CIFARELLI, GIULIO
CIFARELLI, GIULIO
"Measurement Error Models" by W.A. Fuller
1988 G.Cifarelli
A dynamic model of hedging and speculation in the commodity futures market.
2015 Cifarelli, Giulio; Paladino, Giovanna
A new test of the theory of storage comparing historical and contemporary data.
2012 Cifarelli, Giulio; Paesani, Paolo
A non-linear analysis of the sovereign bank nexus in the EU
2020 Giulio Cifarelli
Can oil diversify away the unpriced risk of a portfolio?
2012 G.Cifarelli; G.Paladino
Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum?
2018 Cifarelli, Giulio*; Paladino, Giovanna
Cointegration and the unbiased efficiency of the forward exchange rate
1990 G.Cifarelli
Cointegration and the unbiased efficiency of the forward exchange rate.
1991 G.Cifarelli
Dynamic mechanisms of volatility transmission among stock markets.
2002 G.Cifarelli;K.Giannopoulos
Emerging markets risk: an analysis of the dynamics of emerging market bond spreads
2002 G.Cifarelli;G.Paladino
Endogenous Volatility in the Foreign Exchange Market
2023 Bargigli, Leonardo; Cifarelli, Giulio
Equilibrium and disequilibrium interpretations of inflation. an empirical investigation of the behaviour of italian output and prices using a classical macroeconometric model.
1985 G.Cifarelli
Ex ante real interest rate differentials, ex ante real exchange rate changes and the pricing of forward exchange rates.
1995 G.Cifarelli
Exchange rate market efficiency tests and cointegration analysis.
1992 G.Cifarelli
Exchange rate regimes and reserve management on the periphery: the Italian lira 1883-1911
2009 F. Cesarano; G. Cifarelli; G. Toniolo
Exchange rate regimes and reserve policy: the italian lira, 1883-1911
2012 F. Cesarano; G. Cifarelli; G. Toniolo
Exchange rates, market efficiency and "news". Model specification and econometric identification
1986 G.Cifarelli
Forecasting financial markets: perspectives on the 1999 conference.
2001 G.Cifarelli
Fundamentals regime shifts and dollar behaviour in the 1980s. An empirical analysis
1992 G.Cifarelli
Fundamentals, regime shifts and dollar behavior in the 1980s.
1995 G.Cifarelli