CLAUDIO MORANA : Citation Profile


Are you CLAUDIO MORANA?

Università degli Studi di Milano-Bicocca (98% share)
Università degli Studi di Torino (1% share)
Rimini Centre for Economic Analysis (RCEA) (1% share)

15

H index

19

i10 index

808

Citations

RESEARCH PRODUCTION:

67

Articles

85

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   20 years (1998 - 2018). See details.
   Cites by year: 40
   Journals where CLAUDIO MORANA has often published
   Relations with other researchers
   Recent citing documents: 158.    Total self citations: 93 (10.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo818
   Updated: 2019-08-24    RAS profile: 2019-05-19    
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Relations with other researchers


Works with:

Sbrana, Giacomo (9)

Bagliano, Fabio (6)

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 (28)

Misas, Martha (11)

Ajmi, Ahdi Noomen (10)

Allen, David (9)

Ben Nasr, Adnen (9)

Weigand, Roland (9)

Hartl, Tobias (9)

McAleer, Michael (9)

Gil-Alana, Luis (9)

DE TRUCHIS, Gilles (8)

Keddad, Benjamin (8)

Cites to:

Bollerslev, Tim (60)

Bai, Jushan (57)

Granger, Clive (45)

Hamilton, James (44)

Engle, Robert (36)

Diebold, Francis (34)

Baillie, Richard (34)

Bagliano, Fabio (33)

Beltratti, Andrea (33)

Watson, Mark (32)

Pesaran, M (32)

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
Economic Modelling5
Journal of Banking & Finance4
Giornale degli Economisti4
Empirical Economics2
Journal of International Financial Markets, Institutions and Money2
Journal of Financial Transformation2
Journal of Regulatory Economics2
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Milano-Bicocca, Department of Economics15
ICER Working Papers / ICER - International Centre for Economic Research12
CeRP Working Papers / Center for Research on Pensions and Welfare Policies, Turin (Italy)11
ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research9
Working Paper Series / European Central Bank9
Working Paper series / Rimini Centre for Economic Analysis6
Working Papers / Fondazione Eni Enrico Mattei5
Working papers / Former Department of Economics and Public Finance "G. Prato", University of Torino4
Carlo Alberto Notebooks / Collegio Carlo Alberto4
Energy: Resources and Markets / Fondazione Eni Enrico Mattei (FEEM)2
Working papers / Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino2

Recent works citing CLAUDIO MORANA (2018 and 2017)


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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2017SYSTEMATIC RISK FACTORS AND STOCK RETURN VOLATILITY. (2017). Ali, Syed Kamran ; Ahmed, Ishtiaq ; Hashmi, Shujahat Haider. In: APSTRACT: Applied Studies in Agribusiness and Commerce. RePEc:ags:apstra:265587.

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2018Some Financial Implications of Global Warming: an Empirical Assessment. (2018). Sbrana, Giacomo ; MORANA, CLAUDIO. In: CSI: Climate and Sustainable Innovation. RePEc:ags:cpaper:268728.

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

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2019Approximate State Space Modelling of Unobserved Fractional Components. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

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2019Multivariate Fractional Components Analysis. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

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2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1885.

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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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2018Metodologías semi-estructurales para estimar la Inflación básica mensual en Colombia. (2018). Rodríguez N., Norberto ; Ramirez-Ramirez, Alejandra ; Rodriguez-Nio, Norberto. In: Borradores de Economia. RePEc:bdr:borrec:1040.

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2018Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu. In: BIS Papers. RePEc:bis:bisbps:97.

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

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2017How Do the Trans-Pacific Economies Affect the USA? An Industrial Sector Approach. (2017). Yagihashi, Takeshi ; Selover, David D. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:10:p:2097-2124.

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2017WAVELET VARIANCE RATIO TEST AND WAVESTRAPPING FOR THE DETERMINATION OF THE COINTEGRATION RANK. (2017). Eroglu, Burak. In: Working Papers. RePEc:bli:wpaper:1706.

