Details about Massimiliano Marzo

Access statistics for papers by Massimiliano Marzo.

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

Short-id: pma1020

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 View citations (1)
   See also Journal Article Domestic versus international determinants of European business cycles: a GVAR approach, Empirical Economics, Springer (2015) View citations (2) (2015)

2012

2. A DSGE model with Endogenous Term Structure
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (11)
3. Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
4. Effective Trade Execution
   Papers, arXiv.org View citations (1)
   Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2012) View citations (1)
   Working Paper series, Rimini Centre for Economic Analysis (2012) View citations (1)
   MPRA Paper, University Library of Munich, Germany (2012) View citations (1)
5. Measuring Market Liquidity: An Introductory Survey
   Working Paper series, Rimini Centre for Economic Analysis View citations (10)
   Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2011) View citations (31)
   Papers, arXiv.org (2011) View citations (31)
   MPRA Paper, University Library of Munich, Germany (2011) View citations (30)
6. 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
   Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2012) View citations (1)
   Papers, arXiv.org (2012)
   MPRA Paper, University Library of Munich, Germany (2012) View citations (1)

2011

7. Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market
   Working Paper series, Rimini Centre for Economic Analysis View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (1)
   Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2011) View citations (1)
8. Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method
   Papers, arXiv.org
   Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2011)
   MPRA Paper, University Library of Munich, Germany (2011)
   Working Paper series, Rimini Centre for Economic Analysis (2011)
9. 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
10. Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run
    Working Paper series, Rimini Centre for Economic Analysis 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) View citations (1) (2012)

2010

11. A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna 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) View citations (9) (2011)
12. Distortionary Tax Instruments and Implementable Monetary Policy
    EcoMod2010, EcoMod
    Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2009) View citations (1)
    See also Journal Article Distortionary tax instruments and implementable monetary policy, International Review of Economics & Finance, Elsevier (2013) View citations (1) (2013)
13. Gold and the U.S. Dollar: Tales from the Turmoil
    Working Paper series, Rimini Centre for Economic Analysis View citations (18)
    Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (1)
    See also Journal Article Gold and the U.S. dollar: tales from the turmoil, Quantitative Finance, Taylor & Francis Journals (2013) View citations (30) (2013)
14. 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
15. The Multiplier-Effects of Non-Wasteful Government Expenditure
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna

2009

16. A Further Look at the 2004 Reform of the Operational Framework of the ECB
    Research Papers in Economics, Stockholm University, Department of Economics
    Also in Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2009)
17. Fiscal Rules in a Highly Distorted Economy
    EcoMod2009, EcoMod
    Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (4)
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna (2008) View citations (4)
18. 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

2008

19. A (Un)Pleasant Arithmetic of Fiscal Policy: the Case of Italian Public Debt
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
    Also in MPRA Paper, University Library of Munich, Germany (2008)
20. 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
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2008)
21. Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy
    Research Papers in Economics, Stockholm University, Department of Economics View citations (4)
    Also in Bank of Finland Research Discussion Papers, Bank of Finland (2008)
22. Il Nuovo Accordo sul Capitale e il rapporto banca ? impresa nel sistema BCC Emilia-Romagna
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna

2007

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

2006

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

2005

32. 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

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

2003

37. An Inventory of Simple Monetary Policy Rules in a New Keynesian Macroeconomic Model
    Economics Working Paper Archive, The Johns Hopkins University,Department of Economics 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) View citations (36) (2007)
38. Challenges for Monetary Policy and the Enlarged Euroland
    Eastward Enlargement of the Euro-zone Working Papers, Free University Berlin, Jean Monnet Centre of Excellence
39. Final Report: Monetary and Fiscal Policy
    Eastward Enlargement of the Euro-zone Working Papers, Free University Berlin, Jean Monnet Centre of Excellence

2002

40. 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

2001

41. 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
42. Evaluating Monetary Policy Regimes: the Role of Nominal Rigidities
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna
43. Monetary and Fiscal Policy Interactions: the Impact on the Term Structure of Interest Rates
    Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna View citations (3)

1998

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

Journal Articles

2021

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

2018

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

2015

3. Domestic versus international determinants of European business cycles: a GVAR approach
   Empirical Economics, 2015, 49, (2), 403-421 View citations (2)
   See also Working Paper Domestic Versus International Determinants Of European Business Cycles: A GVAR Approach, CAMA Working Papers (2013) View citations (1) (2013)
4. 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 View citations (4)

2014

5. 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 View citations (2)

2013

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

2012

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

2011

10. A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments
    Journal of Policy Modeling, 2011, 33, (6), 920-952 View citations (9)
    See also Working Paper A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments, Working Papers (2010) View citations (2) (2010)

2010

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

2009

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

2008

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

2007

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

2006

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

2005

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

2003

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