11
H index
12
i10 index
430
Citations
Paolo Vitale : Citation Profile
Università degli Studi di Chieti e Pescara ("G. d'Annunzio") | RESEARCH PRODUCTION: 21 Articles 29 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1995 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Paolo Vitale. | Is cited by:
| Cites to:
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Main data
Where Paolo Vitale has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of International Economics | 3 |
| The European Journal of Finance | 2 |
| Journal of International Money and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 9 |
| Working Paper Series / European Central Bank | 2 |
| Working Papers CASMEF / Dipartimento di Economia e Finanza, LUISS Guido Carli | 2 |
| Working Papers / Fondazione Eni Enrico Mattei | 2 |
Recent works citing Paolo Vitale (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2022 | Government intervention through informed trading in financial markets. (2022). Wang, Xiaodan ; Qiu, Zhigang ; Huang, Shaoan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000835. Full description at Econpapers || Download paper |
| 2023 | Liquidity risk, market power and the informational effects of policy. (2023). Tryphonides, Andreas ; Papioti, Katerina Chara ; Claeys, Gregory. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000181. Full description at Econpapers || Download paper |
| 2022 | FX spot and swap market liquidity spillovers. (2022). Sushko, Vladyslav ; Krohn, Ingomar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001273. Full description at Econpapers || Download paper |
| 2023 | The portfolio balance channel of capital flows and foreign exchange intervention in a small open economy. (2023). Ortiz, Marco ; Montoro, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000268. Full description at Econpapers || Download paper |
| 2022 | Currency denomination and borrowing cost: Evidence from global bonds. (2022). Han, BO. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:66:y:2022:i:c:s1042444x22000329. Full description at Econpapers || Download paper |
| 2023 | Foreign exchange order flow as a risk factor. (2023). Zhang, Zhekai ; Cerrato, Mario ; Burnside, Craig. In: Working Papers. RePEc:gla:glaewp:2023-03. Full description at Econpapers || Download paper |
| 2022 | Analysing inflation dynamics in Iceland using a Bayesian structural vector autoregression model. (2022). Thorarinsson, Stefan . In: Economics. RePEc:ice:wpaper:wp88. Full description at Econpapers || Download paper |
| 2022 | Stabilizing the Financial Markets through Informed Trading. (2022). Wang, Gaowang ; Huang, Shao'An ; Guo, QI. In: MPRA Paper. RePEc:pra:mprapa:115470. Full description at Econpapers || Download paper |
| 2022 | Monetary Stance and Favorableness of Monetary Policy in the Media: The Case of Viet Nam. (2022). van Dat, Luong ; Dong, Do Phy ; Long, Trinh ; Hoang, Pham Thi ; Thang, Doan Ngoc. In: ADBI Working Papers. RePEc:ris:adbiwp:1325. Full description at Econpapers || Download paper |
| 2023 | Ambiguity aversion: bibliometric analysis and literature review of the last 60 years. (2023). Plessner, Marco ; Meier, Fabian ; Buhren, Christoph. In: Management Review Quarterly. RePEc:spr:manrev:v:73:y:2023:i:2:d:10.1007_s11301-021-00250-9. Full description at Econpapers || Download paper |
| 2022 | A new approach to exchange rate forecast: The role of global financial cycle and time?varying parameters. (2022). Vo, Xuan Vinh ; Raheem, Ibrahim D. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:2836-2848. Full description at Econpapers || Download paper |
| 2022 | The information effect of order flows in foreign currency futures and spot markets. (2022). Gau, YinFeng ; Chen, Yulun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1549-1572. Full description at Econpapers || Download paper |
| 2022 | A structural analysis of foreign exchange markets in sub-Saharan Africa. (2022). Ruiz, Daniel Perez ; Okot, Anjelo ; Kaltenbrunner, Annina. In: EIB Working Papers. RePEc:zbw:eibwps:202211. Full description at Econpapers || Download paper |
| 2022 | Economic, technological and social drivers of cryptocurrency market evolution and its managerial impact. (2022). Schwarz, Joachim ; Horsch, Andreas ; Holtfort, Thomas. In: Freiberg Working Papers. RePEc:zbw:tufwps:202201. Full description at Econpapers || Download paper |
Works by Paolo Vitale:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Optimal Climate Policy for a Pessimistic Social Planner In: Climate Change and Sustainable Development. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Optimal Climate Policy for a Pessimistic Social Planner.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2019 | Optimal Climate Policy for a Pessimistic Social Planner.(2019) In: Environmental & Resource Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2019 | Uncertainty and Risk-aversion in a Dynamic Oligopoly with Sticky Prices In: ETA: Economic Theory and Applications. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Uncertainty and Risk-aversion in a Dynamic Oligopoly with Sticky Prices.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2007 | A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 16 |
| 2004 | A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2010 | A Transaction Data Study of the Forward Bias Puzzle In: Working Paper. [Full Text][Citation analysis] | paper | 7 |
