7
H index
6
i10 index
219
Citations
Massimiliano Marzo : Citation Profile
Alma Mater Studiorum - Università di Bologna | RESEARCH PRODUCTION: 22 Articles 68 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (1998 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Massimiliano Marzo. | Is cited by:
| Cites to:
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Main data
Where Massimiliano Marzo has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Notes | 2 |
| Applied Economics Letters | 2 |
| International Review of Economics & Finance | 2 |
Recent works citing Massimiliano Marzo (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673. Full description at Econpapers || Download paper |
| 2025 | Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets. (2025). Urga, Giovanni ; Varaldo, Alessandro ; Coppola, Anna. In: Journal of Financial Stability. RePEc:eee:finsta:v:76:y:2025:i:c:s1572308924001542. Full description at Econpapers || Download paper |
| 2024 | Ricardian equivalence and positively sloped IS curve: (Dis)equilibrium insights. (2024). Sidiropoulos, Moise ; Chrysanthopoulou, Xakousti ; Tsioutsios, Alexandros. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000343. Full description at Econpapers || Download paper |
| 2024 | Fiscal policy in times of fiscal stress (or what to do when r > g). (2024). Hollander, Hylton ; Havemann, Roy. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:46:y:2024:i:5:p:1020-1054. Full description at Econpapers || Download paper |
| 2025 | Modelling Value-at-Risk and Expected Shortfall for a Small Capital Market: Do Fractionally Integrated Models and Regime Shifts Matter?. (2025). Souffargi, Wafa ; Boubaker, Adel. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:4:p:203-:d:1630710. Full description at Econpapers || Download paper |
| 2024 | The additionality of Russias two-tier support system for small and medium-sized enterprises. (2024). Bakaykina, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2024:i:65:p:68-94. Full description at Econpapers || Download paper |
| 2024 | Predicting ETF liquidity. (2024). Pham, Son D ; Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:3:p:478-508. Full description at Econpapers || Download paper |
| 2024 | INVESTIGATING THE FACTORS AFFECTING THE INCOME DISTRIBUTION ON THE AFGHAN ECONOMY WITH EMPHASIS ON TAXES. (2024). Mansouri, Seyed Amin ; Ahmadi, Mohammad Ali ; Amroabadi, Behrouz Sadeghi. In: Journal of Academic Research in Economics. RePEc:shc:jaresh:v:16:y:2024:i:2:p:312-332. Full description at Econpapers || Download paper |
| 2024 | Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05884-y. Full description at Econpapers || Download paper |
| 2025 | When to Share My First-party Content: the Role of Membership Bundles in Content Platforms. (2025). Ma, Shoufeng ; Wang, Xuelian ; Zhong, Shiquan ; Guo, Tengfei. In: Information Systems Frontiers. RePEc:spr:infosf:v:27:y:2025:i:1:d:10.1007_s10796-023-10435-0. Full description at Econpapers || Download paper |
| 2025 | Modeling MENA economies using a GVAR approach: Domestic, regional and international factors. (2025). Garfa, Kamel ; Chaibi, Mayssa. In: Region et Developpement. RePEc:tou:journl:v:61:y:2025:p:5-27. Full description at Econpapers || Download paper |
| 2025 | Price Stickiness Heterogeneity and Equilibrium Determinacy. (2025). Park, Woong Yong ; Lee, Jaewon. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:57:y:2025:i:6:p:1623-1655. Full description at Econpapers || Download paper |
Works by Massimiliano Marzo:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother 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 nother 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 nother version. Agregated cites: 0 | paper | |
| 2011 | Measuring market liquidity: An introductory survey In: Papers. [Full Text][Citation analysis] | paper | 36 |
| 2011 | Measuring market liquidity: An introductory survey.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2011 | Measuring market liquidity: an introductory survey.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2012 | Measuring Market Liquidity: An Introductory Survey.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
| 2012 | Effective Trade Execution In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Effective Trade Execution.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | Effective Trade Execution.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | Effective Trade Execution.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | 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 nother 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 nother 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 nother version. Agregated cites: 1 | paper | |
| 2006 | Optimal Monetary Policy with Price and Wage Rigidities In: Economic Notes. [Full Text][Citation analysis] | article | 1 |
| 2009 | A Note on the (Un)Pleasant Arithmetic of Fiscal Policy: The Case of Italian Public Debt In: Economic Notes. [Full Text][Citation analysis] | article | 3 |
| 1998 | Fiscal Policy and Growth: a Survey In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Monetary and Fiscal Policy Interactions: the Impact on the Term Structure of Interest Rates. In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2001 | An Equilibrium Approach to the Term Structure of Interest rates with the Interaction between Monetary and Fiscal Policy. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Evaluating Monetary Policy Regimes: the Role of Nominal Rigidities. In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Optimal Monetary Policy in a Simple Distorted Economy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Volatility Matters: Taylor Rules and Capital Accumulation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Content Delivery and Vertical Integration in O-L Content Markets In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Optimal Opportunistic Monetary Policy in A New-Keynesian Model In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Optimal Opportunistic Monetary Policy in a New-Keynesian Model.(2006) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2007 | Identity and the Dynamics of Preferences In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Domestic political constraints to foreign aid effectiveness In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | A credit risk model for Italian SMEs In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Credit risk and Basel II: Are non-profit firms financially different? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Credit risk and Basel II: Are non-profit firms financially different?.