EconPapers    
Economics at your fingertips  
 

Details about Claudio Morana

E-mail:
Homepage:http://dems.unimib.it/persone/morana/
Workplace:Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS) (Department of Economics, Quantitative Methods and Business Strategy), Scuola di Economia e Statistica (School of Economics and Statistics), Università degli Studi di Milano-Bicocca (University of Milan-Bicocca), (more information at EDIRC)
Centre for Research on Pensions and Welfare Policies (CeRP), Collegio Carlo Alberto (Carlo Alberto College), Università degli Studi di Torino (University of Turin), (more information at EDIRC)
Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)

Access statistics for papers by Claudio Morana.

Last updated 2019-05-19. Update your information in the RePEc Author Service.

Short-id: pmo818


Jump to Journal Articles Books Chapters

Working Papers

2018

  1. Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads
  2. Some Financial Implications of Global Warming: an Empirical Assessment
    CSI: Climate and Sustainable Innovation, Fondazione Eni Enrico Mattei (FEEM) Downloads View citations (1)
    Also in CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2018) Downloads View citations (1)
    Working Papers, Fondazione Eni Enrico Mattei (2018) Downloads View citations (1)
    Working Paper series, Rimini Centre for Economic Analysis (2018) Downloads View citations (1)
    Working Papers, University of Milano-Bicocca, Department of Economics (2017) Downloads View citations (1)

2017

  1. Semiparametric Estimation of Multivariate GARCH Models
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in Working Papers, University of Milano-Bicocca, Department of Economics (2015) Downloads View citations (12)
  2. Temperature Anomalies, Radiative Forcing and ENSO
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (1)
    Also in Working Papers, University of Milano-Bicocca, Department of Economics (2017) Downloads View citations (1)
    MITP: Mitigation, Innovation and Transformation Pathways, Fondazione Eni Enrico Mattei (FEEM) (2017) Downloads View citations (1)
    Working Paper series, Rimini Centre for Economic Analysis (2017) Downloads View citations (1)

2016

  1. Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area
    ESP: Energy Scenarios and Policy, Fondazione Eni Enrico Mattei (FEEM) Downloads
    Also in CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2016) Downloads
    Working Paper series, Rimini Centre for Economic Analysis (2016) Downloads
    Working Papers, University of Milano-Bicocca, Department of Economics (2016) Downloads
    Working Papers, Fondazione Eni Enrico Mattei (2016) Downloads

    See also Journal Article in Economic Modelling (2017)
  2. The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads
    Also in Working Papers, University of Milano-Bicocca, Department of Economics (2015) Downloads View citations (4)

2015

  1. Financial Deepening And Income Distribution Inequality In The Euro Area
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2015) Downloads
    Working Papers, University of Milano-Bicocca, Department of Economics (2015) Downloads
  2. It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (5)
    Also in Working Papers, University of Milano-Bicocca, Department of Economics (2015) Downloads View citations (5)
    Working papers, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2015) Downloads View citations (5)

    See also Journal Article in Applied Economics (2017)
  3. Model Averaging by Stacking
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (2)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2015) Downloads View citations (4)

2014

  1. Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (4)
  2. Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads
    Also in Working Papers, Queen Mary University of London, School of Economics and Finance (2007) Downloads View citations (8)
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research (2007) Downloads View citations (12)

    See also Journal Article in Journal of Economic Dynamics and Control (2009)

2013

  1. Determinants of US Financial fragility conditions
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (1)
    Also in Working papers, Department of Economics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino (2012) Downloads
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2012) Downloads

    See also Journal Article in Research in International Business and Finance (2014)
  2. Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads
  3. Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (3)
    Also in CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2013) Downloads View citations (3)

    See also Journal Article in Journal of Empirical Finance (2014)
  4. New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads
    See also Journal Article in Applied Financial Economics (2014)
  5. Oil price dynamics, macro-finance interactions and the role of financial speculation
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (42)
    Also in Working Papers, Fondazione Eni Enrico Mattei (2012) Downloads View citations (1)
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2012) Downloads View citations (1)

