Paolo Vitale : Citation Profile


Are you Paolo Vitale?

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

10

H index

10

i10 index

323

Citations

RESEARCH PRODUCTION:

20

Articles

29

Papers

1

Chapters

RESEARCH ACTIVITY:

   24 years (1995 - 2019). See details.
   Cites by year: 13
   Journals where Paolo Vitale has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 22 (6.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi103
   Updated: 2019-06-08    RAS profile: 2019-04-07    
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Relations with other researchers


Works with:

Breedon, Francis (3)

Rime, Dagfinn (3)

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:

Menkhoff, Lukas (16)

Beine, Michel (16)

Dominguez, Kathryn (16)

Rime, Dagfinn (15)

Ledenyov, Viktor (9)

Neely, Christopher (9)

Taylor, Mark (9)

Ledenyov, Dimitri (9)

Fatum, Rasmus (8)

Evans, Martin (8)

Reitz, Stefan (8)

Cites to:

Lyons, Richard (31)

Evans, Martin (18)

Kaminsky, Graciela (14)

Payne, Richard (14)

Neely, Christopher (13)

Frankel, Jeffrey (13)

Rime, Dagfinn (12)

Breedon, Francis (10)

Dominguez, Kathryn (10)

Sarno, Lucio (9)

Fischer, Andreas (7)

Main data


Where Paolo Vitale has published?


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

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

Recent works citing Paolo Vitale (2019 and 2018)


YearTitle of citing document
2019When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries. (2019). Stöhr, Tobias ; Sarno, Lucio ; Menkhoff, Lukas ; Gloede, Oliver ; Fratzscher, Marcel ; Stohr, Tobias. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:11:y:2019:i:1:p:132-56.

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2018The Multivariate Kyle model: More is different. (2018). Garc, Luis Carlos ; Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Mastromatteo, Iacopo. In: Papers. RePEc:arx:papers:1806.07791.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018The Relative Effectiveness of Spot and Derivatives Based Intervention. (2018). Nedeljkovic, Milan ; Saborowski, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7127.

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2018Realized Volatility as an Instrument to Official Intervention. (2018). Ribeiro, Joo Barata. In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:5en-8.

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2018Does feedback trading drive returns of cross-listed shares?. (2018). Chen, Jing ; McMillan, David G ; Hou, Wenxuan ; Dong, Yizhe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:179-199.

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2019Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data. (2019). Stenfors, Alexis ; Susai, Masayuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:59:y:2019:i:c:p:36-57.

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2018Forex trading and the WMR Fix. (2018). Martin, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:233-247.

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2018FX Trading and Exchange Rate Disconnect Puzzle. (2018). Martin, . In: Working Papers. RePEc:geo:guwopa:gueconwpa~18-18-21.

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2018On the Effectiveness of Central Bank Intervention in the Foreign Exchange Market: The Case of Slovakia, 1999–2007. (2018). Odor, Ludovit ; Riiska, William O ; Zeman, Juraj ; Banerjee, Biswajit . In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:3:d:10.1057_s41294-017-0039-z.

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2018Impact and distribution of climatic damages: a methodological proposal with a dynamic CGE model applied to global climate negotiations. (2018). Paglialunga, Elena ; MARKANDYA, ANIL ; Sforna, Giorgia ; Costantini, Valeria. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:35:y:2018:i:3:d:10.1007_s40888-018-0129-z.

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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: ET: Economic Theory.
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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
2007A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION In: Journal of Economic Surveys.
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article15
2004A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination.(2004) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 15
paper
2010A Transaction Data Study of the Forward Bias Puzzle In: Working Paper.
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paper6
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: 6
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.
[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 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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paper65
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: 65
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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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: 65
paper
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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article2
1998Reserve and exchange rate cycles In: Journal of International Economics.
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article2
1999Sterilised central bank intervention in the foreign exchange market In: Journal of International Economics.
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article78
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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article16
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: 16
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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article19
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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article21
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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paper12
2015Carry Trades, Order Flow and the Forward Bias Puzzle.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 12
paper
2016Carry Trades, Order Flow, and the Forward Bias Puzzle.(2016) In: Journal of Money, Credit and Banking.
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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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article2

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