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 3 70 1 2 7 159
A Further Look at the 2004 Reform of the Operational Framework of the ECB 0 0 0 25 7 7 14 87
A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions 1 1 1 59 1 2 3 115
A further look at the 2004 reform of the operational framework of the ECB 0 0 0 24 0 0 0 23
A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments 0 0 6 35 0 3 16 122
Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations 0 0 0 176 0 0 3 702
Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy 0 0 0 24 0 0 0 82
Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets 0 0 1 72 2 2 5 179
Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy 0 0 2 45 0 1 6 160
Determinacy of interest rate rules with bond transaction services in a cashless economy 0 0 0 41 0 0 1 112
Distortionary Tax Instruments and Implementable Monetary Policy 1 1 2 69 1 2 8 425
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 0 2 0 2 9 25
Distortionary tax instruments and implementable monetary policy 0 0 1 67 0 2 7 185
Does the Yield Spread Predict the Output Gap in the U.S.? 0 0 2 137 0 0 4 357
Effective Trade Execution 0 0 1 27 0 1 5 52
Effective Trade Execution 0 0 3 13 0 0 4 56
Effective Trade Execution 0 0 1 22 2 7 16 81
Effective Trade Execution 0 0 0 9 0 0 2 46
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 25 0 1 3 64
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 56 0 2 3 300
Equilibrium selection in a cashless economy with transaction frictions in the bond market 0 0 1 24 0 0 1 62
Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback 0 0 1 148 0 1 4 333
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 1 4 29 0 2 7 86
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 0 79 0 1 11 277
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 1 1 14 0 1 2 71
Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework 0 0 0 41 0 0 2 111
Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback 0 0 2 200 0 1 7 368
Gold and the U.S. Dollar: Tales from the Turmoil 0 1 3 149 1 6 15 352
Gold and the U.S. Dollar: Tales from the turmoil 0 1 2 58 1 4 8 146
Informed Trading in the Euro Money Market for Term Lending 0 0 0 21 0 0 0 103
Informed trading in the Euro money market for term lending 0 0 0 47 0 0 1 109
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 22 0 1 7 55
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 20 0 0 2 23
Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTS 0 0 0 34 0 0 0 122
Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model 2 2 8 252 3 7 23 586
Matlab Implementation of the AIM Algorithm: A Beginner's Guide 0 1 14 79 1 6 42 836
Measuring Market Liquidity: An Introductory Survey 0 2 12 197 2 10 55 501
Measuring market liquidity: An introductory survey 0 0 1 79 0 0 3 71
Measuring market liquidity: An introductory survey 0 0 0 75 0 0 4 79
Measuring market liquidity: an introductory survey 0 0 0 32 1 4 10 92
Monetary Asset Substitution in the Euro Area 0 0 0 25 0 0 3 83
Monetary Policy and the Term Structure: A Fully Structural DSGE approach 0 0 0 0 0 1 7 527
Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil? 0 0 0 46 0 0 6 101
Money-market segmentation in the euro area: what has changed during the turmoil? 0 0 0 54 0 0 1 133
On (Sub) Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 72 0 0 1 270
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 0 3 0 0 0 124
Optimal Opportunistic Monetary Policy in A New-Keynesian Model 0 0 0 41 0 1 2 108
Optimal Opportunistic Monetary Policy in a New-Keynesian Model 0 0 1 110 1 2 7 264
Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model 0 0 0 0 0 0 4 211
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 0 8 0 0 0 35
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 1 6 0 0 3 49
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 1 22 0 0 5 98
Optimal trading execution with nonlinear market impact: an alternative solution method 0 0 0 2 0 0 0 19
Structural Distortions in the Euro Interbank Market: The Role of 'Key Players' during the Recent Market Turmoil 0 0 0 6 0 0 2 78
Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil 0 0 0 38 0 1 1 73
Structural distortions in the Euro interbank market: The role of ‘key players’ during the recent market turmoil 0 0 0 17 1 2 5 79
Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil 0 0 0 12 0 0 1 79
The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They? 0 0 0 65 0 0 2 122
The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model 0 0 1 104 0 0 4 212
The Predictive Power of the Yield Spread under the Veil of Time 0 0 1 117 0 1 3 332
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 0 67
The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? 0 0 3 47 1 1 6 104
The co-movements along the forward curve of natural gas futures: a structural view 0 0 1 68 0 1 5 238
Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run 0 0 0 47 0 0 2 108
Volatility forecasting for crude oil futures 1 1 2 381 1 3 8 924
What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback 0 0 0 65 0 0 0 108
Total Working Papers 5 12 83 3,988 27 91 398 12,261


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 53 0 0 4 162
A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments 0 1 2 23 0 3 10 105
Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil 1 1 1 18 1 2 7 64
Convergence and clustering of Tier 1 capital in the European banking sector: a non-linear factor approach 0 0 2 27 1 2 6 83
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 1 15 0 3 10 78
Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil 1 1 3 8 1 2 11 51
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 1 1 2 2 1 1 6 14
Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds? 0 0 2 24 1 1 8 82
Fractional integration of inflation rates: a note 0 0 1 32 0 0 1 77
Gold and the U.S. dollar: tales from the turmoil 0 0 0 15 0 2 6 63
Hedging Italian Equity Mutual Fund Returns during the Recent Financial Turmoil: A Duration-Dependent Markov-Switching Approach 1 1 1 2 1 1 2 8
How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate 0 0 2 5 0 0 2 15
International diversification for portfolios of European fixed-income mutual funds: The case of core EMU countries 0 0 0 3 0 1 3 10
Macroeconomic Stability in a Model with Bond Transaction Services 1 2 4 5 2 3 10 16
Macroeconomic factors and oil futures prices: A data-rich model 0 2 2 149 1 5 13 417
Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues 0 0 2 4 0 1 4 15
Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation 0 0 0 34 0 0 1 134
On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands 0 0 1 9 0 0 1 61
Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics 0 0 2 49 0 0 4 163
Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation 1 2 8 369 1 3 12 711
The Impact of the 2004 Reform of the Operational Framework of the ECB:Structural GARCH Evidence 0 0 0 1 0 0 1 8
The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight? 1 1 1 12 2 2 2 50
Trading directions and the pricing of Euro interbank deposits in the long run 0 0 0 8 0 0 1 56
Volatility forecasting for crude oil futures 0 0 0 40 0 1 4 139
Total Journal Articles 7 12 38 916 12 33 129 2,630


Statistics updated 2019-07-03