Paolo Zagaglia
Paolo Zagaglia
Assistant Professor of Economics, University of Bologna
Verified email at unibo.it - Homepage
Title
Cited by
Cited by
Year
Macroeconomic factors and oil futures prices: a data-rich model
P Zagaglia
Energy Economics 32 (2), 409-417, 2010
752010
Measuring market liquidity: An introductory survey
A Gabrielsen, M Marzo, P Zagaglia
Quaderni DSE Working Paper, 2011
712011
Volatility forecasting for crude oil futures
M Marzo, P Zagaglia
Applied Economics Letters 17 (16), 1587-1599, 2010
612010
Gold and the US dollar: tales from the turmoil
P Zagaglia, M Marzo
Quantitative Finance 13 (4), 571-582, 2013
492013
Forecasting value-at-risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework
A Gabrielsen, A Kirchner, Z Liu, P Zagaglia
Annals of Financial Economics 10 (01), 1550005, 2015
232015
A note on the conditional correlation between energy prices: Evidence from future markets
M Marzo, P Zagaglia
Energy Economics 30 (5), 2454-2458, 2008
212008
The term structure of interest rates and the monetary transmission mechanism
M Marzo, U Söderström, P Zagaglia
Unpublished manuscript, 2008
192008
Gold and the US Dollar: Tales from the turmoil
M Marzo, P Zagaglia
Available at SSRN 1598745, 2010
162010
Forecasting with a DSGE model of the term structure of interest rates: The role of the feedback
P Zagaglia
Research Papers in Economics 14, 2009
142009
The Comovements between Futures Markets for crude oil: Evidence from a structural GARCH model
F Spargoli, P Zagaglia
Research Papers in Economics, 15, 2007
142007
A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments
L Marattin, M Marzo, P Zagaglia
Journal of Policy Modeling 33 (6), 920-952, 2011
122011
PIN: Measuring Asymmetric Information in Financial Markets with R.
P Zagaglia
R Journal 5 (1), 2013
92013
Money-market segmentation in the euro area: what has changed during the turmoil?
P Zagaglia
Bank of Finland Research Discussion Paper, 2008
92008
The co-movements along the forward curve of natural gas futures: a structural view
F Spargoli, P Zagaglia
Bank of Finland Research Discussion Papers, 2008
92008
Solving rational-expectations models through the Anderson-Moore algorithm: An introduction to the Matlab implementation
P Zagaglia
Computational Economics 26 (1), 91-106, 2005
92005
Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?
P Zagaglia
Asia-Pacific Financial Markets 20 (4), 383-430, 2013
82013
Testing for Convergence in the European Insurance Sector: A Non-Linear Factor Approach
N Apergis, A Gabrielsen, J Payne, P Zagaglia
Asian Journal of Finance & Accounting 4 (2), 1, 2012
82012
Does the yield spread predict the output gap in the US
P Zagaglia
Research papers in economics, Stockholm University, Department of Economics, 2006
82006
Effective trade execution
R Cesari, M Marzo, P Zagaglia
72012
Fractional integration of inflation rates: a note
P Zagaglia
Applied Economics Letters 16 (11), 1103-1105, 2009
72009
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