Marco Taboga : Citation Profile


Are you Marco Taboga?

Banca d'Italia

7

H index

5

i10 index

302

Citations

RESEARCH PRODUCTION:

12

Articles

28

Papers

1

Books

RESEARCH ACTIVITY:

   17 years (2002 - 2019). See details.
   Cites by year: 17
   Journals where Marco Taboga has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 8 (2.58 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pta33
   Updated: 2020-05-16    RAS profile: 2019-11-15    
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Relations with other researchers


Works with:

Pericoli, Marcello (3)

Ciapanna, Emanuela (2)

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 (14)

Fratianni, Michele (8)

Marchionne, Francesco (7)

Gambacorta, Leonardo (6)

Marinacci, Massimo (6)

Masciantonio, Sergio (6)

André, Eric (6)

Afonso, Antonio (5)

Favero, Carlo (5)

Tamborini, Roberto (4)

Hamilton, James (4)

Cites to:

Rudebusch, Glenn (22)

Ang, Andrew (14)

Piazzesi, Monika (14)

Wu, Tao (11)

Svensson, Lars (10)

Pericoli, Marcello (7)

Singleton, Kenneth (6)

Wei, Min (6)

Marinacci, Massimo (6)

Wu, Jing Cynthia (6)

Campbell, John (6)

Main data


Where Marco Taboga has published?


Journals with more than one article published# docs
International Finance2
International Review of Economics & 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 Area3
Finance / University Library of Munich, Germany3

Recent works citing Marco Taboga (2019 and 2018)


YearTitle of citing document
2020Continuous time portfolio choice under monotone preferences with quadratic penalty - stochastic factor case. (2014). Zawisza, Dariusz ; Trybula, Jakub . In: Papers. RePEc:arx:papers:1403.3212.

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2018Forward-looking portfolio selection with multivariate non-Gaussian models and the Esscher transform. (2018). Tassinari, Gian Luca ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:1805.05584.

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2020Semimartingale theory of monotone mean--variance portfolio allocation. (2019). Vcern, Alevs. In: Papers. RePEc:arx:papers:1903.06912.

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2019A Volatility Smile-Based Uncertainty Index. (2019). Moura, Jaqueline Terra ; Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:502.

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2018Managing sovereign debt restructurings in the euro zone. A note on old and current debates. (2018). Tommasino, Pietro ; Committeri, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_451_18.

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2019The non-standard monetary policy measures of the ECB: motivations, effectiveness and risks. (2019). Neri, Stefano ; Siviero, Stefano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_486_19.

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2019European integration in the time of mistrust. (2019). Spadafora, Francesco . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_512_19.

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2017A tale of fragmentation: corporate funding in the euro-area bond market. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1104_17.

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2017The CSPP at work: yield heterogeneity and the portfolio rebalancing channel. (2017). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1157_17.

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2018Asset price volatility in EU-6 economies: how large is the role played by the ECB?. (2018). Colabella, Andrea ; Ciarlone, Alessio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1175_18.

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2019Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period. (2019). Colabella, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1207_19.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2017/12.

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2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6691.

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2018Macroeconomic Imbalances and the Euro Zone. Alternative Views. (2018). Tamborini, Roberto. In: EconPol Working Paper. RePEc:ces:econwp:_14.

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2018The term structure of redenomination risk. (2018). Kriwoluzky, Alexander ; Kim, Chi Hyun ; Bayer, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12965.

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2018The Term Structure of Redenomination Risk. (2018). Kriwoluzky, Alexander ; Kim, Chi Hyun ; Bayer, Christian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1740.

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2018Managing the sovereign-bank nexus. (2018). Popov, Alexander ; Minoiu, Camelia ; Martin, Alberto ; Laeven, Luc ; Jenkinson, Nigel ; Ferreira, Caio ; Dell'Ariccia, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20182177.

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2019The CSPP at work - yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Working Paper Series. RePEc:ecb:ecbwps:20192264.

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2019The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

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2018The adjustment of bank ratings in the financial crisis: International evidence. (2018). Salvador, Carlos ; Pastor, Jose Manuel ; de Guevara, Juan Fernandez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:289-313.

