G ; Gleich, Benedikt . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1162-9.

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2016Persistence and cyclical dependence in the monthly euribor rate. (2016). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:40:y:2016:i:1:d:10.1007_s12197-014-9296-0.

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2016Persistence and cyclical dependence in the monthly euribor rate. (2016). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:40:y:2016:i:1:p:157-171.

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2017Analysis of the Effects of the US Stock Market Returns and Exchange Rate Changes on Emerging Market Economies’ Stock Market Volatilities. (2017). Kayral, Ihsan Erdem ; Karacaer, Semra . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:5:f:7_5_5.

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More than 100 citations found, this list is not complete...

Works by CLAUDIO MORANA:


YearTitleTypeCited
2013The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective In: The Energy Journal.
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2012The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective.(2012) In: Working Papers.
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2013The oil price-macroeconomy relationship since the mid-1980s: A global perspective.(2013) In: Working Papers.
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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area In: ESP: Energy Scenarios and Policy.
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2017Macroeconomic and financial effects of oil price shocks: Evidence for the euro area.(2017) In: Economic Modelling.
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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area.(2016) In: Working Papers.
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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area.(2016) In: Working Papers.
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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area.(2016) In: Working Paper Series.
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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area.(2016) In: CeRP Working Papers.
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2017Temperature Anomalies, Radiative Forcing and ENSO In: MITP: Mitigation, Innovation,and Transformation Pathways.
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2017Temperature Anomalies, Radiative Forcing and ENSO.(2017) In: Working Papers.
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2017Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Papers.
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2017Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Paper Series.
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2001Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data In: Economic Notes.
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2000Modelling Evolving Long-Run Relationships: An Application to the Italian Energy Market. In: Scottish Journal of Political Economy.
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2002Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation In: Studies in Nonlinear Dynamics & Econometrics.
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2003Erratum In: Studies in Nonlinear Dynamics & Econometrics.
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2006A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling In: Carlo Alberto Notebooks.
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2006International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach In: Carlo Alberto Notebooks.
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2009International macroeconomic dynamics: A factor vector autoregressive approach.(2009) In: Economic Modelling.
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2006International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach.(2006) In: ICER Working Papers.
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2007Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? In: Carlo Alberto Notebooks.
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2010Business cycle comovement in the G-7: common shocks or common transmission mechanisms?.(2010) In: Applied Economics.
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2015It ain?t over till it?s over: A global perspective on the Great Moderation-Great Recession interconnection In: Carlo Alberto Notebooks.
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2015It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection.(2015) In: Working Papers.
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2015It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection.(2015) In: Working papers.
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2010The 2007-? financial crisis: a money market perspective In: CeRP Working Papers.
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2010The Great Recession: US dynamics and spillovers to the world economy In: CeRP Working Papers.
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2012The Great Recession: US dynamics and spillovers to the world economy.(2012) In: Journal of Banking & Finance.
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2010The Great Recession: US dynamics and spillovers to the world economy.(2010) In: ICER Working Papers - Applied Mathematics Series.
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2010The Great Recession: US dynamics and spillovers to the world economy.(2010) In: Working papers.
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2012Determinants of US financial fragility conditions In: CeRP Working Papers.
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2014Determinants of US financial fragility conditions.(2014) In: Research in International Business and Finance.
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2013Determinants of US Financial fragility conditions.(2013) In: Working Papers.
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2012Determinants of US financial fragility conditions.(2012) In: Working papers.
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2013New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil In: CeRP Working Papers.
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2014New insights on the US OIS spreads term structure during the recent financial turmoil.(2014) In: Applied Financial Economics.
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2013 Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns In: CeRP Working Papers.
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2013Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns.(2013) In: Working Papers.
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2014Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns.(2014) In: Journal of Empirical Finance.
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2015Financial deepening and income distribution inequality in the euro area In: CeRP Working Papers.
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2015Financial deepening and income distribution inequality in the euro area.(2015) In: Working Papers.
