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Details about Paolo Vitale

E-mail:
Homepage:http://www.unich.it/~vitale
Phone:0039-085-4537647
Postal address:Department of Economics University of Chieti-Pescara Viale Pindaro 42 65127 Pescara ITALY
Workplace:Dipartimento di Economia (Department of Economics), Università degli Studi di Chieti e Pescara ("G. d'Annunzio") (University of Chieti and Pescara), (more information at EDIRC)

Access statistics for papers by Paolo Vitale.

Last updated 2019-04-07. Update your information in the RePEc Author Service.

Short-id: pvi103


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Working Papers

2019

  1. Uncertainty and Risk-aversion in a Dynamic Oligopoly with Sticky Prices
    Working Papers, Fondazione Eni Enrico Mattei Downloads
    Also in ET: Economic Theory, Fondazione Eni Enrico Mattei (FEEM) (2019) Downloads

2015

  1. Carry Trades, Order Flow and the Forward Bias Puzzle
    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 (2015) Downloads

    See also Journal Article in Journal of Money, Credit and Banking (2016)

2014

  1. Optimal Climate Policy for a Pessimistic Social Planner
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (1)
    Also in Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM) (2014) Downloads

    See also Journal Article in Environmental & Resource Economics (2019)

2013

  1. Pessimistic optimal choice for risk-averse agents
    Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli Downloads

2012

  1. Linear Risk-averse Optimal Control Problems: Applications in Economics and Finance
    Working Papers CASMEF, Dipartimento di Economia e Finanza, LUISS Guido Carli Downloads

2010

  1. A Transaction Data Study of the Forward Bias Puzzle
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Working Paper, Norges Bank (2010) Downloads View citations (6)

2007

  1. Optimal Informed Trading in the Foreign Exchange Market
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    See also Journal Article in The European Journal of Finance (2012)

2006

  1. A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
  2. A Market Microstructure Analysis of Foreign Exchange Intervention
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    Also in Working Paper Series, European Central Bank (2006) Downloads View citations (7)

2004

  1. A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (6)
    See also Journal Article in Journal of Economic Surveys (2007)
  2. An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (26)
    Also in Working Paper Series, European Central Bank (2004) Downloads View citations (19)

2002

  1. A transaction level study of the effects of central bank intervention on exchange rates
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
    Also in FMG Discussion Papers, Financial Markets Group (2001) Downloads View citations (7)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads View citations (6)

    See also Journal Article in Journal of International Economics (2003)
  2. EQUILIBRIUM EXCHANGE RATE POLICIES: COMPLICIT RENEGOTIATION-PROOF OUTCOMES
    Computing in Economics and Finance 2002, Society for Computational Economics
    Also in Working Papers, HAL (2002)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001) Downloads

2001

  1. Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
  2. Foreign exchange intervention and macroeconomic stability
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads

1997

  1. Speculative Noise Trading and Manipulation in the Foreign Exchange Market
    Economics Working Papers, European University Institute
    See also Journal Article in Journal of International Money and Finance (2000)

1995

  1. Information Flows in the Foreign Exchange Markets
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (3)
  2. Reserve Cycles
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge
  3. Risk-Averse Traders with Inside Information
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (2)

Journal Articles

2019

  1. Optimal Climate Policy for a Pessimistic Social Planner
    Environmental & Resource Economics, 2019, 72, (2), 411-443 Downloads View citations (1)
    See also Working Paper (2014)

2018

  1. Optimal monetary policy for a pessimistic central bank
    Journal of Macroeconomics, 2018, 58, (C), 39-59 Downloads
  2. Robust trading for ambiguity-averse insiders
    Journal of Banking & Finance, 2018, 90, (C), 113-130 Downloads

2017

  1. Ambiguity-aversion in a Single Auction Market
    Economics Bulletin, 2017, 37, (3), 1745-1752 Downloads
  2. Insider trading in sequential auction markets with risk-aversion and time-discounting
    The European Journal of Finance, 2017, 23, (14), 1267-1279 Downloads
  3. Pessimistic Optimal Choice for Risk-Averse Agents: The Continuous-Time Limit
    Computational Economics, 2017, 49, (1), 17-65 Downloads View citations (4)

2016

  1. Carry Trades, Order Flow, and the Forward Bias Puzzle
    Journal of Money, Credit and Banking, 2016, 48, (6), 1113-1134 Downloads View citations (12)
    See also Working Paper (2015)

2012

  1. Optimal informed trading in the foreign exchange market
    The European Journal of Finance, 2012, 18, (10), 989-1013 Downloads View citations (1)
    See also Working Paper (2007)
  2. Risk-averse insider trading in multi-asset sequential auction markets
    Economics Letters, 2012, 117, (3), 673-675 Downloads View citations (4)

2011

  1. The impact of FX intervention on FX markets: a market microstructure analysis
    International Journal of Finance & Economics, 2011, 16, (1), 41-62 View citations (2)

2010

  1. An empirical study of portfolio-balance and information effects of order flow on exchange rates
    Journal of International Money and Finance, 2010, 29, (3), 504-524 Downloads View citations (22)

2007

  1. A GUIDED TOUR OF THE MARKET MICROSTRUCTURE APPROACH TO EXCHANGE RATE DETERMINATION
    Journal of Economic Surveys, 2007, 21, (5), 903-934 Downloads View citations (10)
    See also Working Paper (2004)
  2. An assessment of some open issues in the analysis of foreign exchange intervention
    International Journal of Finance & Economics, 2007, 12, (2), 155-170 Downloads View citations (9)

2003

  1. A transaction level study of the effects of central bank intervention on exchange rates
    Journal of International Economics, 2003, 61, (2), 331-352 Downloads View citations (60)
    See also Working Paper (2002)
  2. Foreign exchange intervention: how to signal policy objectives and stabilise the economy
    Journal of Monetary Economics, 2003, 50, (4), 841-870 Downloads View citations (21)

2001

  1. Inflation and Sovereign Default
    IMF Staff Papers, 2001, 47, (3), 4 Downloads View citations (2)

2000

  1. Speculative noise trading and manipulation in the foreign exchange market
    Journal of International Money and Finance, 2000, 19, (5), 689-712 Downloads View citations (18)
    See also Working Paper (1997)

1999

  1. Sterilised central bank intervention in the foreign exchange market
    Journal of International Economics, 1999, 49, (2), 245-267 Downloads View citations (88)

1998

  1. Reserve and exchange rate cycles
    Journal of International Economics, 1998, 46, (1), 31-59 Downloads View citations (2)
  2. Two months in the life of several gilt-edged market makers on the London Stock Exchange
    Journal of International Financial Markets, Institutions and Money, 1998, 8, (3-4), 299-324 Downloads View citations (13)

Chapters

1996

  1. Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market
    A chapter in The Microstructure of Foreign Exchange Markets, 1996, pp 73-106 Downloads View citations (16)
 
Page updated 2019-06-16