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Zagaglia, Paolo's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
712 |
Total
Citations
5 |
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1.
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Marzo, Massimiliano University of Bologna - Department of Economics Zagaglia, Paolo University of Bologna
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217
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4
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Gold, Exchange Rates, GARCH, Quantile Regressions
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2.
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Gabrielsen, Alexandros Sumitomo Mitsui Banking Corporation Europe Zagaglia, Paolo University of Bologna Kirchner, Axel University of Edinburgh Liu, Zhuoshi Bank of England - Monetary Analysis
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143
(103,122)
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exponential weighted moving average, time-varying higher moments, Cornish- Fisher expansion, Gram-Charlier density, risk management, Value-at-Risk
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3.
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Cesari, Riccardo University of Bologna - Department of Mathematics for Economic and Social Sciences Marzo, Massimiliano University of Bologna - Department of Economics Zagaglia, Paolo University of Bologna
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123
(117,002)
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Order book, price impact, execution strategy, high frequency trading
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4.
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Gabrielsen, Alexandros Sumitomo Mitsui Banking Corporation Europe Marzo, Massimiliano University of Bologna - Department of Economics Zagaglia, Paolo University of Bologna
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101
(135,608)
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market microstructure, liquidity risk, frictions, transaction costs
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5.
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Marzo, Massimiliano University of Bologna - Department of Economics Ritelli, Daniele University of Bologna - Department of Mathematics for Economic and Social Sciences Zagaglia, Paolo University of Bologna
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32
(240,380)
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optimal execution, market impact, trading strategy
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6.
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Marzo, Massimiliano University of Bologna - Department of Economics Liu, Zhoushi Barrie & Hibbert Limited Zagaglia, Paolo University of Bologna
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29
(248,439)
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Asset pricing, macroeconomic volatility, Great Moderation
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7.
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Marattin, Luigi University of Bologna - Department of Economics Marzo, Massimiliano University of Bologna - Department of Economics Zagaglia, Paolo University of Bologna
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28
(251,350)
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8.
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Marzo, Massimiliano University of Bologna - Department of Economics Zagaglia, Paolo University of Bologna
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15
(295,737)
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1
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term structure, determinacy, pricing kernel, fiscal and monetary policy
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9.
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Marzo, Massimiliano University of Bologna - Department of Economics Zagaglia, Paolo University of Bologna
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13
(302,944)
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term structure, determinacy, pricing kernel, fiscal and monetary policy
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10.
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Liberati, Caterina University of Milan, Bicocca Marzo, Massimiliano University of Bologna - Department of Economics Zagaglia, Paolo University of Bologna Zappa, Paola affiliation not provided to SSRN
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11
(309,939)
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market microstructure, network analysis, money markets, asset pricing
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Records 1 -
10
of 10 matches
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