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 0 0 175
A Further Look at the 2004 Reform of the Operational Framework of the ECB 0 0 1 28 0 0 1 119
A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions 0 0 0 60 0 0 1 124
A further look at the 2004 reform of the operational framework of the ECB 0 0 0 24 1 1 1 29
A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments 0 0 0 37 0 1 8 159
Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations 0 0 0 177 1 1 1 716
Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy 0 0 0 25 0 0 1 93
Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets 0 0 0 74 0 1 1 193
Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy 0 0 0 48 0 1 1 180
Determinacy of interest rate rules with bond transaction services in a cashless economy 0 0 0 42 0 1 2 121
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 0 71 0 0 1 466
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 1 5 0 1 2 63
Distortionary tax instruments and implementable monetary policy 0 0 0 68 1 1 1 206
Does the Yield Spread Predict the Output Gap in the U.S.? 0 0 0 139 0 0 1 369
Effective Trade Execution 0 0 0 10 0 0 1 66
Effective Trade Execution 0 0 0 28 0 0 0 67
Effective Trade Execution 0 0 1 16 0 1 3 75
Effective Trade Execution 0 0 1 29 0 1 3 126
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 57 0 0 0 311
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 26 0 0 0 77
Equilibrium selection in a cashless economy with transaction frictions in the bond market 0 0 0 27 1 2 4 84
Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback 0 0 0 152 0 0 1 362
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 1 1 36 0 1 1 119
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 1 3 91 0 1 6 329
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 1 2 20 0 1 2 94
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 0 0 50 0 2 3 133
Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback 0 0 0 208 0 0 1 399
Gold and the U.S. Dollar: Tales from the Turmoil 0 0 2 160 0 0 8 407
Gold and the U.S. Dollar: Tales from the turmoil 0 0 1 64 1 3 5 174
Informed Trading in the Euro Money Market for Term Lending 0 0 0 21 0 1 2 111
Informed trading in the Euro money market for term lending 0 0 0 47 1 1 1 121
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 22 0 0 1 64
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 20 1 1 1 34
Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTS 0 0 0 36 0 0 1 135
Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model 0 0 0 269 0 0 3 643
Matlab Implementation of the AIM Algorithm: A Beginner's Guide 0 0 6 142 1 5 23 1,070
Measuring Market Liquidity: An Introductory Survey 0 0 1 208 0 2 6 595
Measuring market liquidity: An introductory survey 0 0 0 83 0 0 0 88
Measuring market liquidity: An introductory survey 0 0 0 77 0 1 1 101
Measuring market liquidity: an introductory survey 0 0 0 35 1 2 5 112
Monetary Asset Substitution in the Euro Area 0 0 0 27 1 1 2 94
Monetary Policy and the Term Structure: A Fully Structural DSGE approach 0 0 0 0 0 1 4 551
Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil? 0 0 0 48 0 1 2 121
Money-market segmentation in the euro area: what has changed during the turmoil? 0 0 0 55 0 0 1 145
On (Sub) Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 74 0 1 2 281
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 3 0 0 0 131
Optimal Opportunistic Monetary Policy in A New-Keynesian Model 0 0 0 43 0 2 2 126
Optimal Opportunistic Monetary Policy in a New-Keynesian Model 0 0 0 115 0 0 0 283
Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model 0 0 0 0 0 2 3 229
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 1 8 0 2 3 68
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 9 0 1 2 45
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 1 24 0 1 2 117
Optimal trading execution with nonlinear market impact: an alternative solution method 0 0 0 3 0 0 0 97
Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil 0 0 1 8 0 0 1 92
Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil 0 0 0 39 0 1 3 81
Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil 0 0 0 17 0 2 2 94
Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil 0 0 0 12 0 0 1 98
The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They? 0 0 0 66 0 0 0 129
The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model 0 0 0 106 0 0 2 227
The Predictive Power of the Yield Spread under the Veil of Time 0 0 0 119 0 1 2 343
The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil 0 0 1 35 0 0 1 79
The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? 0 0 0 48 1 1 1 109
The co-movements along the forward curve of natural gas futures: a structural view 0 0 1 72 0 1 3 255
Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run 0 0 0 47 0 0 1 115
Volatility forecasting for crude oil futures 0 0 0 382 0 0 1 943
What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback 0 0 0 67 0 1 2 121
Total Working Papers 0 3 25 4,230 11 52 147 13,884

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 0 0 2 174
A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments 0 0 1 26 0 1 3 133
Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil 0 0 0 18 0 0 1 89
Did the turmoil affect money-market segmentation in the Euro area? 0 0 0 9 0 0 1 54
Distortionary tax instruments and implementable monetary policy 0 0 0 16 1 1 2 97
Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil 0 0 1 14 0 1 4 82
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 1 2 14 0 2 7 63
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 0 2 108
Fractional integration of inflation rates: a note 0 0 0 32 0 1 3 86
Gold and the U.S. dollar: tales from the turmoil 0 0 1 21 0 0 3 82
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 0 1 1 21
Macroeconomic Stability in a Model with Bond Transaction Services 0 0 1 9 0 0 4 48
Macroeconomic factors and oil futures prices: A data-rich model 0 1 2 174 0 2 6 479
Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues 0 0 0 9 0 1 3 29
Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation 0 0 0 36 0 0 0 142
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 9 0 0 1 65
Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics 0 0 0 49 0 0 2 180
Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation 0 0 0 389 1 3 5 765
The Impact of the 2004 Reform of the Operational Framework of the ECB:Structural GARCH Evidence 0 0 0 1 0 0 1 13
The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight? 0 0 1 13 0 0 1 53
Trading directions and the pricing of Euro interbank deposits in the long run 0 0 0 9 0 0 2 70
Volatility forecasting for crude oil futures 0 0 0 42 0 3 8 165
Total Journal Articles 0 2 9 982 2 16 62 3,009
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12