20
H index
31
i10 index
1353
Citations
Università degli Studi di Torino (2% share) | 20 H index 31 i10 index 1353 Citations RESEARCH PRODUCTION: 72 Articles 100 Papers 1 Books 1 Chapters RESEARCH ACTIVITY: 26 years (1998 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pmo818 |
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 | |
---|---|---|
2024 | Maximally Forward-Looking Core Inflation. (2024). Goebel, Maximilian ; Barrette, Christophe ; Klieber, Karin ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2404.05209. Full description at Econpapers || Download paper | |
2024 | Pricing Catastrophe Bonds -- A Probabilistic Machine Learning Approach. (2024). Zhou, Rui ; Lu, Yufan ; Li, Hong ; Chen, Xiaowei. In: Papers. RePEc:arx:papers:2405.00697. Full description at Econpapers || Download paper | |
2023 | Expectations and the housing market: A model of house price dynamics. (2023). Ryu, Doojin ; Hong, Jengei. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1242-1266. Full description at Econpapers || Download paper | |
2024 | Modeling bivariate long?range dependence with general phase. (2020). Kechagias, Stefanos ; Pipiras, Vladas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:2:p:268-292. 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 | |
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 | |
2023 | Does institutional quality matter in financial development and income inequality nexus? new evidence from Sub-Saharan Africa. (2023). Mondjeli, Itchoko Motande ; Bime, Valentine Soumtang. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00717. 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 | |
2023 | Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession. (2023). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota ; Fernandes, Mario Correia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1046-1058. 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 | |
2023 | Unconventional monetary policy and economic inequality. (2023). Davtyan, Karen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s026499932300192x. Full description at Econpapers || Download paper | |
2023 | Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market. (2023). Garrett, Ian ; Liu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s026499932300295x. Full description at Econpapers || Download paper | |
2024 | High temperature, bargaining power and within-firm wage inequality: Evidence from China. (2024). Yu, Qiuzuo ; Ding, Hai ; Yuan, Zhengrong. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000853. Full description at Econpapers || Download paper | |
2023 | Oil price shocks and stock–bond correlation. (2023). Rehman, Mobeen ; Razzaq, Abdel ; Ziadat, Salem Adel ; McMillan, David G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823001122. 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 | |
2023 | Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499. Full description at Econpapers || Download paper | |
2023 | Networks in risk spillovers: A multivariate GARCH perspective. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Frattarolo, Lorenzo ; Billio, Monica. In: Econometrics and Statistics. RePEc:eee:ecosta:v:28:y:2023:i:c:p:1-29. Full description at Econpapers || Download paper | |
2024 | Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30. Full description at Econpapers || Download paper | |
2024 | Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs. (2024). Cho, Dooyeon ; Baillie, Richard T ; Rho, Seunghwa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:88-112. Full description at Econpapers || Download paper | |
2024 | An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305. 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 | |
2024 | Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Bouri, Elie ; Chen, Yan ; Zhang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x. Full description at Econpapers || Download paper | |
2024 | Energy transition and housing market bubbles: Evidence from prefecture cities in China. (2024). Fang, Jie ; Sun, Yongping ; Liu, Sinuo ; Jin, YI. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001932. 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 | |
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 | |
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 | |
2024 | The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436. 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 | |
2023 | Attention! Predicting crude oil prices from the perspective of extreme weather. (2023). Duong, Duy ; Xu, Yongan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005627. Full description at Econpapers || Download paper | |
2023 | Climate change and financial systemic risk: Evidence from US banks and insurers. (2023). Vioto, Davide ; Gianfrancesco, Igor ; Curcio, Domenico. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000323. Full description at Econpapers || Download paper | |
2024 | Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal. (2024). Kvedaras, Virmantas ; Battiston, Stefano ; Alessi, Lucia. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000172. Full description at Econpapers || Download paper | |
2024 | Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187. Full description at Econpapers || Download paper | |
2023 | Aggregate insider trading and stock market volatility in the UK. (2023). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kyriacou, Kyriacos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001294. Full description at Econpapers || Download paper | |
2024 | International stock market volatility: A global tail risk sight. (2024). Zhu, BO ; Zhong, Juandan ; Zeng, Qing ; Lu, Xinjie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725. Full description at Econpapers || Download paper | |
2024 | International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Patra, Ramakanta ; Raju, V L ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052. 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 | |
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 | |
2023 | Exchange rate volatility and international trade. (2023). Pandey, Dharen ; Lim, Weng Marc ; Rai, Varun Kumar ; Lal, Madan. In: Journal of Business Research. RePEc:eee:jbrese:v:167:y:2023:i:c:s0148296323005155. Full description at Econpapers || Download paper | |
2023 | Equity market connectedness across regimes of geopolitical risks: Historical evidence and theory. (2023). Miescu, Mirela ; Jalloul, Maya. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001110. Full description at Econpapers || Download paper | |
2023 | The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423. Full description at Econpapers || Download paper | |
2023 | Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war. (2023). Tiwari, Aviral Kumar ; Waheed, Rida ; Sarwar, Suleman ; Aziz, Ghazala ; Lei, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723003562. Full description at Econpapers || Download paper | |
