CLAUDIO MORANA : Citation Profile

Università degli Studi di Milano-Bicocca (93% share)
Università degli Studi di Milano-Bicocca (4% share)
Università degli Studi di Torino (2% share)
Rimini Centre for Economic Analysis (RCEA) (1% share)

21

H index

33

i10 index

1471

Citations

RESEARCH PRODUCTION:

80

Articles

105

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   27 years (1998 - 2025). See details.
   Cites by year: 54
   Journals where CLAUDIO MORANA has often published
   Relations with other researchers
   Recent citing documents: 92.    Total self citations: 113 (7.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo818
   Updated: 2026-06-13    RAS profile: 2026-06-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Bagliano, Fabio (4)

Hecq, Alain (4)

Tirelli, Patrizio (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with CLAUDIO MORANA.

Is cited by:

GUPTA, RANGAN (45)

Ben Nasr, Adnen (21)

Gil-Alana, Luis (21)

Ajmi, Ahdi Noomen (20)

Caporale, Guglielmo Maria (14)

Allen, David (14)

Teräsvirta, Timo (13)

Tiwari, Aviral (13)

Misas, Martha (11)

Härdle, Wolfgang (11)

Scharth, Marcel (11)

Cites to:

Bollerslev, Tim (71)

Bai, Jushan (63)

Engle, Robert (42)

Hamilton, James (42)

Reichlin, Lucrezia (42)

Pesaran, Mohammad (41)

Beltratti, Andrea (40)

Baillie, Richard (38)

Watson, Mark (37)

Bagliano, Fabio (36)

Diebold, Francis (36)

Main data

Where CLAUDIO MORANA has published?

Journals with more than one article published# docs
Applied Economics Letters6
Applied Financial Economics6
Applied Economics6
Economic Modelling6
Journal of Empirical Finance5
Journal of Banking & Finance4
Giornale degli Economisti4
European Economic Review3
Energy Economics2
Empirical Economics2
Journal of Regulatory Economics2
Studies in Nonlinear Dynamics & Econometrics2
Econometrics and Statistics2
Journal of Financial Transformation2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
Working Papers / University of Milano-Bicocca, Department of Economics23
Working Paper series / Rimini Centre for Economic Analysis14
ICER Working Papers / ICER - International Centre for Economic Research12
CeRP Working Papers / Center for Research on Pensions and Welfare Policies, Turin (Italy)11
ICER Working Papers - Applied Mathematics Series / ICER - International Centre for Economic Research9
Working Paper Series / European Central Bank9
Carlo Alberto Notebooks / Collegio Carlo Alberto5
Working Papers / Fondazione Eni Enrico Mattei5
Working papers / Former Department of Economics and Public Finance "G. Prato", University of Torino4
Working papers / Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino3
Energy: Resources and Markets / Fondazione Eni Enrico Mattei (FEEM)2

Recent works citing CLAUDIO MORANA (2026 and 2025)

YearTitle of citing document
2024Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe. In: Papers. RePEc:arx:papers:2404.05209.

Full description at Econpapers || Download paper

2024Unveiling Nonlinear Dynamics in Catastrophe Bond Pricing: A Machine Learning Perspective. (2024). Lu, Yufan ; Chen, Xiaowei ; Zhou, Rui ; Li, Hong. In: Papers. RePEc:arx:papers:2405.00697.

Full description at Econpapers || Download paper

2024A new GARCH model with a deterministic time-varying intercept. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Back, Alexander ; Ahlgren, Niklas. In: Papers. RePEc:arx:papers:2410.03239.

Full description at Econpapers || Download paper

2026Bubble Detection with Application to Green Bubbles: A Noncausal Approach. (2025). Hecq, Alain ; Giancaterini, Francesco ; Jasiak, Joann ; Neyazi, Aryan Manafi. In: Papers. RePEc:arx:papers:2505.14911.

Full description at Econpapers || Download paper

2025Design and valuation of multi-region CoCoCat bonds. (2025). Zdeb, Martyna ; Teuerle, Marek ; Burnecki, Krzysztof ; Wszola, Jacek. In: Papers. RePEc:arx:papers:2510.17221.

Full description at Econpapers || Download paper

2025Machine learning models for predicting catastrophe bond coupons using climate data. (2025). Burnecki, Krzysztof ; Balcerek, Michal ; Ko, Julia. In: Papers. RePEc:arx:papers:2512.22660.

