Access Statistics for Paolo Zagaglia

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 Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions 0 0 0 71 0 1 10 185
A Further Look at the 2004 Reform of the Operational Framework of the ECB 0 0 0 28 0 0 2 121
A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions 0 0 0 60 3 3 7 131
A further look at the 2004 reform of the operational framework of the ECB 0 0 0 24 1 1 11 40
A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments 0 0 0 37 3 3 8 167
Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations 0 0 0 177 1 1 5 721
Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy 0 0 0 25 0 1 7 100
Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets 0 0 0 74 0 1 7 200
Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy 0 0 0 48 2 2 11 191
Determinacy of interest rate rules with bond transaction services in a cashless economy 0 0 0 42 0 0 6 127
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 0 71 3 7 20 486
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 0 5 4 4 11 74
Distortionary tax instruments and implementable monetary policy 0 0 0 68 3 5 31 237
Does the Yield Spread Predict the Output Gap in the U.S.? 0 0 0 139 1 1 6 375
Effective Trade Execution 0 0 1 30 2 5 12 138
Effective Trade Execution 0 0 1 11 4 4 9 75
Effective Trade Execution 0 0 0 16 1 5 15 90
Effective Trade Execution 0 0 0 28 1 7 16 83
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 26 3 3 10 87
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 57 5 5 15 326
Equilibrium selection in a cashless economy with transaction frictions in the bond market 0 0 0 27 2 2 7 91
Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback 0 0 0 152 2 2 7 369
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 36 4 7 13 132
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 91 7 8 21 350
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 20 3 6 13 107
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 0 0 50 2 4 12 145
Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback 0 0 1 209 1 3 8 407
Gold and the U.S. Dollar: Tales from the Turmoil 0 0 1 161 1 2 29 436
Gold and the U.S. Dollar: Tales from the turmoil 0 1 1 65 2 7 22 196
Informed Trading in the Euro Money Market for Term Lending 0 0 0 21 1 1 12 123
Informed trading in the Euro money market for term lending 0 0 0 47 2 3 13 134
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 22 2 6 12 76
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 20 2 2 5 39
Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTS 0 0 0 36 1 2 4 139
Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model 0 0 0 269 1 2 14 657
Matlab Implementation of the AIM Algorithm: A Beginner's Guide 0 0 7 149 0 6 28 1,098
Measuring Market Liquidity: An Introductory Survey 0 0 0 208 2 3 10 605
Measuring market liquidity: An introductory survey 0 0 0 77 3 6 14 115
Measuring market liquidity: An introductory survey 0 0 0 83 0 1 8 96
Measuring market liquidity: an introductory survey 0 0 0 35 3 6 17 129
Monetary Asset Substitution in the Euro Area 0 0 0 27 2 3 14 108
Monetary Policy and the Term Structure: A Fully Structural DSGE approach 0 0 0 0 2 4 14 565
Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil? 0 0 0 48 0 1 6 127
Money-market segmentation in the euro area: what has changed during the turmoil? 0 0 0 55 3 3 6 151
On (Sub) Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 74 2 4 8 289
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 3 3 3 9 140
Optimal Opportunistic Monetary Policy in A New-Keynesian Model 0 0 0 43 1 2 6 132
Optimal Opportunistic Monetary Policy in a New-Keynesian Model 0 0 0 115 2 4 10 293
Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model 0 0 0 0 1 2 8 237
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 9 2 2 9 54
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 8 0 2 14 82
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 24 1 3 15 132
Optimal trading execution with nonlinear market impact: an alternative solution method 0 0 1 4 2 2 10 107
Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil 0 0 0 8 1 4 12 104
Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil 0 0 0 39 0 0 3 84
Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil 0 0 0 17 1 2 13 107
Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil 0 0 0 12 2 3 8 106
The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They? 0 0 0 66 2 2 9 138
The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model 0 0 0 106 3 3 5 232
The Predictive Power of the Yield Spread under the Veil of Time 0 0 0 119 1 5 13 356
The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil 0 0 0 35 1 2 4 83
The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? 0 0 0 48 4 7 9 118
The co-movements along the forward curve of natural gas futures: a structural view 0 0 0 72 1 2 2 257
Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run 0 0 0 47 0 0 3 118
Volatility forecasting for crude oil futures 0 0 0 382 1 3 12 955
What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback 0 0 0 67 4 4 14 135
Total Working Papers 0 1 13 4,243 120 210 724 14,608

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 1 1 56 0 1 7 181
A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments 0 0 0 26 1 5 9 142
Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil 0 0 0 18 5 5 10 99
Did the turmoil affect money-market segmentation in the Euro area? 0 0 0 9 0 0 6 60
Distortionary tax instruments and implementable monetary policy 0 0 1 17 2 5 26 123
Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil 0 0 0 14 4 5 11 93
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 0 14 5 5 9 72
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 4 4 7 115
Fractional integration of inflation rates: a note 0 0 1 33 3 5 12 98
Gold and the U.S. dollar: tales from the turmoil 0 0 0 21 3 6 12 94
Hedging Italian Equity Mutual Fund Returns during the Recent Financial Turmoil: A Duration-Dependent Markov-Switching Approach 0 0 0 2 3 3 5 16
How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate 0 0 0 6 1 1 5 26
Macroeconomic Stability in a Model with Bond Transaction Services 0 0 0 9 2 5 9 57
Macroeconomic factors and oil futures prices: A data-rich model 0 0 0 174 2 2 11 490
Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues 0 0 1 10 2 4 8 37
Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation 0 0 0 36 2 3 6 148
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 9 1 2 9 74
Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics 0 0 0 49 0 0 7 187
Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation 0 0 1 390 2 4 14 779
The Impact of the 2004 Reform of the Operational Framework of the ECB:Structural GARCH Evidence 0 0 1 2 0 0 7 20
The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight? 0 0 0 13 2 3 10 63
Trading directions and the pricing of Euro interbank deposits in the long run 0 0 0 9 0 1 3 73
Volatility forecasting for crude oil futures 0 0 0 42 3 3 13 178
Total Journal Articles 0 1 6 988 47 72 216 3,225
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