8
H index
6
i10 index
242
Citations
Paolo Zagaglia : Citation Profile
Rimini Centre for Economic Analysis (RCEA) (50% share) | RESEARCH PRODUCTION: 24 Articles 66 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2002 - 2018). 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 Zagaglia. | Is cited by:
| Cites to:
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Main data
Where Paolo Zagaglia has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics Letters | 5 |
| Energy Economics | 2 |
| Journal of Finance and Investment Analysis | 2 |
Recent works citing Paolo Zagaglia (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | A Detailed Guide on How to Use Statistical Software R for Text Mining. (2021). Wong, Wing-Keung ; Nguyen, Ngoc-Hien ; Pho, Kim-Hung ; Huynh, Huu-Nhan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:3:p:92-110. Full description at Econpapers || Download paper |
| 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 |
| 2021 | Machine Learning and Oil Price Point and Density Forecasting. (2021). Gaglianone, Wagner ; Lin, Yihao ; Issler, Joo Victor ; Teixeira, Osmani ; Cavalcanti, Pedro ; Bonnet, Alexandre. In: Working Papers Series. RePEc:bcb:wpaper:544. Full description at Econpapers || Download paper |
| 2022 | It takes two: Fiscal and monetary policy in Mexico. (2022). Ramirez, Claudia ; Cantu, Carlos ; Aguilar, Ana. In: BIS Working Papers. RePEc:bis:biswps:1012. 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 | 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 |
| 2021 | The transformed Gram Charlier distribution: Parametric properties and financial risk applications. (2021). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:323-349. Full description at Econpapers || Download paper |
| 2021 | Machine learning and oil price point and density forecasting. (2021). Issler, João ; Gaglianone, Wagner ; Cavalcanti, Pedro ; Bonnet, Alexandre ; Lin, Yihao ; Teixeira, Osmani. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003807. 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 | Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures. (2021). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001882. Full description at Econpapers || Download paper |
| 2021 | The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Liang, Chao ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002255. 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 |
| 2021 | Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120. Full description at Econpapers || Download paper |
| 2021 | Modeling dynamic higher moments of crude oil futures. (2021). Li, Chao ; Wang, Tianyi ; Liang, Fang ; Huang, Zhuo. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319302727. 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 | Forecasting in GARCH models with polynomially modified innovations. (2022). Bagnato, Luca ; Zoia, Maria Grazia ; Vacca, Gianmarco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:117-141. 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 | Common factors and the dynamics of cereal prices. A forecasting perspective. (2022). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851321000738. 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 |
| 2021 | Common factors and the dynamics of industrial metal prices. A forecasting perspective. (2021). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003299. 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 |
| 2022 | Crude oil: Does the futures price predict the spot price?. (2022). Olsvik, Magnus ; Molnar, Peter ; Hoff, Kristian ; Chu, Pyung Kun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002324. 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 | The impacts of oil price shocks in Turkey: sectoral evidence from the FAVAR approach. (2021). Akko, Gamze Kargin ; Akalayan, Anil . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:4:d:10.1007_s10644-020-09295-4. 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 |
| 2022 | Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process. (2022). Pianese, Augusto ; Bianchi, Sergio ; Frezza, Massimiliano. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00412-w. 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 |
Works by Paolo Zagaglia:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2002 | On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2002 | On (Sub) Optimal Monetary Policy Rules under Untied Fiscal Hands.(2002) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
| 2002 | On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands.(2002) In: Rivista italiana degli economisti. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2002 | Matlab Implementation of the AIM Algorithm: A Beginners Guide In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 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 | Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework In: Papers. [Full Text][Citation analysis] | paper | 13 |
| 2012 | Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2012 | Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2012 | Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2015 | FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK.(2015) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 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 | |
| 2008 | Money-market segmentation in the euro area : what has changed during the turmoil? In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Determinacy of interest rate rules with bond transaction services in a cashless economy In: Research Discussion Papers. [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 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The co-movements along the forward curve of natural gas futures : a structural view In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Optimal Opportunistic Monetary Policy in A New-Keynesian Model In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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: 1 | 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 | 1 |
| 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: 1 | article | |
| 2010 | Distortionary Tax Instruments and Implementable Monetary Policy.(2010) In: EcoMod2010. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2007 | Distortionary Tax Instruments and Implementable Monetary Policy.(2007) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 | 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 | 1 |
| 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: 1 | 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: 1 | 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 |
| 2006 | How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2008 | A note on the conditional correlation between energy prices: Evidence from future markets In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
| 2010 | Macroeconomic factors and oil futures prices: A data-rich model In: Energy Economics. [Full Text][Citation analysis] | article | 46 |
| 2009 | Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model.(2009) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 46 | paper | |
| 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 |
| 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 |
| 2017 | International diversification for portfolios of European fixed-income mutual funds: The case of core EMU countries In: Managerial Finance. [Full Text][Citation analysis] | article | 1 |
| 2007 | Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics In: Finnish Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2018 | Macroeconomic Stability in a Model with Bond Transaction Services In: IJFS. [Full Text][Citation analysis] | article | 3 |
| 2006 | The Predictive Power of the Yield Spread under the Veil of Time In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Does the Yield Spread Predict the Output Gap in the U.S.? In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 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 |
| 2007 | The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight?.(2010) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 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 |
| 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 |
| 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 |
| 2009 | Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil? In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2009 | What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds? In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 7 |
| 2005 | Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 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 |
| 2009 | Monetary Asset Substitution in the Euro Area In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Informed trading in the Euro money market for term lending In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Informed Trading in the Euro Money Market for Term Lending.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 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 | |
| 2014 | International portfolio allocation with European fixed-income funds: What scope for Italian funds? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | International portfolio allocation with European fixed-income funds: What scope for Italian funds?.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback In: Working Paper series. [Full Text][Citation analysis] | paper | 2 |
| 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 | |
| 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 |
| 2013 | Hedging Italian Equity Mutual Fund Returns during the Recent Financial Turmoil: A Duration-Dependent Markov-Switching Approach In: Journal of Applied Finance & Banking. [Full Text][Citation analysis] | article | 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 |
| 2013 | The Impact of the 2004 Reform of the Operational Framework of the ECB:Structural GARCH Evidence In: Journal of Finance and Investment Analysis. [Full Text][Citation analysis] | article | 0 |
| 2009 | Fractional integration of inflation rates: a note In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2010 | Did the turmoil affect money-market segmentation in the Euro area? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
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