Marco Taboga : Citation Profile


Are you Marco Taboga?

Banca d'Italia

8

H index

8

i10 index

435

Citations

RESEARCH PRODUCTION:

16

Articles

30

Papers

1

Books

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 21
   Journals where Marco Taboga has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 9 (2.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta33
   Updated: 2022-08-06    RAS profile: 2022-02-23    
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Relations with other researchers


Works with:

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

Is cited by:

Zaghini, Andrea (15)

Favero, Carlo (10)

Tamborini, Roberto (9)

Fratianni, Michele (8)

Hamilton, James (8)

Afonso, Antonio (8)

Marchionne, Francesco (8)

Wu, Jing Cynthia (8)

Masciantonio, Sergio (6)

Gambacorta, Leonardo (6)

Marinacci, Massimo (6)

Cites to:

Rudebusch, Glenn (23)

Ang, Andrew (18)

Piazzesi, Monika (17)

Mishkin, Frederic (11)

Wu, Tao (11)

Svensson, Lars (10)

Campbell, John (9)

Hördahl, Peter (8)

Singleton, Kenneth (8)

Pericoli, Marcello (8)

Acharya, Viral (8)

Main data


Where Marco Taboga has published?


Journals with more than one article published# docs
Journal of Money, Credit and Banking2
International Review of Economics & Finance2
Journal of Money, Credit and Banking2
International Finance2

Working Papers Series with more than one paper published# docs
Temi di discussione (Economic working papers) / Bank of Italy, Economic Research and International Relations Area14
MPRA Paper / University Library of Munich, Germany5
Questioni di Economia e Finanza (Occasional Papers) / Bank of Italy, Economic Research and International Relations Area4
Finance / University Library of Munich, Germany3

Recent works citing Marco Taboga (2022 and 2021)


YearTitle of citing document
2022Alternative financing and investment in intangibles: evidence from Italian firms. (2022). Pisicoli, Beniamino ; Marchionne, Francesco ; Beccari, Gabriele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:174.

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2022Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models. (2022). Zou, Bin ; Shen, Yang. In: Papers. RePEc:arx:papers:2205.15905.

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2022Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679.

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2021The Existential Trilemma of EMU in a Model of Fiscal Target Zone. (2021). Tamborini, Roberto ; della Posta, Pompeo. In: EconPol Working Paper. RePEc:ces:econwp:_66.

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2022Europes growing league of small corporate bond issuers: new players, different game dynamics. (2022). Papoutsi, Melina ; Darmouni, Olivier. In: Research Bulletin. RePEc:ecb:ecbrbu:2022:0096:.

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2022Market-stabilization QE. (2022). Ozen, Kadir ; Motto, Roberto. In: Working Paper Series. RePEc:ecb:ecbwps:20222640.

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2021Interest rate trends in a global context. (2021). Tesar, Linda L ; Stolyarov, Dmitriy. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001218.

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2021Time-consistency of optimal investment under smooth ambiguity. (2021). Mahayni, Antje ; Balter, Anne G ; Schweizer, Nikolaus. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:2:p:643-657.

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2021Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks. (2021). Junttila, Juha ; Raatikainen, Juhani ; Perttunen, Jukka. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000673.

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2021Optimal portfolio under ambiguous ambiguity. (2021). Makarov, Dmitry. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000428.

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2021A decomposition of general premium principles into risk and deviation. (2021). Schmeck, Maren Diane ; Riedel, Frank ; Nendel, Max. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:193-209.

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2021Intertemporal imitation behavior of interbank offered rate submissions. (2021). Zong, Jichuan ; Sun, Hang ; Li, Ming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001783.

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2022Purchases of sovereign debt securities by banks during the crisis: The role of balance sheet conditions. (2022). Santioni, Raffaele ; Albareto, Giorgio ; Affinito, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426619301438.

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2022Experimental evidence of common pool resource use in the presence of uncertainty. (2022). Suter, Jordan F ; Palm-Forster, Leah H. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:139-160.