    See also Journal Article in Journal of Banking & Finance (2013)
  6. The oil price-macroeconomy relationship since the mid-1980s: A global perspective
    Working Papers, University of Milano-Bicocca, Department of Economics Downloads View citations (12)
    Also in Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2012) Downloads
    Working Papers, Fondazione Eni Enrico Mattei (2012) Downloads

    See also Journal Article in The Energy Journal (2013)

2012

  1. Euro money market spreads during the 2007-? financial crisis
    Working Paper Series, European Central Bank Downloads View citations (6)
    See also Journal Article in Journal of Empirical Finance (2012)

2011

  1. Macro-finance interactions in the US: A global perspective
    Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino Downloads

2010

  1. Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads
  2. The 2007-? financial crisis: a euro area money market perspective
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads
  3. The 2007-? financial crisis: a money market perspective
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads
  4. The Great Recession: US dynamics and spillovers to the world economy
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (2)
    Also in Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino (2010) Downloads View citations (2)
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) (2010) Downloads View citations (8)

    See also Journal Article in Journal of Banking & Finance (2012)
  5. The effects of US economic and financial crises on euro area convergence
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads View citations (1)
    Also in Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino (2010) Downloads

    See also Chapter (2011)

2009

  1. Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (1)
  2. Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence
    CeRP Working Papers, Center for Research on Pensions and Welfare Policies, Turin (Italy) Downloads
    Also in Working papers, Former Department of Economics and Public Finance "G. Prato", University of Torino (2008) Downloads

2008

  1. International shocks and national house prices
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads
  2. Modelling short-term interest rate spreads in the euro money market
    Working Paper Series, European Central Bank Downloads View citations (14)
    See also Journal Article in International Journal of Central Banking (2008)
  3. Realized Betas and the Cross-Section of Expected Returns
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads View citations (1)
    See also Journal Article in Applied Financial Economics (2009)
  4. Realized portfolio selection in the euro area
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads

2007

  1. Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
    See also Journal Article in Applied Economics (2010)
  2. Comovements in Volatility in the Euro Money Market
    ICER Working Papers, ICER - International Centre for Economic Research Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (8)

    See also Journal Article in Journal of International Money and Finance (2010)
  3. Estimating, Filtering and Forecasting Realized Betas
    ICER Working Papers - Applied Mathematics Series, ICER - International Centre for Economic Research Downloads
  4. Factor demand modelling: the theory and the practice
    ICER Working Papers, ICER - International Centre for Economic Research Downloads View citations (1)
  5. On the macroeconomic causes of exchange rates volatility
    ICER Working Papers, ICER - International Centre for Economic Research Downloads View citations (1)
    See also Journal Article in International Journal of Forecasting (2009)
  6. Structural econometric approach to bidding in the main refinancing operations of the Eurosystem
    Working Paper Series, European Central Bank Downloads View citations (2)
    Also in ICER Working Papers, ICER - International Centre for Economic Research (2006) Downloads View citations (1)

    See also Journal Article in Journal of Financial Transformation (2007)

2006

  1. A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads
  2. Comovements in International Stock Markets
    ICER Working Papers, ICER - International Centre for Economic Research Downloads View citations (5)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2008)
  3. International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (8)
    Also in ICER Working Papers, ICER - International Centre for Economic Research (2006) Downloads View citations (7)

    See also Journal Article in Economic Modelling (2009)
  4. International Stock Markets Comovements: the Role of Economic and Financial Integration
    ICER Working Papers, ICER - International Centre for Economic Research Downloads View citations (1)
    See also Journal Article in Empirical Economics (2008)
  5. Multivariate modelling of long memory processes with common components
    ICER Working Papers, ICER - International Centre for Economic Research Downloads View citations (2)
    See also Journal Article in Computational Statistics & Data Analysis (2007)
  6. Net Inflows and Time-Varying Alphas: The Case of Hedge Funds
    ICER Working Papers, ICER - International Centre for Economic Research Downloads
  7. The End of the Japanese Stagnation: an Assessment of the Policy Solutions
    ICER Working Papers, ICER - International Centre for Economic Research Downloads

2005

  1. Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios
    ICER Working Papers, ICER - International Centre for Economic Research Downloads
    See also Journal Article in Applied Financial Economics (2006)

