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 2 70 0 2 7 160
A Further Look at the 2004 Reform of the Operational Framework of the ECB 0 0 0 25 3 15 21 95
A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions 0 1 1 59 0 1 3 115
A further look at the 2004 reform of the operational framework of the ECB 0 0 0 24 1 1 1 24
A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments 0 0 4 35 1 1 13 123
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 0 2 5 179
Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy 0 0 1 45 1 2 5 162
Determinacy of interest rate rules with bond transaction services in a cashless economy 0 0 0 41 0 0 0 112
Distortionary Tax Instruments and Implementable Monetary Policy 0 0 0 2 1 1 8 26
Distortionary Tax Instruments and Implementable Monetary Policy 0 1 2 69 2 3 9 427
Distortionary tax instruments and implementable monetary policy 0 0 0 67 1 1 6 186
Does the Yield Spread Predict the Output Gap in the U.S.? 0 0 2 137 0 1 4 358
Effective Trade Execution 0 0 2 13 0 0 3 56
Effective Trade Execution 0 0 0 9 0 0 1 46
Effective Trade Execution 0 0 1 22 0 3 14 82
Effective Trade Execution 0 0 1 27 0 0 5 52
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 56 1 1 4 301
Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market 0 0 0 25 0 0 2 64
Equilibrium selection in a cashless economy with transaction frictions in the bond market 0 0 1 24 1 1 2 63
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 0 4 333
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 1 1 1 80 1 1 11 278
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework 0 0 4 29 0 1 8 87
Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework 0 1 2 15 0 1 3 72
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 1 200 0 1 5 369
Gold and the U.S. Dollar: Tales from the Turmoil 0 1 4 150 1 3 16 354
Gold and the U.S. Dollar: Tales from the turmoil 0 1 3 59 1 3 9 148
Informed Trading in the Euro Money Market for Term Lending 0 0 0 21 1 1 1 104
Informed trading in the Euro money market for term lending 0 0 0 47 1 1 2 110
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 20 0 0 2 23
International portfolio allocation with European fixed-income funds: What scope for Italian funds? 0 0 0 22 0 0 6 55
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 0 2 6 252 2 6 21 589
Matlab Implementation of the AIM Algorithm: A Beginner's Guide 0 2 15 81 0 4 40 839
Measuring Market Liquidity: An Introductory Survey 0 1 13 198 3 11 59 510
Measuring market liquidity: An introductory survey 0 0 1 79 0 0 2 71
Measuring market liquidity: An introductory survey 0 0 0 75 0 0 3 79
Measuring market liquidity: an introductory survey 0 0 0 32 1 2 10 93
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 0 5 527
Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil? 0 0 0 46 0 1 7 102
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 1 2 271
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 0 1 108
Optimal Opportunistic Monetary Policy in a New-Keynesian Model 0 0 1 110 0 1 6 264
Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model 0 0 0 0 0 0 3 211
Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method 0 0 1 6 0 0 1 49
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 0 22 0 0 0 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 1 1 3 79
Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil 0 0 0 38 0 0 1 73
Structural distortions in the Euro interbank market: The role of ‘key players’ during the recent market turmoil 0 0 0 17 0 1 4 79
Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil 0 0 0 12 1 1 2 80
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 1 5 213
The Predictive Power of the Yield Spread under the Veil of Time 0 0 1 117 0 0 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 1 1 68
The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? 0 0 0 47 0 1 3 104
The co-movements along the forward curve of natural gas futures: a structural view 0 0 1 68 1 1 6 239
Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run 0 0 0 47 0 0 1 108
Volatility forecasting for crude oil futures 0 1 2 381 0 1 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 1 12 76 3,995 26 81 388 12,315


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 0 2 23 1 1 10 106
Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil 0 1 1 18 1 2 8 65
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 1 1 9 79
Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil 0 2 4 9 1 3 12 53
FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK 0 2 2 3 1 3 5 16
Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds? 0 0 1 24 0 2 7 83
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 1 1 1 16 2 2 7 65
Hedging Italian Equity Mutual Fund Returns during the Recent Financial Turmoil: A Duration-Dependent Markov-Switching Approach 0 1 1 2 0 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 0 3 10
Macroeconomic Stability in a Model with Bond Transaction Services 0 2 5 6 2 5 13 19
Macroeconomic factors and oil futures prices: A data-rich model 0 1 3 150 3 6 18 422
Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues 0 0 2 4 0 0 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 2 163
Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation 0 1 8 369 0 1 11 711
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? 0 1 1 12 0 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 0 4 139
Total Journal Articles 1 12 39 894 12 29 128 2,565


Statistics updated 2019-09-09