Full description at Econpapers || Download paper

2026The Asset Price Channel of Monetary Policy: Evidence from Regional Stock-Market Developments in the Successor States of Former Yugoslavia. (2026). Tanevski, Stefan. In: Papers. RePEc:arx:papers:2605.14575.

Full description at Econpapers || Download paper

2026Estimation and Inference in Quantile Regressions with Multiple Fixed Effects. (2026). Siles, Leonardo ; Canavire-Bacarreza, Gustavo ; Ramos, Andrey ; Rios-Avila, Fernando. In: International Center for Public Policy Working Paper Series, at AYSPS, GSU. RePEc:ays:ispwps:paper2615.

Full description at Econpapers || Download paper

2024The impact of US housing demand and supply shocks on the Australian economy: Analysis implementing a SVAR model. (2024). Manning, Patrick. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:s1:p:79-88.

Full description at Econpapers || Download paper

2024Climate-Linked Bonds. (2024). Broeders, Dirk ; Verhoeven, Niek ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:817.

Full description at Econpapers || Download paper

2025Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011.

Full description at Econpapers || Download paper

2025Democracy and environmental concern: an analysis of selected South American countries. (2025). Castro, Andressa Porto ; Aniceto, Marco Tlio. In: Revista CEPAL. RePEc:ecr:col070:85915.

Full description at Econpapers || Download paper

2024High temperature, bargaining power and within-firm wage inequality: Evidence from China. (2024). Yuan, Zhengrong ; Ding, Hai. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000853.

Full description at Econpapers || Download paper

2024Income inequality and household debt: A U.S. state-level spatial analysis. (2024). Vijverberg, Chu-Ping C. In: Economic Modelling. RePEc:eee:ecmode:v:138:y:2024:i:c:s0264999324001287.

Full description at Econpapers || Download paper

2024Climate 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

2024The 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

2026Unpacking the green box: Endogenous preferences and environmental policy stringency in European Countries. (2026). SERRANITO, Francisco ; Gatti, Donatella ; Lo, Gaye-Del. In: Ecological Economics. RePEc:eee:ecolec:v:240:y:2026:i:c:s092180092500309x.

Full description at Econpapers || Download paper

2024Estimation 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

2024Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs. (2024). Cho, Dooyeon ; Rho, Seunghwa ; Baillie, Richard T. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:88-112.

Full description at Econpapers || Download paper

2024Edgeworth expansions for multivariate random sums. (2024). Mazur, Stepan ; Loperfido, Nicola ; Javed, Farrukh. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:66-80.

Full description at Econpapers || Download paper

2024Dynamic 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

2024An 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

2025The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806.

Full description at Econpapers || Download paper

2025How do economies decarbonize growth under finance-energy inequality? Global evidence. (2025). Tiwari, Aviral ; Sharma, Gagan Deep ; Hong, Diem Thi ; Trinh, Hai Hong. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008818.

Full description at Econpapers || Download paper

2025Pricing climate transition risk: Evidence from European corporate CDS. (2025). Costola, Michele ; Vozian, Katia. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000714.

Full description at Econpapers || Download paper

2025From coal to clean energy: Economic and environmental determinants of household energy transition in Poland. (2025). Hadasik, Bartomiej ; Kubiczek, Jakub ; Ryczko, Aleksandra ; Krawczyska, Dominika ; Przedworska, Kornelia. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325005249.

Full description at Econpapers || Download paper

2025Reaction of Chinese housing prices to oil prices and monetary policy shocks. (2025). Chen, Bin ; Zhu, Xingyi. In: Energy Policy. RePEc:eee:enepol:v:198:y:2025:i:c:s0301421524004968.

Full description at Econpapers || Download paper

2025Energy commodities, metal markets, and money supply: Asymmetric information transmission mechanism of easing and tightening. (2025). Wang, Yu-Min ; Lin, Che-Chun ; Tsai, I-Chun. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225039064.

Full description at Econpapers || Download paper

2025Impact of carbon prices on household behaviors in housing transactions. (2025). Wu, Yanting ; Kryzanowski, Lawrence. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003096.

Full description at Econpapers || Download paper

2025Circular economy and firm-specific risks: A risk management perspective. (2025). Soana, Maria Gaia ; Allodi, Evita. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005411.

Full description at Econpapers || Download paper

2024The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

Full description at Econpapers || Download paper

2024The 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

2025Effects of oil shocks on global securitized real estate markets. (2025). Yunus, Nafeesa. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325001369.

