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Cifarelli, Giulio's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,592 |
Total
Citations
10 |
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1.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paladino, Giovanna IntesaSanpaolo
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398
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oil price dynamics, feedback trading, speculation, multivariate
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2.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paladino, Giovanna IntesaSanpaolo
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309
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4
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spreads, emerging bond markets, PCA, VAR, contagion
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3.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paladino, Giovanna IntesaSanpaolo
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152
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2
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Bond yields, O-GARCH, O-EWMA, contagion
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4.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paladino, Giovanna IntesaSanpaolo
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133
(108,470)
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Emerging Markets' International Reserves, Cointegration Analysis, Principal Components Analysis.
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5.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paladino, Giovanna IntesaSanpaolo
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124
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Commodity Spot and Futures Markets, Hedging, Speculation
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6.
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Paladino, Giovanna IntesaSanpaolo Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche
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122
(116,381)
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3
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Equity market, arbitrage, GARCH
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7.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paladino, Giovanna IntesaSanpaolo
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105
(130,550)
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1
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Emerging markets reserves, cointegration, P-T components decomposition, asymmetric adjustment
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8.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche
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98
(137,008)
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Options, Stochastic Volatility, Long Memory, Panel Data Analysis
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9.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paladino, Giovanna IntesaSanpaolo
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77
(159,954)
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oil price dynamics, feedback trading, multivariate GARCH-M, portfolio allocation
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10.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paesani, Paolo University of Rome - Tor Vergata - Department of Economics and Institutions
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39
(221,781)
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commodities, theory of storage, multivariate GARCH
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11.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche
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20
(275,036)
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Oil price dynamics, dynamic hedging, logistic smooth transition, multivariate GARCH
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12.
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Cifarelli, Giulio University of Florence - Dipartimento di Scienze Economiche Paesani, Paolo University of Rome - Tor Vergata - Department of Economics and Institutions
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15
(292,765)
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behavioral finance, speculation, historical cotton futures markets
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