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2021Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2021). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001224.

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2021Monetary policy and its transmission channels: Evidence from China. (2021). Ni, Jinlan ; Zhan, Minghua ; Xu, Yueli ; Li, Huan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001281.

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2021The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation. (2021). Tzavalis, Elias ; Argyropoulos, Efthymios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:785-796.

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2021Does Public Debt Ownership Structure Matter for a Borrowing Country?. (2021). Piscarreta, Carlos Alberto. In: Working Papers REM. RePEc:ise:remwps:wp01902021.

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2021A volatility smile-based uncertainty index. (2021). Moura, Jaqueline Terra ; Machado, Jose Valentim. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:2:d:10.1007_s10436-021-00384-6.

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2021In quest for policy silver bullets towards triggering a v-shaped recovery. (2021). Ghosh, Saurabh ; Gopalakrishnan, Pawan ; Bhadury, Soumya. In: MPRA Paper. RePEc:pra:mprapa:110905.

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2021Making the Eurozone work: a risk-sharing reform of the European Stability Mechanism. (2021). Roventini, Andrea ; Violi, Roberto ; Minenna, Marcello ; Dosi, Giovanni. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03325-9.

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2022A defaultable bond model with cyclical fluctuations in the spread process. (2022). Platania, Federico ; Bazgour, Tarik. In: Annals of Operations Research. RePEc:spr:annopr:v:312:y:2022:i:2:d:10.1007_s10479-021-04471-9.

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2021Current account imbalances and the Euro Area. Controversies and policy lessons. (2021). Mazzocchi, Ronny ; Tamborini, Roberto. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:38:y:2021:i:1:d:10.1007_s40888-021-00214-y.

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2021The existential trilemma of EMU in a model of fiscal target zone. (2021). Tamborini, Roberto ; della Posta, Pompeo. In: DEM Working Papers. RePEc:trn:utwprg:2021/10.

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2021The Bank Lending Channel of Conventional and Unconventional Monetary Policy. (2021). Signoretti, Federico ; Nobili, Andrea ; Albertazzi, Ugo. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:2-3:p:261-299.

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2021Separating the effects of beliefs and attitudes on pricing under ambiguity. (2021). Wilde, Christian ; Li, Wenhui. In: SAFE Working Paper Series. RePEc:zbw:safewp:311.

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Works by Marco Taboga:


