7
H index
5
i10 index
199
Citations
Massimiliano Marzo : Citation Profile
Alma Mater Studiorum - Università di Bologna | RESEARCH PRODUCTION: 23 Articles 68 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1998 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Massimiliano Marzo. | Is cited by:
| Cites to:
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Main data
Where Massimiliano Marzo has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Notes | 2 |
| Applied Economics Letters | 2 |
| International Review of Economics & Finance | 2 |
Recent works citing Massimiliano Marzo (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | A Data Science Pipeline for Algorithmic Trading: A Comparative Study of Applications for Finance and Cryptoeconomics. (2022). Li, Jiayi ; Salas-Flores, Carlos-Gustavo ; Lahrichi, Saad ; Wu, Tianyu ; Zhang, Luyao. In: Papers. RePEc:arx:papers:2206.14932. Full description at Econpapers || Download paper |
| 2023 | Fiscal DSGE model for Latvia. (2023). Buss, Ginters ; Gruning, Patrick. In: Baltic Journal of Economics. RePEc:bic:journl:v:23:y:2023:i:1:p:2173915. Full description at Econpapers || Download paper |
| 2021 | Probability of Default Model to Estimate Ex Ante Credit Risk. (2021). Popova, Svetlana ; Penikas, Henry ; Burova, Anna. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:3:p:49-72. Full description at Econpapers || Download paper |
| 2023 | Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
| 2021 | Using Conventional Monetary Policy Unconventionally: Overturning Inflation and Output Gap Dynamics Using a Super-Inertial Interest Rate Rule. (2021). Segal, Guy. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.05. Full description at Econpapers || Download paper |
| 2021 | The Effect of World Oil Prices, Gold Prices, and Other Energy Prices on the Indonesian Mining Sector with Exchange Rate of Indonesian Rupiah as the Moderating Effect. (2021). Ady, Sri Utami. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-41. Full description at Econpapers || Download paper |
| 2023 | Price Risk Analysis using GARCH Family Models: Evidence from Shanghai Crude Oil Futures Market. (2023). Si, Xiaoli ; Pei, Haotian ; Yang, Aijun ; Bei, Shuhua. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001797. Full description at Econpapers || Download paper |
| 2021 | Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188. Full description at Econpapers || Download paper |
| 2022 | Determining hedges and safe havens for stocks using interval analysis. (2022). Hsueh, Shao-Chieh ; Liu, Yilei ; Ju, Peijie ; Chang, Meng-Shiuh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000274. Full description at Econpapers || Download paper |
| 2022 | Paths and policy adjustments for improving carbon-market liquidity in China. (2022). Zhu, Yue ; Li, Yin ; Liu, Tiansen ; Song, Yazhi ; Ye, Bin. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005084. Full description at Econpapers || Download paper |
| 2021 | Do intra-day auctions improve market liquidity?. (2021). Zhou, Zhou ; Leung, Henry ; Gan, Quan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320315889. Full description at Econpapers || Download paper |
| 2021 | The impact of Covid-19 on liquidity of emerging market bonds. (2021). Gubareva, Mariya. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316408. Full description at Econpapers || Download paper |
| 2021 | A closed formula for illiquid corporate bonds and an application to the European market. (2021). Nastasi, Emanuele ; Nassigh, Aldo ; Baviera, Roberto. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000020. Full description at Econpapers || Download paper |
| 2022 | Gold as a financial instrument. (2022). Tan, David ; Shi, Shuping ; Gomis-Porqueras, Pedro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000519. Full description at Econpapers || Download paper |
| 2021 | Re-examining the real option characteristics of gold for gold mining companies. (2021). Shahzad, Syed Jawad Hussain ; Uddin, Gazi Salah ; Lucey, Brian M ; Rahman, Md Lutfur. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309211. Full description at Econpapers || Download paper |
| 2022 | Is gold a safe haven for exchange rate risks? An empirical study of major currency countries. (2022). Lee, Yuan-Ming ; Wang, Kuan-Min. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:63:y:2022:i:c:s1042444x21000293. Full description at Econpapers || Download paper |
| 2021 | Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Vu, Duy Q ; Zappa, Paola . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554. Full description at Econpapers || Download paper |
| 2021 | Gold and US sectoral stocks during COVID-19 pandemic. (2021). Salisu, Afees ; Lucey, Brian ; Vo, Xuan Vinh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000453. Full description at Econpapers || Download paper |
| 2021 | Evaluating the Unconventional Monetary Policy of the Bank of Japan: A DSGE Approach. (2021). Wang, Rui. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:253-:d:570100. Full description at Econpapers || Download paper |
| 2021 | The talkative variables of the hybrid Heston model: Yields’ maturity and economic (in)stability. (2021). Recchioni, Maria Cristina ; Tedeschi, Gabriele ; Campigli, Francesco. In: Working Papers. RePEc:jau:wpaper:2021/03. Full description at Econpapers || Download paper |
| 2021 | Covid-19 and high-yield emerging market bonds: insights for liquidity risk management. (2021). Gubareva, Mariya. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:3:d:10.1057_s41283-021-00074-7. Full description at Econpapers || Download paper |
