Access Statistics for Giulio Palomba

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
A Model for Pricing the Italian Contemporary Art Paintings at Auction 0 0 0 161 1 2 23 928
A Structural Matrix Autoregressive Model for the Joint Dynamics of Volume, Volatility, and Returns 0 4 4 4 7 13 13 13
Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets 1 1 12 912 5 13 215 6,826
Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach 0 1 1 110 2 5 18 247
Forecasting US bond yields at weekly frequency 0 0 1 232 1 1 14 602
GARCH multivariati e approccio di Black.Litterman nell'asset allocation tattica: un'analisi empirica 0 0 0 691 0 3 15 2,457
HEALTHCARE EFFICIENCY AND ELDERLY MORTALITY IN ITALY 0 0 3 20 2 3 19 75
Investors' Behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach 0 0 0 227 0 0 7 608
Investors’ behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach 0 0 0 52 0 0 11 172
Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis 0 0 0 705 1 1 11 1,704
Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity 0 0 1 89 0 0 15 304
Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk 0 0 0 108 0 3 10 519
Reconciling TEV and VaR in Active Portfolio Management: A New Frontier 0 0 2 42 2 2 25 127
Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics 0 0 0 139 1 3 14 559
Testing similarities of short-run inflation dynamics among EU countries after the Euro 0 0 0 80 0 0 7 300
Un Modello CGE per l'analisi del federalismo fiscale all'italiana 0 0 0 133 0 0 5 490
Total Working Papers 1 6 24 3,705 22 49 422 15,931


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A model for pricing Italian Contemporary Art paintings at auction 0 0 0 50 0 2 26 266
Analytical Gradients of Dynamic Conditional Correlation Models 0 0 0 12 1 2 10 73
Asset management with TEV and VaR constraints: the constrained efficient frontiers 0 0 0 5 1 2 12 58
Commodity price dynamics in the era of energy transition: Exploring the substitutability of clean energy 0 0 1 1 0 1 7 7
Contagion among European financial indices, evidence from a quantile VAR approach 0 0 1 2 3 3 15 20
Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries 0 0 1 4 0 2 25 42
Does the Cash Conversion Cycle Affect Firm Profitability? Some Empirical Evidence from Listed Firms in North Macedonia 1 1 1 2 4 4 31 42
Dynamic relationships between spot and futures prices. The case of energy and gold commodities 0 0 3 56 1 1 16 190
Matrix-valued AutoRegressive (MAR) models in gretl 1 1 1 1 1 4 7 7
Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis 0 0 0 81 2 5 25 309
Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity 0 0 0 34 0 1 11 188
Portfolio frontiers with restrictions to tracking error volatility and value at risk 0 0 0 49 1 1 10 258
Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier 0 0 0 0 1 3 4 4
Simulation‐based tests of forward‐looking models under VAR learning dynamics 0 0 0 0 1 2 10 82
Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro 0 0 0 23 0 1 4 120
The impact of attractiveness on job opportunities in Italy: a gender field experiment 0 0 1 7 1 1 25 78
The role of uncertainty in forecasting volatility comovements across stock markets 0 0 0 5 0 0 10 28
Total Journal Articles 2 2 9 332 17 35 248 1,772


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model for Pricing the Italian Contemporary Art Paintings at Auction 0 0 0 114 1 1 19 614
The Indicators of Risk 0 0 0 0 1 2 6 13
Total Chapters 0 0 0 114 2 3 25 627


Statistics updated 2026-09-10