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The external value of the Euro and EMU's monetary policy

Pericoli, Marcello - In: Monetary Union, employment and growth : the impact of …, (pp. 21-36). 2001

Persistent link: https://www.econbiz.de/10001554108

The impact of news on the exchange rate of the lira and long-term interest rates

Fornari, Fabio; Monticelli, Carlo; Pericoli, Marcello; … - In: Economic modelling 19 (2002) 4, pp. 611-639

Persistent link: https://www.econbiz.de/10001676459

Bond risk premia, macroeconomic fundamentals and the exchange rate

Pericoli, Marcello; Taboga, Marco - 2009

Persistent link: https://www.econbiz.de/10003940233

Bond risk premia, macroeconomic fundamentals and the exchange rate

Pericoli, Marcello; Taboga, Marco - In: International review of economics & finance : IREF 22 (2012) 1, pp. 42-65

Persistent link: https://www.econbiz.de/10009618709

Forecaster Heterogeneity, Surprises and Financial Markets

Pericoli, Marcello - 2015

We analyze the impact of US macroeconomic surprises and forecaster heterogeneity on the USD/EUR exchange rate and US and German long-term interest rates from 1999 to 2014. We show how a direct proxy of macroeconomic disagreement, given by the heterogeneity of beliefs among forecasters regarding...

Persistent link: https://www.econbiz.de/10013012472

Forecaster heterogeneity, surprises and financial markets

Pericoli, Marcello; Veronese, Giovanni - 2015

Persistent link: https://www.econbiz.de/10011672587

The impact of news on the exchange rate of the Lira and long-term interest rates

Fornari, Fabio; Monticelli, Carlo; Pericoli, Marcello; … - 1999

Persistent link: https://www.econbiz.de/10013439190