Access Statistics for Paolo Zagaglia

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions 0 0 0 71 2 4 6 181
A Further Look at the 2004 Reform of the Operational Framework of the ECB 0 0 0 28 0 1 1 120
A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions 0 0 0 60 0 0 2 125
A further look at the 2004 reform of the operational framework of the ECB 0 0 0 24 1 1 2 30
A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments 0 0 0 37 1 1 2 160
Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations 0 0 0 177 1 1 2 717
Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy 0 0 0 25 2 2 3 96
Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets 0 0 0 74 1 3 4 196
Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy 0 0 0 48 2 3 6 185
Determinacy of interest rate rules with bond transaction services in a cashless economy 0 0 0 42 2 4 5 125
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 0 71 2 5 6 472
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 0 5 1 2 4 66
Distortionary tax instruments and implementable monetary policy 0 0 0 68 6 11 14 219
Does the Yield Spread Predict the Output Gap in the U.S.? 0 0 0 139 1 3 4 372
Effective Trade Execution 0 0 0 28 1 3 3 70
Effective Trade Execution 0 0 1 11 1 3 4 70
Effective Trade Execution 0 0 1 30 1 1 6 131
Effective Trade Execution 0 0 0 16 0 2 6 80
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 57 4 8 8 319
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 26 0 1 2 79
Equilibrium selection in a cashless economy with transaction frictions in the bond market 0 0 0 27 1 1 4 85
Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback 0 0 0 152 1 1 2 364
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 91 8 9 11 339
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 36 1 3 5 123
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 20 1 3 5 98
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 0 0 50 0 2 5 136
Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback 0 0 1 209 0 1 3 402
Gold and the U.S. Dollar: Tales from the Turmoil 1 1 1 161 6 8 10 417
Gold and the U.S. Dollar: Tales from the turmoil 0 0 0 64 6 7 11 182
Informed Trading in the Euro Money Market for Term Lending 0 0 0 21 6 7 8 118
Informed trading in the Euro money market for term lending 0 0 0 47 2 6 8 128
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 22 1 1 2 66
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 20 0 1 2 35
Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTS 0 0 0 36 1 1 2 137
Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model 0 0 0 269 2 6 8 650
Matlab Implementation of the AIM Algorithm: A Beginner's Guide 0 0 6 147 5 9 25 1,088
Measuring Market Liquidity: An Introductory Survey 0 0 0 208 2 3 6 598
Measuring market liquidity: An introductory survey 0 0 0 77 1 3 7 107
Measuring market liquidity: An introductory survey 0 0 0 83 3 4 4 92
Measuring market liquidity: an introductory survey 0 0 0 35 2 4 11 121
Monetary Asset Substitution in the Euro Area 0 0 0 27 0 3 7 99
Monetary Policy and the Term Structure: A Fully Structural DSGE approach 0 0 0 0 1 4 8 557
Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil? 0 0 0 48 1 4 5 125
Money-market segmentation in the euro area: what has changed during the turmoil? 0 0 0 55 0 1 1 146
On (Sub) Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 74 0 1 3 283
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 3 1 2 3 134
Optimal Opportunistic Monetary Policy in A New-Keynesian Model 0 0 0 43 0 1 3 127
Optimal Opportunistic Monetary Policy in a New-Keynesian Model 0 0 0 115 1 2 4 287
Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model 0 0 0 0 1 3 7 234
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 24 3 4 7 123
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 8 3 3 5 71
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 9 3 5 8 52
Optimal trading execution with nonlinear market impact: an alternative solution method 1 1 1 4 3 4 4 101
Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil 0 0 0 8 1 2 4 96
Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil 0 0 0 39 1 3 5 84
Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil 0 0 0 17 3 4 9 101
Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil 0 0 0 12 1 1 2 100
The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They? 0 0 0 66 1 3 3 132
The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model 0 0 0 106 1 2 2 229
The Predictive Power of the Yield Spread under the Veil of Time 0 0 0 119 1 2 4 345
The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil 0 0 0 35 0 0 0 79
The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? 0 0 0 48 0 0 1 109
The co-movements along the forward curve of natural gas futures: a structural view 0 0 0 72 0 0 1 255
Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run 0 0 0 47 1 1 2 116
Volatility forecasting for crude oil futures 0 0 0 382 5 7 7 950
What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback 0 0 0 67 2 5 8 127
Total Working Papers 2 2 14 4,240 112 206 342 14,161

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the conditional correlation between energy prices: Evidence from future markets 0 0 0 55 3 4 4 178
A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments 0 0 0 26 2 3 4 136
Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil 0 0 0 18 1 1 2 91
Did the turmoil affect money-market segmentation in the Euro area? 0 0 0 9 1 3 3 57
Distortionary tax instruments and implementable monetary policy 0 0 1 17 3 12 18 114
Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil 0 0 0 14 2 3 5 86
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 1 14 1 2 6 67
Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds? 0 0 0 29 0 2 2 110
Fractional integration of inflation rates: a note 0 0 1 33 1 1 4 89
Gold and the U.S. dollar: tales from the turmoil 0 0 0 21 2 2 2 84
Hedging Italian Equity Mutual Fund Returns during the Recent Financial Turmoil: A Duration-Dependent Markov-Switching Approach 0 0 0 2 0 0 0 11
How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate 0 0 0 6 1 3 4 24
Macroeconomic Stability in a Model with Bond Transaction Services 0 0 0 9 1 1 3 50
Macroeconomic factors and oil futures prices: A data-rich model 0 0 1 174 2 6 9 485
Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues 0 0 1 10 0 2 5 32
Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation 0 0 0 36 0 2 2 144
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 9 2 5 5 70
Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics 0 0 0 49 3 4 5 185
Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation 0 0 0 389 2 4 9 770
The Impact of the 2004 Reform of the Operational Framework of the ECB:Structural GARCH Evidence 0 0 1 2 0 0 5 17
The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight? 0 0 0 13 0 2 2 55
Trading directions and the pricing of Euro interbank deposits in the long run 0 0 0 9 0 1 3 72
Volatility forecasting for crude oil futures 0 0 0 42 1 2 5 167
Total Journal Articles 0 0 6 986 28 65 107 3,094
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Statistics updated 2026-01-09