Full description at Econpapers || Download paper

2025Selective exposure reduces voluntary contributions: Experimental evidence from the German Internet Panel. (2025). Rohde, Linna Marie ; Innocenti, Federico. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125002008.

Full description at Econpapers || Download paper

2025The impact of financial stress shocks on commodity prices. (2025). Zhou, Zhiping ; Wang, Kai ; Zhang, Cheng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001718.

Full description at Econpapers || Download paper

2024Forecasting crude oil returns with oil-related industry ESG indices. (2024). Zhang, Yaojie ; Li, Kaixin ; Wang, Yudong. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000631.

Full description at Econpapers || Download paper

2024Does crude oil price volatility respond asymmetrically to financial shocks?. (2024). Priya, Pragati ; Pal, Debdatta. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003969.

Full description at Econpapers || Download paper

2025Is connectedness between commodity volatility indices and G-7 stock market returns the same across return quantiles?. (2025). Hadhri, Sinda ; Hanif, Waqas ; el Khoury, Rim. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000258.

Full description at Econpapers || Download paper

2025Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408.

Full description at Econpapers || Download paper

2025Information flow between asset classes during extreme events. (2025). Quintino, Derick ; Ferreira, Paulo ; Almeida, Dora ; Dionsio, Andreia ; Aslam, Faheem. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:671:y:2025:i:c:s0378437125003395.

Full description at Econpapers || Download paper

2024On 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

2024Stock market and inequality distributions – Evidence from the BRICS and G7 countries. (2024). Wu, Weiou ; Korkos, Ioannis ; 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

2025Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

Full description at Econpapers || Download paper

2025An enquiry into the monetary policy and stock market shocks in the US. (2025). Sharif, Taimur ; Cotturone, Saulo ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000887.

Full description at Econpapers || Download paper

2025The dynamic impact of cryptocurrency implied exchange rates on stock market returns: An empirical study of G7 countries. (2025). Xiao, Zumian ; Feng, Chao ; Ma, Shiqun ; Xiang, Lijin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000595.

Full description at Econpapers || Download paper

2025How do housing markets comove with the financial system? Evidence from dynamic risk spillovers. (2025). Shan, Shuwen ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002430.

Full description at Econpapers || Download paper

2024“Minus 1” and energy costs constants: Empirical evidence, theory and policy implications. (2024). Grubb, Michael ; Bashmakov, Igor ; Hinder, Ben ; Myshak, Anna ; Lowe, Robert ; Drummond, Paul. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:95-115.

Full description at Econpapers || Download paper

2025Does Saudi Arabias International Competitiveness Improve Due to Sanctions Imposed on Competitors? The case of two wars. (2025). Razek, Noha ; Rajan, Surya ; McQuinn, Brian ; Galvani, Valentina. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:74:y:2025:i:c:p:457-482.

Full description at Econpapers || Download paper

2025The winds of inequalities: How hurricanes affect inequalities at the macro level. (2025). Vignoboul, Aubin. In: World Development. RePEc:eee:wdevel:v:188:y:2025:i:c:s0305750x24002973.

Full description at Econpapers || Download paper

2025Digital 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

2024Recent 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

2024Crude Oil Price Movements and Institutional Traders. (2024). Harris, Jeffrey ; Brunetti, Celso ; Buyukahin, Bahattin. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:1:p:6-97:d:1349099.

Full description at Econpapers || Download paper

2024Persistent and Long-Term Co-Movements between Gender Equality and Global Prices. (2024). Gil-Alana, Luis ; del Rio, Marta ; Infante, Juan. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:7:p:175-:d:1429510.

Full description at Econpapers || Download paper

2025Economic Growth in Rural Areas, Resource Agglomeration, and Stock Market Performance: Evidence from China. (2025). Geng, Guojing. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:29-:d:1601162.

Full description at Econpapers || Download paper

2024Development of New Products for Climate Change Resilience in South Africa—The Catastrophe Resilience Bond Introduction. (2024). Mutsvene, Thomas ; Klingelhofer, Heinz Eckart. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:5:p:199-:d:1393077.

Full description at Econpapers || Download paper

2024The Impact of Digital Finance on the Urban–Rural Income Gap in China: The Mediating Role of Employment Structural Transformation. (2024). Li, Wenshun ; Zhao, Jing. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:19:p:8365-:d:1486196.

