Access Statistics for Paolo Zagaglia

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions 0 0 0 71 0 0 1 175
A Further Look at the 2004 Reform of the Operational Framework of the ECB 0 0 1 28 0 0 1 119
A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions 0 0 1 60 0 1 2 124
A further look at the 2004 reform of the operational framework of the ECB 0 0 0 24 0 0 0 28
A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments 0 0 0 37 0 0 7 158
Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations 0 0 0 177 0 0 0 715
Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy 0 0 0 25 0 0 1 93
Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets 0 0 0 74 0 0 0 192
Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy 0 0 0 48 1 1 1 180
Determinacy of interest rate rules with bond transaction services in a cashless economy 0 0 0 42 1 1 2 121
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 1 5 0 0 1 62
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 0 71 0 0 1 466
Distortionary tax instruments and implementable monetary policy 0 0 0 68 0 0 0 205
Does the Yield Spread Predict the Output Gap in the U.S.? 0 0 0 139 0 1 1 369
Effective Trade Execution 0 0 0 10 0 0 1 66
Effective Trade Execution 0 0 1 16 1 1 3 75
Effective Trade Execution 0 0 1 29 1 1 3 126
Effective Trade Execution 0 0 0 28 0 0 0 67
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 57 0 0 0 311
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 26 0 0 0 77
Equilibrium selection in a cashless economy with transaction frictions in the bond market 0 0 0 27 1 2 3 83
Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback 0 0 0 152 0 0 1 362
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 35 0 0 1 118
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 2 90 0 0 5 328
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 2 19 0 0 2 93
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 0 0 50 0 1 2 131
Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback 0 0 0 208 0 0 1 399
Gold and the U.S. Dollar: Tales from the Turmoil 0 0 3 160 0 1 9 407
Gold and the U.S. Dollar: Tales from the turmoil 0 0 1 64 1 1 3 172
Informed Trading in the Euro Money Market for Term Lending 0 0 0 21 1 2 2 111
Informed trading in the Euro money market for term lending 0 0 0 47 0 0 0 120
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 22 0 0 1 64
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 20 0 0 0 33
Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTS 0 0 0 36 0 0 1 135
Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model 0 0 1 269 0 1 4 643
Matlab Implementation of the AIM Algorithm: A Beginner's Guide 0 1 7 142 2 4 23 1,067
Measuring Market Liquidity: An Introductory Survey 0 0 1 208 2 3 6 595
Measuring market liquidity: An introductory survey 0 0 0 77 0 0 0 100
Measuring market liquidity: An introductory survey 0 0 1 83 0 0 1 88
Measuring market liquidity: an introductory survey 0 0 0 35 0 0 3 110
Monetary Asset Substitution in the Euro Area 0 0 0 27 0 1 1 93
Monetary Policy and the Term Structure: A Fully Structural DSGE approach 0 0 0 0 1 2 4 551
Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil? 0 0 0 48 1 1 2 121
Money-market segmentation in the euro area: what has changed during the turmoil? 0 0 1 55 0 0 2 145
On (Sub) Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 74 0 0 1 280
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 3 0 0 0 131
Optimal Opportunistic Monetary Policy in A New-Keynesian Model 0 0 0 43 0 0 0 124
Optimal Opportunistic Monetary Policy in a New-Keynesian Model 0 0 0 115 0 0 0 283
Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model 0 0 0 0 1 2 2 228
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 1 8 0 0 1 66
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 9 1 1 2 45
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 1 24 0 0 2 116
Optimal trading execution with nonlinear market impact: an alternative solution method 0 0 0 3 0 0 0 97
Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil 0 0 1 8 0 0 1 92
Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil 0 0 0 39 0 1 2 80
Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil 0 0 0 17 1 1 1 93
Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil 0 0 0 12 0 0 1 98
The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They? 0 0 0 66 0 0 0 129
The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model 0 0 0 106 0 1 2 227
The Predictive Power of the Yield Spread under the Veil of Time 0 0 0 119 1 2 2 343
The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil 0 0 1 35 0 0 1 79
The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? 0 0 0 48 0 0 0 108
The co-movements along the forward curve of natural gas futures: a structural view 0 0 2 72 1 1 4 255
Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run 0 0 0 47 0 1 1 115
Volatility forecasting for crude oil futures 0 0 0 382 0 0 1 943
What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback 0 0 0 67 1 2 2 121
Total Working Papers 0 1 30 4,227 19 37 128 13,851

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the conditional correlation between energy prices: Evidence from future markets 0 0 0 55 0 0 2 174
A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments 0 0 1 26 1 1 3 133
Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil 0 0 0 18 0 0 1 89
Did the turmoil affect money-market segmentation in the Euro area? 0 0 0 9 0 0 1 54
Distortionary tax instruments and implementable monetary policy 0 0 0 16 0 0 2 96
Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil 0 0 1 14 1 1 4 82
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 3 13 0 2 9 61
Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds? 0 0 0 29 0 1 2 108
Fractional integration of inflation rates: a note 0 0 0 32 0 1 2 85
Gold and the U.S. dollar: tales from the turmoil 0 0 1 21 0 0 3 82
Hedging Italian Equity Mutual Fund Returns during the Recent Financial Turmoil: A Duration-Dependent Markov-Switching Approach 0 0 0 2 0 0 0 11
How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate 0 0 0 6 1 1 1 21
Macroeconomic Stability in a Model with Bond Transaction Services 0 0 1 9 0 2 4 48
Macroeconomic factors and oil futures prices: A data-rich model 0 1 3 173 0 2 6 477
Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues 0 0 0 9 0 1 2 28
Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation 0 0 0 36 0 0 0 142
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 9 0 0 1 65
Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics 0 0 0 49 0 0 2 180
Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation 0 0 0 389 1 2 3 763
The Impact of the 2004 Reform of the Operational Framework of the ECB:Structural GARCH Evidence 0 0 0 1 0 1 1 13
The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight? 0 0 1 13 0 0 1 53
Trading directions and the pricing of Euro interbank deposits in the long run 0 0 0 9 0 1 2 70
Volatility forecasting for crude oil futures 0 0 0 42 3 5 8 165
Total Journal Articles 0 1 11 980 7 21 60 3,000
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Statistics updated 2025-03-03