| 2010 | A Transaction Data Study of the Forward Bias Puzzle.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1995 | Information Flows in the Foreign Exchange Markets. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
| 1995 | Reserve Cycles. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 0 |
| 1995 | Risk-Averse Traders with Inside Information. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
| 2001 | Equilibrium Exchange Rate Policies: Complicit Renegotiation-Proof Outcomes In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Equilibrium Exchange Rate Policies: Complicit Renegotiation-Proof Outcomes.(2002) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2002 | EQUILIBRIUM EXCHANGE RATE POLICIES: COMPLICIT RENEGOTIATION-PROOF OUTCOMES.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2001 | Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 87 |
| 2003 | A transaction level study of the effects of central bank intervention on exchange rates.(2003) In: Journal of International Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | article | |
| 2004 | An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
| 2004 | An empirical study of liquidity and information effects of order flow on exchange rates.(2004) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2006 | A Market Microstructure Analysis of Foreign Exchange Intervention In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
| 2006 | A market microstructure analysis of foreign exchange intervention.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2006 | A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Optimal Informed Trading in the Foreign Exchange Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2012 | Optimal informed trading in the foreign exchange market.(2012) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2017 | Ambiguity-aversion in a Single Auction Market In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2012 | Risk-averse insider trading in multi-asset sequential auction markets In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 1998 | Reserve and exchange rate cycles In: Journal of International Economics. [Full Text][Citation analysis] | article | 3 |
| 1999 | Sterilised central bank intervention in the foreign exchange market In: Journal of International Economics. [Full Text][Citation analysis] | article | 95 |
| 1998 | Two months in the life of several gilt-edged market makers on the London Stock Exchange In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 13 |
| 2018 | Robust trading for ambiguity-averse insiders In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
| 2000 | Speculative noise trading and manipulation in the foreign exchange market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 23 |
| 1997 | Speculative Noise Trading and Manipulation in the Foreign Exchange Market.(1997) In: Economics Working Papers. [Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2010 | An empirical study of portfolio-balance and information effects of order flow on exchange rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 37 |
| 2018 | Optimal monetary policy for a pessimistic central bank In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2003 | Foreign exchange intervention: how to signal policy objectives and stabilise the economy In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 30 |
| 2001 | Foreign exchange intervention and macroeconomic stability In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2002 | A transaction level study of the effects of central bank intervention on exchange rates In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
| 2021 | The currency that came in from the cold - Capital controls and the information content of order flow In: Economics. [Full Text][Citation analysis] | paper | 1 |
| 2007 | An assessment of some open issues in the analysis of foreign exchange intervention In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 11 |
| 2017 | Pessimistic Optimal Choice for Risk-Averse Agents: The Continuous-Time Limit In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2012 | Linear Risk-averse Optimal Control Problems: Applications in Economics and Finance In: Working Papers CASMEF. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Pessimistic optimal choice for risk-averse agents In: Working Papers CASMEF. [Full Text][Citation analysis] | paper | 0 |
| 1996 | Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market In: NBER Chapters. [Full Text][Citation analysis] | chapter | 25 |
| 2001 | Inflation and Sovereign Default In: IMF Staff Papers. [Full Text][Citation analysis] | article | 2 |
| 2015 | Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers. [Full Text][Citation analysis] | paper | 20 |
| 2016 | Carry Trades, Order Flow, and the Forward Bias Puzzle.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
| 2015 | Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | A Dynamic Oligopoly with Price Stickiness and Risk-Averse Agents In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. [Full Text][Citation analysis] | article | 0 |
| 2017 | Insider trading in sequential auction markets with risk-aversion and time-discounting In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | The impact of FX intervention on FX markets: a market microstructure analysis In: International Journal of Finance & Economics. [Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team