2023 | Can U.S. strategic petroleum reserves calm a tight market exacerbated by the Russia–Ukraine conflict?. (2023). Razek, Noha ; Galvani, Valentina ; McQuinn, Brian ; Rajan, Surya. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007730. Full description at Econpapers || Download paper | |
2023 | Oil price uncertainty, financial distress and real economic activities: Evidence from China. (2023). Xiang, Jingjie ; Chen, Hongyi ; Li, LI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001749. Full description at Econpapers || Download paper | |
2023 | An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). Menzies, Max ; James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008117. 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 | |
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 | |
2024 | On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072. Full description at Econpapers || Download paper | |
2024 | Stock market and inequality distributions – Evidence from the BRICS and G7 countries. (2024). Korkos, Ioannis ; Wu, Weiou ; Dang, Dong Quang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1172-1190. 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 | |
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 | |
2024 | . 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 | |
2024 | Development of New Products for Climate Change Resilience in South Africa—The Catastrophe Resilience Bond Introduction. (2024). Klingelhofer, Heinz Eckart ; Mutsvene, Thomas. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:199-:d:1393077. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The Association between Climate Change Exposure and Climate Change Worry among Israeli Adults: The Interplay of Risk Appraisal, Collective Efficacy, Age, and Gender. (2023). Hamama-Raz, Yaira ; Shinan-Altman, Shiri. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13689-:d:1239248. 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 ; Gatti, Donatella ; del Lo, Gaye. In: CEPN Working Papers. RePEc:hal:cepnwp:hal-04208688. 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 | |
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 | Sentimental Shocks and House Prices. (2023). Kapopoulos, Panayotis ; Anastasiou, Dimitris ; Zekente, Kalliopi-Maria. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:67:y:2023:i:4:d:10.1007_s11146-021-09871-z. 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 | 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 | |
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 | |
2023 | Financial deepening and income inequality: is there a financial Kuznetz curve in Latin America?. (2023). Mikek, Peter. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:1:d:10.1007_s40822-023-00227-x. Full description at Econpapers || Download paper | |
2023 | COVID-19 and tourism sector stock price in Spain: medium-term relationship through dynamic regression models. (2023). Casado-Montilla, Jairo ; Duran-Roman, Jose Luis ; Pulido-Fernandez, Juan Ignacio ; Carrillo-Hidalgo, Isabel. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00402-0. Full description at Econpapers || Download paper | |
2023 | Financial Inclusion, Poverty, and Income Inequality in ASEAN Countries: Does Financial Innovation Matter?. (2023). Philip, Abey P ; Badeeb, Ramez Abubakr ; Augustinne, Zhian Zhiow. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:169:y:2023:i:1:d:10.1007_s11205-023-03169-8. Full description at Econpapers || Download paper | |
2023 | Revisiting the Financial Development and Income Inequality Nexus: Evidence from Hungary. (2023). Faeyzh, Barhoom. In: Acta Universitatis Sapientiae, Economics and Business. RePEc:vrs:auseab:v:11:y:2023:i:1:p:227-257:n:3. Full description at Econpapers || Download paper | |
2024 | Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries. (2024). Marco, Chi Keung ; Downing, Gareth ; Elsayed, Ahmed H ; Sheng, Xin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1804-1819. Full description at Econpapers || Download paper | |
2023 | Shortâ€run waveletâ€based covariance regimes for applied portfolio management. (2020). Berger, Theo ; Genay, Ramazan. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:4:p:642-660. Full description at Econpapers || Download paper | |
2023 | Intraday conditional value at risk: A periodic mixed?frequency generalized autoregressive score approach. (2021). Gribisch, Bastian ; Eckernkemper, Tobias. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:883-910. 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 | 12 |
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 nother version. Agregated cites: 12 | 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 nother version. Agregated cites: 12 | 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 nother version. Agregated cites: 12 | 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 nother 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 nother 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 nother 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 nother 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 | 85 |
2012 | Oil price dynamics, macro-finance interactions and the role of financial speculation.(2012) In: Conference papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
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 nother version. Agregated cites: 85 | 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 nother version. Agregated cites: 85 | 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 nother version. Agregated cites: 85 | 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 | 22 |
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 nother version. Agregated cites: 22 | 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 nother version. Agregated cites: 22 | paper | |
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 nother version. Agregated cites: 22 | 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 nother version. Agregated cites: 22 | 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 nother version. Agregated cites: 22 | article | |
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 nother version. Agregated cites: 0 | paper | |
2017 | Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Paper series. [Full Text][Citation analysis] This paper has nother 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: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2022 | Is climate change time-reversible?.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2022 | Is climate change time reversible?.(2022) In: Working Paper series. [Full Text][Citation analysis] This paper has nother 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 | 7 |