Full description at Econpapers || Download paper

2025The Impact of Monetary Policy Through Production Networks—Empirical Evidence from Sectoral Electricity Consumption in China. (2025). Guo, YE ; Wu, Guoyao ; Lan, Zhiqiang. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:19:p:8919-:d:1766687.

Full description at Econpapers || Download paper

2025Behavioral Expectations of Business School Students Concerning Extreme Climate Events: Regional Insights and Implications for Southeast Europe. (2025). Alfirevi, Nika ; Renduli, Darko ; Ka, Sonja Mlaker. In: World. RePEc:gam:jworld:v:6:y:2025:i:1:p:33-:d:1603890.

Full description at Econpapers || Download paper

2024Climate 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

2025The Effects of Financial Innovation, Sustainable Development of the Stock Market, and Economic Growth in Mexico. (2025). Gomez, Mario Alejandro ; Rodriguez, Alfonso Martin. In: International Business Research. RePEc:ibn:ibrjnl:v:18:y:2025:i:3:p:74.

Full description at Econpapers || Download paper

2025OPEC Basket Monthly Crude Oil Price Forecasting: Comparative Study Between Prophet Facebook, NNAR, FTS Models. (2025). Choubar, Lyes ; Hadjira, Abdelmounaim ; Salhi, Hicham. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10762-7.

Full description at Econpapers || Download paper

2024The macroeconomic effect of petroleum product price regulation in alleviating the crude oil price volatility. (2024). Wang, Zanxin ; Liu, Yaqing. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09631-y.

Full description at Econpapers || Download paper

2025Impact of House Price on Economic Stability: Some Lessons from OECD Countries. (2025). Asadov, Alam I ; Ibrahim, Mansor H ; Yildirim, Ramazan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:71:y:2025:i:2:d:10.1007_s11146-023-09945-0.

Full description at Econpapers || Download paper

2025Predicting Regional Unemployment in the EU. (2025). Resce, Giuliano ; Zanoni, Angela ; Paglialunga, Elena. In: Economics & Statistics Discussion Papers. RePEc:mol:ecsdps:esdp25101.

Full description at Econpapers || Download paper

2025Is portfolio diversification still effective: evidence spanning three crises from the perspective of U.S. investors. (2025). McMillan, David G ; Kambouroudis, Dimos ; Huang, Rong. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-025-00398-z.

Full description at Econpapers || Download paper

2025Use of refillable bottles by Italian students and non-student adults: testing an extended model of the theory of planned behavior. (2025). Canova, Luigina ; Manganelli, Anna Maria ; Beninc, Angela ; Bobbio, Andrea. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05962-x.

Full description at Econpapers || Download paper

2026A changing climate change climate? A meta-analysis of climate change attitudes and polarization in the Netherlands spanning four decades. (2026). Tolsma, Jochem ; Peelen, Anuschka. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:13:y:2026:i:1:d:10.1057_s41599-026-06638-w.

Full description at Econpapers || Download paper

2026Global Economic Cycles Unveiled: A Hybrid TCN-HMM Approach for Regime Dynamics Across Eight Nations. (2026). Aly, Tarek Bahaa. In: MPRA Paper. RePEc:pra:mprapa:127574.

Full description at Econpapers || Download paper

2025Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models. (2025). Sibbertsen, Philipp ; Less, Vivien. In: Working Papers. RePEc:ptu:wpaper:w202503.

Full description at Econpapers || Download paper

2024Financial cycle synchronization in the advanced and systemic middle-income economies: evidence from a dynamic factor model. (2024). Nzimande, Ntokozo ; Magubane, Khwazi ; Nyatanga, Phocenah. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:13:y:2024:i:7:p:301-314.

Full description at Econpapers || Download paper

2024Net-Zero Policy vs Energy Security: The Impact on GCC Countries. (2024). Simshauser, Paul ; D'Errico, Maria Chiara ; Bigerna, Simona ; Polinori, Paolo. In: The Energy Journal. RePEc:sae:enejou:v:45:y:2024:i:1_suppl:p:133-164.

Full description at Econpapers || Download paper

2024Assessing the Determinants of Bank Interest Rate Spread: Evidence From Western Balkan Countries. (2024). Aliu, Florin ; Nuhiu, Artor ; Hoti, Arbaer. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:4:p:21582440241301882.

