Access Statistics for Giulio Cifarelli

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
An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time? 0 0 0 67 0 2 2 286
Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation 0 0 0 13 0 0 1 42
Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? 0 0 0 6 1 1 14 55
Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures 0 0 0 58 0 0 1 140
Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911 0 0 1 103 0 0 3 350
Hedging vs. speculative pressures on commodity futures returns 0 0 1 86 0 2 10 248
Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years 0 0 0 75 1 2 4 264
Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing 1 1 9 22 1 1 15 52
Nonlinear Regime Shifts in Oil Price Hedging Dynamics 0 0 0 49 0 0 4 89
Oil and portfolio risk diversification 0 0 0 37 0 1 6 187
Oil price Dynamics and Speculation. A Multivariate Financial Approach 0 1 1 219 0 1 18 575
On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016 0 0 1 11 0 0 4 34
On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016 0 0 2 9 0 0 6 33
One size does not fit all. A non-linear analysis of European monetary transmission 0 0 0 47 0 0 1 52
Sovereign - bank risk interconnections during the Greek financial crisis and the role of the Italian debt 0 0 0 33 0 0 3 45
Speculative Cotton Pricing in the 1920s. A Nonlinear Tale of Noise Traders and Fundamentalists 0 0 1 45 0 0 3 99
Structural Interdependence of Price and Demand in a Model of the Foreign Exchange Market with Heterogeneous Speculators: Evidence from High-frequency Data 0 0 1 11 0 0 7 29
The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation 0 0 0 95 0 0 7 326
The impact of unconventional monetary policy on the sovereign bank nexus within and across EU countries. A time-varying conditional correlation analysis 0 0 0 61 0 0 3 71
The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory? 0 0 0 5 0 0 0 90
Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts 0 0 0 10 0 0 1 54
Total Working Papers 1 2 17 1,062 3 10 113 3,121


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic model of hedging and speculation in the commodity futures markets 0 0 1 30 0 0 2 122
A non-linear analysis of the sovereign bank nexus in the EU 0 0 0 2 0 0 5 23
Can oil diversify away the unpriced risk of a portfolio? 0 0 0 0 0 0 2 56
Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? 0 0 0 0 1 1 24 50
Exchange Rate Market Efficiency Tests and Cointegration Analysis 0 0 0 0 0 0 1 60
Exchange Rate Regimes and Reserve Policy: The Italian Lira, 1883–1911 0 1 1 43 1 3 4 264
Fundamentals, regime shifts, and dollar behavior in the 1980s 0 0 0 9 0 0 3 109
Introduction 0 0 0 9 0 0 0 75
Oil price dynamics and speculation: A multivariate financial approach 0 2 6 186 3 7 18 535
Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America 0 0 0 29 0 0 1 90
Smooth transition regime shifts and oil price dynamics 0 0 1 22 0 0 5 98
Speculative pricing in the Liverpool cotton futures market: a nonlinear tale of noise traders and fundamentalists from the 1920s 0 0 3 9 0 1 11 96
Spreads on Emerging-Market Debt: Global vs. Regional Factors 0 0 0 0 0 0 1 97
The BTP Futures Contracts: Interest Rate Risk Hedging and Exchange Rate Crises 0 0 0 0 1 1 2 793
The Buffer Stock Model Redux? An Analysis of the Dynamics of Foreign Reserve Accumulation 0 0 0 45 0 0 2 158
The exchange rate crisis of September 1992 and the pricing of Italian financial futures 0 1 1 1 0 1 2 8
The impact of the Argentine default on volatility co-movements in emerging bond markets 0 0 0 65 0 0 2 181
Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework 1 1 1 12 1 2 5 49
Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? 0 0 0 39 0 0 2 171
Volatility linkages across three major equity markets: A financial arbitrage approach 0 0 1 81 0 0 5 275
Volatility spillovers and the role of leading financial centres 0 0 0 7 0 0 3 38
Volatility spillovers and the role of leading financial centres 0 0 0 3 0 0 9 49
Total Journal Articles 1 5 15 592 7 16 109 3,397


Statistics updated 2022-06-07