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | A (Un)Pleasant Arithmetic of Fiscal Policy: the Case of Italian Public Debt In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | An (Un)Pleasant Arithmetic of Fiscal Policy: the Case of Italian Public Debt.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Il Nuovo Accordo sul Capitale e il rapporto banca ? impresa nel sistema BCC Emilia-Romagna In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Fiscal Rules in a Highly Distorted Economy In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2009 | Fiscal Rules in a Highly Distorted Economy.(2009) In: EcoMod2009. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2009 | Fiscal rules in a highly distorted economy.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2009 | A further look at the 2004 reform of the operational framework of the ECB In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A Further Look at the 2004 Reform of the Operational Framework of the ECB.(2009) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | Distortionary tax instruments and implementable monetary policy In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Distortionary tax instruments and implementable monetary policy.(2013) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2010 | Distortionary Tax Instruments and Implementable Monetary Policy.(2010) In: EcoMod2010. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2010 | Lo shock Lehman Brothers: una tempesta dentro la tempesta? Lesperienza degli ETF LYXOR su Euro MTS In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | The Multiplier-Effects of Non-Wasteful Government Expenditure In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 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 nother version. Agregated cites: 10 | article | |
| 2011 | The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Equilibrium selection in a cashless economy with transaction frictions in the bond market.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | A DSGE model with Endogenous Term Structure In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2005 | Content Delivery and Vertical Integration in On-line Content Markets In: Review of Network Economics. [Full Text][Citation analysis] | article | 1 |
| 2021 | Fiscal Policy Perceptions in a Behavioral New Keynesian Model In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2009 | Wage or price-based inflation? Alternative targets in optimal monetary policy rules In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 2008 | A note on the conditional correlation between energy prices: Evidence from future markets In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
| 2014 | Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2007 | An inventory of simple monetary policy rules in a New Keynesian macroeconomic model In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 46 |
| 2003 | An Inventory of Simple Monetary Policy Rules in a New Keynesian Macroeconomic Model.(2003) In: Economics Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2009 | Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Domestic Versus International Determinants Of European Business Cycles: A GVAR Approach In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Domestic versus international determinants of European business cycles: a GVAR approach.(2015) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2010 | ALTERNATIVAS PARA LA OPTIMIZACIÓN DE LAS CAPACIDADES DE ALMACENAMIENTO In: Contribuciones a la Economía. [Full Text][Citation analysis] | article | 0 |
| 2002 | The Eastward Enlargement of the Eurozone: The Shaping of Capital Markets. Regional Inputs on Data and Statistic In: Eastward Enlargement of the Euro-zone Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Final Report: Monetary and Fiscal Policy In: Eastward Enlargement of the Euro-zone Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Challenges for Monetary Policy and the Enlarged Euroland In: Eastward Enlargement of the Euro-zone Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Macroeconomic Stability in a Model with Bond Transaction Services In: IJFS. [Full Text][Citation analysis] | article | 3 |
| 2007 | Volatility forecasting for crude oil futures In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 23 |
| 2010 | Volatility forecasting for crude oil futures.(2010) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 2007 | Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions.(2008) In: Bank of Finland Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Determinacy of interest rate rules with bond transaction services in a cashless economy.(2008) In: Bank of Finland Research Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They? In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 4 |
| 2003 | Determinacy and Learning with Monetary and Fiscal Policy In: Rivista italiana degli economisti. [Full Text][Citation analysis] | article | 0 |
| 2009 | Basel II and default risk: An empirical analysis In: Banca Impresa Società. [Full Text][Citation analysis] | article | 0 |
| 2010 | Gold and the U.S. Dollar: Tales from the turmoil In: MPRA Paper. [Full Text][Citation analysis] | paper | 42 |
| 2010 | Gold and the U.S. Dollar: Tales from the Turmoil.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
| 2013 | Gold and the U.S. dollar: tales from the turmoil.(2013) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 42 | article | |
| 2011 | Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run In: Working Paper series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Trading directions and the pricing of Euro interbank deposits in the long run.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2004 | Monetary Policy, Fiscal Policy and Automatic Stabilizers: Welfare and Macroeconomic Stability In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 1 |
| 2005 | Optimal Monetary Policy in a Two Sector with Different Degree of Price and Wage Stickiness In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
| 2006 | Monetary Policy and the Term Structure: A Fully Structural DSGE approach In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2006 | Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2012 | Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues In: Journal of Finance and Investment Analysis. [Full Text][Citation analysis] | article | 1 |
| 2005 | Fiscal Policy in Infinite-Horizon Endogenous Growth Models: A Survey In: Rivista Internazionale di Scienze Sociali. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team