Full description at Econpapers || Download paper

2025Extending Climate Change Action to Persons with Disabilities in the Middle East and North Africa: Exploring the Moderators of Attitudes and Climate Change Behaviour Awareness Among Persons with Sensory Disabilities. (2025). Opoku, Maxwell Peprah ; Frimpomaa, Lilian ; Gyimah, Ebenezer Mensah ; Alnuaimi, Aysha ; Moustafa, Ashraf ; Kuyini, Ahmed Bawa. In: SAGE Open. RePEc:sae:sagope:v:15:y:2025:i:4:p:21582440251382521.

Full description at Econpapers || Download paper

2025Impact of COVID-19 Cases, Deaths, Stringency and Vaccinations on the US Stock Market. (2025). Karedla, Yaswanth ; Mishra, Rohit ; Sharma, Rajesh ; Patel, Nikunj. In: Vision. RePEc:sae:vision:v:29:y:2025:i:4:p:465-477.

Full description at Econpapers || Download paper

2025Robustness and spurious long memory: evidence from the generalized autoregressive score models. (2025). Shi, Yanlin ; Gao, Guangyuan. In: Annals of Operations Research. RePEc:spr:annopr:v:352:y:2025:i:3:d:10.1007_s10479-023-05484-2.

Full description at Econpapers || Download paper

2024Income 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

2026Forecasting crude oil prices: a novel model combined multisource predictors, factor screening, and forecast combination. (2026). Wang, Weizhong ; Ma, Yilin. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00837-1.

Full description at Econpapers || Download paper

2025Exploring the effects of tourism capital investment on income inequality and poverty in the European Union countries. (2025). Fuinhas, Jos Alberto ; Castilho, Daniela. In: Journal of Economic Structures. RePEc:spr:jecstr:v:14:y:2025:i:1:d:10.1186_s40008-025-00349-2.

Full description at Econpapers || Download paper

2024Financial 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

2025Non-linearity Between Finance and Income Inequality: A Panel Data Analysis for EAGLE Countries. (2025). Mushtaq, Shahzad ; Younsi, Moheddine ; Sagheer, Zoofshan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-02302-3.

Full description at Econpapers || Download paper

2025Income 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

2025The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

Full description at Econpapers || Download paper

2025Revisiting the Dynamics of CEE Capital Markets. (2025). George-Cristian, Ttaru ; Ioan, Ttaru Rzvan ; Andreea, Iordache. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:1856-1874:n:1015.

Full description at Econpapers || Download paper

2024Linkages of International Business Cycle: An Euclidean Distance-Based Network Approach. (2024). Paramanik, Rajendra Narayan ; Mustafa, MD ; Ansari, Zeeshan Nezami. In: Economic Research Guardian. RePEc:wei:journl:v:14:y:2024:i:2:p:163-175.

Full description at Econpapers || Download paper

2024Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries. (2024). Lau, Chi Keung ; Elsayed, Ahmed ; Sheng, Xin ; Downing, Gareth ; Marco, Chi Keung. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1804-1819.

Full description at Econpapers || Download paper

2025Exchange rate misalignment and financial development in Africa. (2025). Nchofoung, Tii ; Gbambie, Ladifatou Ndi ; Ojong, Nathanael. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:552-569.

Full description at Econpapers || Download paper

2025The term structure of interest rates as predictor of stock market volatility. (2025). Megaritis, Anastasios ; Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Kontonikas, Alexandros. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:3212-3229.

Full description at Econpapers || Download paper

2025Environmental protection versus economic growth: Determinants of individual preference. (2025). de Mattos, Ely Jos ; Castro, Andressa Porto. In: Journal of International Development. RePEc:wly:jintdv:v:37:y:2025:i:1:p:87-106.

Full description at Econpapers || Download paper

2025Current climate action trends in party‐political manifestos: A content analysis provides hints to move forward. (2025). Vieira, Helena ; Lilleb, Ana ; Brs, Gonalo Rodrigues. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:2:p:1948-1967.

Full description at Econpapers || Download paper

2025Climate Change and Insurance: Embracing Resilience for Private Market Survival. (2025). Bocchini, Paolo ; Roper, John A ; Casagrande, David G. In: Sustainable Development. RePEc:wly:sustdv:v:33:y:2025:i:6:p:8499-8510.

Full description at Econpapers || Download paper

2024COVID 19 and Wage Polarization: A task based approach. (2024). scicchitano, sergio ; schettino, francesco ; Suppa, Domenico. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1398.

