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Information from financial markets and VAR measures of monetary policy

Bagliano, Fabio C.; Favero, Carlo A. - In: European economic review : EER 43 (1999) 4/6, pp. 825-837

Persistent link: https://www.econbiz.de/10001406998

Cointegrazione, simultaneità ed errata specificazione : un'applicazione alla domanda di moneta in Italia

Bagliano, Fabio C. - 1992

Persistent link: https://www.econbiz.de/10001326871

Measuring monetary policy with VAR models : an evaluation

Bagliano, Fabio C. - In: European economic review : EER 42 (1998) 6, pp. 1069-1112

Persistent link: https://www.econbiz.de/10001338477

Information from financial markets and VAR measures of monetary policy

Bagliano, Fabio C.; Favero, Carlo A. - 1998

Persistent link: https://www.econbiz.de/10001362898

Money demand instability, expectations and policy regimes : a note on the case of Italy: 1964 - 1986

Bagliano, Fabio C. - In: Journal of banking & finance 16 (1992) 2, pp. 331-349

Persistent link: https://www.econbiz.de/10001123021

Structural stability, short-run dynamics and long-run solutions in feedback models : the case of the money demand function for Italy ; 1964 - 1986

Bagliano, Fabio C. - In: Giornale degli economisti e annali di economia 47 (1989) 11, pp. 575-599

Persistent link: https://www.econbiz.de/10001085407

Canale creditizio del meccanismo di trasmissione della politica monetaria e intermediazione bancaria : un'analisi dell'evidenza empirica

Bagliano, Fabio C.; Favero, Carlo A. - In: Moneta e finanza, (pp. 173-230). 1998

Persistent link: https://www.econbiz.de/10001542308

Measuring monetary policy with VAR models : an evaluation

Favero, Carlo A.; Bagliano, Fabio C. - 1997

Persistent link: https://www.econbiz.de/10013422394

Measuring monetary policy in open economies

Bagliano, Fabio C.; Favero, Carlo A.; Franco, Francesco - 1999

Persistent link: https://www.econbiz.de/10013422728

Insider Trading, Traded Volume and Returns

Bagliano, Fabio C.; Favero, Carlo A.; Nicodano, Giovanna - Dipartimento di Scienze Economico-Sociali e … - 2011

Several models predict that both market liquidity and trading volume generated by less informed traders do not increase when there is insider trading. Available empirical evidence is mixed and still relatively small, because of the inherent di¢ culty to identify insider trading events. Our...

Persistent link: https://www.econbiz.de/10009327858