Details about Fabio Filipozzi

Access statistics for papers by Fabio Filipozzi.

Last updated 2023-07-07. Update your information in the RePEc Author Service.

Short-id: pfi289

Working Papers

2015

1. Uncovered Interest Parity in Central and Eastern Europe: Sample, Expectations and Structural Breaks
   Working Papers, The University of Sheffield, Department of Economics View citations (3)
2. Uncovered interest parity in Central and Eastern Europe: expectations and structural breaks
   Bank of Estonia Working Papers, Bank of Estonia View citations (5)
   See also Journal Article Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks, Review of International Economics, Wiley Blackwell (2017) View citations (4) (2017)

2014

3. Currency hedge – walking on the edge?
   Bank of Estonia Working Papers, Bank of Estonia

Journal Articles

2017

1. Performance Evaluation of Fundamental Indexation Strategies on the NASDAQ OMX Baltic Stock Exchange
   Research in Economics and Business: Central and Eastern Europe, 2017, 9, (2)
2. Uncovered interest parity in Central and Eastern Europe: Expectations and structural breaks
   Review of International Economics, 2017, 25, (4), 695-710 View citations (4)
   See also Working Paper Uncovered interest parity in Central and Eastern Europe: expectations and structural breaks, Bank of Estonia Working Papers (2015) View citations (5) (2015)

2015

3. Do foreign exchange forecasters believe in Uncovered Interest Parity?
   Economics Letters, 2015, 133, (C), 92-95 View citations (4)

2013

4. Covered Interest Parity and the Global Financial Crisis in Four Central and Eastern European Countries
   Eastern European Economics, 2013, 51, (1), 21-35 View citations (5)

2010

5. The Financial Crisis in Central and Eastern Europe: the Measures and Determinants of the Exchange Market Pressure Index and the Money Market Pressure Index
   Research in Economics and Business: Central and Eastern Europe, 2010, 2, (2) View citations (2)

2009

6. Market‐Based Measures of Monetary Policy Expectations and Their Evolution Since the Introduction of the Euro
   Economic Notes, 2009, 38, (3), 137-167