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 2 72 1 7 14 308
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 2 46
Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? 0 0 0 6 5 7 7 94
Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures 0 0 0 59 2 2 3 146
Endogenous and Exogenous Volatility in the Foreign Exchange Market 0 0 0 28 3 9 15 118
Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911 0 0 1 106 3 6 9 367
Hedging vs. speculative pressures on commodity futures returns 0 0 1 90 6 7 10 265
Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years 0 0 0 75 2 3 7 279
Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing 0 0 0 23 3 4 6 63
Nonlinear Regime Shifts in Oil Price Hedging Dynamics 0 0 0 50 2 6 8 98
Oil and portfolio risk diversification 0 0 0 38 2 4 4 194
Oil price Dynamics and Speculation. A Multivariate Financial Approach 0 0 0 224 3 15 17 605
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 4 6 8 48
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 3 7 8 43
One size does not fit all. A non-linear analysis of European monetary transmission 0 0 0 47 3 5 5 57
Sovereign - bank risk interconnections during the Greek financial crisis and the role of the Italian debt 0 0 0 33 2 3 4 50
Speculative Cotton Pricing in the 1920s. A Nonlinear Tale of Noise Traders and Fundamentalists 0 1 1 49 1 4 6 115
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 5 6 40
The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation 0 0 1 98 2 3 11 346
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 1 2 2 76
The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory? 0 0 0 5 2 5 6 98
Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts 0 0 0 10 3 4 7 64
Total Working Papers 0 1 6 1,118 55 114 165 3,520

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 3 3 8 136
A non-linear analysis of the sovereign bank nexus in the EU 0 0 0 6 2 14 19 51
Can oil diversify away the unpriced risk of a portfolio? 0 0 0 0 3 5 6 64
Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? 0 0 0 0 3 3 5 86
Exchange Rate Market Efficiency Tests and Cointegration Analysis 0 0 0 0 1 3 5 68
Exchange Rate Regimes and Reserve Policy: The Italian Lira, 1883–1911 0 0 0 46 6 8 10 284
Fundamentals, regime shifts, and dollar behavior in the 1980s 0 0 0 9 3 3 3 117
Introduction 0 0 0 9 1 2 2 78
Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing 0 0 0 3 3 5 7 24
Oil price dynamics and speculation: A multivariate financial approach 0 0 1 204 2 9 17 598
Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America 0 0 0 29 2 7 9 110
Smooth transition regime shifts and oil price dynamics 0 0 0 22 2 3 5 106
Speculative pricing in the Liverpool cotton futures market: a nonlinear tale of noise traders and fundamentalists from the 1920s 0 0 0 10 1 7 14 166
Spreads on Emerging-Market Debt: Global vs. Regional Factors 0 0 0 0 5 7 9 109
The BTP Futures Contracts: Interest Rate Risk Hedging and Exchange Rate Crises 0 0 0 0 4 4 6 808
The Buffer Stock Model Redux? An Analysis of the Dynamics of Foreign Reserve Accumulation 0 0 1 49 0 1 3 170
The exchange rate crisis of September 1992 and the pricing of Italian financial futures 0 1 1 2 3 4 5 15
The impact of the Argentine default on volatility co-movements in emerging bond markets 0 0 0 65 3 3 5 187
Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework 0 0 1 17 5 7 8 66
Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? 0 0 0 39 3 3 6 181
Volatility linkages across three major equity markets: A financial arbitrage approach 0 0 0 82 0 5 6 287
Volatility spillovers and the role of leading financial centres 0 0 0 3 3 7 8 59
Volatility spillovers and the role of leading financial centres 0 0 0 7 2 5 5 45
Total Journal Articles 0 1 5 635 60 118 171 3,815

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Statistics updated 2026-02-12