Access Statistics for Marcello Pericoli

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 Primer on Financial Contagion 1 2 18 1,125 3 8 50 1,979
A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors 0 0 1 60 0 1 2 159
Bond risk premia, macroeconomic fundamentals and the exchange rate 0 0 1 122 0 0 5 275
Bond risk premia, macroeconomic fundamentals and the exchange rate 1 1 2 178 3 4 9 412
Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area 0 0 0 169 0 0 0 540
Canonical term-structure models with observable factors and the dynamics of bond risk premiums 1 1 6 144 1 4 10 458
Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test 0 0 0 814 0 1 2 2,383
Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test 0 0 0 0 0 0 5 5
Correlation Analysis of Financial Contagion: What One Should Know before Running a Test 1 2 9 158 2 4 24 563
Decomposing euro area sovereign spreads: credit, liquidity and convenience 1 2 8 47 2 7 20 95
Expected inflation and inflation risk premium in the euro area and in the United States 0 1 2 100 1 3 4 290
Fiscal Policy and Macroeconomic Imbalances 0 0 6 89 4 19 53 492
Forecaster heterogeneity, surprises and financial markets 0 0 4 60 4 6 19 101
Macroeconomic and monetary policy surprises and the term structure of interest rates 0 0 1 67 0 0 3 150
Macroeconomics determinants of the correlation between stocks and bonds 7 14 58 58 13 40 79 79
Monetary policy surprises over time 0 1 11 76 1 6 37 118
Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models 2 2 41 41 3 4 32 32
Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis 1 2 7 122 2 8 38 323
Real term structure and inflation compensation in the euro area 0 0 1 27 1 1 13 124
Single Market Emu and Widening. Responses to Three Institutional Shocks in the European Community 0 0 0 0 0 0 0 108
Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion 1 1 4 527 1 3 16 1,141
Stock Values and Fundamentals: Link or Irrationality? 0 0 0 0 0 0 0 1,367
Stock Values and Fundamentals; Link or Irrationality? 0 0 1 73 0 0 2 305
The CAPM and the risk appetite index; theoretical differences and empirical similarities 2 5 18 500 2 9 54 1,483
The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates 0 0 1 75 1 2 9 283
Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model 0 2 7 82 0 7 20 133
Total Working Papers 18 36 207 4,714 44 137 506 13,398


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'Some contagion, some interdependence': More pitfalls in tests of financial contagion 1 4 22 553 2 15 66 1,284
A Primer on Financial Contagion 0 1 8 481 0 4 19 949
Bond risk premia, macroeconomic fundamentals and the exchange rate 0 0 4 57 3 6 19 172
Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia 0 0 3 87 0 0 7 226
Capital Asset Pricing Model and the Risk Appetite Index: Theoretical Differences, Empirical Similarities and Implementation Problems* 0 0 0 32 0 1 4 152
Monetary Policy Surprises over Time 0 0 4 6 0 3 21 36
Pure or Wake-up-Call Contagion? Another Look at the EMU Sovereign Debt Crisis 0 0 0 36 1 16 38 120
Real Term Structure and Inflation Compensation in the Euro Area 0 0 0 19 1 2 6 62
The impact of news on the exchange rate of the lira and long-term interest rates 0 0 2 54 0 1 9 189
Total Journal Articles 1 5 43 1,325 7 48 189 3,190


Statistics updated 2019-07-03