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 7 169
A Further Look at the 2004 Reform of the Operational Framework of the ECB 0 0 2 27 0 0 10 105
A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions 0 0 0 59 0 0 4 120
A further look at the 2004 reform of the operational framework of the ECB 0 0 0 24 0 1 4 28
A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments 0 0 1 36 1 1 12 136
Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations 0 0 0 176 0 0 5 707
Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy 0 0 0 24 0 2 5 87
Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets 0 0 1 73 0 1 7 187
Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy 0 1 2 47 1 3 7 170
Determinacy of interest rate rules with bond transaction services in a cashless economy 0 0 0 42 0 1 4 118
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 1 70 4 6 16 446
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 2 4 1 2 23 55
Distortionary tax instruments and implementable monetary policy 0 0 1 68 4 4 12 201
Does the Yield Spread Predict the Output Gap in the U.S.? 0 0 1 138 0 0 4 365
Effective Trade Execution 0 0 0 27 0 1 3 56
Effective Trade Execution 0 0 0 13 0 2 6 63
Effective Trade Execution 0 0 0 9 1 3 10 56
Effective Trade Execution 1 1 3 25 3 4 21 106
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 1 57 0 1 8 309
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 1 26 0 4 9 74
Equilibrium selection in a cashless economy with transaction frictions in the bond market 1 1 1 25 1 4 10 75
Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback 0 0 2 150 0 2 10 344
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 80 1 1 12 291
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 1 30 1 1 8 97
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 16 0 4 13 86
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 1 1 3 44 1 1 7 119
Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback 0 1 3 203 0 4 12 382
Gold and the U.S. Dollar: Tales from the Turmoil 0 0 0 151 4 7 21 377
Gold and the U.S. Dollar: Tales from the turmoil 0 1 2 62 0 4 11 162
Informed Trading in the Euro Money Market for Term Lending 0 0 0 21 0 1 4 108
Informed trading in the Euro money market for term lending 0 0 0 47 0 0 3 114
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 22 1 1 5 60
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 20 1 2 7 30
Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTS 0 0 0 35 0 0 2 125
Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model 0 0 6 259 3 8 22 615
Matlab Implementation of the AIM Algorithm: A Beginner's Guide 1 2 12 96 6 12 52 901
Measuring Market Liquidity: An Introductory Survey 0 1 5 203 1 4 33 561
Measuring market liquidity: An introductory survey 0 0 0 75 1 2 9 88
Measuring market liquidity: An introductory survey 0 1 1 81 0 1 7 80
Measuring market liquidity: an introductory survey 0 0 0 33 0 0 6 101
Monetary Asset Substitution in the Euro Area 0 0 1 26 0 0 4 87
Monetary Policy and the Term Structure: A Fully Structural DSGE approach 0 0 0 0 1 3 8 535
Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil? 0 0 1 47 0 0 4 108
Money-market segmentation in the euro area: what has changed during the turmoil? 0 0 0 54 0 1 4 138
On (Sub) Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 1 73 2 4 5 277
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 3 0 1 7 131
Optimal Opportunistic Monetary Policy in A New-Keynesian Model 0 0 0 41 0 0 9 117
Optimal Opportunistic Monetary Policy in a New-Keynesian Model 0 0 2 112 3 5 10 276
Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model 0 0 0 0 0 1 3 216
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 1 23 0 1 6 105
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 8 0 1 2 38
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 6 1 1 7 56
Optimal trading execution with nonlinear market impact: an alternative solution method 0 0 1 3 1 1 6 26
Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil 0 0 0 6 0 0 4 83
Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil 0 0 0 38 0 0 1 76
Structural distortions in the Euro interbank market: The role of ‘key players’ during the recent market turmoil 0 0 0 17 0 0 6 89
Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil 0 0 0 12 0 0 6 90
The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They? 0 0 1 66 0 1 6 128
The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model 0 0 1 105 0 2 7 220
The Predictive Power of the Yield Spread under the Veil of Time 0 0 1 118 0 0 3 337
The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil 0 0 0 34 2 3 4 72
The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? 0 0 1 48 0 0 3 107
The co-movements along the forward curve of natural gas futures: a structural view 0 0 1 69 0 1 8 247
Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run 0 0 0 47 0 1 3 112
Volatility forecasting for crude oil futures 0 0 0 381 1 3 7 932
What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback 0 0 0 65 0 3 8 116
Total Working Papers 4 10 64 4,071 47 128 572 12,993


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 1 54 0 1 4 166
A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments 0 0 1 24 1 2 10 119
Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil 0 0 0 18 1 1 8 73
Did the turmoil affect money-market segmentation in the Euro area? 0 0 0 9 0 1 1 49
Distortionary tax instruments and implementable monetary policy 0 0 1 16 1 1 5 87
Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil 0 0 1 10 0 0 7 60
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 0 2 5 1 2 12 30
Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds? 0 0 1 26 0 0 4 90
Fractional integration of inflation rates: a note 0 0 0 32 0 0 3 81
Gold and the U.S. dollar: tales from the turmoil 1 2 2 18 1 2 6 72
Hedging Italian Equity Mutual Fund Returns during the Recent Financial Turmoil: A Duration-Dependent Markov-Switching Approach 0 0 0 2 0 1 3 11
How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate 0 0 0 5 1 1 2 18
International diversification for portfolios of European fixed-income mutual funds: The case of core EMU countries 0 0 1 4 1 1 5 16
Macroeconomic Stability in a Model with Bond Transaction Services 0 0 1 7 0 1 10 29
Macroeconomic factors and oil futures prices: A data-rich model 1 2 8 161 1 4 18 445
Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues 0 0 0 4 0 0 1 16
Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation 0 0 0 34 0 0 1 135
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 9 0 0 1 63
Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics 0 0 0 49 1 3 10 176
Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation 1 2 5 374 1 5 14 727
The Impact of the 2004 Reform of the Operational Framework of the ECB:Structural GARCH Evidence 0 0 0 1 1 1 1 9
The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight? 0 0 0 12 0 0 2 52
Trading directions and the pricing of Euro interbank deposits in the long run 0 1 1 9 2 3 6 63
Volatility forecasting for crude oil futures 0 0 0 40 0 1 7 149
Total Journal Articles 3 7 25 923 13 31 141 2,736


Statistics updated 2020-11-03