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International stock markets comovements : the role of economic and financial integration

Morana, Claudio - In: Empirical economics : a journal of the Institute for … 35 (2008) 2, pp. 333-359

Persistent link: https://www.econbiz.de/10003758013

On the macroeconomic causes of exchange rate volatility

Morana, Claudio - In: International journal of forecasting 25 (2009) 2, pp. 328-350

Persistent link: https://www.econbiz.de/10003870061

Medium-term macroeconomic determinants of exchange rate volatility

Morana, Claudio - In: Journal / The Capco Institute : journal of financial … 25 (2009), pp. 55-64

Persistent link: https://www.econbiz.de/10003904898

Insights on the global macro-finance interface : structural sources of risk factor fluctuations and the cross-section of expected stock returns

Morana, Claudio - In: Journal of empirical finance 29 (2014), pp. 64-79

Persistent link: https://www.econbiz.de/10011300504

Oil price dynamics, macro-finance interactions and the role of financial speculation

Morana, Claudio - In: Journal of banking & finance 37 (2013) 1, pp. 206-226

Persistent link: https://www.econbiz.de/10009675544

Estimating long memory in the mark-dollar exchange rate with high frequency data

Morana, Claudio - In: Applied financial economics letters 2 (2006) 6, pp. 361-364

Persistent link: https://www.econbiz.de/10003397266

The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises

Morana, Claudio - In: Journal of forecasting 36 (2017) 8, pp. 919-935

Persistent link: https://www.econbiz.de/10011860924

Volatility of interest rates in the euro area

Cassola, Nuno; Morana, Claudio - 2003

This paper estimates the factors underlying the volatility of the euro overnight interest rate and its transmission along the euro area money market yield curve. A new multivariate unobserved components model is proposed allowing for both long-memory and stationary cyclical dynamics. Using...

Persistent link: https://www.econbiz.de/10009635972

Transmission of volatility in the euro money market

Cassola, Nuno; Morana, Claudio - In: Monetary policy and issues : new research, (pp. 33-65). 2007

Persistent link: https://www.econbiz.de/10003490230

Structural breaks and common factors in the volatiliy of the Fama-French factor portfolios

Morana, Claudio; Beltratti, Andrea - In: Applied financial economics 16 (2006) 14, pp. 1059-1073

Persistent link: https://www.econbiz.de/10003377864