| 2021 | International confidence spillovers and business cycles in small open economies. (2021). Kotłowski, Jacek ; Brzoza-Brzezina, Michal ; Kotowski, Jacek. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01887-3. Full description at Econpapers || Download paper |
| 2021 | Is gold a safe haven for the dynamic risk of foreign exchange?. (2021). Lee, Yuan-Ming ; Thi, Thanh-Binh Nguyen ; Wang, Kuan-Min. In: Future Business Journal. RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-021-00101-9. Full description at Econpapers || Download paper |
| 2023 | The Effect of Giving Credit to Social Enterprises: Evidence From Italy. (2023). Barbetta, Gian Paolo ; Akta, Koray. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:9:y:2023:i:1:d:10.1007_s40797-022-00188-1. Full description at Econpapers || Download paper |
Works by Massimiliano Marzo:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Optimal trading execution with nonlinear market impact: an alternative solution method.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Measuring market liquidity: An introductory survey In: Papers. [Full Text][Citation analysis] | paper | 31 |
| 2011 | Measuring market liquidity: An introductory survey.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2011 | Measuring market liquidity: an introductory survey.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2012 | Measuring Market Liquidity: An Introductory Survey.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
| 2012 | Effective Trade Execution In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Effective Trade Execution.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Effective Trade Execution.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Effective Trade Execution.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Structural distortions in the Euro interbank market: The role of ‘key players’ during the recent market turmoil.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Structural distortions in the Euro interbank market: the role of key players during the recent market turmoil.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Structural Distortions in the Euro Interbank Market: The Role of Key Players during the Recent Market Turmoil.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2006 | Optimal Monetary Policy with Price and Wage Rigidities In: Economic Notes. [Full Text][Citation analysis] | article | 1 |
| 2009 | A Note on the (Un)Pleasant Arithmetic of Fiscal Policy: The Case of Italian Public Debt In: Economic Notes. [Full Text][Citation analysis] | article | 3 |
| 1998 | Fiscal Policy and Growth: a Survey In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Monetary and Fiscal Policy Interactions: the Impact on the Term Structure of Interest Rates. In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2001 | An Equilibrium Approach to the Term Structure of Interest rates with the Interaction between Monetary and Fiscal Policy. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Evaluating Monetary Policy Regimes: the Role of Nominal Rigidities. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Optimal Monetary Policy in a Simple Distorted Economy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Volatility Matters: Taylor Rules and Capital Accumulation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Content Delivery and Vertical Integration in O-L Content Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Optimal Opportunistic Monetary Policy in A New-Keynesian Model In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Optimal Opportunistic Monetary Policy in a New-Keynesian Model.(2006) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2007 | Identity and the Dynamics of Preferences In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Domestic political constraints to foreign aid effectiveness In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | A credit risk model for Italian SMEs In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Credit risk and Basel II: Are non-profit firms financially different? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Credit risk and Basel II: Are non-profit firms financially different?.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | A (Un)Pleasant Arithmetic of Fiscal Policy: the Case of Italian Public Debt In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | An (Un)Pleasant Arithmetic of Fiscal Policy: the Case of Italian Public Debt.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | Il Nuovo Accordo sul Capitale e il rapporto banca ? impresa nel sistema BCC Emilia-Romagna In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Fiscal Rules in a Highly Distorted Economy In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2009 | Fiscal Rules in a Highly Distorted Economy.(2009) In: EcoMod2009. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2009 | Fiscal rules in a highly distorted economy.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2009 | A further look at the 2004 reform of the operational framework of the ECB In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A Further Look at the 2004 Reform of the Operational Framework of the ECB.(2009) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Distortionary tax instruments and implementable monetary policy In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Distortionary tax instruments and implementable monetary policy.