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Year of PublicationTitleAuthor(s)
2012Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium DeterminacyMarzo, Massimiliano; Zagaglia, Paolo
2012Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoilLiberati, Caterina; Marzo, Massimiliano; Zagaglia, Paolo; Zappa, Paola
2010A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instrumentsMarattin, Luigi; Marzo, Massimiliano; Zagaglia, Paolo
2011Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution MethodMarzo, Massimiliano; Ritelli, Daniele; Zagaglia, Paolo
2010Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTSMarzo, Massimiliano; Zagaglia, Paolo
2011Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond MarketMarzo, Massimiliano; Zagaglia, Paolo
2012Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average FrameworkGabrielsen, Alexandros; Zagaglia, Paolo; Kirchner, Axel; Liu, Zhuoshi
2011Measuring market liquidity: An introductory surveyGabrielsen, Alexandros; Marzo, Massimiliano; Zagaglia, Paolo
2012Effective Trade ExecutionCesari, Riccardo; Marzo, Massimiliano; Zagaglia, Paolo
2011The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the TurmoilMarzo, Massimiliano; Liu, Zhoushi; Zagaglia, Paolo