YearTitleTypeCited
2012Recent estimates of sovereign risk premia for euro-area countries In: Questioni di Economia e Finanza (Occasional Papers).
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paper96
2016Easier said than done? Reforming the prudential treatment of banks� sovereign exposures In: Questioni di Economia e Finanza (Occasional Papers).
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paper15
2009An assessment of financial sector rescue programmes In: Questioni di Economia e Finanza (Occasional Papers).
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paper146
2009An assessment of financial sector rescue programmes.(2009) In: BIS Papers.
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This paper has another version. Agregated cites: 146
book
2021A composite indicator of sovereign bond market liquidity in the euro area In: Questioni di Economia e Finanza (Occasional Papers).
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paper0
2015Sectoral differences in managers’ compensation: insights from a matching model In: Temi di discussione (Economic working papers).
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paper1
2015Decomposing euro area sovereign spreads: credit, liquidity and convenience In: Temi di discussione (Economic working papers).
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paper4
2015Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model In: Temi di discussione (Economic working papers).
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paper8
2017Assessing the risks of asset overvaluation: models and challenges In: Temi di discussione (Economic working papers).
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paper3
2018Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models In: Temi di discussione (Economic working papers).
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paper2
2019Cross-country differences in the size of venture capital financing rounds: a machine learning approach In: Temi di discussione (Economic working papers).
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paper4
2022Cross-country differences in the size of venture capital financing rounds: a machine learning approach.(2022) In: Empirical Economics.
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This paper has another version. Agregated cites: 4
article
2005Maxmin Portfolio Choice In: Temi di discussione (Economic working papers).
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paper0
2006Canonical term-structure models with observable factors and the dynamics of bond risk premiums In: Temi di discussione (Economic working papers).
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paper26
2008Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia.(2008) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 26
article
2008Portfolio Selection with Monotone Mean-Variance Preferences In: Temi di discussione (Economic working papers).
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paper45
2009PORTFOLIO SELECTION WITH MONOTONE MEAN?VARIANCE PREFERENCES.(2009) In: Mathematical Finance.
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This paper has another version. Agregated cites: 45
article
2007Portfolio Selection with Monotone Mean-Variance Preferences.(2007) In: Carlo Alberto Notebooks.
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This paper has another version. Agregated cites: 45
paper
2004Portfolio Selection with Monotone Mean-Variance Preferences..(2004) In: ICER Working Papers - Applied Mathematics Series.
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This paper has another version. Agregated cites: 45
paper
2005Portfolio Selection with Monotone Mean-Variance Preferences.(2005) In: Finance.
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This paper has another version. Agregated cites: 45
paper
2009Bond risk premia, macroeconomic fundamentals and the exchange rate In: Temi di discussione (Economic working papers).
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paper13
2012Bond risk premia, macroeconomic fundamentals and the exchange rate.(2012) In: International Review of Economics & Finance.
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This paper has another version. Agregated cites: 13
article
2008Bond risk premia, macroeconomic fundamentals and the exchange rate.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 13
paper
2009The riskiness of corporate bonds In: Temi di discussione (Economic working papers).
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paper2
2014The Riskiness of Corporate Bonds.(2014) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 2
article
2010Under/over-valuation of the stock market and cyclically adjusted earnings In: Temi di discussione (Economic working papers).
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paper2
2011Under?/Over?Valuation of the Stock Market and Cyclically Adjusted Earnings.(2011) In: International Finance.
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This paper has another version. Agregated cites: 2
article
2011Bayesian analysis of coefficient instability in dynamic regressions In: Temi di discussione (Economic working papers).
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paper2
2019Bayesian Analysis of Coefficient Instability in Dynamic Regressions.(2019) In: Econometrics.
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This paper has another version. Agregated cites: 2
article
2013What is a prime bank? A Euribor � OIS spread perspective In: Temi di discussione (Economic working papers).
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paper8
2014What Is a Prime Bank? A Euribor–OIS Spread Perspective.(2014) In: International Finance.
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This paper has another version. Agregated cites: 8
article
2006Robust Portfolio Selection with and without Relative Entropy In: The B.E. Journal of Theoretical Economics.
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article0
2002The Realized Equity Premium has been Higher than Expected: Further Evidence In: CeRP Working Papers.
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paper0
2002The realized equity premium has been higher than expected: further evidence..(2002) In: Finance.
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This paper has another version. Agregated cites: 0
paper
2021Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities In: Occasional Paper Series.
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paper2
2005Portfolio selection with two-stage preferences In: Finance Research Letters.
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article26
2005Portfolio Selection with Two-Stage Preferences.(2005) In: Finance.
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This paper has another version. Agregated cites: 26
paper
2016Option-implied probability distributions: How reliable? How jagged? In: International Review of Economics & Finance.
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article4
2009Macro-finance VARs and bond risk premia: A caveat In: Review of Financial Economics.
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article1
2008Macro-finance VARs and bond risk premia: a caveat.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2009Macro?finance VARs and bond risk premia: A caveat.(2009) In: Review of Financial Economics.
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This paper has another version. Agregated cites: 1
article
2004A Simple Model of Robust Portfolio Selection In: MPRA Paper.
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paper0
2007Structural change and the bond yield conundrum In: MPRA Paper.
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paper1
2007A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors In: MPRA Paper.
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paper0
2004The equity premium in the long-run In: Applied Financial Economics.
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article2
2008Canonical Term?Structure Models with Observable Factors and the Dynamics of Bond Risk Premia In: Journal of Money, Credit and Banking.
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article22
2008Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia.(2008) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has another version. Agregated cites: 22
article

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