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2018Direct data-based decision making under uncertainty. (2018). Grechuk, Bogdan ; Zabarankin, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:1:p:200-211.

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2017A tale of fragmentation: Corporate funding in the euro-area bond market. (2017). Zaghini, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:59-68.

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2019Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence. (2019). Jalles, Joao ; Afonso, Antonio. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:208-224.

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2020On Becoming an O-SII (“Other Systemically Important Institution”). (2020). Sprincean, Nicu ; Andrieș, Alin Marius ; Ongena, Steven ; Nistor, Simona. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302961.

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2018The state dependent impact of bank exposure on sovereign risk. (2018). Podstawski, Maximilian ; Velinov, Anton. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:63-75.

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2019Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:156-169.

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2017Sovereign bond market reactions to no-bailout clauses and fiscal rules – The Swiss experience. (2017). Osterloh, Steffen ; Feld, Lars ; Moessinger, Marc-Daniel ; Kalb, Alexander . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:319-343.

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2017The impact of sovereign rating changes on European syndicated loan spreads: The role of the rating-based regulation. (2017). Gallo, Raffaele ; Drago, Danilo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:213-231.

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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2018). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio ; Gadea, Maria Dolores. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:1-30.

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2019An additive model of decision making under risk and ambiguity. (2019). Jia, Jianmin ; Butler, John C ; Dyer, James S ; He, Ying. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:85:y:2019:i:c:p:78-92.

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2018Emerging market local currency sovereign bond yields: The role of exchange rate risk. (2018). Miyajima, Ken ; Gadanecz, Blaise ; Shu, Chang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:371-401.

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2020The impact of central bank transparency on systemic risk—Evidence from Central and Eastern Europe. (2020). Sprincean, Nicu ; Andrieș, Alin Marius ; Nistor, Simona. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531917308735.

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2017The Fiscal-Monetary Policy Mix in the Euro Area: Challenges at the Zero Lower Bound. (2017). Orphanides, Athanasios. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:060.

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2019A Quantitative Analysis of Risk Premia in the Corporate Bond Market. (2019). Cecchetti, Sara. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2019:i:1:p:3-:d:300251.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Debarsy, Nicolas ; Ertur, Cem ; Dossougoin, Cyrille. In: Post-Print. RePEc:hal:journl:hal-01744629.

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2018Global Factors in the Term Structure of Interest Rates. (2018). Moreno, Antonio ; Abbritti, Mirko ; Sola, Sergio ; DellErba, Salvatore . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2018:q:1:a:7.

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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. (2017). Kontonikas, Alexandros ; Gadea, María ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0022017.

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2019Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data. (2019). Klose, Jens. In: MAGKS Papers on Economics. RePEc:mar:magkse:201903.

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2019Interest Rate Trends in a Global Context. (2019). Tesar, Linda L ; Stolyarov, Dmitriy. In: Working Papers. RePEc:mrr:papers:wp402.

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2017ECB Policies Involving Government Bond Purchases: Impact and Channels. (2017). Nagel, Stefan ; Vissing-Jorgensen, Annette ; Krishnamurthy, Arvind. In: NBER Working Papers. RePEc:nbr:nberwo:23985.

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2017Effects from the parent’s exposure to subsidiaries inside Bank Holding Companies (BHCs). (2017). Bressan, Silvia. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:18:y:2017:i:2:d:10.1057_s41261-016-0034-8.

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2019Recapitalization in an Economy with State-Owned Banks - A DSGE Framework. (2019). Satija, Sakshi ; Gopalakrishnan, Pawan ; Ghosh, Saurabh. In: MPRA Paper. RePEc:pra:mprapa:96981.

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2018Banche e finanza dopo la crisi: lezioni e sfide. (2018). Visco, Ignazio. In: Moneta e Credito. RePEc:psl:moneta:2018:21.

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2020Downside risk-neutral probabilities. (2020). Eeckhoudt, Louis ; Chaigneau, Pierre. In: Economic Theory Bulletin. RePEc:spr:etbull:v:8:y:2020:i:1:d:10.1007_s40505-019-00165-5.