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2017FRACTIONAL SEASONAL VARIANCE RATIO UNIT ROOT TESTS. (2017). Eroglu, Burak ; Trokic, Mirza ; Gogebakan, Kemal Caglar. In: Working Papers. RePEc:bli:wpaper:1707.

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2017Matrix Inequality Constraints for Vector (Asymmetric Power) GARCH/HEAVY Models and MEM with spillovers: some New (Mixture) Formulations. (2017). Xu, Yongdeng ; Karanasos, Menelaos. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/14.

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2018Fragilidad financiera empresarial y expectativas de ingresos: evidencias de un modelo multi-agentes. (2018). Stellian, Remi ; Londoo, David Andres ; Danna-Buitrago, Jenny Paola. In: REVISTA CUADERNOS DE ECONOMÍA. RePEc:col:000093:016019.

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2017The International Dimensions of Macroprudential Policies. (2017). Pereira da Silva, Luiz Awazu ; Lombardo, Giovanni ; Gambacorta, Leonardo ; 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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2017Predicting US Inflation: Evidence from a New Approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0039.

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2018You are what you eat: The role of oil price in Nigeria inflation forecast. (2018). tule, moses ; Salisu, Afees ; Chimeke, Charles. In: Working Papers. RePEc:cui:wpaper:0040.

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2018The Relation between Monetary Policy and the Stock Market in Europe. (2018). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1729.

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2017Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach. (2017). Dahiru, Bala A ; Nwonyuku, Kalu N ; Jim, Pam W. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00029.

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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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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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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2019Do Long-memory GARCH-type-Value-at-Risk Models Outperform None-and Semi-parametric Value-at-Risk Models?. (2019). Buberkoku, Onder. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-23.

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

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2018Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment. (2018). Berger, Theo ; Genay, Ramazan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:30-46.

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2018Housing prices and real effective exchange rates in 18 OECD countries: A bootstrap multivariate panel Granger causality. (2018). Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:60:y:2018:i:c:p:119-126.

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2018Risk aversion connectedness in five European countries. (2018). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:68-79.

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2018Causes and consequences of oil price shocks on the UK economy. (2018). Pieroni, Luca ; Lorusso, Marco. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:223-236.

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2018Forecasting the aggregate oil price volatility in a data-rich environment. (2018). Ma, Feng ; Zhang, Yaojie ; Wahab, M. I. M., ; Liu, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:320-332.

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2018Chinas increasing global influence: Changes in international growth linkages. (2018). Bataa, Erdenebat ; Sensier, Marianne ; Osborn, Denise R. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:194-206.

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2018Switches in price discovery: Are U.S. traders more qualified in making valuations?. (2018). Qadan, Mahmoud. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:221-234.

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2018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113.

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2019Improving the predictability of stock returns with Bitcoin prices. (2019). Salisu, Afees ; Isah, Kazeem ; Akanni, Lateef. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:857-867.

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2018The Great Recession, the Treadmill of Production and Ecological Disorganization: Did the Recession Decrease Toxic Releases Across US States, 2005–2014?. (2018). Long, Michael A ; Stretesky, Paul B ; Lynch, Michael J. In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:184-192.

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2019Did financial factors matter during the Great Recession?. (2019). Paccagnini, Alessia. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:26-30.

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2017Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). 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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2018House price convergence in euro zone and non-euro zone countries. (2018). I-Chun Tsai, . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:269-281.

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

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2018Asymmetric attention and volatility asymmetry. (2018). Dzieliski, Micha ; Talpsepp, Tnn ; Rieger, Marc Oliver. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:59-67.

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2018Multivariate models with long memory dependence in conditional correlation and volatility. (2018). Dark, Jonathan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:162-180.

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2018Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks: A comparison of alternative distribution functions. (2018). Hasanov, Akram Shavkatovich ; Heng, Zin Yau ; Al-Freedi, Ajab ; Poon, Wai Ching. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:307-333.

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2018A novel approach for oil price forecasting based on data fluctuation network. (2018). Zhou, Peng ; Tian, Lixin ; Wang, Minggang. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:201-212.

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2018The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm. (2018). Cheng, Fangzheng ; Li, Shanling ; Fan, Dandan. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:341-355.