2004

  1. A structural common factor approach to core inflation estimation and forecasting
    Working Paper Series, European Central Bank Downloads View citations (1)
    See also Journal Article in Applied Economics Letters (2007)
  2. Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility
    Working Papers, SEMEQ Department - Faculty of Economics - University of Eastern Piedmont Downloads View citations (1)
    See also Journal Article in Journal of Econometrics (2006)
  3. Frequency domain principal components estimation of fractionally cointegrated processes
    Working Paper Series, European Central Bank Downloads View citations (17)
    See also Journal Article in Applied Economics Letters (2004)
  4. The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?
    ICER Working Papers, ICER - International Centre for Economic Research Downloads
    See also Journal Article in Applied Economics (2005)

2003

  1. Volatility of interest rates in the euro area: evidence from high frequency data
    Working Paper Series, European Central Bank Downloads View citations (13)
    See also Journal Article in The European Journal of Finance (2006)

2002

  1. Monetary policy and the stock market in the euro area
    Working Paper Series, European Central Bank Downloads View citations (24)
    See also Journal Article in Journal of Policy Modeling (2004)

2000

  1. Measuring core inflation in the euro area
    Working Paper Series, European Central Bank Downloads View citations (5)

Journal Articles

2018

  1. Financial development and income distribution inequality in the euro area
    Economic Modelling, 2018, 70, (C), 40-55 Downloads View citations (2)

2017

  1. It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection
    Applied Economics, 2017, 49, (49), 4946-4969 Downloads View citations (1)
    See also Working Paper (2015)
  2. Macroeconomic and financial effects of oil price shocks: Evidence for the euro area
    Economic Modelling, 2017, 64, (C), 82-96 Downloads View citations (9)
    See also Working Paper (2016)
  3. The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises
    Journal of Forecasting, 2017, 36, (8), 919-935 Downloads

2016

  1. The financial Kuznets curve: Evidence for the euro area
    Journal of Empirical Finance, 2016, 39, (PB), 265-269 Downloads View citations (2)

2014

  1. Determinants of US financial fragility conditions
    Research in International Business and Finance, 2014, 30, (C), 377-392 Downloads View citations (7)
    See also Working Paper (2013)
  2. Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns
    Journal of Empirical Finance, 2014, 29, (C), 64-79 Downloads View citations (10)
    See also Working Paper (2013)
  3. New insights on the US OIS spreads term structure during the recent financial turmoil
    Applied Financial Economics, 2014, 24, (5), 291-317 Downloads View citations (2)
    See also Working Paper (2013)

2013

  1. Oil price dynamics, macro-finance interactions and the role of financial speculation
    Journal of Banking & Finance, 2013, 37, (1), 206-226 Downloads View citations (41)
    See also Working Paper (2013)
  2. The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective
    The Energy Journal, 2013, Volume 34, (Number 3) Downloads View citations (11)
    See also Working Paper (2013)

2012

  1. Adaptive ARFIMA models with applications to inflation
    Economic Modelling, 2012, 29, (6), 2451-2459 Downloads View citations (11)
  2. Euro money market spreads during the 2007–? financial crisis
    Journal of Empirical Finance, 2012, 19, (4), 548-557 Downloads View citations (5)
    See also Working Paper (2012)
  3. Real Oil Prices since the 1990s
    Review of Environment, Energy and Economics - Re3, 2012 Downloads
  4. The Great Recession: US dynamics and spillovers to the world economy
    Journal of Banking & Finance, 2012, 36, (1), 1-13 Downloads View citations (57)
    See also Working Paper (2010)

2010

  1. Business cycle comovement in the G-7: common shocks or common transmission mechanisms?
    Applied Economics, 2010, 42, (18), 2327-2345 Downloads View citations (15)
    See also Working Paper (2007)
  2. Comovements in volatility in the euro money market
    Journal of International Money and Finance, 2010, 29, (3), 525-539 Downloads View citations (11)
    See also Working Paper (2007)
  3. International house prices and macroeconomic fluctuations
    Journal of Banking & Finance, 2010, 34, (3), 533-545 Downloads View citations (56)
  4. Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis
    Applied Financial Economics, 2010, 20, (1-2), 151-170 Downloads View citations (2)
  5. Realized mean-variance efficient portfolio selection and euro area stock market integration
    Applied Financial Economics, 2010, 20, (12), 989-1001 Downloads View citations (1)