(2013) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2010 | Distortionary Tax Instruments and Implementable Monetary Policy.(2010) In: EcoMod2010. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Lo shock Lehman Brothers: una tempesta dentro la tempesta? Lesperienza degli ETF LYXOR su Euro MTS In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Multiplier-Effects of Non-Wasteful Government Expenditure In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2011 | A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments.(2011) In: Journal of Policy Modeling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2011 | The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Equilibrium selection in a cashless economy with transaction frictions in the bond market.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | A DSGE model with Endogenous Term Structure In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2005 | Content Delivery and Vertical Integration in On-line Content Markets In: Review of Network Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Fiscal Policy Perceptions in a Behavioral New Keynesian Model In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2009 | Wage or price-based inflation? Alternative targets in optimal monetary policy rules In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 2008 | A note on the conditional correlation between energy prices: Evidence from future markets In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
| 2014 | Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2007 | An inventory of simple monetary policy rules in a New Keynesian macroeconomic model In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 39 |
| 2003 | An Inventory of Simple Monetary Policy Rules in a New Keynesian Macroeconomic Model.(2003) In: Economics Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 2009 | Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Domestic Versus International Determinants Of European Business Cycles: A GVAR Approach In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Domestic versus international determinants of European business cycles: a GVAR approach.(2015) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2010 | ALTERNATIVAS PARA LA OPTIMIZACIÓN DE LAS CAPACIDADES DE ALMACENAMIENTO In: Contribuciones a la Economía. [Full Text][Citation analysis] | article | 0 |
| 2002 | The Eastward Enlargement of the Eurozone: The Shaping of Capital Markets. Regional Inputs on Data and Statistic In: Eastward Enlargement of the Euro-zone Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Final Report: Monetary and Fiscal Policy In: Eastward Enlargement of the Euro-zone Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Challenges for Monetary Policy and the Enlarged Euroland In: Eastward Enlargement of the Euro-zone Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Macroeconomic Stability in a Model with Bond Transaction Services In: IJFS. [Full Text][Citation analysis] | article | 3 |
| 2007 | Volatility forecasting for crude oil futures In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 22 |
| 2010 | Volatility forecasting for crude oil futures.(2010) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 2007 | Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | ||
| 2008 | Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| .() In: . [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | ||
| 2009 | The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They? In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 4 |
| 2003 | Determinacy and Learning with Monetary and Fiscal Policy In: Rivista italiana degli economisti. [Full Text][Citation analysis] | article | 0 |
| 2009 | Basel II and default risk: An empirical analysis In: Banca Impresa Società. [Full Text][Citation analysis] | article | 0 |
| 2010 | Gold and the U.S. Dollar: Tales from the turmoil In: MPRA Paper. [Full Text][Citation analysis] | paper | 40 |
| 2010 | Gold and the U.S. Dollar: Tales from the Turmoil.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
| 2013 | Gold and the U.S. dollar: tales from the turmoil.(2013) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
| 2011 | Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run In: Working Paper series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Trading directions and the pricing of Euro interbank deposits in the long run.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2004 | Monetary Policy, Fiscal Policy and Automatic Stabilizers: Welfare and Macroeconomic Stability In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 1 |
| 2005 | Optimal Monetary Policy in a Two Sector with Different Degree of Price and Wage Stickiness In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| 2006 | Monetary Policy and the Term Structure: A Fully Structural DSGE approach In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2006 | Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2012 | Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues In: Journal of Finance and Investment Analysis. [Full Text][Citation analysis] | article | 1 |
| 2008 | Credit risk and Basel II: are nonprofit firms financially different? In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2005 | Fiscal Policy in Infinite-Horizon Endogenous Growth Models: A Survey In: Rivista Internazionale di Scienze Sociali. [Full Text][Citation analysis] | article | 0 |
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