19
H index
31
i10 index
1299
Citations
Università degli Studi di Milano-Bicocca (93% share) | 19 H index 31 i10 index 1299 Citations RESEARCH PRODUCTION: 70 Articles 95 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with CLAUDIO MORANA. | Is cited by: | Cites to: |
Year | Title of citing document | |
---|---|---|
2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
2022 | Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10. Full description at Econpapers || Download paper | |
2022 | Detecting common bubbles in multivariate mixed causal-noncausal models. (2022). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: Papers. RePEc:arx:papers:2207.11557. Full description at Econpapers || Download paper | |
2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2022 | Hero or villain? The financial system in the 21st century. (2022). Libich, Jan ; Lenten, Liam. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:3-40. Full description at Econpapers || Download paper | |
2023 | Aggregate Insider Trading and Stock Market Volatility in the UK. (2023). Spagnolo, Nicola ; Kyriacou, Kyriacos ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10511. Full description at Econpapers || Download paper | |
2022 | Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Mignon, Valerie ; Cai, Yifei. In: Working Papers. RePEc:cii:cepidt:2022-07. Full description at Econpapers || Download paper | |
2022 | Not all political relation shocks are alike: Assessing the impacts of US-China tensions on the oil market. (2022). Saadaoui, Jamel ; Cai, Yifei ; Mignon, Valerie. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-19. Full description at Econpapers || Download paper | |
2023 | Unpacking the green box: Determinants of Environmental Policy Stringency in European countries. (2023). Lo, Gaye-Del ; Gatti, Donatella ; Serranito, Francisco. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-25. Full description at Econpapers || Download paper | |
2022 | Prediction of crude oil prices in COVID-19 outbreak using real data. (2022). Kaymak, Yiit. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922002004. Full description at Econpapers || Download paper | |
2023 | Digital financial inclusion and poverty alleviation: Evidence from the sustainable development of China. (2023). Wang, Fuhao ; Lou, Runchi ; Lee, Chien-Chiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:418-434. Full description at Econpapers || Download paper | |
2022 | When did global warming start? A new baseline for carbon budgeting. (2022). Peillex, Jonathan ; Liu, Zhenya ; Han, Xuyuan ; ben Ameur, Hachmi. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002450. Full description at Econpapers || Download paper | |
2023 | The global component of headline and core inflation in emerging market economies and its ability to improve forecasting performance. (2023). Molina, Stefano G ; Orraca, Maria Jose ; Arango-Castillo, Lenin. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003583. Full description at Econpapers || Download paper | |
2023 | How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. (2023). Huang, Jianglu ; Qi, Zikang ; Wang, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003923. Full description at Econpapers || Download paper | |
2022 | Information overload and environmental degradation: Learning from H.A. Simon and W. Wenders. (2022). Guarnieri, Pietro ; Tucci, Ilaria ; Luzzati, Tommaso. In: Ecological Economics. RePEc:eee:ecolec:v:202:y:2022:i:c:s0921800922002555. Full description at Econpapers || Download paper | |
2023 | A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Begin, Jean-Franois ; Badescu, Alexandru ; Augustyniak, Maciej. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:416-444. Full description at Econpapers || Download paper | |
2022 | Intolerance predicts climate skepticism. (2022). Berggren, Niclas ; Nilsson, Therese ; Johansson, Alva. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005697. Full description at Econpapers || Download paper | |
2022 | Do public environmental concerns promote new energy enterprises development? Evidence from a quasi-natural experiment. (2022). Yan, Cheng ; Xia, Senmao ; Ho, Kung-Cheng ; Gu, Yan. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001438. Full description at Econpapers || Download paper | |
2022 | Financial development, renewable energy and CO2 emission in G7 countries: New evidence from non-linear and asymmetric analysis. (2022). Sinha, Avik ; Ullah, Saif ; Hassan, Arshad ; Sheraz, Muhammad ; Xu, Deyi. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001669. Full description at Econpapers || Download paper | |
2022 | Not all political relation shocks are alike: Assessing the impacts of US–China tensions on the oil market. (2022). Saadaoui, Jamel ; Mignon, Valérie ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003498. Full description at Econpapers || Download paper | |
2022 | Is green finance really a blessing for green technology and carbon efficiency?. (2022). Yu, Haiyan ; Zhu, Meng Nan ; Pang, Lidong. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s014098832200408x. Full description at Econpapers || Download paper | |
2022 | The power of investors’ optimism and pessimism in oil market forecasting. (2022). Mishra, Tapas ; Parhi, Mamata ; Maaitah, Ahmad ; Mustanen, Dmitri. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004091. Full description at Econpapers || Download paper | |
