Access Statistics for Marcello Pericoli

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Primer on Financial Contagion 13 41 158 322 14 57 223 546
A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors 1 3 11 37 2 8 24 69
Bond risk premia, macroeconomic fundamentals and the exchange rate 1 7 30 73 4 19 95 143
Bond risk premia, macroeconomic fundamentals and the exchange rate 3 6 83 83 7 20 79 79
Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area 0 2 17 125 5 18 75 390
Canonical term-structure models with observable factors and the dynamics of bond risk premiums 0 1 14 83 0 6 40 273
Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test 8 25 69 471 15 48 186 1,403
Correlation Analysis of Financial Contagion: What One Should Know before Running a Test 3 5 19 77 5 16 79 311
Single Market Emu and Widening. Responses to Three Institutional Shocks in the European Community 0 0 0 0 1 1 3 70
Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion 6 12 56 355 9 31 120 652
Stock Values and Fundamentals: Link or Irrationality? 0 0 0 0 2 10 43 1,298
Stock Values and Fundamentals; Link or Irrationality? 0 1 5 40 6 10 30 137
The CAPM and the risk appetite index; theoretical differences and empirical similarities 15 32 102 305 36 85 264 777
The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates 0 6 16 16 3 15 48 49
Total Working Papers 50 141 580 1,987 109 344 1,309 6,197


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Some contagion, some interdependence': More pitfalls in tests of financial contagion 7 15 45 151 8 21 78 335
A Primer on Financial Contagion 1 17 48 240 2 21 76 461
Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia 1 3 20 25 2 12 54 63
The impact of news on the exchange rate of the lira and long-term interest rates 0 2 4 41 1 5 19 118
Total Journal Articles 9 37 117 457 13 59 227 977


Statistics updated 2009-12-07