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2015Financial Deepening And Income Distribution Inequality In The Euro Area.(2015) In: Working Paper Series.
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2016The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises In: CeRP Working Papers.
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2015The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises.(2015) In: Working Papers.
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2009Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence In: CeRP Working Papers.
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2008Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence.(2008) In: Working papers.
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2010The effects of US economic and financial crises on euro area convergence In: CeRP Working Papers.
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2010The effects of US economic and financial crises on euro area convergence.(2010) In: Working papers.
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2000Measuring core inflation in the euro area In: Working Paper Series.
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2002Monetary policy and the stock market in the euro area In: Working Paper Series.
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2004Monetary policy and the stock market in the euro area.(2004) In: Journal of Policy Modeling.
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2003Volatility of interest rates in the euro area: evidence from high frequency data In: Working Paper Series.
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2006Volatility of interest rates in the euro area: Evidence from high frequency data.(2006) In: The European Journal of Finance.
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2004A structural common factor approach to core inflation estimation and forecasting In: Working Paper Series.
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2007A structural common factor approach to core inflation estimation and forecasting.(2007) In: Applied Economics Letters.
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2004Frequency domain principal components estimation of fractionally cointegrated processes In: Working Paper Series.
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2004Frequency domain principal components estimation of fractionally cointegrated processes.(2004) In: Applied Economics Letters.
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2006Comovements in volatility in the euro money market In: Working Paper Series.
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2010Comovements in volatility in the euro money market.(2010) In: Journal of International Money and Finance.
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2007Comovements in Volatility in the Euro Money Market.(2007) In: ICER Working Papers.
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2007Structural econometric approach to bidding in the main refinancing operations of the Eurosystem In: Working Paper Series.
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2007Structural econometric approach to bidding in the main refinancing operations of the Eurosystem.(2007) In: Journal of Financial Transformation.
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2006Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem.(2006) In: ICER Working Papers.
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2008Modelling short-term interest rate spreads in the euro money market In: Working Paper Series.
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2008Modeling Short-Term Interest Rate Spreads in the Euro Money Market.(2008) In: International Journal of Central Banking.
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2012Euro money market spreads during the 2007-? financial crisis In: Working Paper Series.
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2012Euro money market spreads during the 2007–? financial crisis.(2012) In: Journal of Empirical Finance.
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2007Multivariate modelling of long memory processes with common components In: Computational Statistics & Data Analysis.
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2006Multivariate modelling of long memory processes with common components.(2006) In: ICER Working Papers.
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2009Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach In: Journal of Economic Dynamics and Control.
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2007Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach.(2007) In: ICER Working Papers - Applied Mathematics Series.
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2007Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach.(2007) In: Working Papers.
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2006A small scale macroeconometric model for the Euro-12 area In: Economic Modelling.
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2012Adaptive ARFIMA models with applications to inflation In: Economic Modelling.
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2006Breaks and persistency: macroeconomic causes of stock market volatility In: Journal of Econometrics.
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2004Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility.(2004) In: Working Papers.
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2004Structural change and long-range dependence in volatility of exchange rates: either, neither or both? In: Journal of Empirical Finance.
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2016The financial Kuznets curve: Evidence for the euro area In: Journal of Empirical Finance.
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1999Computing value at risk with high frequency data In: Journal of Empirical Finance.
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2001A semiparametric approach to short-term oil price forecasting In: Energy Economics.
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2000Central bank interventions and exchange rates: an analysis with high frequency data In: Journal of International Financial Markets, Institutions and Money.
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2008Comovements in international stock markets In: Journal of International Financial Markets, Institutions and Money.
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2006Comovements in International Stock Markets.(2006) In: ICER Working Papers.
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2009On the macroeconomic causes of exchange rate volatility In: International Journal of Forecasting.
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2007On the macroeconomic causes of exchange rates volatility.(2007) In: ICER Working Papers.
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2004The Japanese stagnation: an assessment of the productivity slowdown hypothesis In: Japan and the World Economy.
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2002The effects of the introduction of the euro on the volatility of European stock markets In: Journal of Banking & Finance.
