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 1 72 2 2 14 310
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 1 3 47
Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? 0 0 0 6 2 2 9 96
Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures 0 0 0 59 2 3 6 149
Endogenous and Exogenous Volatility in the Foreign Exchange Market 1 2 2 30 3 8 22 126
Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911 0 0 1 106 3 7 16 374
Hedging vs. speculative pressures on commodity futures returns 0 0 1 90 3 4 13 269
Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years 0 0 0 75 1 1 7 280
Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing 0 0 0 23 2 2 7 65
Nonlinear Regime Shifts in Oil Price Hedging Dynamics 0 0 0 50 2 2 9 100
Oil and portfolio risk diversification 0 0 0 38 4 4 8 198
Oil price Dynamics and Speculation. A Multivariate Financial Approach 0 0 0 224 5 6 22 611
On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016 0 0 0 9 1 1 9 44
On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016 0 0 0 11 1 3 9 51
One size does not fit all. A non-linear analysis of European monetary transmission 0 0 0 47 1 1 6 58
Sovereign - bank risk interconnections during the Greek financial crisis and the role of the Italian debt 0 0 0 33 2 3 7 53
Speculative Cotton Pricing in the 1920s. A Nonlinear Tale of Noise Traders and Fundamentalists 0 0 1 49 2 4 8 119
Structural Interdependence of Price and Demand in a Model of the Foreign Exchange Market with Heterogeneous Speculators: Evidence from High-frequency Data 0 0 0 11 2 3 9 43
The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation 0 0 1 98 3 8 19 354
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 1 3 77
The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory? 0 0 0 5 5 6 11 104
Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts 0 0 0 10 2 4 10 68
Total Working Papers 1 2 7 1,120 48 76 227 3,596

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 33 1 4 11 140
A non-linear analysis of the sovereign bank nexus in the EU 0 1 1 7 2 3 22 54
Can oil diversify away the unpriced risk of a portfolio? 0 0 0 0 0 1 7 65
Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? 0 0 0 0 8 8 13 94
Exchange Rate Market Efficiency Tests and Cointegration Analysis 0 0 0 0 2 5 9 73
Exchange Rate Regimes and Reserve Policy: The Italian Lira, 1883–1911 0 0 0 46 2 3 13 287
Fundamentals, regime shifts, and dollar behavior in the 1980s 0 0 0 9 3 3 6 120
Introduction 0 0 0 9 2 2 4 80
Oil price dynamics and speculation: A multivariate financial approach 0 0 1 204 0 2 17 600
Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America 0 0 0 29 1 2 11 112
Smooth transition regime shifts and oil price dynamics 0 0 0 22 2 2 6 108
Speculative pricing in the Liverpool cotton futures market: a nonlinear tale of noise traders and fundamentalists from the 1920s 0 0 0 10 2 3 13 169
Spreads on Emerging-Market Debt: Global vs. Regional Factors 0 0 0 0 1 4 12 113
The BTP Futures Contracts: Interest Rate Risk Hedging and Exchange Rate Crises 0 0 0 0 1 1 7 809
The Buffer Stock Model Redux? An Analysis of the Dynamics of Foreign Reserve Accumulation 0 0 1 49 0 3 6 173
The exchange rate crisis of September 1992 and the pricing of Italian financial futures 0 0 1 2 2 2 7 17
The impact of the Argentine default on volatility co-movements in emerging bond markets 0 0 0 65 3 3 7 190
Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework 0 0 1 17 0 1 9 67
Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? 0 0 0 39 1 2 8 183
Volatility linkages across three major equity markets: A financial arbitrage approach 0 0 0 82 2 3 9 290
Volatility spillovers and the role of leading financial centres 0 0 0 7 1 3 8 48
Volatility spillovers and the role of leading financial centres 0 0 0 3 3 4 11 63
Total Journal Articles 0 1 6 633 39 64 216 3,855
1 registered items for which data could not be found
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