Full description at Econpapers || Download paper

2025Green Investments and Worker Voice. (2025). Rinaldi, Riccardo ; Landini, Fabio ; Bisi, Davide. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1699.

Full description at Econpapers || Download paper

Works by CLAUDIO MORANA:

YearTitleTypeCited
2013The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective In: The Energy Journal.
[Full Text][Citation analysis]		article12
2018Some Financial Implications of Global Warming: an Empirical Assessment In: CSI: Climate and Sustainable Innovation.
[Full Text][Citation analysis]		paper5
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
2018Some 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
2017Some 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
2018Some 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
2012Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation In: Energy: Resources and Markets.
[Full Text][Citation analysis]		paper99
2012Oil 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: 99		paper
2013Oil 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: 99		article
2012Oil 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: 99		paper
2013Oil 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: 99		paper
2012The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective In: Energy: Resources and Markets.
[Full Text][Citation analysis]		paper12
2012The 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
2013The 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
2013The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective.(2013) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2017Temperature Anomalies, Radiative Forcing and ENSO In: MITP: Mitigation, Innovation and Transformation Pathways.
[Full Text][Citation analysis]		paper0
2017Temperature Anomalies, Radiative Forcing and ENSO.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2017Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2017Temperature anomalies, radiative forcing and ENSO.(2017) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022Is climate change time reversible? In: Papers.
[Full Text][Citation analysis]		paper7
2022Is Climate Change Time-Reversible?.(2022) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2022Is climate change time-reversible?.(2022) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2022Is climate change time reversible?.(2022) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2001Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data In: Economic Notes.
[Full Text][Citation analysis]		article6
2000Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article5
2002Common 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]		article8
2003Erratum In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2006A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper0
2006International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper23
2009International macroeconomic dynamics: A factor vector autoregressive approach.(2009) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2006International 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
2007Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms? In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper22
2010Business 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: 22		article
2015It 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]		paper4
2015It 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
2017It 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
2015It 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
2024Eurozone Economic Integration: Historical Developments and New Challenges Ahead In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper1
2025Eurozone economic integration: Historical developments and new challenges ahead.(2025) In: European Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2024Eurozone Economic Integration: Historical Developments and New Challenges Ahead.(2024) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2024Eurozone Economic Integration: Historical Developments and New Challenges Ahead.(2024) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2024Eurozone Economic Integration: Historical Developments and New Challenges Ahead.(2024) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2010The 2007-? financial crisis: a money market perspective In: CeRP Working Papers.
[Full Text][Citation analysis]		paper0
2010The Great Recession: US dynamics and spillovers to the world economy In: CeRP Working Papers.
[Full Text][Citation analysis]		paper87
2012The 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: 87		article
2010The 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: 87		paper
2010The 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: 87		paper
2012Determinants of US financial fragility conditions In: CeRP Working Papers.
[Full Text][Citation analysis]		paper21
2014Determinants of US financial fragility conditions.(2014) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2013Determinants of US Financial fragility conditions.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2012Determinants of US financial fragility conditions.(2012) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2013New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil In: CeRP Working Papers.
[Full Text][Citation analysis]		paper0
2014New 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]		paper10
2014Insights 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
2013Insights 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
2015Financial deepening and income distribution inequality in the euro area In: CeRP Working Papers.
[Full Text][Citation analysis]		paper1
2015Financial 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
2015Financial 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
2016The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises In: CeRP Working Papers.
[Full Text][Citation analysis]		paper0
2015The US$/‚¬ 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
2016Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area In: CeRP Working Papers.
[Full Text][Citation analysis]		paper23
2017Macroeconomic 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: 23		article
2016Macroeconomic 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: 23		paper
2016Macroeconomic 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: 23		paper
2016Macroeconomic 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: 23		paper
2009Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence In: CeRP Working Papers.
[Full Text][Citation analysis]		paper0
2008Permanent 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