2023 | An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965. Full description at Econpapers || Download paper | |
2023 | The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172. Full description at Econpapers || Download paper | |
2023 | The financial Kuznets curve of energy consumption: Global evidence. (2023). Elheddad, Mohamed ; Hammoudeh, Shawkat ; Doytch, Nadia. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523000836. Full description at Econpapers || Download paper | |
2022 | Macroeconomic uncertainty, speculation, and energy futures returns: Evidence from a quantile regression. (2022). Wang, Yudong ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221027663. Full description at Econpapers || Download paper | |
2022 | Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996. Full description at Econpapers || Download paper | |
2023 | Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x. Full description at Econpapers || Download paper | |
2022 | Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility. Novel evidence for the US economy. (2022). Alexiou, Constantinos ; Yao, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000072. Full description at Econpapers || Download paper | |
2022 | Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19. (2022). Demir, Ender ; Bhandari, Avishek ; Assaf, Ata ; Charif, Husni. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001004. Full description at Econpapers || Download paper | |
2022 | Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas. (2022). Luo, Weijie ; Long, Shaobo ; Guo, Jiaqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002423. Full description at Econpapers || Download paper | |
2022 | How does news sentiment affect the states of Japanese stock return volatility?. (2022). Shi, Yanlin ; Fu, Tong ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002241. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045. Full description at Econpapers || Download paper | |
2023 | Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187. Full description at Econpapers || Download paper | |
2022 | How do financial and commodity markets volatility react to real economic activity?. (2022). Guesmi, Khaled ; Ndubuisi, Gideon ; Urom, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000563. Full description at Econpapers || Download paper | |
2023 | The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19. (2023). Çevik, Emrah ; Yildirim, Durmu Ari ; Dibooglu, Sel ; Gunay, Samet ; Cevik, Emrah Ismail. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001411. Full description at Econpapers || Download paper | |
2022 | Financial stress transmission between the U.S. and the Euro Area. (2022). Kutan, Ali M ; Dibooglu, Sel ; Cevik, Emrah Ismail ; Altinkeski, Buket Kirci. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000328. Full description at Econpapers || Download paper | |
2022 | Systemic risk measures and regulatory challenges. (2022). Brzeszczyski, Janusz ; Sharma, Satish ; Ellis, Scott. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308921001194. Full description at Econpapers || Download paper | |
2022 | Stock returns and income inequality: Asymmetric evidence from state level data in the U.S.. (2022). Bahmani, Sahar ; Hasanzade, Mehrnoosh ; Bahmani-Oskooee, Mohsen. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000175. Full description at Econpapers || Download paper | |
2022 | Mapping the emergence and diffusion of climate-related financial policies: Evidence from a cluster analysis on G20 countries. (2022). D'Orazio, Paola. In: International Economics. RePEc:eee:inteco:v:169:y:2022:i:c:p:135-147. Full description at Econpapers || Download paper | |
2022 | Does the world smile together? A network analysis of global index option implied volatilities. (2022). Tang, Jing ; Ryu, Doojin ; Han, Qian ; Chen, Jing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002018. Full description at Econpapers || Download paper | |
2023 | Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430. Full description at Econpapers || Download paper | |
2022 | Testing Factor Models in the Cross-Section. (2022). Prokopczuk, Marcel ; Hollstein, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:145:y:2022:i:c:s0378426622002060. Full description at Econpapers || Download paper | |
2023 | Financial development and wage income: Evidence from the global football market. (2023). Wang, XI ; Yang, Haoxi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000389. Full description at Econpapers || Download paper | |
2022 | Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period. (2022). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s170349492100044x. Full description at Econpapers || Download paper | |
2022 | Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks. (2022). Tripathy, Trilochan ; Aikins, Emmanuel Joel ; Gil-Alana, Luis A. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003543. Full description at Econpapers || Download paper | |
2022 | Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach. (2022). Oliyide, Johnson A ; Adekoya, Oluwasegun B ; Alola, Andrew A. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004974. Full description at Econpapers || Download paper | |
