Browse by Authors

14 October 2009

Zagaglia, Paolo (2009): Monetary Asset Substitution in the Euro Area.

3 February 2010

Zagaglia, Paolo (2010): Informed trading in the Euro money market for term lending.

26 April 2010

Marzo, Massimiliano and Zagaglia, Paolo (2010): Gold and the U.S. Dollar: Tales from the turmoil.

5 June 2011

Marzo, Massimiliano and Zagaglia, Paolo (2011): Equilibrium selection in a cashless economy with transaction frictions in the bond market.

13 December 2011

Gabrielsen, Alexandros and Marzo, Massimiliano and Zagaglia, Paolo (2011): Measuring market liquidity: an introductory survey.

June 2012

Cesari, Riccardo and Marzo, Massimiliano and Zagaglia, Paolo (2012): Effective Trade Execution. Forthcoming in:

6 June 2012

Gabrielsen, A. and Zagaglia, Paolo and Kirchner, A. and Liu, Z. (2012): Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework.

16 July 2012

Liberati, Caterina and Marzo, Massimiliano and Zagaglia, Paolo and Zappa, Paola (2012): Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil.

11 August 2014

Zagaglia, Paolo (2014): International portfolio allocation with European fixed-income funds: What scope for Italian funds?