Marcello Pericoli

Names

first:	Marcello
last:	Pericoli

Contact

email:

Affiliations

Banca d'Italia
- website
- location: Roma, Italy

Research profile

author of:

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
A Primer on Financial Contagion
by Marcello Pericoli & Massimo Sbracia
Stock Values and Fundamentals: Link or Irrationality?.
by Fornari, F. & Pericoli, M.
Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area
by Marcello Pericoli
'Some contagion, some interdependence': More pitfalls in tests of financial contagion
by Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo
Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion
by Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo
A Primer on Financial Contagion
by Marcello Pericoli & Massimo Sbracia
Stock Values and Fundamentals; Link or Irrationality?
by Fabio Fornari & Marcello Pericoli
Correlation Analysis of Financial Contagion: What One Should Know before Running a Test
by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia
The CAPM and the risk appetite index; theoretical differences and empirical similarities
by Marcello Pericoli & Massimo Sbracia
Canonical term-structure models with observable factors and the dynamics of bond risk premiums
by Marcello Pericoli & Marco Taboga
A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors
by Marcello, Pericoli & Marco, Taboga
Bond risk premia, macroeconomic fundamentals and the exchange rate
by Taboga, Marco & Pericoli, Marcello
Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia
by MARCELLO PERICOLI & MARCO TABOGA
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
Bond risk premia, macroeconomic fundamentals and the exchange rate
by Marcello Pericoli & Marco Taboga
Capital Asset Pricing Model and the Risk Appetite Index: Theoretical Differences, Empirical Similarities and Implementation Problems*
by Marcello Pericoli & Massimo Sbracia
Expected inflation and inflation risk premium in the euro area and in the United States
by Marcello Pericoli
Real term structure and inflation compensation in the euro area
by Marcello Pericoli
Bond risk premia, macroeconomic fundamentals and the exchange rate
by Pericoli, Marcello & Taboga, Marco
Pure or wake-up-call contagion? Another look at the EMU sovereign debt crisis
by Raffaela Giordano & Marcello Pericoli & Pietro Tommasino
Macroeconomic and monetary policy surprises and the term structure of interest rates
by Marcello Pericoli
Pure or Wake-up-Call Contagion? Another Look at the EMU Sovereign Debt Crisis
by Raffaela Giordano & Marcello Pericoli & Pietro Tommasino
Real Term Structure and Inflation Compensation in the Euro Area
by Marcello Pericoli
Fiscal Policy and Macroeconomic Imbalances
by 63 authors
Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
by Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia
Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model
by Marcello Pericoli & Marco Taboga
Forecaster heterogeneity, surprises and financial markets
by Marcello Pericoli & Giovanni Veronese
Decomposing euro area sovereign spreads: credit, liquidity and convenience
by Marcello Pericoli & Marco Taboga
Monetary policy surprises over time
by Marcello Pericoli & Giovanni Veronese
Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models
by Marcello Pericoli & Marco Taboga
Macroeconomics determinants of the correlation between stocks and bonds
by Marcello Pericoli
Single Market Emu and Widening. Responses to Three Institutional Shocks in the European Community
by Pier Carlo Padoan & Marcello Pericoli
Monetary Policy Surprises over Time
by Marcello Pericoli & Giovanni Veronese
Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test
by Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo

Permanent link: http://authors.repec.org/pro/ppe177/