2022 | A novel time-varying FIGARCH model for improving volatility predictions. (2022). Zhao, Lutao ; Zhang, Xinru ; Zhu, Hongli ; Chen, Xuehui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008839. Full description at Econpapers || Download paper | |
2023 | Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China. (2023). Du, Qunyang ; Zhou, Fangxing ; Yang, Tianle. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:377-387. Full description at Econpapers || Download paper | |
2023 | Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357. Full description at Econpapers || Download paper | |
2022 | Evolution of energy mix in emerging countries: Modern renewable energy, traditional renewable energy, and non-renewable energy. (2022). Kakinaka, Makoto ; Mustafa, Andy Ali ; Shrestha, Anil ; You, Vithyea ; Htike, Myo Myo. In: Renewable Energy. RePEc:eee:renene:v:199:y:2022:i:c:p:419-432. Full description at Econpapers || Download paper | |
2022 | Space, time, and sustainability: The status and future of life cycle assessment frameworks for novel biorefinery systems. (2022). Murphy, F ; Sweeney, J ; Vance, C. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:159:y:2022:i:c:s1364032122001800. Full description at Econpapers || Download paper | |
2023 | Oil market shocks and financial instability in Asian countries. (2023). Dagher, Leila ; Hasanov, Fakhri J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:182-195. Full description at Econpapers || Download paper | |
2023 | Hedging performance using google Trends–Evidence from the indian forex options market. (2023). Chang, Chia-Chien ; Liu, Hung-Tsen ; Chi, Tsung-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:107-123. Full description at Econpapers || Download paper | |
2022 | Stock market volatility and the COVID-19 reproductive number. (2022). Winkelried, Diego ; Henriquez, Pablo A ; Diaz, Fernando. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001380. Full description at Econpapers || Download paper | |
2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. Full description at Econpapers || Download paper | |
2022 | Deterministic Effects of Volatility on Mixed Frequency GARCH in Means MIDAS Model: Evidence from Turkey. (2022). Ozsoy, Fehmi ; Doan, Nukhet. In: International Econometric Review (IER). RePEc:erh:journl:v:14:y:2022:i:1:p:1-20. Full description at Econpapers || Download paper | |
2022 | The housing net worth channel and the public finances: Evidence from a European country panel. (2022). McQuinn, Kieran ; Cronin, David. In: Papers. RePEc:esr:wpaper:wp730. Full description at Econpapers || Download paper | |
2023 | Unpacking the green box: Determinants of Environmental Policy Stringency in European countries. (2023). Serranito, Francisco ; Lo, Gaye-Del ; Gatti, Donatella. In: Working Papers. RePEc:fae:wpaper:2023.07. Full description at Econpapers || Download paper | |
2022 | Detecting and Quantifying Structural Breaks in Climate. (2022). Butt, Hassan ; Ericsson, Neil R. In: Econometrics. RePEc:gam:jecnmx:v:10:y:2022:i:4:p:33-:d:984722. Full description at Econpapers || Download paper | |
2022 | Predicting House Prices Using DMA Method: Evidence from Turkey. (2022). Drachal, Krzysztof ; Hacievliyagil, Nuri ; Eksi, Ibrahim Halil. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:3:p:64-:d:768364. Full description at Econpapers || Download paper | |
2022 | Identifying the Determinants of Crude Oil Market Volatility by the Multivariate GARCH-MIDAS Model. (2022). Yang, Chenxu ; Xuyang, Chen ; Chuang, O-Chia . In: Energies. RePEc:gam:jeners:v:15:y:2022:i:8:p:2945-:d:795842. Full description at Econpapers || Download paper | |
2022 | An Empirical Analysis of the Effects of Energy Price Shocks for Sustainable Energy on the Macro-Economy of South Asian Countries. (2022). Sengan, Sudhakar ; Varadarajan, Vijayakumar ; Vairavasundaram, Subramaniyaswamy ; Alharbi, Meshal ; Pustokhina, Irina V ; Gupta, Ravi Kumar ; Kondamudi, Bhavana Raj ; Karn, Arodh Lal. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:363-:d:1018196. Full description at Econpapers || Download paper | |
2022 | Climate Insurance for Agriculture in Europe: On the Merits of Smart Contracts and Distributed Ledger Technologies. (2022). Sushchenko, Oleksandr ; Schwarze, Reimund. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:211-:d:809168. Full description at Econpapers || Download paper | |
2023 | The Link between Bitcoin Price Changes and the Exchange Rates in European Countries with Non-Euro Currencies. (2023). Trifu, Ludovic Cosmin ; Mihai, Dnu Georgian ; Leonida, Ionel ; Obreja, Carmen ; Dumitrescu, Bogdan Andrei. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:232-:d:1117635. Full description at Econpapers || Download paper | |
2022 | Dynamics between Direct Industrial Real Estate and the Macroeconomy: An Empirical Study of Hong Kong. (2022). Lo, Daniel ; Yau, Yung ; Haran, Martin ; McCord, Michael. In: Land. RePEc:gam:jlands:v:11:y:2022:i:10:p:1675-:d:927733. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Exploring the Trend of Commodity Prices: A Review and Bibliometric Analysis. (2022). Jiao, Jianbin ; Hu, YI ; Zhang, QI ; Wang, Shouyang. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:15:p:9536-:d:879376. Full description at Econpapers || Download paper | |
