Paolo Vitale : Citation Profile


Are you Paolo Vitale?

Università degli Studi di Chieti e Pescara ("G. d'Annunzio")

9

H index

9

i10 index

344

Citations

RESEARCH PRODUCTION:

19

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1995 - 2019). See details.
   Cites by year: 14
   Journals where Paolo Vitale has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 23 (6.27 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi103
   Updated: 2021-01-23    RAS profile: 2020-06-27    
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Relations with other researchers


Works with:

Valentini, Edilio (3)

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

Is cited by:

Beine, Michel (19)

Menkhoff, Lukas (17)

Dominguez, Kathryn (16)

Rime, Dagfinn (13)

Taylor, Mark (9)

Ledenyov, Dimitri (9)

Neely, Christopher (9)

Ledenyov, Viktor (9)

Evans, Martin (8)

Fratzscher, Marcel (8)

Reitz, Stefan (8)

Cites to:

Lyons, Richard (32)

Lewis, Karen (24)

Evans, Martin (19)

Payne, Richard (14)

Kaminsky, Graciela (14)

Neely, Christopher (13)

Frankel, Jeffrey (13)

Rime, Dagfinn (12)

Dominguez, Kathryn (10)

Breedon, Francis (10)

Sarno, Lucio (9)

Main data


Where Paolo Vitale has published?


Journals with more than one article published# docs
Journal of International Economics3
The European Journal of Finance2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank2
Working Papers CASMEF / Dipartimento di Economia e Finanza, LUISS Guido Carli2
Working Papers / Fondazione Eni Enrico Mattei2

Recent works citing Paolo Vitale (2021 and 2020)


YearTitle of citing document
2020The Portfolio Channel of Capital Flows and Foreign Exchange Intervention in A Small Open Economy. (2020). Ortiz, Marco ; Montoro, Carlos. In: Working Papers. RePEc:apc:wpaper:168.

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2020FX spot and swap market liquidity spillovers. (2020). Sushko, Vladyslav ; Krohn, Ingomar. In: BIS Working Papers. RePEc:bis:biswps:836.

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2020Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns. (2020). Melvin, Michael ; Pan, Wenqiang ; Wikstrom, Petra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8143.

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2020The Dynamic Impact of FX Interventions on Financial Markets. (2020). Rieth, Malte ; Menkhoff, Lukas ; Stohr, Tobias. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1854.

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2020Risk premium or irrational expectations? An investigation into the causes of forward discount bias across 27 developed and developing economies forward rates. (2020). Altiti, Omar ; Miah, Fazlul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300640.

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2020Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns. (2020). Pan, Wenqiang ; Melvin, Michael ; Wikstrom, Petra. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300148.

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2020Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals. (2020). Uz Akdogan, Idil. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:41-55.

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2020The Multivariate Kyle model: More is different. (2020). Mastromatteo, I ; Garcia, L C ; J.-P. Bouchaud, ; J. -P. Bouchaud, ; Benzaquen, Michael. In: Post-Print. RePEc:hal:journl:hal-02323433.

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2020Foreign Exchange Order Flow as a Risk Factor. (2020). cerrato, mario ; Burnside, Craig ; Zhang, Zhekai. In: NBER Working Papers. RePEc:nbr:nberwo:27199.

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2020Efectul Turn-of-the-Year pe piaţa valutară din România. (2020). Dumitriu, Ramona ; Stefanescu, Rzvan. In: MPRA Paper. RePEc:pra:mprapa:99365.

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2020The dynamic impact of FX interventions on financial markets. (2020). Menkhoff, Lukas ; Stohr, Tobias ; Rieth, Malte. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2151.

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Works by Paolo Vitale:


YearTitleTypeCited
2014Optimal Climate Policy for a Pessimistic Social Planner In: Climate Change and Sustainable Development.
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paper1
2014Optimal Climate Policy for a Pessimistic Social Planner.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2019Optimal Climate Policy for a Pessimistic Social Planner.(2019) In: Environmental & Resource Economics.
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This paper has another version. Agregated cites: 1
article
2019Uncertainty and Risk-aversion in a Dynamic Oligopoly with Sticky Prices In: ETA: Economic Theory and Applications.
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paper0
2019Uncertainty and Risk-aversion in a Dynamic Oligopoly with Sticky Prices.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2010A Transaction Data Study of the Forward Bias Puzzle In: Working Paper.
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paper7
2010A Transaction Data Study of the Forward Bias Puzzle.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 7
paper
1995Information Flows in the Foreign Exchange Markets. In: Cambridge Working Papers in Economics.
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paper3
1995Reserve Cycles. In: Cambridge Working Papers in Economics.
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paper0
1995Risk-Averse Traders with Inside Information. In: Cambridge Working Papers in Economics.
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paper1
2001Equilibrium Exchange Rate Policies: Complicit Renegotiation-Proof Outcomes In: CEPR Discussion Papers.
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paper0
2002Equilibrium Exchange Rate Policies: Complicit Renegotiation-Proof Outcomes.(2002) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2002EQUILIBRIUM EXCHANGE RATE POLICIES: COMPLICIT RENEGOTIATION-PROOF OUTCOMES.(2002) In: Computing in Economics and Finance 2002.
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This paper has another version. Agregated cites: 0
paper
2001Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability In: CEPR Discussion Papers.
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paper0
2001A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates In: CEPR Discussion Papers.
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paper75
2003A transaction level study of the effects of central bank intervention on exchange rates.(2003) In: Journal of International Economics.
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This paper has another version. Agregated cites: 75
article
2002A transaction level study of the effects of central bank intervention on exchange rates.(2002) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 75
paper
2001A Transaction Level Study of the Effects of Central Bank Intervention on Exchange Rates.(2001) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 75
paper
2004A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination In: CEPR Discussion Papers.
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paper5
2004An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates In: CEPR Discussion Papers.
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paper28
2004An empirical study of liquidity and information effects of order flow on exchange rates.(2004) In: Working Paper Series.
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This paper has another version. Agregated cites: 28
paper
2006A Market Microstructure Analysis of Foreign Exchange Intervention In: CEPR Discussion Papers.
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paper7
2006A market microstructure analysis of foreign exchange intervention.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 7
paper
2006A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention In: CEPR Discussion Papers.
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paper2
2007Optimal Informed Trading in the Foreign Exchange Market In: CEPR Discussion Papers.
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paper3
2012Optimal informed trading in the foreign exchange market.(2012) In: The European Journal of Finance.
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This paper has another version. Agregated cites: 3
article
2017Ambiguity-aversion in a Single Auction Market In: Economics Bulletin.
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article0
2012Risk-averse insider trading in multi-asset sequential auction markets In: Economics Letters.
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article4
1998Reserve and exchange rate cycles In: Journal of International Economics.
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article3
1999Sterilised central bank intervention in the foreign exchange market In: Journal of International Economics.
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article81
1998Two months in the life of several gilt-edged market makers on the London Stock Exchange In: Journal of International Financial Markets, Institutions and Money.
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article13
2018Robust trading for ambiguity-averse insiders In: Journal of Banking & Finance.
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article0
2000Speculative noise trading and manipulation in the foreign exchange market In: Journal of International Money and Finance.
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article18
1997Speculative Noise Trading and Manipulation in the Foreign Exchange Market.(1997) In: Economics Working Papers.
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This paper has another version. Agregated cites: 18
paper
2010An empirical study of portfolio-balance and information effects of order flow on exchange rates In: Journal of International Money and Finance.
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article25
2018Optimal monetary policy for a pessimistic central bank In: Journal of Macroeconomics.
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article0
2003Foreign exchange intervention: how to signal policy objectives and stabilise the economy In: Journal of Monetary Economics.
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article24
2001Foreign exchange intervention and macroeconomic stability In: LSE Research Online Documents on Economics.
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paper0
2007An assessment of some open issues in the analysis of foreign exchange intervention In: International Journal of Finance & Economics.
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article9
2017Pessimistic Optimal Choice for Risk-Averse Agents: The Continuous-Time Limit In: Computational Economics.
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article0
2012Linear Risk-averse Optimal Control Problems: Applications in Economics and Finance In: Working Papers CASMEF.
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paper0
2013Pessimistic optimal choice for risk-averse agents In: Working Papers CASMEF.
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paper0
1996Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market In: NBER Chapters.
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chapter16
2001Inflation and Sovereign Default In: IMF Staff Papers.
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article2
2015Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers.
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paper14
2015Carry Trades, Order Flow and the Forward Bias Puzzle.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 14
paper
2016Carry Trades, Order Flow, and the Forward Bias Puzzle.(2016) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 14
article
2017Insider trading in sequential auction markets with risk-aversion and time-discounting In: The European Journal of Finance.
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article0
2011The impact of FX intervention on FX markets: a market microstructure analysis In: International Journal of Finance & Economics.
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article3

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