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 1 2 71 2 5 11 166
A Further Look at the 2004 Reform of the Operational Framework of the ECB 0 0 0 25 1 2 17 97
A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions 0 0 1 59 1 2 6 118
A further look at the 2004 reform of the operational framework of the ECB 0 0 0 24 0 0 1 24
A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments 0 0 0 35 1 4 11 127
Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations 0 0 0 176 1 1 1 703
Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy 0 0 0 24 1 1 1 83
Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets 1 1 1 73 2 3 6 182
Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy 0 0 0 45 0 1 5 164
Determinacy of interest rate rules with bond transaction services in a cashless economy 0 0 1 42 0 1 3 115
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 0 2 2 11 18 38
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 1 69 0 5 14 433
Distortionary tax instruments and implementable monetary policy 1 1 1 68 3 7 13 193
Does the Yield Spread Predict the Output Gap in the U.S.? 0 0 0 137 0 3 5 362
Effective Trade Execution 0 0 0 9 0 2 2 48
Effective Trade Execution 0 0 1 27 0 2 6 55
Effective Trade Execution 0 0 1 13 1 1 3 58
Effective Trade Execution 0 0 0 22 3 9 20 91
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 25 1 1 4 66
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 56 0 2 6 303
Equilibrium selection in a cashless economy with transaction frictions in the bond market 0 0 0 24 1 3 4 66
Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback 0 0 0 148 1 5 6 338
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 3 29 2 4 10 91
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 80 3 8 12 286
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 1 3 16 2 4 7 76
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 2 2 2 43 4 4 6 116
Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback 0 0 0 200 0 1 4 370
Gold and the U.S. Dollar: Tales from the Turmoil 0 1 3 151 7 10 20 364
Gold and the U.S. Dollar: Tales from the turmoil 0 0 4 60 1 3 13 153
Informed Trading in the Euro Money Market for Term Lending 0 0 0 21 0 1 2 105
Informed trading in the Euro money market for term lending 0 0 0 47 1 3 4 113
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 20 1 1 3 24
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 22 0 0 4 55
Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTS 0 1 1 35 0 2 2 124
Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model 0 3 8 255 0 8 22 597
Matlab Implementation of the AIM Algorithm: A Beginner's Guide 0 3 8 84 6 14 37 856
Measuring Market Liquidity: An Introductory Survey 0 2 12 200 1 18 61 534
Measuring market liquidity: An introductory survey 0 1 2 80 0 3 4 74
Measuring market liquidity: An introductory survey 0 0 0 75 1 1 1 80
Measuring market liquidity: an introductory survey 0 1 1 33 0 3 11 96
Monetary Asset Substitution in the Euro Area 0 0 0 25 0 0 2 83
Monetary Policy and the Term Structure: A Fully Structural DSGE approach 0 0 0 0 0 1 2 528
Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil? 0 0 0 46 1 2 5 105
Money-market segmentation in the euro area: what has changed during the turmoil? 0 0 0 54 1 3 3 136
On (Sub) Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 72 0 1 3 272
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 3 1 1 1 125
Optimal Opportunistic Monetary Policy in A New-Keynesian Model 0 0 0 41 1 1 2 109
Optimal Opportunistic Monetary Policy in a New-Keynesian Model 0 0 0 110 0 3 6 267
Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model 0 0 0 0 1 1 3 214
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 6 0 0 0 49
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 22 0 4 4 102
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 8 0 0 1 36
Optimal trading execution with nonlinear market impact: an alternative solution method 0 0 0 2 0 0 1 20
Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil 0 0 0 6 1 2 4 81
Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil 0 0 0 38 0 0 3 75
Structural distortions in the Euro interbank market: The role of ‘key players’ during the recent market turmoil 0 0 0 17 1 5 10 85
Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil 0 0 0 12 1 3 6 85
The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They? 0 0 0 65 1 3 4 125
The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model 0 0 0 104 1 3 5 216
The Predictive Power of the Yield Spread under the Veil of Time 0 0 0 117 0 2 3 334
The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil 0 0 0 34 0 0 1 68
The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? 0 0 0 47 0 0 1 104
The co-movements along the forward curve of natural gas futures: a structural view 0 0 0 68 1 3 7 242
Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run 0 0 0 47 0 0 1 109
Volatility forecasting for crude oil futures 0 0 2 381 2 4 9 928
What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback 0 0 0 65 1 2 2 110
Total Working Papers 4 18 59 4,015 64 203 475 12,552


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 1 1 1 54 1 1 1 163
A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments 0 0 1 23 1 5 11 111
Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil 0 0 1 18 1 2 7 67
Did the turmoil affect money-market segmentation in the Euro area? 0 0 0 9 0 0 0 48
Distortionary tax instruments and implementable monetary policy 0 0 0 15 0 3 11 83
Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil 0 0 3 9 1 1 9 54
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 2 3 3 4 10 21
Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds? 0 1 1 25 1 4 6 87
Fractional integration of inflation rates: a note 0 0 0 32 1 3 3 80
Gold and the U.S. dollar: tales from the turmoil 0 0 1 16 0 4 9 69
Hedging Italian Equity Mutual Fund Returns during the Recent Financial Turmoil: A Duration-Dependent Markov-Switching Approach 0 0 1 2 0 1 2 9
How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate 0 0 1 5 0 1 3 17
International diversification for portfolios of European fixed-income mutual funds: The case of core EMU countries 0 0 0 3 0 1 4 12
Macroeconomic Stability in a Model with Bond Transaction Services 0 0 3 6 0 0 7 19
Macroeconomic factors and oil futures prices: A data-rich model 0 1 6 153 1 4 22 429
Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues 0 0 0 4 0 0 2 15
Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation 0 0 0 34 1 1 2 135
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 9 0 1 1 62
Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics 0 0 0 49 2 4 5 168
Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation 0 0 2 369 0 2 6 713
The Impact of the 2004 Reform of the Operational Framework of the ECB:Structural GARCH Evidence 0 0 0 1 0 0 0 8
The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight? 0 0 1 12 0 0 2 50
Trading directions and the pricing of Euro interbank deposits in the long run 0 0 0 8 0 1 2 58
Volatility forecasting for crude oil futures 0 0 0 40 1 5 8 144
Total Journal Articles 1 3 24 899 14 48 133 2,622


Statistics updated 2020-01-03