2022 | Current Status and Future Perspectives of Carbon Pricing Research in Austria. (2022). Cordeiro, Marcelle Candido ; Steininger, Karl ; Santos, Luan ; Vogel, Johanna. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:15:p:9684-:d:881900. Full description at Econpapers || Download paper | |
2022 | Does Digital Inclusive Finance Narrow the Urban-Rural Income Gap through Primary Distribution and Redistribution?. (2022). Yang, Lin ; Zheng, Xiao ; Zhao, Hongbo. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:4:p:2120-:d:748151. Full description at Econpapers || Download paper | |
2023 | Climate Change Education and Preparedness of Future Teachers—A Review: The Case of Greece. (2023). Drinia, Hara ; Moshou, Hara. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1177-:d:1028932. Full description at Econpapers || Download paper | |
2023 | Unpacking the green box: Determinants of Environmental Policy Stringency in European countries. (2023). Serranito, Francisco ; del Lo, Gaye ; Gatti, Donatella. In: CEPN Working Papers. RePEc:hal:cepnwp:hal-04188866. Full description at Econpapers || Download paper | |
2023 | Unpacking the green box: Determinants of Environmental Policy Stringency in European countries. (2023). Serranito, Francisco ; del Lo, Gaye ; Gatti, Donatella. In: CEPN Working Papers. RePEc:hal:cepnwp:hal-04208688. Full description at Econpapers || Download paper | |
2022 | Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach. (2022). Zhu, Dan ; Poon, Aubrey. In: Working Papers. RePEc:hhs:oruesi:2022_011. Full description at Econpapers || Download paper | |
2023 | FORECASTING EXCHANGE RATE VOLATILITY IN INDIA UNDER UNIVARIATE AND MULTIVARIATE ANALYSIS. (2023). Sharma, Akhilesh Kumar ; Rai, Sushil Kumar. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:26:y:2023:i:1g:p:175-190. Full description at Econpapers || Download paper | |
2022 | ON THE DEVELOPMENT OF THE ISLAMIC BENCHMARK RATE: AN INDONESIAN CASE. (2022). Jatmiko, Wahyu ; Prasetyo, Muhammad Budi ; Hendranastiti, Nur Dhani ; Husodo, Zafri A ; Indrawan, Imam Wahyudi ; Dahlan, Dahnila ; Sakti, Ali ; Husman, Jardine A. In: Working Papers. RePEc:idn:wpaper:wp042022. Full description at Econpapers || Download paper | |
2022 | Impact of the COVID-19 pandemic on the relationship between uncertainty factors, investor’s behavioral biases and the stock market reaction of US Fintech companies. (2022). Abbes, Mouna Boujelbene ; Trichili, Yousra ; Gharbi, Oumayma. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:1:n:441. Full description at Econpapers || Download paper | |
2022 | Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2022). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Agenor, Pierre-Richard. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:1:d:10.1007_s10368-021-00522-5. Full description at Econpapers || Download paper | |
2023 | The housing net worth channel and the public finances: evidence from a European country panel. (2023). Cronin, David ; McQuinn, Kieran. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:5:d:10.1007_s10797-022-09751-z. Full description at Econpapers || Download paper | |
2023 | Detecting Greenwashing! The Influence of Product Colour and Product Price on Consumers’ Detection Accuracy of Faked Bio-fashion. (2023). Goritz, L ; M.-A. Reinhard, ; Ende, L. In: Journal of Consumer Policy. RePEc:kap:jcopol:v:46:y:2023:i:2:d:10.1007_s10603-023-09537-8. Full description at Econpapers || Download paper | |
2023 | When the United States and the People’s Republic of China Sneeze: Monetary Policy Spillovers to Asian Economies. (2023). Beirne, John ; Volz, Ulrich ; Renzhi, Nuobu. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:3:d:10.1007_s11079-022-09695-1. Full description at Econpapers || Download paper | |
2023 | Euro area inflation and a new measure of core inflation. (2022). Morana, Claudio. In: Working Papers. RePEc:mib:wpaper:505. Full description at Econpapers || Download paper | |
2023 | Green risk in Europe. (2023). Ossola, Elisa ; Morana, Claudio ; Cassola, Nuno. In: Working Papers. RePEc:mib:wpaper:526. Full description at Econpapers || Download paper | |
2023 | Households’ Exposure to the Financial Sector as a Driver of Inequality: An Analysis of Advanced and Emerging Economies. (2023). Cames, Francisco ; Vale, Sofia. In: Comparative Economic Studies. RePEc:pal:compes:v:65:y:2023:i:2:d:10.1057_s41294-022-00200-8. Full description at Econpapers || Download paper | |
2022 | Economic effect of the golf simulation industry in Korea: an analysis based on the SVAR model. (2022). Kong, Mengyuan ; Hao, Yuanyuan. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01255-9. Full description at Econpapers || Download paper | |
2022 | Realised volatility and industry momentum returns. (2022). Worthington, Andrew C ; Li, Bin ; Chen, Xiaoyue. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01309-y. Full description at Econpapers || Download paper | |
2022 | Investments in the Asian water sector: an analysis based on the DCC-GARCH model. (2022). Li, Bin ; Tularam, Gurudeo Anand ; Reza, Rajibur. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01470-4. Full description at Econpapers || Download paper | |
2022 | Econometric modelling of exchange rate volatility using mixed-frequency data. (2022). Chaturvedi, Priya ; Kumar, Kuldeep. In: MPRA Paper. RePEc:pra:mprapa:115222. Full description at Econpapers || Download paper | |
