Paolo Vitale : Citation Profile


Are you Paolo Vitale?

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

11

H index

12

i10 index

433

Citations

RESEARCH PRODUCTION:

22

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1995 - 2023). See details.
   Cites by year: 15
   Journals where Paolo Vitale has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 28 (6.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi103
   Updated: 2024-01-16    RAS profile: 2023-12-05    
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Relations with other researchers


Works with:

Valentini, Edilio (4)

Pétursson, Thórarinn (2)

Breedon, Francis (2)

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

Is cited by:

Menkhoff, Lukas (24)

Beine, Michel (21)

Dominguez, Kathryn (16)

Rime, Dagfinn (15)

LECOURT, Christelle (13)

Ranaldo, Angelo (11)

Fatum, Rasmus (10)

Ledenyov, Viktor (10)

Ledenyov, Dimitri (10)

Taylor, Mark (10)

Fratzscher, Marcel (9)

Cites to:

Lyons, Richard (42)

Lewis, Karen (32)

Evans, Martin (29)

Frankel, Jeffrey (19)

Payne, Richard (17)

Rime, Dagfinn (16)

Kaminsky, Graciela (16)

Breedon, Francis (15)

Sarno, Lucio (14)

Froot, Kenneth (13)

Dominguez, Kathryn (13)

Main data


Where Paolo Vitale has published?


Journals with more than one article published# docs
Journal of International Money and Finance3
Journal of International Economics3
The European Journal of Finance2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers9
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 (2024 and 2023)


YearTitle of citing document
2023Robust Trading in a Generalized Lattice Market. (2023). Wang, Xin-Yu ; Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2310.11023.

Full description at Econpapers || Download paper

2023Liquidity risk, market power and the informational effects of policy. (2023). Tryphonides, Andreas ; Papioti, Katerina Chara ; Claeys, Gregory. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000181.

Full description at Econpapers || Download paper

2023The portfolio balance channel of capital flows and foreign exchange intervention in a small open economy. (2023). Ortiz, Marco ; Montoro, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000268.

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2023Exchange rate volatility and the effectiveness of FX interventions: The case of Chile. (2023). Pia, Marco ; Jara, Alejandro. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:2:s2666143823000030.

Full description at Econpapers || Download paper

2023Foreign exchange order flow as a risk factor. (2023). Zhang, Zhekai ; Cerrato, Mario ; Burnside, Craig. In: Working Papers. RePEc:gla:glaewp:2023-03.

Full description at Econpapers || Download paper

2023Ambiguity aversion: bibliometric analysis and literature review of the last 60 years. (2023). Plessner, Marco ; Meier, Fabian ; Buhren, Christoph. In: Management Review Quarterly. RePEc:spr:manrev:v:73:y:2023:i:2:d:10.1007_s11301-021-00250-9.

Full description at Econpapers || Download paper

2023Are Global Factors Useful for Forecasting the Exchange Rate?. (2023). Rossi, Marina ; Fontoura, Pedro. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:6:f:13_6_14.

Full description at Econpapers || Download paper

Works by Paolo Vitale:


YearTitleTypeCited
2014Optimal Climate Policy for a Pessimistic Social Planner In: Climate Change and Sustainable Development.
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paper2
2014Optimal Climate Policy for a Pessimistic Social Planner.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2019Optimal Climate Policy for a Pessimistic Social Planner.(2019) In: Environmental & Resource Economics.
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This paper has nother version. Agregated cites: 2
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 nother version. Agregated cites: 0
paper
2007A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION In: Journal of Economic Surveys.
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article18
2004A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination.(2004) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 18
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 nother version. Agregated cites: 7
paper
1995Information Flows in the Foreign Exchange Markets. In: Cambridge Working Papers in Economics.
[Citation analysis]
paper4
1995Reserve Cycles. In: Cambridge Working Papers in Economics.
[Citation analysis]
paper0
1995Risk-Averse Traders with Inside Information. In: Cambridge Working Papers in Economics.
[Citation analysis]
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 nother version. Agregated cites: 0
paper
2002EQUILIBRIUM EXCHANGE RATE POLICIES: COMPLICIT RENEGOTIATION-PROOF OUTCOMES.(2002) In: Computing in Economics and Finance 2002.
[Citation analysis]
This paper has nother 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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paper87
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 nother version. Agregated cites: 87
article
2004An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates In: CEPR Discussion Papers.
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paper27
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 nother version. Agregated cites: 27
paper
2006A Market Microstructure Analysis of Foreign Exchange Intervention In: CEPR Discussion Papers.
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paper11
2006A market microstructure analysis of foreign exchange intervention.(2006) In: Working Paper Series.
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This paper has nother version. Agregated cites: 11
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 nother 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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article95
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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article2
2023The currency that came in from the cold: Capital controls and the information content of order flow In: Journal of International Money and Finance.
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article1
2021The currency that came in from the cold - Capital controls and the information content of order flow.(2021) In: Economics.
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This paper has nother version. Agregated cites: 1
paper
2000Speculative noise trading and manipulation in the foreign exchange market In: Journal of International Money and Finance.
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article23
1997Speculative Noise Trading and Manipulation in the Foreign Exchange Market.(1997) In: Economics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 23
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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article37
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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article30
2001Foreign exchange intervention and macroeconomic stability In: LSE Research Online Documents on Economics.
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paper0
2002A transaction level study of the effects of central bank intervention on exchange rates 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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article11
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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chapter25
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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paper20
2016Carry Trades, Order Flow, and the Forward Bias Puzzle.(2016) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 20
article
2015Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers.
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paper1
2022A Dynamic Oligopoly with Price Stickiness and Risk-Averse Agents In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti.
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article0
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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article4

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