Giulio Cifarelli
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Giulio |
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Cifarelli |
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Affiliations
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Università degli Studi di Firenze
/ Scuola di Economia e Management
/ Dipartimento di Scienze per l'Economia e l'Impresa
Research profile
author of:
- Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing (RePEc:aen:journl:ej42-5-cifarelli)
by Giulio Cifarelli and Paolo Paesani - Speculative pricing in the Liverpool cotton futures market: a nonlinear tale of noise traders and fundamentalists from the 1920s (RePEc:afc:cliome:v:10:y:2016:i:1:p:31-54)
by Giulio Cifarelli & Paolo Paesani - The impact of the Argentine default on volatility co-movements in emerging bond markets (RePEc:eee:ememar:v:5:y:2004:i:4:p:427-446)
by Cifarelli, Giulio & Paladino, Giovanna - Oil price dynamics and speculation: A multivariate financial approach (RePEc:eee:eneeco:v:32:y:2010:i:2:p:363-372)
by Cifarelli, Giulio & Paladino, Giovanna - Smooth transition regime shifts and oil price dynamics (RePEc:eee:eneeco:v:38:y:2013:i:c:p:160-167)
by Cifarelli, Giulio - A dynamic model of hedging and speculation in the commodity futures markets (RePEc:eee:finmar:v:25:y:2015:i:c:p:1-15)
by Cifarelli, Giulio & Paladino, Giovanna - Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? (RePEc:eee:glofin:v:16:y:2006:i:3:p:245-263)
by Cifarelli, Giulio & Paladino, Giovanna - Volatility linkages across three major equity markets: A financial arbitrage approach (RePEc:eee:jimfin:v:24:y:2005:i:3:p:413-439)
by Cifarelli, Giulio & Paladino, Giovanna - A non-linear analysis of the sovereign bank nexus in the EU (RePEc:eee:joecas:v:21:y:2020:i:c:s170349491930074x)
by Cifarelli, Giulio & Paladino, Giovanna - Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework (RePEc:eee:reveco:v:45:y:2016:i:c:p:247-262)
by Cifarelli, Giulio & Paladino, Giovanna - Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? (RePEc:eee:riibaf:v:46:y:2018:i:c:p:313-323)
by Cifarelli, Giulio & Paladino, Giovanna - The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation (RePEc:frz:wpaper:wp2007_02.rdf)
by Giulio Cifarelli & Giovanna Paladino - Oil price Dynamics and Speculation. A Multivariate Financial Approach (RePEc:frz:wpaper:wp2008_15.rdf)
by Giulio Cifarelli & Giovanna Paladino - Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911 (RePEc:frz:wpaper:wp2009_11.rdf)
by Filippo Cesarano & Giulio Cifarelli & Gianni Toniolo - Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years (RePEc:frz:wpaper:wp2009_12.rdf)
by Giulio Cifarelli & Giovanna Paladino - Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures (RePEc:frz:wpaper:wp2010_13.rdf)
by Giulio Cifarelli & Giovanna Paladino - Nonlinear Regime Shifts in Oil Price Hedging Dynamics (RePEc:frz:wpaper:wp2011_13.rdf)
by Giulio Cifarelli - An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time? (RePEc:frz:wpaper:wp2012_12.rdf)
by Giulio Cifarelli & Paolo Paesani - Speculative Cotton Pricing in the 1920s. A Nonlinear Tale of Noise Traders and Fundamentalists (RePEc:frz:wpaper:wp2013_04.rdf)
by Giulio Cifarelli & Paolo Paesani - One size does not fit all. A non-linear analysis of European monetary transmission (RePEc:frz:wpaper:wp2014_22.rdf)