2022 | Oil Market Shocks and Financial Instability in Asian Countries. (2022). Dagher, Leila ; Hasanov, Fakhri. In: MPRA Paper. RePEc:pra:mprapa:116079. Full description at Econpapers || Download paper | |
2022 | Symmetric and Asymmetric Effects of Financial Deepening on Income Inequality in South Africa. (2022). Biyase, Mduduzi ; Chisadza, Carolyn. In: Working Papers. RePEc:pre:wpaper:202214. Full description at Econpapers || Download paper | |
2022 | Monetary Policy Shock Transmission in Emerging Markets. (2022). Jabeen, Hummaira. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:8:y:2022:i:4:p:379-390. Full description at Econpapers || Download paper | |
2023 | Euro area inflation and a new measure of core inflation. (2022). Morana, Claudio. In: Working Paper series. RePEc:rim:rimwps:22-14. Full description at Econpapers || Download paper | |
2023 | Green risk in Europe. (2023). Ossola, Elisa ; Morana, Claudio ; Cassola, Nuno. In: Working Paper series. RePEc:rim:rimwps:23-14. Full description at Econpapers || Download paper | |
2022 | Confidence vs. Uncertainty : An Explanation of Housing Prices In the Old EU Member States. (2022). Smiljani, Ana Rimac ; Peri, Blanka Krabi ; Sori, Petar. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:3:p:31-45. Full description at Econpapers || Download paper | |
2023 | Detecting Common Bubbles in Multivariate Mixed Causal-noncausal Models. (2023). Hecq, Alain ; Cubadda, Gianluca ; Voisin, Elisa. In: CEIS Research Paper. RePEc:rtv:ceisrp:555. Full description at Econpapers || Download paper | |
2023 | Why Has Labor Productivity Slowed Down in the Era of Financialization?: Insights from the Post-Keynesians for the European Union Countries. (2023). Barradas, Ricardo. In: Review of Radical Political Economics. RePEc:sae:reorpe:v:55:y:2023:i:3:p:390-422. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2013 | The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective In: The Energy Journal. [Full Text][Citation analysis] | article | 11 |
2012 | The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective.(2012) In: Energy: Resources and Markets. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2012 | The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2013 | The oil price-macroeconomy relationship since the mid-1980s: A global perspective.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2018 | Some Financial Implications of Global Warming: an Empirical Assessment In: CSI: Climate and Sustainable Innovation. [Full Text][Citation analysis] | paper | 5 |
2018 | “Some financial implications of global warming: An empirical assessment.(2018) In: CeRP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2018 | Some Financial Implications of Global Warming: an Empirical Assessment.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2017 | Some Financial Implications of Global Warming: An Empirical Assessment.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2018 | Some financial implications of global warming: An empirical assessment.(2018) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2012 | Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation In: Energy: Resources and Markets. [Full Text][Citation analysis] | paper | 77 |
2013 | Oil price dynamics, macro-finance interactions and the role of financial speculation.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | article | |
2012 | Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2013 | Oil price dynamics, macro-finance interactions and the role of financial speculation.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2016 | Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area In: ESP: Energy Scenarios and Policy. [Full Text][Citation analysis] | paper | 21 |
2016 | Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area.(2016) In: CeRP Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2017 | Macroeconomic and financial effects of oil price shocks: Evidence for the euro area.(2017) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2016 | Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2016 | Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2016 | Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area.(2016) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2017 | Temperature Anomalies, Radiative Forcing and ENSO In: MITP: Mitigation, Innovation and Transformation Pathways. [Full Text][Citation analysis] | paper | 0 |
2017 | Temperature Anomalies, Radiative Forcing and ENSO.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | Is climate change time reversible? In: Papers. [Full Text][Citation analysis] | paper | 6 |
2022 | Is climate change time-reversible?.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2022 | Is climate change time reversible?.(2022) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2001 | Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data In: Economic Notes. [Full Text][Citation analysis] | article | 6 |
2000 | Modelling Evolving Long?run Relationships: An Application to the Italian Energy Market In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 5 |
2002 | Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 9 |
2003 | Erratum In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2006 | A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 0 |
2006 | International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 23 |