2009

  1. An omnibus noise filter
    Computational Statistics, 2009, 24, (3), 459-479 Downloads
  2. International macroeconomic dynamics: A factor vector autoregressive approach
    Economic Modelling, 2009, 26, (2), 432-444 Downloads View citations (21)
    See also Working Paper (2006)
  3. Medium-term macroeconomic determinants of exchange rate volatility
    Journal of Financial Transformation, 2009, 25, 55-64 Downloads
  4. Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach
    Journal of Economic Dynamics and Control, 2009, 33, (8), 1577-1592 Downloads View citations (81)
    See also Working Paper (2014)
  5. On the macroeconomic causes of exchange rate volatility
    International Journal of Forecasting, 2009, 25, (2), 328-350 Downloads View citations (15)
    See also Working Paper (2007)
  6. Realized betas and the cross-section of expected returns
    Applied Financial Economics, 2009, 19, (17), 1371-1381 Downloads View citations (3)
    See also Working Paper (2008)

2008

  1. Aggregate hedge funds' flows and returns
    Applied Financial Economics, 2008, 18, (21), 1755-1764 Downloads View citations (1)
  2. Comovements in international stock markets
    Journal of International Financial Markets, Institutions and Money, 2008, 18, (1), 31-45 Downloads View citations (53)
    See also Working Paper (2006)
  3. Factor vector autoregressive estimation: a new approach
    Journal of Economic Interaction and Coordination, 2008, 3, (1), 15-23 Downloads View citations (6)
  4. International stock markets comovements: the role of economic and financial integration
    Empirical Economics, 2008, 35, (2), 333-359 Downloads View citations (8)
    See also Working Paper (2006)
  5. Modeling Short-Term Interest Rate Spreads in the Euro Money Market
    International Journal of Central Banking, 2008, 4, (4), 1-37 Downloads View citations (7)
    See also Working Paper (2008)

2007

  1. A structural common factor approach to core inflation estimation and forecasting
    Applied Economics Letters, 2007, 14, (3), 163-169 Downloads View citations (6)
    See also Working Paper (2004)
  2. Does the stock market affect income distribution? Some empirical evidence for the US
    Applied Economics Letters, 2007, 14, (2), 99-104 Downloads View citations (3)
  3. Inflation and monetary dynamics in the USA: a quantity-theory approach
    Applied Economics, 2007, 39, (2), 229-244 Downloads View citations (9)
  4. Multivariate modelling of long memory processes with common components
    Computational Statistics & Data Analysis, 2007, 52, (2), 919-934 Downloads View citations (20)
    See also Working Paper (2006)
  5. Structural econometric approach to bidding in the main refinancing operations of the Eurosystem
    Journal of Financial Transformation, 2007, 19, 81-90 View citations (1)
    See also Working Paper (2007)

2006

  1. A small scale macroeconometric model for the Euro-12 area
    Economic Modelling, 2006, 23, (3), 391-426 Downloads View citations (15)
  2. Breaks and persistency: macroeconomic causes of stock market volatility
    Journal of Econometrics, 2006, 131, (1-2), 151-177 Downloads View citations (71)
    See also Working Paper (2004)
  3. Structural breaks and common factors in the volatility of the Fama-French factor portfolios
    Applied Financial Economics, 2006, 16, (14), 1059-1073 Downloads
    See also Working Paper (2005)
  4. The price stability oriented monetary policy of the ECB: an assessment
    Applied Economics, 2006, 38, (17), 2007-2020 Downloads
  5. Volatility of interest rates in the euro area: Evidence from high frequency data
    The European Journal of Finance, 2006, 12, (6-7), 513-528 Downloads View citations (4)
    See also Working Paper (2003)

2005

  1. Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility
    Physica A: Statistical Mechanics and its Applications, 2005, 355, (1), 165-175 Downloads View citations (5)
  2. The Japanese deflation: has it had real effects? Could it have been avoided?
    Applied Economics, 2005, 37, (12), 1337-1352 Downloads View citations (7)
    See also Working Paper (2004)