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2010International house prices and macroeconomic fluctuations In: Journal of Banking & Finance.
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2013Oil price dynamics, macro-finance interactions and the role of financial speculation In: Journal of Banking & Finance.
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2012Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation.(2012) In: Working Papers.
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2013Oil price dynamics, macro-finance interactions and the role of financial speculation.(2013) In: Working Papers.
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2003Measuring US core inflation: A common trends approach In: Journal of Macroeconomics.
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2005Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility In: Physica A: Statistical Mechanics and its Applications.
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2002An empirical investigation of long-run growth in the UK In: Structural Change and Economic Dynamics.
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2011The Effects of the US Economic and Financial Crises on Euro Area Convergence In: Chapters.
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2012Macro-Finance Interactions in the US: A Global Perspective In: Chapters in SUERF Studies.
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2011Macro-finance interactions in the US: A global perspective.(2011) In: Working papers.
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2012New Paradigms in Monetary Theory and Policy? In: SUERF Studies.
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2012Real Oil Prices since the 1990s In: Review of Environment, Energy and Economics - Re3.
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1998Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis In: Giornale degli Economisti.
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1999Measuring Core Inflation in Italy In: Giornale degli Economisti.
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2003Long-Run Growth and Income Distribution: Evidence for Italy and the US In: Giornale degli Economisti.
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2004Regional Convergence in Italy: 1951-2000 In: Giornale degli Economisti.
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2005Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios. In: ICER Working Papers.
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2006Structural breaks and common factors in the volatility of the Fama-French factor portfolios.(2006) In: Applied Financial Economics.
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2006The End of the Japanese Stagnation: an Assessment of the Policy Solutions In: ICER Working Papers.
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2005The Japanese deflation: has it had real effects? Could it have been avoided?.(2005) In: Applied Economics.
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2006Net Inflows and Time-Varying Alphas: The Case of Hedge Funds In: ICER Working Papers.
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2007Factor demand modelling: the theory and the practice In: ICER Working Papers.
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2009Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach In: ICER Working Papers - Applied Mathematics Series.
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2008Realized portfolio selection in the euro area In: ICER Working Papers - Applied Mathematics Series.
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2008International shocks and national house prices In: ICER Working Papers - Applied Mathematics Series.
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2008Realized Betas and the Cross-Section of Expected Returns In: ICER Working Papers - Applied Mathematics Series.
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2009Realized betas and the cross-section of expected returns.(2009) In: Applied Financial Economics.
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2010The 2007-? financial crisis: a euro area money market perspective In: ICER Working Papers - Applied Mathematics Series.
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2010Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks In: ICER Working Papers - Applied Mathematics Series.
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2007Estimating, Filtering and Forecasting Realized Betas In: ICER Working Papers - Applied Mathematics Series.
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2000Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industrys Periodic Price Review. In: Journal of Regulatory Economics.
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2002Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry. In: Journal of Regulatory Economics.
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2013Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure In: Working Papers.
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2014Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks In: Working Papers.
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2015Model Averaging by Stacking In: Working Papers.
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2015Model Averaging by Stacking.(2015) In: Working Paper Series.
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2015Semiparametric Estimation of Multivariate GARCH Models In: Working Papers.
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2009An omnibus noise filter In: Computational Statistics.
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2003A common trends model of UK core inflation In: Empirical Economics.
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2008Factor vector autoregressive estimation: a new approach In: Journal of Economic Interaction and Coordination.
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2004Stock market volatility of regulated industries: an empirical assessment In: Portuguese Economic Journal.
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2004Some frequency domain properties of fractionally cointegrated processes In: Applied Economics Letters.
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2007Does the stock market affect income distribution? Some empirical evidence for the US In: Applied Economics Letters.
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2002IGARCH effects: an interpretation In: Applied Economics Letters.
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2002Core inflation in the Euro area In: Applied Economics Letters.
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2010Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis In: Applied Financial Economics.
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2010Realized mean-variance efficient portfolio selection and euro area stock market integration In: Applied Financial Economics.
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2006The price stability oriented monetary policy of the ECB: an assessment In: Applied Economics.
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