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Details about Massimiliano Marzo

Workplace:Facoltà di Economia (Faculty of Economics), Alma Mater Studiorum - Università di Bologna (University of Bologna), (more information at EDIRC)
Dipartimento di Scienze Economiche (Department of Economics), Alma Mater Studiorum - Università di Bologna (University of Bologna), (more information at EDIRC)

Access statistics for papers by Massimiliano Marzo.

Last updated 2023-04-03. Update your information in the RePEc Author Service.

Short-id: pma1020


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Working Papers

2013

  1. Domestic Versus International Determinants Of European Business Cycles: A GVAR Approach
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads View citations (1)
    See also Journal Article Domestic versus international determinants of European business cycles: a GVAR approach, Empirical Economics, Springer (2015) Downloads View citations (2) (2015)

2012

  1. A DSGE model with Endogenous Term Structure
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (11)
  2. Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
  3. Effective Trade Execution
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2012) Downloads View citations (1)
    Papers, arXiv.org (2012) Downloads View citations (1)
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2012) Downloads View citations (1)
  4. Measuring Market Liquidity: An Introductory Survey
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (10)
    Also in MPRA Paper, University Library of Munich, Germany (2011) Downloads View citations (30)
    Papers, arXiv.org (2011) Downloads View citations (31)
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2011) Downloads View citations (31)
  5. Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in Papers, arXiv.org (2012) Downloads
    MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (1)
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2012) Downloads View citations (1)

2011

  1. Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (1)
    Also in MPRA Paper, University Library of Munich, Germany (2011) Downloads View citations (1)
    Working Paper series, Rimini Centre for Economic Analysis (2011) Downloads View citations (1)
  2. Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method
    Papers, arXiv.org Downloads
    Also in Working Paper series, Rimini Centre for Economic Analysis (2011) Downloads
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2011) Downloads
    MPRA Paper, University Library of Munich, Germany (2011) Downloads
  3. The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
  4. Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (1)
    See also Journal Article Trading directions and the pricing of Euro interbank deposits in the long run, Applied Economics Letters, Taylor & Francis Journals (2012) Downloads View citations (1) (2012)

2010

  1. A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (2)
    See also Journal Article A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments, Journal of Policy Modeling, Elsevier (2011) Downloads View citations (8) (2011)
  2. Distortionary Tax Instruments and Implementable Monetary Policy
    EcoMod2010, EcoMod Downloads
    Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2009) Downloads View citations (1)

    See also Journal Article Distortionary tax instruments and implementable monetary policy, International Review of Economics & Finance, Elsevier (2013) Downloads View citations (1) (2013)
  3. Gold and the U.S. Dollar: Tales from the Turmoil
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (18)
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (1)

    See also Journal Article Gold and the U.S. dollar: tales from the turmoil, Quantitative Finance, Taylor & Francis Journals (2013) Downloads View citations (30) (2013)
  4. Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTS
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
  5. The Multiplier-Effects of Non-Wasteful Government Expenditure
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads

2009

  1. A Further Look at the 2004 Reform of the Operational Framework of the ECB
    Research Papers in Economics, Stockholm University, Department of Economics Downloads
    Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2009) Downloads
  2. Fiscal Rules in a Highly Distorted Economy
    EcoMod2009, EcoMod Downloads
    Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2008) Downloads View citations (4)
    MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (4)
  3. The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They?
    Research Papers in Economics, Stockholm University, Department of Economics Downloads

2008

  1. A (Un)Pleasant Arithmetic of Fiscal Policy: the Case of Italian Public Debt
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2008) Downloads
  2. A Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions
    Research Papers in Economics, Stockholm University, Department of Economics Downloads
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2008) Downloads
  3. Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy
    Research Papers in Economics, Stockholm University, Department of Economics Downloads View citations (4)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2008) Downloads
  4. Il Nuovo Accordo sul Capitale e il rapporto banca ? impresa nel sistema BCC Emilia-Romagna
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads

2007

  1. A credit risk model for Italian SMEs
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (2)
  2. Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets
    Research Papers in Economics, Stockholm University, Department of Economics Downloads
  3. Credit risk and Basel II: Are non-profit firms financially different?
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2007) Downloads
  4. Domestic political constraints to foreign aid effectiveness
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (2)
  5. Identity and the Dynamics of Preferences
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
  6. Volatility forecasting for crude oil futures
    Research Papers in Economics, Stockholm University, Department of Economics Downloads View citations (4)
    See also Journal Article Volatility forecasting for crude oil futures, Applied Economics Letters, Taylor & Francis Journals (2010) Downloads View citations (18) (2010)

2006

  1. Monetary Policy and the Term Structure: A Fully Structural DSGE approach
    Computing in Economics and Finance 2006, Society for Computational Economics
  2. Optimal Opportunistic Monetary Policy in A New-Keynesian Model
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (4)
    Also in Research Papers in Economics, Stockholm University, Department of Economics (2006) Downloads View citations (3)
  3. Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

  1. Optimal Monetary Policy in a Two Sector with Different Degree of Price and Wage Stickiness
    Computing in Economics and Finance 2005, Society for Computational Economics

2004

  1. Content Delivery and Vertical Integration in O-L Content Markets
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
  2. Monetary Policy, Fiscal Policy and Automatic Stabilizers: Welfare and Macroeconomic Stability
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
  3. Optimal Monetary Policy in a Simple Distorted Economy
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
  4. Volatility Matters: Taylor Rules and Capital Accumulation
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads

