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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
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A small scale macroeconomics model for the Euro-12 area
Morana, Claudio - In: Economic modelling 23 (2006) 3, pp. 397-426
Persistent link: https://www.econbiz.de/10003333367
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Realized betas and the cross-section of expected returns
Morana, Claudio - In: Applied financial economics 19 (2009) 16/18, pp. 1371-1381
What explains the cross section of expected returns for the 25 size/value Fama-French (FF) portfolios? It is found that modelling time-varying betas is important to explain the cross section of expected returns, as well as to comply with the time series restriction on Jensen-alpha. Support for a...
Persistent link: https://www.econbiz.de/10003886197
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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
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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
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A structural common factor approach to core inflation estimation and forecasting
Morana, Claudio - In: Applied economics letters 14 (2007) 1/3, pp. 163-169
Persistent link: https://www.econbiz.de/10003448454
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The price stability oriented monetary policy of the ECB : an assessment
Morana, Claudio - In: Applied economics 38 (2006) 17, pp. 2007-2020
Persistent link: https://www.econbiz.de/10003377882
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Structural core inflation estimation
Morana, Claudio - In: Trends in inflation research, (pp. 143-185). 2006
Persistent link: https://www.econbiz.de/10003555450
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Realized mean-variance efficient portfolio selection and euro area stock market integration
Morana, Claudio - In: Applied financial economics 20 (2010) 10/12, pp. 989-1001
Persistent link: https://www.econbiz.de/10009009795
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The oil price-macroeconomy relationship since the mid-1980s : a global perspective
Morana, Claudio - In: The energy journal 34 (2013) 3, pp. 153-189
Persistent link: https://www.econbiz.de/10009771872