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2018Ambiguity preferences, risk taking and the banking firm. (2018). Welzel, Peter ; Wong, Kit Pong ; Broll, Udo. In: Eurasian Economic Review. RePEc:spr:eurase:v:8:y:2018:i:3:d:10.1007_s40822-018-0096-2.

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2019Current account imbalances and the Euro Area. Alternative views. (2019). Tamborini, Roberto ; Mazzocchi, Ronny. In: DEM Working Papers. RePEc:trn:utwprg:2019/01.

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2018Contribution of the Austrian Governments Financial Market Interventions by HETA Asset Resolution AG to the Stabilisation of the Austrian Financial Market. (2018). Scheiblecker, Marcus ; Pekanov, Atanas ; Kaniovski, Serguei ; Glocker, Christian. In: WIFO Studies. RePEc:wfo:wstudy:60979.

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2019Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data. (2019). Klose, Jens. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203484.

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2018WTO trade monitoring ten years on: Lessons learned and challenges ahead. (2018). Mkhitarian, Amaliia ; del Castillo, Carlos Perez ; Diakantoni, Antonia ; Pedersen, Peter Bogetoft. In: WTO Staff Working Papers. RePEc:zbw:wtowps:ersd201807.

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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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paper72
2016Easier said than done? Reforming the prudential treatment of banks’ sovereign exposures In: Questioni di Economia e Finanza (Occasional Papers).
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paper8
2009An assessment of financial sector rescue programmes In: Questioni di Economia e Finanza (Occasional Papers).
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paper111
2009An assessment of financial sector rescue programmes.(2009) In: BIS Papers.
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This paper has another version. Agregated cites: 111
book
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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paper1
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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paper3
2017Assessing the risks of asset overvaluation: models and challenges In: Temi di discussione (Economic working papers).
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paper2
2018Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models In: Temi di discussione (Economic working papers).
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paper1
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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paper0
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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paper24
2008Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia.(2008) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 24
article
2008Portfolio Selection with Monotone Mean-Variance Preferences In: Temi di discussione (Economic working papers).
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paper36
2009PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES.(2009) In: Mathematical Finance.
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article
2007Portfolio Selection with Monotone Mean-Variance Preferences.(2007) In: Carlo Alberto Notebooks.
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paper
2004Portfolio Selection with Monotone Mean-Variance Preferences..(2004) In: ICER Working Papers - Applied Mathematics Series.
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paper
2005Portfolio Selection with Monotone Mean-Variance Preferences.(2005) In: Finance.
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paper
2009Bond risk premia, macroeconomic fundamentals and the exchange rate In: Temi di discussione (Economic working papers).
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paper8
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: 8
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: 8
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2009The riskiness of corporate bonds In: Temi di discussione (Economic working papers).
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2014The Riskiness of Corporate Bonds.(2014) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 0
article
2010Under/over-valuation of the stock market and cyclically adjusted earnings In: Temi di discussione (Economic working papers).
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paper1
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: 1
article
2011Bayesian analysis of coefficient instability in dynamic regressions In: Temi di discussione (Economic working papers).
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2019Bayesian Analysis of Coefficient Instability in Dynamic Regressions.(2019) In: Econometrics.
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2013What is a prime bank? A Euribor � OIS spread perspective In: Temi di discussione (Economic working papers).
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paper6
2014What Is a Prime Bank? A Euribor–OIS Spread Perspective.(2014) In: International Finance.
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article
2006Robust Portfolio Selection with and without Relative Entropy In: The B.E. Journal of Theoretical Economics.
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2002The Realized Equity Premium has been Higher than Expected: Further Evidence In: CeRP Working Papers.
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2002The realized equity premium has been higher than expected: further evidence..(2002) In: Finance.
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2005Portfolio selection with two-stage preferences In: Finance Research Letters.
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2005Portfolio Selection with Two-Stage Preferences.(2005) In: Finance.
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2016Option-implied probability distributions: How reliable? How jagged? In: International Review of Economics & Finance.
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article3
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
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2004A Simple Model of Robust Portfolio Selection In: MPRA Paper.
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2007Structural change and the bond yield conundrum In: MPRA Paper.
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2007A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors In: MPRA Paper.
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2004The equity premium in the long-run In: Applied Financial Economics.
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article2

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