11
H index
12
i10 index
442
Citations
Università degli Studi di Chieti e Pescara ("G. d'Annunzio") | 11 H index 12 i10 index 442 Citations RESEARCH PRODUCTION: 22 Articles 30 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Paolo Vitale. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of International Economics | 3 |
Journal of International Money and Finance | 3 |
The European Journal of Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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CEPR Discussion Papers / C.E.P.R. Discussion Papers | 9 |
Working Paper Series / European Central Bank | 2 |
Working Papers CASMEF / Dipartimento di Economia e Finanza, LUISS Guido Carli | 2 |
Working Papers / Fondazione Eni Enrico Mattei | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Foreign Exchange Fixings and Returns around the Clock. (2024). Mueller, Philippe ; Whelan, Paul ; Krohn, Ingomar. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:541-578. Full description at Econpapers || Download paper |
2024 | Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090. Full description at Econpapers || Download paper |
2024 | Blowing against the Wind? a narrative approach to central Bank foreign exchange intervention. (2024). Naef, Alain. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624001165. Full description at Econpapers || Download paper |
2024 | Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:743-761. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2014 | Optimal Climate Policy for a Pessimistic Social Planner In: Climate Change and Sustainable Development. [Full Text][Citation analysis] | paper | 2 |
2014 | Optimal Climate Policy for a Pessimistic Social Planner.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2019 | Optimal Climate Policy for a Pessimistic Social Planner.(2019) In: Environmental & Resource Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2019 | Uncertainty and Risk-aversion in a Dynamic Oligopoly with Sticky Prices In: ETA: Economic Theory and Applications. [Full Text][Citation analysis] | paper | 0 |
2019 | Uncertainty and Risk-aversion in a Dynamic Oligopoly with Sticky Prices.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2007 | A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 18 |
2004 | A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination.(2004) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2010 | A Transaction Data Study of the Forward Bias Puzzle In: Working Paper. [Full Text][Citation analysis] | paper | 7 |
2010 | A Transaction Data Study of the Forward Bias Puzzle.(2010) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
1995 | Information Flows in the Foreign Exchange Markets. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 4 |
1995 | Reserve Cycles. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 0 |
1995 | Risk-Averse Traders with Inside Information. In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
2001 | Equilibrium Exchange Rate Policies: Complicit Renegotiation-Proof Outcomes In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Equilibrium Exchange Rate Policies: Complicit Renegotiation-Proof Outcomes.(2002) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2002 | EQUILIBRIUM EXCHANGE RATE POLICIES: COMPLICIT RENEGOTIATION-PROOF OUTCOMES.(2002) In: Computing in Economics and Finance 2002. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2001 | Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 88 |
2003 | A transaction level study of the effects of central bank intervention on exchange rates.(2003) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | article | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | ||
2004 | An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 27 |
2004 | An empirical study of liquidity and information effects of order flow on exchange rates.(2004) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2006 | A Market Microstructure Analysis of Foreign Exchange Intervention In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2006 | A market microstructure analysis of foreign exchange intervention.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2006 | A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | Optimal Informed Trading in the Foreign Exchange Market In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2012 | Optimal informed trading in the foreign exchange market.(2012) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2017 | Ambiguity-aversion in a Single Auction Market In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2012 | Risk-averse insider trading in multi-asset sequential auction markets In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
1998 | Reserve and exchange rate cycles In: Journal of International Economics. [Full Text][Citation analysis] | article | 3 |
1999 | Sterilised central bank intervention in the foreign exchange market In: Journal of International Economics. [Full Text][Citation analysis] | article | 96 |
1998 | Two months in the life of several gilt-edged market makers on the London Stock Exchange In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 13 |
2018 | Robust trading for ambiguity-averse insiders In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2023 | The currency that came in from the cold: Capital controls and the information content of order flow In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
2021 | The currency that came in from the cold - Capital controls and the information content of order flow.(2021) In: Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2000 | Speculative noise trading and manipulation in the foreign exchange market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 25 |
1997 | Speculative Noise Trading and Manipulation in the Foreign Exchange Market.(1997) In: Economics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2010 | An empirical study of portfolio-balance and information effects of order flow on exchange rates In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 39 |
2018 | Optimal monetary policy for a pessimistic central bank In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
2003 | Foreign exchange intervention: how to signal policy objectives and stabilise the economy In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 30 |
2001 | Foreign exchange intervention and macroeconomic stability In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2002 | A transaction level study of the effects of central bank intervention on exchange rates In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2007 | An assessment of some open issues in the analysis of foreign exchange intervention In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 11 |
2017 | Pessimistic Optimal Choice for Risk-Averse Agents: The Continuous-Time Limit In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2012 | Linear Risk-averse Optimal Control Problems: Applications in Economics and Finance In: Working Papers CASMEF. [Full Text][Citation analysis] | paper | 0 |
2013 | Pessimistic optimal choice for risk-averse agents In: Working Papers CASMEF. [Full Text][Citation analysis] | paper | 0 |
1996 | Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market In: NBER Chapters. [Full Text][Citation analysis] | chapter | 25 |
2001 | Inflation and Sovereign Default In: IMF Staff Papers. [Full Text][Citation analysis] | article | 2 |
2015 | Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
2016 | Carry Trades, Order Flow, and the Forward Bias Puzzle.(2016) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2015 | Carry Trades, Order Flow and the Forward Bias Puzzle In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | A Dynamic Oligopoly with Price Stickiness and Risk-Averse Agents In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. [Full Text][Citation analysis] | article | 0 |
2017 | Insider trading in sequential auction markets with risk-aversion and time-discounting In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2011 | The impact of FX intervention on FX markets: a market microstructure analysis In: International Journal of Finance & Economics. [Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team