7
H index
5
i10 index
201
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 |
|---|---|
| International Review of Economics & Finance | 2 |
| Economic Notes | 2 |
| Applied Economics Letters | 2 |
Recent works citing Massimiliano Marzo (2023 and 2022)
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2023 | Sticky information and the Taylor rule. (2023). Tzaawa-Krenzler, Mary ; Meyer-Gohde, Alexander. In: IMFS Working Paper Series. RePEc:zbw:imfswp:189. 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 | 32 |
| 2011 | Measuring market liquidity: An introductory survey.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2011 | Measuring market liquidity: an introductory survey.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2012 | Measuring Market Liquidity: An Introductory Survey.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | 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 | 40 |
| 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: 40 | 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team