Marcello Pericoli
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Marcello |
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Pericoli |
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Research profile
author of:
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The impact of news on the exchange rate of the lira and long-term interest rates
by Fornari, Fabio & Monticelli, Carlo & Pericoli, Marcello & Tivegna, Massimo
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Stock Values and Fundamentals: Link or Irrationality?.
by Fornari, F. & Pericoli, M.
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Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area
by Marcello Pericoli
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'Some contagion, some interdependence': More pitfalls in tests of financial contagion
by Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo
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Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion
by Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo
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A Primer on Financial Contagion
by Marcello Pericoli & Massimo Sbracia
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Stock Values and Fundamentals; Link or Irrationality?
by Fabio Fornari & Marcello Pericoli
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Correlation Analysis of Financial Contagion: What One Should Know before Running a Test
by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia
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The CAPM and the risk appetite index; theoretical differences and empirical similarities
by Marcello Pericoli & Massimo Sbracia
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Canonical term-structure models with observable factors and the dynamics of bond risk premiums
by Marcello Pericoli & Marco Taboga
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A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors
by Marcello, Pericoli & Marco, Taboga
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Bond risk premia, macroeconomic fundamentals and the exchange rate
by Taboga, Marco & Pericoli, Marcello
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Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia
by MARCELLO PERICOLI & MARCO TABOGA
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The Impact of News on the Exchange Rate of the Lira and Long-Term Interest Rates
by Fabio Fornari & Carlo Monticelli & Marcello Pericoli & Massimo Tivegna
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Bond risk premia, macroeconomic fundamentals and the exchange rate
by Marcello Pericoli & Marco Taboga
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Capital Asset Pricing Model and the Risk Appetite Index: Theoretical Differences, Empirical Similarities and Implementation Problems
by Marcello Pericoli & Massimo Sbracia
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Expected inflation and inflation risk premium in the euro area and in the United States
by Marcello Pericoli
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Real term structure and inflation compensation in the euro area
by Marcello Pericoli
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Bond risk premia, macroeconomic fundamentals and the exchange rate
by Pericoli, Marcello & Taboga, Marco
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Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis
by Raffaela Giordano & Marcello Pericoli & Pietro Tommasino
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Macroeconomic and monetary policy surprises and the term structure of interest rates
by Marcello Pericoli
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Pure or Wake-up-Call Contagion? Another Look at the EMU Sovereign Debt Crisis
by Raffaela Giordano & Marcello Pericoli & Pietro Tommasino
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Real Term Structure and Inflation Compensation in the Euro Area
by Marcello Pericoli
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Fiscal Policy and Macroeconomic Imbalances
by 63 authorsEmanuele Baldacci & Sanjeev Gupta & Carlos Mulas-Granados & Fabio Balboni & Mirko Licchetta & Alexander Klemm & Luca Agnello & Gilles Dufr�not & Ricardo M. Sousa & Raffaela Giordano & Marcello Pericoli & Pietro Tommasino & Panagiotis Chronis & George Palaiodimos & Christophe Kamps & Roberta De Stefani & Nadine Leiner-Killinger & Rasmus R�ffer & David Sondermann & Niels Gilbert & Jeroen Hessel & Jorge Cunha & Cl�udia Braz & Antonio Bassanetti & Matteo Bugamelli & Sandro Momigliano & Roberto Sabbatini & Francesco Zollino & Karsten Staehr & Atri Mukherjee & Marialuz Moreno Badia & Alex Segura Ubiergo & Carlos Herrero & Pedro Hinojo & Anne-Marie Brook & Ana Mar�a Aguilar & Claudia Ram�rez & Geert Langenus & Adi Brender & Carlos Cuerpo & Elena Deryugina & Francesco Di Comite & Kazuhiko Ejima & Jonas Fisher & Daniele Franco & Fuad Hasanov & Sebastian Hauptmeier & David Heald & Ida Hjortsoe & Alexandr Hobza & Ana Teresa Holanda De Albuquerque & Juan Jimeno & Christian Kastrop & Walpurga Koehler-Toeglhofer & Jean Le Pavec & Ignazio Lozano & Ranjana Madhusudan & Lucio Pench & Peter Pontuch & Ernesto Rezk & Livio Stracca & Teresa Ter-Minassian & Alessandro Turrini & Sergey Vlasov
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Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia
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Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model
by Marcello Pericoli & Marco Taboga
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Forecaster heterogeneity, surprises and financial markets
by Marcello Pericoli & Giovanni Veronese
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Decomposing euro area sovereign spreads: credit, liquidity and convenience
by Marcello Pericoli & Marco Taboga
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Monetary policy surprises over time
by Marcello Pericoli & Giovanni Veronese
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Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models
by Marcello Pericoli & Marco Taboga
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Macroeconomics determinants of the correlation between stocks and bonds
by Marcello Pericoli
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Single Market Emu and Widening. Responses to Three Institutional Shocks in the European Community
by Pier Carlo Padoan & Marcello Pericoli
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Monetary Policy Surprises over Time
by Marcello Pericoli & Giovanni Veronese
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Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
by Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo
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An assessment of recent trends in market-based expected iflation in the euro area
by Marcello Pericoli