2009 | International macroeconomic dynamics: A factor vector autoregressive approach.(2009) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2006 | International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach.(2006) In: ICER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2007 | Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 19 |
2010 | Business cycle comovement in the G-7: common shocks or common transmission mechanisms?.(2010) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2015 | It ain?t over till it?s over: A global perspective on the Great Moderation-Great Recession interconnection In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 4 |
2015 | It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2017 | It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2015 | It aint over till its over: A global perspective on the Great Moderation-Great Recession interconnection.(2015) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2010 | The 2007-? financial crisis: a money market perspective In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | The Great Recession: US dynamics and spillovers to the world economy In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 83 |
2012 | The Great Recession: US dynamics and spillovers to the world economy.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | article | |
2010 | The Great Recession: US dynamics and spillovers to the world economy.(2010) In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
2010 | The Great Recession: US dynamics and spillovers to the world economy.(2010) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 83 | paper | |
2012 | Determinants of US financial fragility conditions In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 20 |
2014 | Determinants of US financial fragility conditions.(2014) In: Research in International Business and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2013 | Determinants of US Financial fragility conditions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2012 | Determinants of US financial fragility conditions.(2012) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2013 | New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 12 |
2014 | Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns.(2014) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2013 | Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
2015 | Financial deepening and income distribution inequality in the euro area In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Financial deepening and income distribution inequality in the euro area.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2015 | Financial Deepening And Income Distribution Inequality In The Euro Area.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2009 | Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence.(2008) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2010 | The effects of US economic and financial crises on euro area convergence In: CeRP Working Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | The Effects of the US Economic and Financial Crises on Euro Area Convergence.(2011) In: Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | chapter | |
2010 | The effects of US economic and financial crises on euro area convergence.(2010) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2000 | Measuring core inflation in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2002 | Monetary policy and the stock market in the euro area In: Working Paper Series. [Full Text][Citation analysis] | paper | 61 |
2004 | Monetary policy and the stock market in the euro area.(2004) In: Journal of Policy Modeling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | article | |
2003 | Volatility of interest rates in the euro area: evidence from high frequency data In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
2006 | Volatility of interest rates in the euro area: Evidence from high frequency data.(2006) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2004 | A structural common factor approach to core inflation estimation and forecasting In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2007 | A structural common factor approach to core inflation estimation and forecasting.(2007) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2004 | Frequency domain principal components estimation of fractionally cointegrated processes In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2004 | Frequency domain principal components estimation of fractionally cointegrated processes.(2004) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2006 | Comovements in volatility in the euro money market In: Working Paper Series. [Full Text][Citation analysis] | paper | 21 |
2010 | Comovements in volatility in the euro money market.(2010) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2007 | Comovements in Volatility in the Euro Money Market.(2007) In: ICER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2007 | Structural econometric approach to bidding in the main refinancing operations of the Eurosystem In: Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2006 | Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem.(2006) In: ICER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2007 | Structural econometric approach to bidding in the main refinancing operations of the Eurosystem.(2007) In: Journal of Financial Transformation. [Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2008 | Modelling short-term interest rate spreads in the euro money market In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
