20
H index
31
i10 index
1382
Citations
Università degli Studi di Torino (2% share) | 20 H index 31 i10 index 1382 Citations RESEARCH PRODUCTION: 74 Articles 105 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with CLAUDIO MORANA. | Is cited by: | Cites to: |
Year ![]() | Title of citing document ![]() |
---|---|
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 |
2025 | Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011. 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 |
2024 | Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002773. Full description at Econpapers || Download paper |
2024 | The comovement of bubbles’ responses to monetary policy shocks. (2024). Caraiani, Petre ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001694. 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 | Dynamic portfolio selection with sector-specific regularization. (2024). Wang, Linqi ; Hafner, Christian M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:17-33. 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 |
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 |
2024 | A multiscale time-series decomposition learning for crude oil price forecasting. (2024). Li, Zhixi ; Jiang, Yuansheng ; Shi, Long ; Tan, Jinghua ; Zhang, Chuanhui. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004419. 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 |
2024 | Presidential economic approval rating and global foreign exchange market volatility. (2024). Xu, Weijun ; Li, Xiaodan ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005167. Full description at Econpapers || Download paper |
2024 | The dual effects of digital inclusive finance on the urban-rural income gap: An empirical investigation in Chinas Yangtze River Delta region. (2024). Fu, Boyu ; Wu, Chao ; Wang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010791. 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 |
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 |
2024 | Extreme weather exposure and corporate carbon emissions management: Evidence from forty countries. (2024). Yang, Xue ; Qian, Xianhang ; Qiu, Shanyun. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:75:y:2024:i:c:s1042444x24000379. Full description at Econpapers || Download paper |
2024 | Eco-labels as a communication and policy tool: A comprehensive review of academic literature and global label initiatives. (2024). Nakaishi, Tomoaki ; Chapman, Andrew. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:202:y:2024:i:c:s1364032124004349. 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 |
2025 | Digital technology and regional income inequality: are better institutions the solution?. (2025). Antonietti, Roberto ; Rodriguez-Pose, Andres ; Burlina, Chiara. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:127062. Full description at Econpapers || Download paper |
2024 | Recent Long-Term Management of Relation Across Czech- Republic Price Indices and Exchange Rates. (2024). Arias, Helmuth Yesid ; Antosova, Gabriela. In: European Research Studies Journal. RePEc:ers:journl:v:xxvii:y:2024:i:specialb:p:129-146. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Dynamic Factor Models and Fractional Integration—With an Application to US Real Economic Activity. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Piqueras, Pedro Jose. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:4:p:39-:d:1547771. Full description at Econpapers || Download paper |
2024 | Persistence in the Realized Betas: Some Evidence from the Stock Market. (2024). Martin-Valmayor, Miguel ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:149-:d:1371513. 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 |
2025 | . Full description at Econpapers || Download paper |
2024 | Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Post-Print. RePEc:hal:journl:hal-04828849. Full description at Econpapers || Download paper |
2024 | Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics. (2024). Fur, Eric ; Faye, Benot ; Prat, Stphanie. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04510-5. Full description at Econpapers || Download paper |
2024 | Income disparities and financial development: evidence from a panel firm-level analysis. (2024). Amountzias, Chrysovalantis. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:1:d:10.1007_s00181-023-02458-y. Full description at Econpapers || Download paper |
2024 | Financial Development and Income Inequality in Newly Industrialized Countries: Does Financial Kuznets Curve Exists?. (2024). Kizilgl, Zlem ; Ndes, Hakan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-023-01705-y. Full description at Econpapers || Download paper |
2024 | Predicting Social Inequality in Poland Using Price Dispersion on the Real Estate Market. (2024). Stachurski, Tomasz ; Wolny-Dominiak, Alicja ; Ado, Tomasz. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:172:y:2024:i:3:d:10.1007_s11205-024-03342-7. Full description at Econpapers || Download paper |
2025 | Income Inequality and Artificial Intelligence: Globalization and age dependency for developed countries. (2025). Destek, Mehmet ; Khan, Muhammad Waqas. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:176:y:2025:i:3:d:10.1007_s11205-024-03493-7. 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 |
2024 | COVID 19 and Wage Polarization: A task based approach. (2024). scicchitano, sergio ; Suppa, Domenico ; Schettino, Francesco. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1398. Full description at Econpapers || Download paper |
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 | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | ||
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 | 89 |
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: 89 | 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: 89 | 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: 89 | 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: 89 | 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: CeRP 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 | |
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 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 | |
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 | 21 |
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: 21 | 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 | 85 |
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: 85 | 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: 85 | 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: 85 | 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 | 62 |
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: 62 | article | |
2003 | Volatility of interest rates in the euro area: evidence from high frequency data In: Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
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: 16 | article | |
2004 | A structural common factor approach to core inflation estimation and forecasting In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
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: 6 | 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 | 127 |
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: 127 | 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: 127 | 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 | 42 |
2019 | Climate change implications for the catastrophe bonds market: An empirical analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 22 |
2006 | Breaks and persistency: macroeconomic causes of stock market volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 68 |
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: 68 | paper | |
2019 | Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 4 |
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: 4 | paper | |
2024 | A new macro-financial condition index for the euro area In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 4 |
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: 4 | 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: 4 | 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 | 69 |
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 | 36 |
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: 36 | 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: 36 | 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 | 29 |
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: 29 | 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 | 43 |
2010 | International house prices and macroeconomic fluctuations In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 84 |
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 | 2 |
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 | 5 |
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: 5 | 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 | 2 |
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 | |
2024 | Eurozone Economic Integration: Historical Developments and New Challenges Ahead In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Eurozone Economic Integration: Historical Developments and New Challenges Ahead.(2024) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2024 | Eurozone Economic Integration: Historical Developments and New Challenges Ahead.(2024) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2025 | Extreme Weather in Europe: Determinants and Economic Impact In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2025 | Extreme Weather in Europe: Determinants and Economic Impact.(2025) 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 | 7 |
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 |
In: . [Full Text][Citation analysis] | article | 0 | |
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 April, 14 2025. Contact: CitEc Team