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2018Mapping algorithms, agricultural futures, and the relationship between commodity investment flows and crude oil futures prices. (2018). Yan, Lei ; Sanders, Dwight R ; Irwin, Scott H. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:486-504.

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2018Forecasting crude oil prices by a semiparametric Markov switching model: OPEC, WTI, and Brent cases. (2018). Nademi, Arash . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:757-766.

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2018The asymmetric return-volatility relationship of commodity prices. (2018). Baur, Dirk G ; Dimpfl, Thomas. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:378-387.

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2019Oil price shocks and Chinese banking performance: Do country risks matter?. (2019). Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:46-53.

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2019The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

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2019Liquidity, surprise volume and return premia in the oil market. (2019). Wagner, Niklasf ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:93-104.

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2019The VEC-NAR model for short-term forecasting of oil prices. (2019). Wei, Yi-Ming ; Fan, Tijun ; Li, Tian ; Cheng, Fangzheng. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:656-667.

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2018A novel decompose-ensemble methodology with AIC-ANN approach for crude oil forecasting. (2018). Ding, Yishan . In: Energy. RePEc:eee:energy:v:154:y:2018:i:c:p:328-336.

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2018Impacts of supply and demand factors on declining oil prices. (2018). Kim, Myung Suk . In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:1059-1065.

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2018Forecasting crude oil price: Does exist an optimal econometric model?. (2018). de Albuquerquemello, Vinicius Phillipe ; Maia, Sinezio Fernandes ; da Nobrega, Cassio ; de Medeiros, Rennan Kertlly. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:578-591.

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2019Heterogeneity and asymmetric effects in energy resources allocation of the manufacturing sectors in China. (2019). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:170:y:2019:i:c:p:1019-1035.

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2019Visiting effects of crude oil price on economic growth in BRICS countries: Fresh evidence from wavelet-based quantile-on-quantile tests. (2019). Jiang, Yonghong ; Nie, HE ; Chen, Cuiqiong ; Mo, Bin. In: Energy. RePEc:eee:energy:v:178:y:2019:i:c:p:234-251.

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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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2018A conditional regime switching CAPM. (2018). Vendrame, Vasco ; Tucker, Jon ; Guermat, Cherif. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:1-11.

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2018The January sentiment effect in the U.S. stock market. (2018). Chen, Zhongdong ; Daves, Phillip R. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:94-104.

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2019Testing the predictive ability of house price bubbles for macroeconomic performance: A meta-analytic approach. (2019). Floro, Danvee. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:164-181.

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2019Are shocks on the returns and volatility of cryptocurrencies really persistent?. (2019). Maouchi, Youcef ; Charfeddine, Lanouar. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:423-430.

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2018Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies. (2018). Rodriguez, Diego ; Gonzalez, Andres ; Fernandez, Andres. In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:99-121.

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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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2018Forecasting crude oil price volatility. (2018). Herrera, Ana Maria ; Pastor, Daniel ; Hu, Liang. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:622-635.

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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). Yeung, Danny ; Thorp, Susan ; Nikitopoulos-Sklibosios, Christina ; Squires, Matthew. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:53-67.

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2019Competition and credit procyclicality in European banking. (2019). Lucotte, Yannick ; Leroy, Aurélien. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:237-251.

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2018The impact of institutional volatility on financial volatility in transition economies. (2018). Hartwell, Christopher. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:2:p:598-615.

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2019Financial intermediation, capital composition and income stagnation: The case of Europe. (2019). Moro, Andrea ; Makrominas, Michalis ; Samatas, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:273-289.

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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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2019The determinants of the model-free positive and negative volatilities. (2019). Tunaru, Radu ; Morelli, David ; Bevilacqua, Mattia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:92:y:2019:i:c:p:1-24.

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2019Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries. (2019). Silanine, Alexandre ; Guillaumin, Cyriac ; Boubakri, Salem . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:212-228.

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2019Wavelet variance ratio cointegration test and wavestrapping. (2019). Erolu, Burak Alparslan. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:171:y:2019:i:c:p:298-319.

