| Measuring market liquidity: An introductory survey A Gabrielsen, M Marzo, P Zagaglia arXiv preprint arXiv:1112.6169, 2011 | 93 | 2011 |
| Macroeconomic factors and oil futures prices: a data-rich model P Zagaglia Energy Economics 32 (2), 409-417, 2010 | 92 | 2010 |
| Gold and the US dollar: tales from the turmoil P Zagaglia, M Marzo Commodities, 229-244, 2022 | 69 | 2022 |
| Volatility forecasting for crude oil futures M Marzo, P Zagaglia Applied Economics Letters 17 (16), 1587-1599, 2010 | 69 | 2010 |
| 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 | 34 | 2015 |
| A note on the conditional correlation between energy prices: Evidence from future markets M Marzo, P Zagaglia Energy Economics 30 (5), 2454-2458, 2008 | 24 | 2008 |
| The term structure of interest rates and the monetary transmission mechanism M Marzo, U Söderström, P Zagaglia Unpublished manuscript, 2008 | 21 | 2008 |
| Gold and the US Dollar: Tales from the turmoil M Marzo, P Zagaglia Available at SSRN 1598745, 2010 | 18 | 2010 |
| 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 | 16 | 2009 |
| PIN: Measuring Asymmetric Information in Financial Markets with R. P Zagaglia R Journal 5 (1), 2013 | 14 | 2013 |
| 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 | 14 | 2011 |
| The Comovements between Futures Markets for crude oil: Evidence from a structural GARCH model F Spargoli, P Zagaglia Research Papers in Economics, 15, 2007 | 14 | 2007 |
| Effective trade execution R Cesari, M Marzo, P Zagaglia Portfolio Theory and Management, 411-437, 2012 | 13 | 2012 |
| Solving rational-expectations models through the Anderson-Moore algorithm: An introduction to the Matlab implementation P Zagaglia Computational Economics 26, 91-106, 2005 | 12 | 2005 |
| 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, 383-430, 2013 | 11 | 2013 |
| The co-movements along the forward curve of natural gas futures: a structural view F Spargoli, P Zagaglia Bank of Finland Research Discussion Paper, 2008 | 10 | 2008 |
| Money-market segmentation in the euro area: what has changed during the turmoil? P Zagaglia Bank of Finland Research Discussion Paper, 2008 | 9 | 2008 |
| 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 | 8 | 2012 |
| Does the yield spread predict the output gap in the US P Zagaglia Research papers in economics, Stockholm University, Department of Economics, 2006 | 8 | 2006 |
| Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil C Liberati, M Marzo, P Zagaglia, P Zappa Financial Markets and Portfolio Management 29, 207-250, 2015 | 7 | 2015 |
Alexandros GabrielsenEconomicsVerified email at gb.smbcgroup.com