2010The effects of US economic and financial crises on euro area convergence In: CeRP Working Papers.
[Full Text][Citation analysis]		paper2
2011The 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
2010The 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
2000Measuring core inflation in the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2002Monetary policy and the stock market in the euro area In: Working Paper Series.
[Full Text][Citation analysis]		paper65
2004Monetary 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: 65		article
2003Volatility of interest rates in the euro area: evidence from high frequency data In: Working Paper Series.
[Full Text][Citation analysis]		paper16
2006Volatility 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
2004A structural common factor approach to core inflation estimation and forecasting In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2007A 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
2004Frequency domain principal components estimation of fractionally cointegrated processes In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2004Frequency 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
2006Comovements in volatility in the euro money market In: Working Paper Series.
[Full Text][Citation analysis]		paper21
2010Comovements 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
2007Comovements 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
2007Structural econometric approach to bidding in the main refinancing operations of the Eurosystem In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2006Structural 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
2007Structural 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
2008Modelling short-term interest rate spreads in the euro money market In: Working Paper Series.
[Full Text][Citation analysis]		paper20
2008Modeling 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: 20		article
2012Euro money market spreads during the 2007-? financial crisis In: Working Paper Series.
[Full Text][Citation analysis]		paper7
2012Euro 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: 7		article
2007Multivariate modelling of long memory processes with common components In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article9
2006Multivariate 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
2009Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article129
2007Modeling 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: 129		paper
2014Modeling 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: 129		paper
2006A small scale macroeconometric model for the Euro-12 area In: Economic Modelling.
[Full Text][Citation analysis]		article3
2012Adaptive ARFIMA models with applications to inflation In: Economic Modelling.
[Full Text][Citation analysis]		article15
2018Financial development and income distribution inequality in the euro area In: Economic Modelling.
[Full Text][Citation analysis]		article49
2019Climate change implications for the catastrophe bonds market: An empirical analysis In: Economic Modelling.
[Full Text][Citation analysis]		article25
2006Breaks and persistency: macroeconomic causes of stock market volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article70
2004Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2019Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices In: Econometrics and Statistics.
[Full Text][Citation analysis]		article4
2018Regularized 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
2024A new macro-financial condition index for the euro area In: Econometrics and Statistics.
[Full Text][Citation analysis]		article4
2021A 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
2021A 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
2025Introduction to the special issue on macroeconomic regime changes: Theory, evidence, and policy challenges ahead In: European Economic Review.
[Full Text][Citation analysis]		article0
2026Extreme weather in Europe: Determinants and economic impact In: European Economic Review.
[Full Text][Citation analysis]		article1
2025Extreme Weather in Europe: Determinants and Economic Impact.(2025) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2025Extreme Weather in Europe: Determinants and Economic Impact.(2025) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2004Structural change and long-range dependence in volatility of exchange rates: either, neither or both? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article69
2016The financial Kuznets curve: Evidence for the euro area In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article10
1999Computing value at risk with high frequency data In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article27
2001A semiparametric approach to short-term oil price forecasting In: Energy Economics.
[Full Text][Citation analysis]		article101
2021Climate change awareness: Empirical evidence for the European Union In: Energy Economics.
[Full Text][Citation analysis]		article52
2021Climate change awareness: Empirical evidence for the European Union.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2020Climate change awareness: Empirical evidence for the European Union.(2020) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2000Central bank interventions and exchange rates: an analysis with high frequency data In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article11
2008Comovements in international stock markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article91
2006Comovements in International Stock Markets.(2006) In: ICER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91		paper
2009On the macroeconomic causes of exchange rate volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]		article30
2007On the macroeconomic causes of exchange rates volatility.(2007) In: ICER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2004The Japanese stagnation: an assessment of the productivity slowdown hypothesis In: Japan and the World Economy.
[Full Text][Citation analysis]		article6
2002The effects of the introduction of the euro on the volatility of European stock markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article43
2010International house prices and macroeconomic fluctuations In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article89
2003Measuring US core inflation: A common trends approach In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article11
2005Frequency 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]		article0
2002An empirical investigation of long-run growth in the UK In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article0
