Similar Search Results

The predictive power of the yield spread under the veil of time

Zagaglia, Paolo (contributor) - 2006

Persistent link: https://www.econbiz.de/10003332927

Does the yield spread predict the output gap in the US?

Zagaglia, Paolo (contributor) - 2006

Persistent link: https://www.econbiz.de/10003332929

The co-movements along the forward curve of natural gas futures: a structural view

Spargoli, Fabrizio (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003762669

A note on the conditional correlation between energy prices : evidence from future markets

Marzo, Massimiliano; Zagaglia, Paolo - In: Energy economics 30 (2008) 5, pp. 2454-2458

Persistent link: https://www.econbiz.de/10003773784

Optimal opportunistic monetary policy in a New-Keynesian model

Marzo, Massimiliano (contributor); Strid, Ingvar (contributor) - 2006

Persistent link: https://www.econbiz.de/10003375073

Optimal opportunistic monetary policy in a new-Keynesian model

Marzo, Massimilano (contributor); Strid, Ingvar (contributor) - 2006

Persistent link: https://www.econbiz.de/10003376017

Along the forward curve for natural gas : unobservable shocks and dynamic correlations

Spargoli, Fabrizio (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003521058

The comovements between futures markets for crude oil : evidence from a structural GARCH model

Spargoli, Fabrizio (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003511861

Volatility forecasting for crude oil futures

Marzo, Massimiliano; Zagaglia, Paolo - In: Applied economics letters 17 (2010) 16/18, pp. 1587-1599

Persistent link: https://www.econbiz.de/10009232176

Gold and the U.S. Dollar : Tales from the Turmoil

Marzo, Massimiliano - 2010

We investigate how the relation between gold prices and the U.S. Dollar has been affected by the recent turmoil in financial markets. We use spot prices of gold and spot bilateral exchange rates against the Euro and the British Pound to study the pattern of volatility spillovers. We estimate the...

Persistent link: https://www.econbiz.de/10013144098