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 2 2 11 1,127 8 14 52 2,001
A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors 0 0 1 60 0 1 3 160
Bond risk premia, macroeconomic fundamentals and the exchange rate 0 0 2 178 1 3 11 416
Bond risk premia, macroeconomic fundamentals and the exchange rate 0 0 1 122 2 2 5 278
Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area 0 0 0 169 2 2 3 543
Canonical term-structure models with observable factors and the dynamics of bond risk premiums 0 0 6 145 2 4 15 465
Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test 0 0 0 0 2 3 6 8
Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test 0 0 0 814 5 8 9 2,391
Correlation Analysis of Financial Contagion: What One Should Know before Running a Test 0 1 7 159 5 8 23 572
Decomposing euro area sovereign spreads: credit, liquidity and convenience 1 2 9 51 2 4 21 101
Expected inflation and inflation risk premium in the euro area and in the United States 0 0 1 100 0 0 3 290
Fiscal Policy and Macroeconomic Imbalances 2 3 7 92 11 23 68 519
Forecaster heterogeneity, surprises and financial markets 0 0 1 60 0 3 20 108
Macroeconomic and monetary policy surprises and the term structure of interest rates 0 0 1 67 3 5 8 156
Macroeconomics determinants of the correlation between stocks and bonds 5 13 73 73 19 51 141 141
Monetary policy surprises over time 3 8 16 84 4 14 38 134
Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models 1 3 39 47 4 12 44 48
Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis 0 2 8 124 3 12 38 335
Real term structure and inflation compensation in the euro area 0 0 1 27 2 2 14 126
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 0 1 4 528 3 6 16 1,147
Stock Values and Fundamentals: Link or Irrationality? 0 0 0 0 0 1 1 1,368
Stock Values and Fundamentals; Link or Irrationality? 0 0 0 73 0 1 1 306
The CAPM and the risk appetite index; theoretical differences and empirical similarities 0 1 14 501 2 6 53 1,492
The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates 0 0 1 75 4 5 14 288
Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model 0 0 9 84 0 3 22 139
Total Working Papers 14 36 212 4,760 84 193 629 13,640


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 1 18 556 2 8 60 1,298
A Primer on Financial Contagion 2 4 10 486 5 9 24 961
Bond risk premia, macroeconomic fundamentals and the exchange rate 0 2 4 59 2 6 18 179
Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia 0 0 2 88 3 5 10 232
Capital Asset Pricing Model and the Risk Appetite Index: Theoretical Differences, Empirical Similarities and Implementation Problems* 0 0 0 32 0 0 2 152
Monetary Policy Surprises over Time 2 2 4 8 4 7 22 43
Pure or Wake-up-Call Contagion? Another Look at the EMU Sovereign Debt Crisis 0 1 1 37 0 5 38 125
Real Term Structure and Inflation Compensation in the Euro Area 0 0 0 19 1 1 5 63
The impact of news on the exchange rate of the lira and long-term interest rates 0 0 2 54 2 3 12 192
Total Journal Articles 5 10 41 1,339 19 44 191 3,245


Statistics updated 2019-11-03