by Giulio Cifarelli & Giovanna Paladino - The impact of unconventional monetary policy on the sovereign bank nexus within and across EU countries. A time-varying conditional correlation analysis (RePEc:frz:wpaper:wp2016_10.rdf)
by Giulio Cifarelli & Giovanna Paladino - Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? (RePEc:frz:wpaper:wp2017_11.rdf)
by Giulio Cifarelli & Giovanna Paladino - On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016 (RePEc:frz:wpaper:wp2017_16.rdf)
by Giulio Cifarelli & Paolo Paesani - Sovereign - bank risk interconnections during the Greek financial crisis and the role of the Italian debt (RePEc:frz:wpaper:wp2018_01.rdf)
by Giulio Cifarelli & Giovanna Paladino - Structural Interdependence of Price and Demand in a Model of the Foreign Exchange Market with Heterogeneous Speculators: Evidence from High-frequency Data (RePEc:frz:wpaper:wp2020_04.rdf)
by Leonardo BARGIGLI & Giulio CIFARELLI - Endogenous and Exogenous Volatility in the Foreign Exchange Market (RePEc:frz:wpaper:wp2020_17.rdf)
by Leonardo Bargigli & Giulio Cifarelli - The BTP Futures Contracts: Interest Rate Risk Hedging and Exchange Rate Crises (RePEc:gde:journl:gde_v57_n2_p189-211)
by Giulio Cifarelli & Anna Calamia - The Buffer Stock Model Redux? An Analysis of the Dynamics of Foreign Reserve Accumulation (RePEc:kap:openec:v:20:y:2009:i:4:p:525-543)
by Giulio Cifarelli & Giovanna Paladino - Exchange Rate Regimes and Reserve Policy: The Italian Lira, 1883–1911 (RePEc:kap:openec:v:23:y:2012:i:2:p:253-275)
by Filippo Cesarano & Giulio Cifarelli & Gianni Toniolo - Fundamentals, regime shifts, and dollar behavior in the 1980s (RePEc:kap:openec:v:6:y:1995:i:1:p:29-48)
by Giulio Cifarelli - Hedging vs. speculative pressures on commodity futures returns (RePEc:pra:mprapa:28229)
by Cifarelli, Giulio & Paladino, Giovanna - Oil and portfolio risk diversification (RePEc:pra:mprapa:28293)
by Cifarelli, Giulio & Paladino, Giovanna - The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory? (RePEc:pra:mprapa:28538)
by Cifarelli, giulio - Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts (RePEc:pra:mprapa:28655)
by Giulio, Cifarelli - Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation (RePEc:pra:mprapa:83894)
by Cifarelli, Giulio & Paladino, Giovanna - On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016 (RePEc:pra:mprapa:84009)
by Cifarelli, Giulio & Paesani, Paolo - Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing (RePEc:pra:mprapa:90470)
by Cifarelli, Giulio & Paesani, Paolo - Volatility spillovers and the role of leading financial centres (RePEc:psl:bnlaqr:2001:12)
by Giulio Cifarelli & Giovanna Paladino - Volatility spillovers and the role of leading financial centres (RePEc:psl:bnlqrr:2001:12)
by Giulio Cifarelli & Giovanna Paladino - Spreads on Emerging-Market Debt: Global vs. Regional Factors (RePEc:ris:ecoint:0165)
by Cifarelli, Giulio & Paladino, Giovanna - Exchange Rate Market Efficiency Tests and Cointegration Analysis (RePEc:ris:ecoint:0460)
by Cifarelli, Giulio - Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America (RePEc:taf:eurjfi:v:14:y:2008:i:4:p:315-336)
by Giulio Cifarelli & Giovanna Paladino - Introduction (RePEc:taf:eurjfi:v:7:y:2001:i:4:p:286-288)
by Giulio Cifarelli - Can oil diversify away the unpriced risk of a portfolio? (RePEc:wly:ijfiec:v:17:y:2012:i:1:p:73-88)
by Giulio Cifarelli & Giovanna Paladino - The exchange rate crisis of September 1992 and the pricing of Italian financial futures (RePEc:wly:jfutmk:v:18:y:1998:i:7:p:827-849)
by Giulio Cifarelli