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 1 2 72 3 4 7 301
Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation 0 0 0 13 2 2 2 46
Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? 0 0 0 6 0 0 1 87
Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures 0 0 0 59 1 1 1 144
Endogenous and Exogenous Volatility in the Foreign Exchange Market 0 0 0 28 1 3 7 109
Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911 0 1 1 106 1 3 5 361
Hedging vs. speculative pressures on commodity futures returns 0 1 1 90 1 2 3 258
Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years 0 0 0 75 2 3 5 276
Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing 0 0 0 23 1 1 2 59
Nonlinear Regime Shifts in Oil Price Hedging Dynamics 0 0 0 50 1 1 2 92
Oil and portfolio risk diversification 0 0 0 38 0 0 0 190
Oil price Dynamics and Speculation. A Multivariate Financial Approach 0 0 0 224 0 0 2 590
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 1 36
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 0 0 2 42
One size does not fit all. A non-linear analysis of European monetary transmission 0 0 0 47 0 0 0 52
Sovereign - bank risk interconnections during the Greek financial crisis and the role of the Italian debt 0 0 0 33 1 1 1 47
Speculative Cotton Pricing in the 1920s. A Nonlinear Tale of Noise Traders and Fundamentalists 0 0 0 48 0 0 2 111
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 0 0 1 35
The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation 1 1 1 98 3 3 8 343
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 1 74
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 1 93
Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts 0 0 0 10 1 1 4 60
Total Working Papers 1 4 5 1,117 19 26 58 3,406

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 2 33 0 1 6 133
A non-linear analysis of the sovereign bank nexus in the EU 0 0 1 6 2 3 7 37
Can oil diversify away the unpriced risk of a portfolio? 0 0 0 0 1 1 1 59
Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? 0 0 0 0 2 2 2 83
Exchange Rate Market Efficiency Tests and Cointegration Analysis 0 0 0 0 1 1 3 65
Exchange Rate Regimes and Reserve Policy: The Italian Lira, 1883–1911 0 0 0 46 1 1 3 276
Fundamentals, regime shifts, and dollar behavior in the 1980s 0 0 0 9 0 0 2 114
Introduction 0 0 0 9 0 0 0 76
Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing 0 0 0 3 0 0 5 19
Oil price dynamics and speculation: A multivariate financial approach 0 0 1 204 2 2 9 589
Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America 0 0 0 29 2 2 5 103
Smooth transition regime shifts and oil price dynamics 0 0 0 22 0 1 2 103
Speculative pricing in the Liverpool cotton futures market: a nonlinear tale of noise traders and fundamentalists from the 1920s 0 0 0 10 0 0 14 159
Spreads on Emerging-Market Debt: Global vs. Regional Factors 0 0 0 0 0 1 4 102
The BTP Futures Contracts: Interest Rate Risk Hedging and Exchange Rate Crises 0 0 0 0 1 2 3 804
The Buffer Stock Model Redux? An Analysis of the Dynamics of Foreign Reserve Accumulation 0 0 1 49 0 0 3 169
The exchange rate crisis of September 1992 and the pricing of Italian financial futures 0 0 0 1 1 1 1 11
The impact of the Argentine default on volatility co-movements in emerging bond markets 0 0 0 65 1 1 2 184
Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework 0 0 1 17 0 0 2 59
Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? 0 0 0 39 1 1 4 178
Volatility linkages across three major equity markets: A financial arbitrage approach 0 0 0 82 1 1 2 282
Volatility spillovers and the role of leading financial centres 0 0 0 7 0 0 0 40
Volatility spillovers and the role of leading financial centres 0 0 0 3 0 0 2 52
Total Journal Articles 0 0 6 634 16 21 82 3,697

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Statistics updated 2025-11-08