| 2023 |
Climate risk and investment in equities in Europe: a Panel SVAR approach |
Monografia |
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| 2023 |
Government spending and credit market: Evidence from Italian (NUTS 3) provinces |
Articolo in rivista |
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| 2021 |
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR |
Articolo in rivista |
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| 2020 |
Housing market shocks in italy: A GVAR approach |
Articolo in rivista |
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| 2020 |
Macro-uncertainty and financial stress spillovers in the Eurozone |
Articolo in rivista |
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| 2019 |
Predicting bond betas using macro-finance variables |
Articolo in rivista |
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| 2019 |
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study |
Articolo in rivista |
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| 2018 |
Risk aversion connectedness in five European countries |
Articolo in rivista |
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| 2018 |
Asymmetric semi-volatility spillover effects in EMU stock markets |
Articolo in rivista |
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| 2018 |
Credit demand and supply shocks in Italy during the Great Recession |
Articolo in rivista |
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| 2016 |
A note on normalization schemes: The case of generalized forecast error variance decompositions |
Altro |
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| 2016 |
Can an unglamorous non-event affect prices? The role of newspapers |
Articolo in rivista |
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| 2015 |
Volatility co-movements: A time-scale decomposition analysis |
Articolo in rivista |
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| 2015 |
The European sovereign debt market: from integration to segmentation |
Articolo in rivista |
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| 2015 |
Financial connectedness among European volatility risk premia |
Altro |
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| 2014 |
An index of financial connectedness applied to variance risk premia |
Altro |
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| 2014 |
Testing for public debt sustainability using band spectrum regression analysis " |
Paper non pubblicato |
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| 2014 |
Volatility risk premia and financial connectedness |
Altro |
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| 2013 |
Volatility co-movements: a time scale decomposition analysis |
Altro |
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| 2012 |
Economic value, competition and financial distress in the European banking system |
Articolo in rivista |
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| 2012 |
Switching to floating exchange rates, devaluations and stock returns in MENA countries |
Articolo in rivista |
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| 2011 |
Exchange Rates and Stock Prices in the MENA countries: What Role for Oil? |
Articolo in rivista |
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| 2010 |
Leading indicator properties of US high-yield credit spreads. |
Articolo in rivista |
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| 2010 |
Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region |
Articolo in rivista |
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| 2009 |
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME-SERIES ANALYSIS |
Articolo in rivista |
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| 2009 |
Forecasting financial crises and contagion in Asia using dynamic factor analysis |
Articolo in rivista |
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| 2008 |
A stochastic variance factor model for large datasets and an application to S&P data. |
Articolo in rivista |
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| 2008 |
Evaluating currency crises: the case of the European monetary system |
Articolo in rivista |
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| 2008 |
Forecasting industry sector default rates through dynamic factor models |
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| 2005 |
Testing for contagion: a conditional correlation analysis |
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| 2005 |
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity |
Articolo in rivista |
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| 2005 |
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis |
Articolo in rivista |
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| 2004 |
Threshold Effects in the U.S. Budget Deficit. ECONOMIC INQUIRY |
Articolo in rivista |
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| 2002 |
The Euro and Monetary Policy Transparency |
Articolo in rivista |
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| 2002 |
Does Inflation Targeting Affect the Trade-off Between Output Gap and Inflation Variability? |
Articolo in rivista |
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| 2001 |
Testing for Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach |
Articolo in rivista |
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