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On (sub)optimal monetary policy rules under untied fiscal hands
Zagaglia, Paolo - In: Rivista italiana degli economisti : the journal of the … 7 (2002) 2, pp. 219-248
Persistent link: https://www.econbiz.de/10009946495
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The impact of the 2004 reform of the operational framework of the ECB : structural GARCH evidence
Zagaglia, Paolo; Marzo, Massimilano - In: Journal of finance and investment analysis 2 (2013) 1, pp. 85-100
We investigate the money-market impact of the reform of the operational framework of the European Central Bank that took place in March 2004. We estimate a structural bivariate GARCH model with the overnight rate and 1-year swap rate, where identifying restrictions are imposed on the conditional...
Persistent link: https://www.econbiz.de/10010148282
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On (sub)optimal monetary policy rules under untied fiscal hands
Zagaglia, Paolo - In: Rivista italiana degli economisti : the journal of the … 7 (2002) 2, pp. 219-248
Persistent link: https://www.econbiz.de/10003048268
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Along the forward curve for natural gas : unobservable shocks and dynamic correlations
Spargoli, Fabrizio (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003521058
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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
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Optimal opportunistic monetary policy in a new-Keynesian model
Marzo, Massimilano (contributor); Strid, Ingvar (contributor) - 2006
Persistent link: https://www.econbiz.de/10003376017
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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
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The impact of the 2004 reform of the operational framework of the ECB : structural GARCH evidence
Zagaglia, Paolo; Marzo, Massimilano - In: Journal of finance and investment analysis 2 (2013) 1, pp. 85-100
We investigate the money-market impact of the reform of the operational framework of the European Central Bank that took place in March 2004. We estimate a structural bivariate GARCH model with the overnight rate and 1-year swap rate, where identifying restrictions are imposed on the conditional...
Persistent link: https://www.econbiz.de/10009746042
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Forecasting long-term interest rates with a general-equilibrium model of the Euro area : what role for liquidity services of bonds? : Paolo Zagaglia
Zagaglia, Paolo - In: Asia-Pacific financial markets 20 (2013) 4, pp. 383-430
Persistent link: https://www.econbiz.de/10010345912
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Convergence and clustering of Tier 1 capital in the European banking sector : a non-linear factor approach
Apergēs, Nikolaos; Gabrielsen, Alexandros; Payne, James E. - In: International journal of monetary economics and finance 5 (2012) 2, pp. 210-221
Persistent link: https://www.econbiz.de/10009697055