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2019Decomposing the links between oil price shocks and macroeconomic indicators: Evidence from SAARC region. (2019). Kalhoro, Muhammad Ramzan ; Bhutto, Niaz Ahmed ; Ahmed, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:423-432.

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2017Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries. (2017). Yang, Sheng-Ping. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:337-354.

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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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2018The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. (2018). Uddin, Gazi ; Bekiros, Stelios ; Ahmed, Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:30-39.

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2018Volatility spillovers across global asset classes: Evidence from time and frequency domains. (2018). Tiwari, Aviral Kumar ; Wohar, Mark E ; Gupta, Rangan ; Cunado, Juncal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:194-202.

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2018The knotty interplay between credit and housing. (2018). Lastauskas, Povilas ; Constantinescu, Mihnea. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:241-266.

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

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2018Quantifying the impact of the November 2014 Shanghai-Hong Kong Stock Connect. (2018). Siklos, Pierre. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:156-163.

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2019Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?. (2019). He, Ling-Yun ; Ripple, Ronald ; Yao, Ting ; Zhang, Yue-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:302-317.

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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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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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2019Dynamical Volatility and Correlation among US Stock and Treasury Bond Cash and Futures Markets in Presence of Financial Crisis: A Copula Approach. (2019). Li, Weny ; Wang, Teng-Kun ; Liu, Hsiang-Hsi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:381-396.

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2018The Relation between Monetary Policy and the Stock Market in Europe. (2018). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:36-:d:162048.

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2018Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets. (2018). Toyoshima, Yuki ; Hamori, Shigeyuki. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:2893-:d:178030.

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2018Forecasting Crude Oil Prices Using Ensemble Empirical Mode Decomposition and Sparse Bayesian Learning. (2018). LI, TAIYONG ; Zhou, Yingrui ; Wu, Jiang ; Jia, Yanchi ; Hu, Zhenda. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:7:p:1882-:d:158756.

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2019An Adaptive Hybrid Learning Paradigm Integrating CEEMD, ARIMA and SBL for Crude Oil Price Forecasting. (2019). Wu, Jiang ; Li, Taiyong ; Zhou, Tengfei ; Chen, YU. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:7:p:1239-:d:218826.

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2018Modeling High Frequency Data with Long Memory and Structural Change: A-HYEGARCH Model. (2018). Shi, Yanlin ; Yang, Yang. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:26-:d:138135.

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2018The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates. (2018). Fink, Holger ; Port, Henry ; Fuest, Andreas. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:84-:d:164655.

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2018Effects of Bank Lending on Urban Housing Prices for Sustainable Development: A Panel Analysis of Chinese Cities. (2018). Jiang, Yongsheng ; Du, Jing ; Sanderford, Andrew ; Zhao, Dong. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:3:p:642-:d:133972.

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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: Energy: Resources and Markets.
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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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2018Some Financial Implications of Global Warming: an Empirical Assessment In: CSI: Climate and Sustainable Innovation.
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2017Some Financial Implications of Global Warming: An Empirical Assessment.(2017) In: Working Papers.
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2018Some financial implications of global warming: An empirical assessment.(2018) In: Working Paper series.
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2018Some Financial Implications of Global Warming: an Empirical Assessment.(2018) In: Working Papers.
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2018“Some financial implications of global warming: An empirical assessment.(2018) In: CeRP Working Papers.
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2012Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation In: Energy: Resources and Markets.
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2013Oil price dynamics, macro-finance interactions and the role of financial speculation.(2013) In: Working Papers.
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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: Journal of Banking & Finance.
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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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2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area.(2016) In: CeRP Working Papers.
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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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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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2017It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection.(2017) In: Applied Economics.
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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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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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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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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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2006Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem.(2006) In: ICER Working Papers.
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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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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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2014Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach.(2014) In: Working Papers.
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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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2018Financial development and income distribution inequality in the euro area 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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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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2004The Japanese stagnation: an assessment of the productivity slowdown hypothesis In: Japan and the World Economy.
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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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2006The End of the Japanese Stagnation: an Assessment of the Policy Solutions In: ICER Working Papers.
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2004The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? In: ICER Working Papers.
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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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