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 0 5 9 184
A Further Look at the 2004 Reform of the Operational Framework of the ECB 0 0 0 28 0 1 2 121
A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions 0 0 0 60 0 3 4 128
A further look at the 2004 reform of the operational framework of the ECB 0 0 0 24 0 10 11 39
A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments 0 0 0 37 0 5 6 164
Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations 0 0 0 177 0 4 5 720
Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy 0 0 0 25 1 6 7 100
Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets 0 0 0 74 1 5 8 200
Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy 0 0 0 48 0 6 9 189
Determinacy of interest rate rules with bond transaction services in a cashless economy 0 0 0 42 0 4 6 127
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 0 5 0 5 8 70
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 0 71 2 11 15 481
Distortionary tax instruments and implementable monetary policy 0 0 0 68 0 19 27 232
Does the Yield Spread Predict the Output Gap in the U.S.? 0 0 0 139 0 3 5 374
Effective Trade Execution 0 0 1 11 0 2 5 71
Effective Trade Execution 0 0 0 28 5 12 14 81
Effective Trade Execution 0 0 0 16 3 8 13 88
Effective Trade Execution 0 0 1 30 3 6 10 136
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 26 0 5 7 84
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 57 0 6 10 321
Equilibrium selection in a cashless economy with transaction frictions in the bond market 0 0 0 27 0 5 6 89
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 4 5 367
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 36 1 4 8 126
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 91 0 11 14 342
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 20 1 5 9 102
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 0 0 50 2 7 12 143
Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback 0 0 1 209 0 2 5 404
Gold and the U.S. Dollar: Tales from the Turmoil 0 1 1 161 1 24 28 435
Gold and the U.S. Dollar: Tales from the turmoil 0 0 0 64 4 17 21 193
Informed Trading in the Euro Money Market for Term Lending 0 0 0 21 0 10 11 122
Informed trading in the Euro money market for term lending 0 0 0 47 1 6 12 132
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 20 0 2 4 37
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 22 2 7 8 72
Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTS 0 0 0 36 1 2 3 138
Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model 0 0 0 269 0 7 12 655
Matlab Implementation of the AIM Algorithm: A Beginner's Guide 0 2 7 149 2 11 27 1,094
Measuring Market Liquidity: An Introductory Survey 0 0 0 208 0 6 7 602
Measuring market liquidity: An introductory survey 0 0 0 77 1 4 10 110
Measuring market liquidity: An introductory survey 0 0 0 83 0 6 7 95
Measuring market liquidity: an introductory survey 0 0 0 35 2 6 15 125
Monetary Asset Substitution in the Euro Area 0 0 0 27 0 6 12 105
Monetary Policy and the Term Structure: A Fully Structural DSGE approach 0 0 0 0 1 6 11 562
Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil? 0 0 0 48 0 2 5 126
Money-market segmentation in the euro area: what has changed during the turmoil? 0 0 0 55 0 2 3 148
On (Sub) Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 74 0 2 5 285
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 3 0 4 6 137
Optimal Opportunistic Monetary Policy in A New-Keynesian Model 0 0 0 43 0 3 6 130
Optimal Opportunistic Monetary Policy in a New-Keynesian Model 0 0 0 115 1 4 7 290
Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model 0 0 0 0 1 3 8 236
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 24 1 10 14 130
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 9 0 3 7 52
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 8 0 12 14 80
Optimal trading execution with nonlinear market impact: an alternative solution method 0 1 1 4 0 7 8 105
Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil 0 0 0 8 2 7 10 102
Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil 0 0 0 39 0 1 4 84
Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil 0 0 0 17 1 8 13 106
Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil 0 0 0 12 1 5 6 104
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 5 7 136
The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model 0 0 0 106 0 1 2 229
The Predictive Power of the Yield Spread under the Veil of Time 0 0 0 119 2 9 10 353
The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil 0 0 0 35 0 2 2 81
The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? 0 0 0 48 1 3 4 112
The co-movements along the forward curve of natural gas futures: a structural view 0 0 0 72 1 1 1 256
Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run 0 0 0 47 0 3 3 118
Volatility forecasting for crude oil futures 0 0 0 382 1 8 10 953
What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback 0 0 0 67 0 6 10 131
Total Working Papers 0 4 15 4,242 46 395 593 14,444

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 5 6 180
A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments 0 0 0 26 4 7 8 141
Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil 0 0 0 18 0 4 5 94
Did the turmoil affect money-market segmentation in the Euro area? 0 0 0 9 0 4 6 60
Distortionary tax instruments and implementable monetary policy 0 0 1 17 0 7 22 118
Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil 0 0 0 14 0 4 6 88
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 1 14 0 1 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 1 3 111
Fractional integration of inflation rates: a note 0 0 1 33 1 6 9 94
Gold and the U.S. dollar: tales from the turmoil 0 0 0 21 2 8 8 90
Hedging Italian Equity Mutual Fund Returns during the Recent Financial Turmoil: A Duration-Dependent Markov-Switching Approach 0 0 0 2 0 2 2 13
How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate 0 0 0 6 0 2 4 25
Macroeconomic Stability in a Model with Bond Transaction Services 0 0 0 9 2 5 6 54
Macroeconomic factors and oil futures prices: A data-rich model 0 0 1 174 0 5 11 488
Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues 0 0 1 10 1 2 6 34
Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation 0 0 0 36 0 1 3 145
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 9 0 4 7 72
Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics 0 0 0 49 0 5 7 187
Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation 0 1 1 390 1 8 13 776
The Impact of the 2004 Reform of the Operational Framework of the ECB:Structural GARCH Evidence 0 0 1 2 0 3 7 20
The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight? 0 0 0 13 1 6 8 61
Trading directions and the pricing of Euro interbank deposits in the long run 0 0 0 9 1 1 3 73
Volatility forecasting for crude oil futures 0 0 0 42 0 9 10 175
Total Journal Articles 0 1 7 987 13 100 166 3,166
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