2003

  1. An Inventory of Simple Monetary Policy Rules in a New Keynesian Macroeconomic Model
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics Downloads View citations (12)
    See also Journal Article An inventory of simple monetary policy rules in a New Keynesian macroeconomic model, International Review of Economics & Finance, Elsevier (2007) Downloads View citations (34) (2007)
  2. Challenges for Monetary Policy and the Enlarged Euroland
    Eastward Enlargement of the Euro-zone Working Papers, Free University Berlin, Jean Monnet Centre of Excellence Downloads
  3. Final Report: Monetary and Fiscal Policy
    Eastward Enlargement of the Euro-zone Working Papers, Free University Berlin, Jean Monnet Centre of Excellence Downloads

2002

  1. The Eastward Enlargement of the Eurozone: The Shaping of Capital Markets. Regional Inputs on Data and Statistic
    Eastward Enlargement of the Euro-zone Working Papers, Free University Berlin, Jean Monnet Centre of Excellence Downloads

2001

  1. An Equilibrium Approach to the Term Structure of Interest rates with the Interaction between Monetary and Fiscal Policy
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
  2. Evaluating Monetary Policy Regimes: the Role of Nominal Rigidities
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads
  3. Monetary and Fiscal Policy Interactions: the Impact on the Term Structure of Interest Rates
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads View citations (3)

1998

  1. Fiscal Policy and Growth: a Survey
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna Downloads

Journal Articles

2021

  1. Fiscal Policy Perceptions in a Behavioral New Keynesian Model
    Annals of Economics and Finance, 2021, 22, (2), 255-287 Downloads

2018

  1. Macroeconomic Stability in a Model with Bond Transaction Services
    IJFS, 2018, 6, (1), 1-27 Downloads View citations (3)

2015

  1. Domestic versus international determinants of European business cycles: a GVAR approach
    Empirical Economics, 2015, 49, (2), 403-421 Downloads View citations (2)
    See also Working Paper Domestic Versus International Determinants Of European Business Cycles: A GVAR Approach, CAMA Working Papers (2013) Downloads View citations (1) (2013)
  2. Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil
    Financial Markets and Portfolio Management, 2015, 29, (3), 207-250 Downloads View citations (4)

2014

  1. Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil
    The Quarterly Review of Economics and Finance, 2014, 54, (4), 487-499 Downloads View citations (2)

2013

  1. Distortionary tax instruments and implementable monetary policy
    International Review of Economics & Finance, 2013, 25, (C), 219-243 Downloads View citations (1)
    See also Working Paper Distortionary Tax Instruments and Implementable Monetary Policy, EcoMod2010 (2010) Downloads (2010)
  2. Gold and the U.S. dollar: tales from the turmoil
    Quantitative Finance, 2013, 13, (4), 571-582 Downloads View citations (30)
    See also Working Paper Gold and the U.S. Dollar: Tales from the Turmoil, Working Paper series (2010) Downloads View citations (18) (2010)

2012

  1. Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues
    Journal of Finance and Investment Analysis, 2012, 1, (4), 8 Downloads View citations (1)
  2. Trading directions and the pricing of Euro interbank deposits in the long run
    Applied Economics Letters, 2012, 19, (18), 1827-1839 Downloads View citations (1)
    See also Working Paper Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run, Working Paper series (2011) Downloads View citations (1) (2011)

2011

  1. A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments
    Journal of Policy Modeling, 2011, 33, (6), 920-952 Downloads View citations (8)
    See also Working Paper A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments, Working Papers (2010) Downloads View citations (2) (2010)

2010

  1. ALTERNATIVAS PARA LA OPTIMIZACIÓN DE LAS CAPACIDADES DE ALMACENAMIENTO
    Contribuciones a la Economía, 2010, (2010-10) Downloads
  2. Volatility forecasting for crude oil futures
    Applied Economics Letters, 2010, 17, (16), 1587-1599 Downloads View citations (18)
    See also Working Paper Volatility forecasting for crude oil futures, Research Papers in Economics (2007) Downloads View citations (4) (2007)

2009

  1. A Note on the (Un)Pleasant Arithmetic of Fiscal Policy: The Case of Italian Public Debt
    Economic Notes, 2009, 38, (3), 169-183 Downloads View citations (3)
  2. Basel II and default risk: An empirical analysis
    Banca Impresa Società, 2009, (2), 299-322 Downloads
  3. Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation
    Structural Change and Economic Dynamics, 2009, 20, (4), 288-300 Downloads
  4. Wage or price-based inflation? Alternative targets in optimal monetary policy rules
    Journal of Economic Dynamics and Control, 2009, 33, (6), 1296-1313 Downloads View citations (3)

2008

  1. A note on the conditional correlation between energy prices: Evidence from future markets
    Energy Economics, 2008, 30, (5), 2454-2458 Downloads View citations (8)

2007

  1. An inventory of simple monetary policy rules in a New Keynesian macroeconomic model
    International Review of Economics & Finance, 2007, 16, (1), 15-36 Downloads View citations (34)
    See also Working Paper An Inventory of Simple Monetary Policy Rules in a New Keynesian Macroeconomic Model, Economics Working Paper Archive (2003) Downloads View citations (12) (2003)

2006

  1. Optimal Monetary Policy with Price and Wage Rigidities
    Economic Notes, 2006, 35, (1), 63-95 Downloads View citations (1)

2005

  1. Content Delivery and Vertical Integration in On-line Content Markets
    Review of Network Economics, 2005, 4, (1), 1-12 Downloads
  2. Fiscal Policy in Infinite-Horizon Endogenous Growth Models: A Survey
    Rivista Internazionale di Scienze Sociali, 2005, 113, (1), 93-130 Downloads

2003

  1. Determinacy and Learning with Monetary and Fiscal Policy
    Rivista italiana degli economisti, 2003, (1), 121-154 Downloads
 
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