2022The risks of exiting too early the policy responses to the COVID-19 recession In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper1
2021The 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
2021The 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
2012New Paradigms in Monetary Theory and Policy? In: SUERF Studies.
[Full Text][Citation analysis]		book3
2012Real Oil Prices since the 1990s In: Review of Environment, Energy and Economics - Re3.
[Full Text][Citation analysis]		article1
1998Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis In: Giornale degli Economisti.
[Citation analysis]		article4
1999Measuring Core Inflation in Italy In: Giornale degli Economisti.
[Citation analysis]		article2
2003Long-Run Growth and Income Distribution: Evidence for Italy and the US In: Giornale degli Economisti.
[Full Text][Citation analysis]		article0
2004Regional Convergence in Italy: 1951-2000 In: Giornale degli Economisti.
[Full Text][Citation analysis]		article3
2005Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios. In: ICER Working Papers.
[Full Text][Citation analysis]		paper0
2006Structural 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
2006International Stock Markets Comovements: the Role of Economic and Financial Integration In: ICER Working Papers.
[Full Text][Citation analysis]		paper16
2008International 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: 16		article
2006The End of the Japanese Stagnation: an Assessment of the Policy Solutions In: ICER Working Papers.
[Full Text][Citation analysis]		paper0
2004The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? In: ICER Working Papers.
[Full Text][Citation analysis]		paper3
2005The 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
2006Net Inflows and Time-Varying Alphas: The Case of Hedge Funds In: ICER Working Papers.
[Full Text][Citation analysis]		paper0
2007Factor demand modelling: the theory and the practice In: ICER Working Papers.
[Full Text][Citation analysis]		paper1
2009Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]		paper1
2008Realized portfolio selection in the euro area In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]		paper0
2008International shocks and national house prices In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]		paper0
2008Realized Betas and the Cross-Section of Expected Returns In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]		paper5
2009Realized 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
2010The 2007-? financial crisis: a euro area money market perspective In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]		paper0
2010Heteroskedastic 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]		paper0
2007Estimating, Filtering and Forecasting Realized Betas In: ICER Working Papers - Applied Mathematics Series.
[Full Text][Citation analysis]		paper1
2000Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industrys Periodic Price Review. In: Journal of Regulatory Economics.
[Full Text][Citation analysis]		article10
2002Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry. In: Journal of Regulatory Economics.
[Full Text][Citation analysis]		article0
2013Factor 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]		paper0
2014Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks In: Working Papers.
[Full Text][Citation analysis]		paper2
2015Model Averaging by Stacking In: Working Papers.
[Full Text][Citation analysis]		paper0
2015Model Averaging by Stacking.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015Semiparametric Estimation of Multivariate GARCH Models In: Working Papers.
[Full Text][Citation analysis]		paper1
2017Semiparametric Estimation of Multivariate GARCH Models.(2017) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2023Euro area inflation and a new measure of core inflation In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Euro 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
2023Green risk in Europe In: Working Papers.
[Full Text][Citation analysis]		paper1
2024Green risk in Europe.(2024) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2007Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach In: Working Papers.
[Full Text][Citation analysis]		paper14
2009Medium-term macroeconomic determinants of exchange rate volatility In: Journal of Financial Transformation.
[Full Text][Citation analysis]		article0
Statistical benefits of value-at-risk with long memory In: Journal of Risk.
[Full Text][Citation analysis]		article0
2009An omnibus noise filter In: Computational Statistics.
[Full Text][Citation analysis]		article0
2003A common trends model of UK core inflation In: Empirical Economics.
[Full Text][Citation analysis]		article7
2008Factor vector autoregressive estimation: a new approach In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article1
2004Stock market volatility of regulated industries: an empirical assessment In: Portuguese Economic Journal.
[Full Text][Citation analysis]		article5
2004Some frequency domain properties of fractionally cointegrated processes In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2007Does the stock market affect income distribution? Some empirical evidence for the US In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2002IGARCH effects: an interpretation In: Applied Economics Letters.
[Full Text][Citation analysis]		article8
2002Core inflation in the Euro area In: Applied Economics Letters.
[Full Text][Citation analysis]		article24
2008Aggregate hedge funds flows and returns In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2010Permanent 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]		article2
2010Realized mean-variance efficient portfolio selection and euro area stock market integration In: Applied Financial Economics.
[Full Text][Citation analysis]		article1
2006The price stability oriented monetary policy of the ECB: an assessment In: Applied Economics.
[Full Text][Citation analysis]		article0
2007Inflation and monetary dynamics in the USA: a quantity-theory approach In: Applied Economics.
[Full Text][Citation analysis]		article4
2025Climate change risk pricing in the European stock market In: Applied Economics.
[Full Text][Citation analysis]		article0
2006Estimating long memory in the mark–dollar exchange rate with high frequency data In: Applied Financial Economics Letters.
[Full Text][Citation analysis]		article0
2011Macro-finance interactions in the US: A global perspective In: Working papers.
[Full Text][Citation analysis]		paper1
2025Climate and Sustainable Energy Econometrics and Statistics In: Environmetrics.
[Full Text][Citation analysis]		article0
2017The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises In: Journal of Forecasting.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team