Narrow search
Showing 1 - 10 of 12
Cover Image
Bond risk premia, macroeconomic fundamentals and the exchange rate
Pericoli, Marcello; Taboga, Marco - 2009
Persistent link: https://www.econbiz.de/10003940233
Cover Image
Expected inflation and inflation risk premium in the euro area and in the United States
Pericoli, Marcello - 2012
Persistent link: https://www.econbiz.de/10009549616
Cover Image
Real term structure and inflation compensation in the euro area
Pericoli, Marcello - 2012
Persistent link: https://www.econbiz.de/10009549618
Cover Image
Macroeconomic and monetary policy surprises and the term structure of interest rates
Pericoli, Marcello - 2013
Persistent link: https://www.econbiz.de/10010351112
Cover Image
Pure or wake-up-call contagion? : another look at the EMU sovereign debt crisis
Giordano, Raffaela; Pericoli, Marcello; Tommasino, Pietro - 2013
Persistent link: https://www.econbiz.de/10010351199
Cover Image
Forecaster heterogeneity, surprises and financial markets
Pericoli, Marcello; Veronese, Giovanni - 2015
Persistent link: https://www.econbiz.de/10011672587
Cover Image
Decomposing euro area sovereign spreads : credit, liquidity and convenience
Pericoli, Marcello; Taboga, Marco - 2015
Persistent link: https://www.econbiz.de/10011672592
Cover Image
Understanding policy rates at the zero lower bound : insights from a Bayesian shadow rate model
Pericoli, Marcello; Taboga, Marco - 2015
Persistent link: https://www.econbiz.de/10011672607
Cover Image
Macroeconomics determinants of the correlation between stocks and bonds
Pericoli, Marcello - 2018
Persistent link: https://www.econbiz.de/10011941274
Cover Image
Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models
Pericoli, Marcello; Taboga, Marco - 2018
Persistent link: https://www.econbiz.de/10011941279