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 3 172
A Further Look at the 2004 Reform of the Operational Framework of the ECB 0 0 0 27 3 7 8 112
A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions 0 0 0 59 0 0 0 120
A further look at the 2004 reform of the operational framework of the ECB 0 0 0 24 0 0 1 28
A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments 0 0 0 36 0 0 5 140
Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations 0 0 0 176 0 0 3 708
Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy 0 0 0 24 0 0 3 88
Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets 0 0 1 74 0 0 4 189
Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy 0 0 1 47 1 1 7 173
Determinacy of interest rate rules with bond transaction services in a cashless economy 0 0 0 42 0 0 1 118
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 0 4 1 3 8 59
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 0 70 1 6 16 455
Distortionary tax instruments and implementable monetary policy 0 0 0 68 2 2 7 204
Does the Yield Spread Predict the Output Gap in the U.S.? 0 0 0 138 0 0 2 367
Effective Trade Execution 0 0 0 9 0 1 8 61
Effective Trade Execution 0 0 0 27 0 1 4 59
Effective Trade Execution 0 0 1 25 0 1 13 114
Effective Trade Execution 0 0 1 14 0 0 3 64
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 57 0 0 1 309
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 26 0 0 5 75
Equilibrium selection in a cashless economy with transaction frictions in the bond market 1 1 2 26 1 1 6 77
Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback 0 0 1 150 0 0 4 345
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 30 0 2 6 101
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 1 1 4 84 2 3 11 300
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 16 0 0 6 88
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 1 4 5 48 1 4 6 124
Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback 0 0 1 203 0 2 9 386
Gold and the U.S. Dollar: Tales from the Turmoil 0 0 0 151 3 3 12 382
Gold and the U.S. Dollar: Tales from the turmoil 0 1 2 63 0 1 6 164
Informed Trading in the Euro Money Market for Term Lending 0 0 0 21 0 0 1 108
Informed trading in the Euro money market for term lending 0 0 0 47 0 0 0 114
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 20 0 0 2 30
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 22 0 0 2 61
Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTS 0 0 0 35 0 1 6 130
Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model 0 1 3 262 1 4 17 623
Matlab Implementation of the AIM Algorithm: A Beginner's Guide 2 4 16 110 4 19 77 963
Measuring Market Liquidity: An Introductory Survey 0 0 3 205 2 4 17 571
Measuring market liquidity: An introductory survey 0 0 0 75 2 3 7 92
Measuring market liquidity: An introductory survey 0 0 1 81 0 0 3 82
Measuring market liquidity: an introductory survey 0 0 0 33 0 0 0 101
Monetary Asset Substitution in the Euro Area 0 1 1 27 0 2 2 89
Monetary Policy and the Term Structure: A Fully Structural DSGE approach 0 0 0 0 0 1 7 539
Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil? 0 1 1 48 1 4 6 114
Money-market segmentation in the euro area: what has changed during the turmoil? 0 0 0 54 0 3 4 141
On (Sub) Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 1 74 0 0 5 278
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 3 0 0 1 131
Optimal Opportunistic Monetary Policy in A New-Keynesian Model 0 0 1 42 0 1 2 119
Optimal Opportunistic Monetary Policy in a New-Keynesian Model 0 0 1 113 1 1 9 280
Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model 0 0 0 0 1 5 9 224
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 23 0 0 5 108
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 8 0 1 3 40
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 6 0 1 2 57
Optimal trading execution with nonlinear market impact: an alternative solution method 0 0 0 3 0 7 22 46
Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil 0 0 0 6 1 2 4 86
Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil 0 0 0 38 0 0 2 77
Structural distortions in the Euro interbank market: The role of ‘key players’ during the recent market turmoil 0 0 0 17 0 1 3 91
Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil 0 0 0 12 0 3 7 95
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 1 128
The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model 0 0 0 105 0 0 4 222
The Predictive Power of the Yield Spread under the Veil of Time 0 0 1 119 0 0 4 340
The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil 0 0 0 34 0 1 4 73
The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? 0 0 0 48 0 0 0 107
The co-movements along the forward curve of natural gas futures: a structural view 0 0 0 69 0 0 1 247
Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run 0 0 0 47 0 0 2 112
Volatility forecasting for crude oil futures 0 0 0 381 2 2 6 935
What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback 0 0 1 66 0 0 5 118
Total Working Papers 5 14 49 4,109 30 105 420 13,254


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 54 1 1 2 167
A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments 0 0 0 24 0 0 5 122
Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil 0 0 0 18 0 2 7 78
Did the turmoil affect money-market segmentation in the Euro area? 0 0 0 9 0 1 2 50
Distortionary tax instruments and implementable monetary policy 0 0 0 16 1 1 2 88
Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil 0 0 0 10 0 2 5 64
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 1 6 0 0 8 36
Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds? 0 1 1 27 0 2 3 93
Fractional integration of inflation rates: a note 0 0 0 32 0 0 0 81
Gold and the U.S. dollar: tales from the turmoil 0 0 2 18 0 0 5 75
Hedging Italian Equity Mutual Fund Returns during the Recent Financial Turmoil: A Duration-Dependent Markov-Switching Approach 0 0 0 2 0 0 1 11
How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate 0 0 0 5 0 0 2 19
International diversification for portfolios of European fixed-income mutual funds: The case of core EMU countries 0 0 0 4 0 0 2 17
Macroeconomic Stability in a Model with Bond Transaction Services 0 0 0 7 0 0 10 35
Macroeconomic factors and oil futures prices: A data-rich model 0 0 5 162 0 2 13 452
Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues 0 1 1 5 0 2 3 19
Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation 0 0 1 35 0 0 4 139
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 9 0 0 0 63
Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics 0 0 0 49 0 1 4 177
Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation 1 2 6 377 2 5 16 737
The Impact of the 2004 Reform of the Operational Framework of the ECB:Structural GARCH Evidence 0 0 0 1 0 1 2 10
The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight? 0 0 0 12 0 0 1 52
Trading directions and the pricing of Euro interbank deposits in the long run 0 0 1 9 0 0 4 64
Volatility forecasting for crude oil futures 0 0 0 40 0 0 5 152
Total Journal Articles 1 4 18 931 4 20 106 2,801


Statistics updated 2021-07-05