Browsen in EconStor gesamt nach Autor:innen Zagaglia, Paolo
Zeige Ergebnisse 1 bis 20 von 20
Erscheinungsjahr | Titel | Autor:innen |
2006 | Optimal Opportunistic Monetary Policy in A New-Keynesian Model | Marzo, Massimiliano; Strid, Ingvar; Zagaglia, Paolo |
2007 | Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets | Marzo, Massimiliano; Zagaglia, Paolo |
2007 | Volatility forecasting for crude oil futures | Marzo, Massimiliano; Zagaglia, Paolo |
2008 | Determinacy of interest rate rules with bond transaction services in a cashless economy | Marzo, Massimiliano; Zagaglia, Paolo |
2008 | Money-market segmentation in the euro area: what has changed during the turmoil? | Zagaglia, Paolo |
2008 | A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions | Marzo, Massimiliano; Romagnoli, Silvia; Zagaglia, Paolo |
2008 | The co-movements along the forward curve of natural gas futures: a structural view | Spargoli, Fabrizio; Zagaglia, Paolo |
2009 | Distortionary tax instruments and implementable monetary policy | Marattin, Luigi; Marzo, Massimiliano; Zagaglia, Paolo |
2009 | A further look at the 2004 reform of the operational framework of the ECB | Marzo, Massimiliano; Zagaglia, Paolo |
2010 | A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments | Marattin, Luigi; Marzo, Massimiliano; Zagaglia, Paolo |
2010 | Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTS | Marzo, Massimiliano; Zagaglia, Paolo |
2011 | Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method | Marzo, Massimiliano; Ritelli, Daniele; Zagaglia, Paolo |
2011 | Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market | Marzo, Massimiliano; Zagaglia, Paolo |
2011 | Measuring market liquidity: An introductory survey | Gabrielsen, Alexandros; Marzo, Massimiliano; Zagaglia, Paolo |
2011 | The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil | Marzo, Massimiliano; Liu, Zhoushi; Zagaglia, Paolo |
2012 | Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy | Marzo, Massimiliano; Zagaglia, Paolo |
2012 | Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil | Liberati, Caterina; Marzo, Massimiliano; Zagaglia, Paolo; Zappa, Paola |
2012 | Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework | Gabrielsen, Alexandros; Zagaglia, Paolo; Kirchner, Axel; Liu, Zhuoshi |
2012 | Effective Trade Execution | Cesari, Riccardo; Marzo, Massimiliano; Zagaglia, Paolo |
2018 | Macroeconomic stability in a model with bond transaction services | Marzo, Massimiliano; Zagaglia, Paolo |