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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
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Capital asset pricing model and the risk appetite index : theoretical differences, empirical similarities and implementation problems
Pericoli, Marcello; Sbracia, Massimo - In: International finance 12 (2009) 2, pp. 123-150
Persistent link: https://www.econbiz.de/10003884542
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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
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Real term structure and inflation compensation in the Euro area
Pericoli, Marcello - In: International journal of central banking : IJCB 10 (2014) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10010358789
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Canonical term-structure models with observable factors and the dynamics of bond risk premia
Pericoli, Marcello; Taboga, Marco - In: Journal of money, credit and banking : JMCB 40 (2008) 7, pp. 1471-1488
Persistent link: https://www.econbiz.de/10003761419
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Some contagion, some interdependence : more pitfalls in tests of financial contagion
Corsetti, Giancarlo; Pericoli, Marcello; Sbracia, Massimo - In: Journal of international money and finance 24 (2005) 8, pp. 1177-1199
Persistent link: https://www.econbiz.de/10003229302
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A primer on financial contagion
Pericoli, Marcello; Sbracia, Massimo - In: Journal of economic surveys 17 (2003) 4, pp. 571-608
Persistent link: https://www.econbiz.de/10001777201
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The single market and Eastern Europe : specialization patterns and prospects for integration
Padoan, Pier Carlo - In: Economic systems 17 (1993) 4, pp. 279-299
Persistent link: https://www.econbiz.de/10001162254
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Pure or wake-up-call contagion? : another look at the EMU sovereign debt crisis
Giordano, Raffaela; Pericoli, Marcello; Tommasino, Pietro - In: International finance 16 (2013) 2, pp. 131-160
Persistent link: https://www.econbiz.de/10010206701
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Monetary policy surprises over time
Pericoli, Marcello; Veronese, Giovanni - In: The quarterly journal of finance 8 (2018) 1, pp. 1-60
Persistent link: https://www.econbiz.de/10011921920