2008 | Modeling Short-Term Interest Rate Spreads in the Euro Money Market.(2008) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2012 | Euro money market spreads during the 2007-? financial crisis In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2012 | Euro money market spreads during the 2007–? financial crisis.(2012) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2007 | Multivariate modelling of long memory processes with common components In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 11 |
2006 | Multivariate modelling of long memory processes with common components.(2006) In: ICER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2009 | Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 123 |
2007 | Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach.(2007) In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
2014 | Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 123 | paper | |
2006 | A small scale macroeconometric model for the Euro-12 area In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2012 | Adaptive ARFIMA models with applications to inflation In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
2018 | Financial development and income distribution inequality in the euro area In: Economic Modelling. [Full Text][Citation analysis] | article | 32 |
2019 | Climate change implications for the catastrophe bonds market: An empirical analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
2006 | Breaks and persistency: macroeconomic causes of stock market volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 61 |
2004 | Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 61 | paper | |
2019 | Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
2018 | Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2004 | Structural change and long-range dependence in volatility of exchange rates: either, neither or both? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 65 |
2016 | The financial Kuznets curve: Evidence for the euro area In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 9 |
1999 | Computing value at risk with high frequency data In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 25 |
2001 | A semiparametric approach to short-term oil price forecasting In: Energy Economics. [Full Text][Citation analysis] | article | 94 |
2021 | Climate change awareness: Empirical evidence for the European Union In: Energy Economics. [Full Text][Citation analysis] | article | 25 |
2021 | Climate change awareness: Empirical evidence for the European Union.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2020 | Climate change awareness: Empirical evidence for the European Union.(2020) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2000 | Central bank interventions and exchange rates: an analysis with high frequency data In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 10 |
2008 | Comovements in international stock markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 78 |
2006 | Comovements in International Stock Markets.(2006) In: ICER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | paper | |
2009 | On the macroeconomic causes of exchange rate volatility In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 24 |
2007 | On the macroeconomic causes of exchange rates volatility.(2007) In: ICER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2004 | The Japanese stagnation: an assessment of the productivity slowdown hypothesis In: Japan and the World Economy. [Full Text][Citation analysis] | article | 6 |
2002 | The effects of the introduction of the euro on the volatility of European stock markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 42 |
2010 | International house prices and macroeconomic fluctuations In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 77 |
2003 | Measuring US core inflation: A common trends approach In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 11 |
2005 | Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2002 | An empirical investigation of long-run growth in the UK In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
2022 | The risks of exiting too early the policy responses to the COVID-19 recession In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2021 | The risks of exiting too early the policy responses to the COVID-19 recession.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | The risks of exiting too early the policy responses to the COVID-19 recession.(2021) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2012 | New Paradigms in Monetary Theory and Policy? In: SUERF Studies. [Full Text][Citation analysis] | book | 3 |
2012 | Real Oil Prices since the 1990s In: Review of Environment, Energy and Economics - Re3. [Full Text][Citation analysis] | article | 2 |
1998 | Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis In: Giornale degli Economisti. [Citation analysis] | article | 4 |
1999 | Measuring Core Inflation in Italy In: Giornale degli Economisti. [Citation analysis] | article | 4 |
