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Details about Pierangelo De Pace

E-mail:
Homepage:http://sites.google.com/site/pierangelodepace/
Phone:+19096218744
Postal address:425, N College Ave Carnegie 205 Claremont, CA 91711, USA
Workplace:Economics Department, Pomona College, (more information at EDIRC)

Access statistics for papers by Pierangelo De Pace.

Last updated 2023-05-10. Update your information in the RePEc Author Service.

Short-id: pde112


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Working Papers

2020

  1. Comovement and Instability in Cryptocurrency Markets
    Economics Department, Working Paper Series, Economics Department, Pomona College Downloads View citations (1)
    See also Journal Article Comovement and instability in cryptocurrency markets, International Review of Economics & Finance, Elsevier (2023) Downloads View citations (4) (2023)
  2. Mildly Explosive Dynamics in U.S. Fixed Income Markets
    Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University Downloads View citations (1)
    Also in Economics Department, Working Paper Series, Economics Department, Pomona College (2020) Downloads View citations (1)
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas (2017) Downloads View citations (1)

    See also Journal Article Mildly explosive dynamics in U.S. fixed income markets, European Journal of Operational Research, Elsevier (2020) Downloads View citations (1) (2020)
  3. The International Spread of COVID-19 Stock Market Collapses
    Economics Department, Working Paper Series, Economics Department, Pomona College Downloads View citations (5)
    See also Journal Article The international spread of COVID-19 stock market collapses, Finance Research Letters, Elsevier (2021) Downloads View citations (26) (2021)

2014

  1. Co-movement of major commodity price returns: A time-series assessment
    IFPRI discussion papers, International Food Policy Research Institute (IFPRI) Downloads View citations (4)
    Also in Policy Research Working Paper Series, The World Bank (2014) Downloads View citations (3)

2013

  1. How did the financial crisis alter the correlations of U.S. yield spreads?
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (4)
    See also Journal Article How did the financial crisis alter the correlations of U.S. yield spreads?, Journal of Empirical Finance, Elsevier (2014) Downloads View citations (18) (2014)

2011

  1. The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (3)
    See also Journal Article (NON-)RESILIENCY OF FOREIGN DIRECT INVESTMENT IN THE UNITED STATES DURING THE 2007–2009 FINANCIAL CRISIS, Pacific Economic Review, Wiley Blackwell (2012) Downloads View citations (4) (2012)

2010

  1. Changes in the Second-Moment Properties of Disaggregated Capital Flows
    Fordham Economics Discussion Paper Series, Fordham University, Department of Economics Downloads
    Also in Working Papers, Federal Reserve Bank of St. Louis (2010) Downloads

    See also Journal Article Changes in the second-moment properties of disaggregated capital flows, Economics Letters, Elsevier (2012) Downloads View citations (1) (2012)

2009

  1. The Cyclical Properties of Disaggregated Capital Flows
    Fordham Economics Discussion Paper Series, Fordham University, Department of Economics Downloads View citations (4)
    Also in Working Papers, Federal Reserve Bank of St. Louis (2008) Downloads View citations (17)

    See also Journal Article The cyclical properties of disaggregated capital flows, Journal of International Money and Finance, Elsevier (2013) Downloads View citations (34) (2013)

2008

  1. Do European capital flows comove?
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (2)
    See also Journal Article Do European capital flows comove?, The North American Journal of Economics and Finance, Elsevier (2009) Downloads View citations (6) (2009)

2006

  1. Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe
    Econometrics, University Library of Munich, Germany Downloads

2005

  1. An Enlarged Economic and Monetary Union: Effects and Policy Implications
    Macroeconomics, University Library of Munich, Germany Downloads

Journal Articles

2023

  1. Comovement and instability in cryptocurrency markets
    International Review of Economics & Finance, 2023, 83, (C), 173-200 Downloads View citations (4)
    See also Working Paper Comovement and Instability in Cryptocurrency Markets, Economics Department, Working Paper Series (2020) Downloads View citations (1) (2020)

2021

  1. The international spread of COVID-19 stock market collapses
    Finance Research Letters, 2021, 42, (C) Downloads View citations (26)
    See also Working Paper The International Spread of COVID-19 Stock Market Collapses, Economics Department, Working Paper Series (2020) Downloads View citations (5) (2020)

2020

  1. Mildly explosive dynamics in U.S. fixed income markets
    European Journal of Operational Research, 2020, 287, (2), 712-724 Downloads View citations (1)
    See also Working Paper Mildly Explosive Dynamics in U.S. Fixed Income Markets, Working Papers (2020) Downloads View citations (1) (2020)

2016

  1. Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment
    Energy Economics, 2016, 57, (C), 28-41 Downloads View citations (82)
  2. The time-varying leading properties of the high yield spread in the United States
    International Journal of Forecasting, 2016, 32, (1), 203-230 Downloads View citations (4)

2014

  1. An international perspective on the recent behavior of inflation
    Review, 2014, 96, (3), 267-294 Downloads View citations (4)
  2. How did the financial crisis alter the correlations of U.S. yield spreads?
    Journal of Empirical Finance, 2014, 28, (C), 362-385 Downloads View citations (18)
    See also Working Paper How did the financial crisis alter the correlations of U.S. yield spreads?, Working Papers (2013) Downloads View citations (4) (2013)

2013

  1. CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION
    Macroeconomic Dynamics, 2013, 17, (3), 646-680 Downloads View citations (19)
  2. GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS
    International Journal of Finance & Economics, 2013, 18, (1), 1-24 View citations (9)
  3. High yield spreads, real economic activity, and the financial accelerator
    Economics Letters, 2013, 121, (3), 346-355 Downloads View citations (12)
  4. The cyclical properties of disaggregated capital flows
    Journal of International Money and Finance, 2013, 32, (C), 528-555 Downloads View citations (34)
    See also Working Paper The Cyclical Properties of Disaggregated Capital Flows, Fordham Economics Discussion Paper Series (2009) Downloads View citations (4) (2009)

2012

  1. (NON-)RESILIENCY OF FOREIGN DIRECT INVESTMENT IN THE UNITED STATES DURING THE 2007–2009 FINANCIAL CRISIS
    Pacific Economic Review, 2012, 17, (3), 368-390 Downloads View citations (4)
    See also Working Paper The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis, Working Papers (2011) Downloads View citations (3) (2011)
  2. Changes in the second-moment properties of disaggregated capital flows
    Economics Letters, 2012, 115, (1), 122-127 Downloads View citations (1)
    See also Working Paper Changes in the Second-Moment Properties of Disaggregated Capital Flows, Fordham Economics Discussion Paper Series (2010) Downloads (2010)

2009

  1. Do European capital flows comove?
    The North American Journal of Economics and Finance, 2009, 20, (2), 145-161 Downloads View citations (6)
    See also Working Paper Do European capital flows comove?, Working Papers (2008) Downloads View citations (2) (2008)

Software Items

2022

  1. HFUL_HLIM: Stata module for heteroskedasticity-robust version of the Fuller estimator and jackknife version of the limited-information maximum likelihood estimator
    Statistical Software Components, Boston College Department of Economics Downloads
 
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