Browsing All of EconStor by Author Zagaglia, Paolo

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Showing results 1 to 16 of 16
Year of PublicationTitleAuthor(s)
2006 Optimal Opportunistic Monetary Policy in A New-Keynesian ModelMarzo, Massimiliano; Strid, Ingvar; Zagaglia, Paolo
2007 Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures MarketsMarzo, Massimiliano; Zagaglia, Paolo
2007 Volatility forecasting for crude oil futuresMarzo, Massimiliano; Zagaglia, Paolo
2009 Distortionary tax instruments and implementable monetary policyMarattin, Luigi; Marzo, Massimiliano; Zagaglia, Paolo
2009 A further look at the 2004 reform of the operational framework of the ECBMarzo, Massimiliano; Zagaglia, Paolo
2010 Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTSMarzo, Massimiliano; Zagaglia, Paolo
2010 A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instrumentsMarattin, Luigi; Marzo, Massimiliano; Zagaglia, Paolo
2011 The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the TurmoilMarzo, Massimiliano; Liu, Zhoushi; Zagaglia, Paolo
2011 Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond MarketMarzo, Massimiliano; Zagaglia, Paolo
2011 Measuring market liquidity: An introductory surveyGabrielsen, Alexandros; Marzo, Massimiliano; Zagaglia, Paolo
2011 Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution MethodMarzo, Massimiliano; Ritelli, Daniele; Zagaglia, Paolo
2012 Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium DeterminacyMarzo, Massimiliano; Zagaglia, Paolo
2012 Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average FrameworkGabrielsen, Alexandros; Zagaglia, Paolo; Kirchner, Axel; Liu, Zhuoshi
2012 Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoilLiberati, Caterina; Marzo, Massimiliano; Zagaglia, Paolo; Zappa, Paola
2012 Effective Trade ExecutionCesari, Riccardo; Marzo, Massimiliano; Zagaglia, Paolo
2018 Macroeconomic stability in a model with bond transaction servicesMarzo, Massimiliano; Zagaglia, Paolo