2004

  1. Frequency domain principal components estimation of fractionally cointegrated processes
    Applied Economics Letters, 2004, 11, (13), 837-842 Downloads View citations (15)
    See also Working Paper (2004)
  2. Monetary policy and the stock market in the euro area
    Journal of Policy Modeling, 2004, 26, (3), 387-399 Downloads View citations (27)
    See also Working Paper (2002)
  3. Regional Convergence in Italy: 1951-2000
    Giornale degli Economisti, 2004, 63, (2), 139-160 Downloads View citations (1)
  4. Some frequency domain properties of fractionally cointegrated processes
    Applied Economics Letters, 2004, 11, (14), 891-894 Downloads View citations (6)
  5. Stock market volatility of regulated industries: an empirical assessment
    Portuguese Economic Journal, 2004, 3, (3), 189-204 Downloads
  6. Structural change and long-range dependence in volatility of exchange rates: either, neither or both?
    Journal of Empirical Finance, 2004, 11, (5), 629-658 Downloads View citations (57)
  7. The Japanese stagnation: an assessment of the productivity slowdown hypothesis
    Japan and the World Economy, 2004, 16, (2), 193-211 Downloads View citations (4)

2003

  1. A common trends model of UK core inflation
    Empirical Economics, 2003, 28, (1), 157-172 Downloads View citations (9)
  2. Erratum
    Studies in Nonlinear Dynamics & Econometrics, 2003, 6, (3), 1-3 Downloads
  3. Long-Run Growth and Income Distribution: Evidence for Italy and the US
    Giornale degli Economisti, 2003, 62, (2), 171-210 Downloads
  4. Measuring US core inflation: A common trends approach
    Journal of Macroeconomics, 2003, 25, (2), 197-212 Downloads View citations (12)

2002

  1. An empirical investigation of long-run growth in the UK
    Structural Change and Economic Dynamics, 2002, 13, (1), 49-70 Downloads
  2. Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation
    Studies in Nonlinear Dynamics & Econometrics, 2002, 6, (3), 1-40 Downloads View citations (16)
  3. Core inflation in the Euro area
    Applied Economics Letters, 2002, 9, (6), 353-357 Downloads View citations (25)
  4. IGARCH effects: an interpretation
    Applied Economics Letters, 2002, 9, (11), 745-748 Downloads View citations (9)
  5. Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry
    Journal of Regulatory Economics, 2002, 22, (2), 185-204 Downloads
  6. The effects of the introduction of the euro on the volatility of European stock markets
    Journal of Banking & Finance, 2002, 26, (10), 2047-2064 Downloads View citations (37)

2001

  1. A semiparametric approach to short-term oil price forecasting
    Energy Economics, 2001, 23, (3), 325-338 Downloads View citations (68)
  2. Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data
    Economic Notes, 2001, 30, (2), 205-234 Downloads View citations (3)

2000

  1. Central bank interventions and exchange rates: an analysis with high frequency data
    Journal of International Financial Markets, Institutions and Money, 2000, 10, (3-4), 349-362 Downloads View citations (8)
  2. Modelling Evolving Long-Run Relationships: An Application to the Italian Energy Market
    Scottish Journal of Political Economy, 2000, 47, (1), 72-93 Downloads View citations (5)
  3. Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industry's Periodic Price Review
    Journal of Regulatory Economics, 2000, 17, (1), 87-100 Downloads View citations (3)

1999

  1. Computing value at risk with high frequency data
    Journal of Empirical Finance, 1999, 6, (5), 431-455 Downloads View citations (21)
  2. Measuring Core Inflation in Italy
    Giornale degli Economisti, 1999, 58, (3-4), 301-328 View citations (6)

1998

  1. Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis
    Giornale degli Economisti, 1998, 57, (3-4), 325-358 View citations (2)

Books

2012

  1. New Paradigms in Monetary Theory and Policy?
    SUERF Studies, SUERF - The European Money and Finance Forum Downloads View citations (3)

Chapters

2011

  1. The Effects of the US Economic and Financial Crises on Euro Area Convergence
    Chapter 7 in The Economic Crisis and European Integration, 2011 Downloads
    See also Working Paper (2010)
 
Page updated 2019-10-20