2003 | Long-Run Growth and Income Distribution: Evidence for Italy and the US In: Giornale degli Economisti. [Full Text][Citation analysis] | article | 0 |
2004 | Regional Convergence in Italy: 1951-2000 In: Giornale degli Economisti. [Full Text][Citation analysis] | article | 3 |
2005 | Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios. In: ICER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | International Stock Markets Comovements: the Role of Economic and Financial Integration In: ICER Working Papers. [Full Text][Citation analysis] | paper | 13 |
2008 | International stock markets comovements: the role of economic and financial integration.(2008) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2006 | The End of the Japanese Stagnation: an Assessment of the Policy Solutions In: ICER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? In: ICER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2005 | The Japanese deflation: has it had real effects? Could it have been avoided?.(2005) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2006 | Net Inflows and Time-Varying Alphas: The Case of Hedge Funds In: ICER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Factor demand modelling: the theory and the practice In: ICER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 1 |
2008 | Realized portfolio selection in the euro area In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 0 |
2008 | International shocks and national house prices In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 0 |
2008 | Realized Betas and the Cross-Section of Expected Returns In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 0 |
2010 | The 2007-? financial crisis: a euro area money market perspective In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 0 |
2007 | Estimating, Filtering and Forecasting Realized Betas In: ICER Working Papers - Applied Mathematics Series. [Full Text][Citation analysis] | paper | 1 |
2000 | Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industrys Periodic Price Review. In: Journal of Regulatory Economics. [Full Text][Citation analysis] | article | 9 |
2002 | Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry. In: Journal of Regulatory Economics. [Full Text][Citation analysis] | article | 0 |
2013 | Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Model Averaging by Stacking In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Model Averaging by Stacking.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2015 | Semiparametric Estimation of Multivariate GARCH Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Semiparametric Estimation of Multivariate GARCH Models.(2017) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2021 | A new macro-financial condition index for the euro area In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2021 | A new macro-financial condition index for the euro area.(2021) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2007 | Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
2009 | Medium-term macroeconomic determinants of exchange rate volatility In: Journal of Financial Transformation. [Full Text][Citation analysis] | article | 0 |
2009 | An omnibus noise filter In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
2003 | A common trends model of UK core inflation In: Empirical Economics. [Full Text][Citation analysis] | article | 8 |
2008 | Factor vector autoregressive estimation: a new approach In: Journal of Economic Interaction and Coordination. [Full Text][Citation analysis] | article | 1 |
2004 | Stock market volatility of regulated industries: an empirical assessment In: Portuguese Economic Journal. [Full Text][Citation analysis] | article | 5 |
2004 | Some frequency domain properties of fractionally cointegrated processes In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2007 | Does the stock market affect income distribution? Some empirical evidence for the US In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
2002 | IGARCH effects: an interpretation In: Applied Economics Letters. [Full Text][Citation analysis] | article | 8 |
2002 | Core inflation in the Euro area In: Applied Economics Letters. [Full Text][Citation analysis] | article | 24 |
2006 | Structural breaks and common factors in the volatility of the Fama-French factor portfolios In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Aggregate hedge funds flows and returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2009 | Realized betas and the cross-section of expected returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
2010 | Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2010 | Realized mean-variance efficient portfolio selection and euro area stock market integration In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2014 | New insights on the US OIS spreads term structure during the recent financial turmoil In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2006 | The price stability oriented monetary policy of the ECB: an assessment In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2007 | Inflation and monetary dynamics in the USA: a quantity-theory approach In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
2011 | Macro-finance interactions in the US: A global perspective In: Working papers. [Full Text][Citation analysis] | paper | 1 |
2017 | The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team