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 nother 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 nother 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 | 20 |
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 nother version. Agregated cites: 20 | 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 nother 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 nother 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 nother 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 | 84 |
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 nother version. Agregated cites: 84 | 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 nother version. Agregated cites: 84 | paper | |
2010 | The Great Recession: US dynamics and spillovers to the world economy.(2010) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | 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 nother version. Agregated cites: 20 | article | |
2013 | Determinants of US Financial fragility conditions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2012 | Determinants of US financial fragility conditions.(2012) In: Working papers. [Full Text][Citation analysis] This paper has nother 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 |
2014 | New insights on the US OIS spreads term structure during the recent financial turmoil.(2014) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
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 | 10 |
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 nother version. Agregated cites: 10 | 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 nother version. Agregated cites: 10 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 7 |
2007 | A structural common factor approach to core inflation estimation and forecasting.(2007) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 18 |
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 nother version. Agregated cites: 18 | 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 nother 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 | 9 |
2006 | Multivariate modelling of long memory processes with common components.(2006) In: ICER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | 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 | 126 |
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 nother version. Agregated cites: 126 | 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 nother version. Agregated cites: 126 | 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 | 15 |
2018 | Financial development and income distribution inequality in the euro area In: Economic Modelling. [Full Text][Citation analysis] | article | 37 |
2019 | Climate change implications for the catastrophe bonds market: An empirical analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 19 |
2006 | Breaks and persistency: macroeconomic causes of stock market volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 66 |
2004 | Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2019 | Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 3 |
2018 | Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2024 | A new macro-financial condition index for the euro area In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 3 |
2021 | A new macro-financial condition index for the euro area.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | A new macro-financial condition index for the euro area.(2021) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | 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 | 67 |
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 | 27 |
2001 | A semiparametric approach to short-term oil price forecasting In: Energy Economics. [Full Text][Citation analysis] | article | 98 |
2021 | Climate change awareness: Empirical evidence for the European Union In: Energy Economics. [Full Text][Citation analysis] | article | 30 |
2021 | Climate change awareness: Empirical evidence for the European Union.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2020 | Climate change awareness: Empirical evidence for the European Union.(2020) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | 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 | 83 |
2006 | Comovements in International Stock Markets.(2006) In: ICER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
2009 | On the macroeconomic causes of exchange rate volatility In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 27 |
2007 | On the macroeconomic causes of exchange rates volatility.(2007) In: ICER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | 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 | 83 |
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 | 1 |
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 nother version. Agregated cites: 1 | 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 nother version. Agregated cites: 1 | 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 | 1 |
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 | Structural breaks and common factors in the volatility of the Fama-French factor portfolios.(2006) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2006 | International Stock Markets Comovements: the Role of Economic and Financial Integration In: ICER Working Papers. [Full Text][Citation analysis] | paper | 15 |
2008 | International stock markets comovements: the role of economic and financial integration.(2008) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | 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 nother 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 | 4 |
2009 | Realized betas and the cross-section of expected returns.(2009) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
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 | 10 |
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 | 1 |
2015 | Model Averaging by Stacking In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Model Averaging by Stacking.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | 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 nother version. Agregated cites: 1 | paper | |
2023 | Euro area inflation and a new measure of core inflation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Euro area inflation and a new measure of core inflation.(2023) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Green risk in Europe In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Green risk in Europe.(2024) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | 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 |
2008 | Aggregate hedge funds flows and returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
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 | 2 |
2010 | Realized mean-variance efficient portfolio selection and euro area stock market integration In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
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 | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team