Giulia Piccillo

Maastricht University

P.O. Box 616

Maastricht, 6200 MD

Netherlands

Liverpool University

Eleanor Rathbone Building

Bedford Street North

Liverpool L69 7ZA

United Kingdom

Utrecht University - School of Economics

Kriekenpitplein 21-22

Adam Smith Building

Utrecht, +31 30 253 7373 3584 EC

Netherlands

  • Maastricht University

  • Liverpool University

  • Utrecht University - School of Economics

SCHOLARLY PAPERS

11

DOWNLOADS

729

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (11)

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1.

Foreign Exchange and Stock Market: Two Related Markets?

Number of pages: 44 Posted: 16 Mar 2009
Giulia Piccillo
Maastricht University
Downloads 147 (337,462)

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2.

Exchange Rates and Asset Prices: Heterogeneous Agents at Work

Downloads 136 (358,727)

Exchange Rates and Asset Prices: Heterogeneous Agents at Work

Number of pages: 18 Posted: 16 Mar 2009
Giulia Piccillo
Maastricht University
Downloads 75 (542,858)

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Behavioral finance, exchange rates, asset prices

Exchange Rates and Asset Prices: Heterogeneous Agents at Work

CESifo Working Paper Series No. 4257
Number of pages: 30 Posted: 11 Jun 2013
Giulia Piccillo
Maastricht University
Downloads 61 (607,941)

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heterogeneous agents, DSGE, exchange rates, stock prices

3.

The Relation between Corporate and Government Debt Maturity in Europe

Journal of Financial and Quantitative Analysis (JFQA), 54(5), pp. 2119-2140 (2019)
Number of pages: 50 Posted: 22 Dec 2016 Last Revised: 29 Sep 2020
Stefano Lugo and Giulia Piccillo
Utrecht University - School of Economics and Maastricht University
Downloads 127 (377,827)
Citation 9

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Corporate debt maturity, Government debt, Gap-filling theory, European Union

4.

Asset Prices and Exchange Rates: A Time Dependent Approach

Number of pages: 27 Posted: 16 Mar 2009
Giulia Piccillo
Maastricht University
Downloads 76 (532,133)

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Exchange rates, Microstructure, Markov chains

5.

Monetary Policy with Diverse Private Expectations

CESifo Working Paper Series No. 5252
Number of pages: 47 Posted: 09 Apr 2015
Mordecai Kurz, Maurizio Motolese, Giulia Piccillo and Howei Wu
Stanford University - Department of Economics, Catholic University of Milan, Maastricht University and China Europe International Business School (CEIBS)
Downloads 56 (623,391)

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New Keynesian Model, heterogeneous beliefs, market state of belief, rational beliefs, monetary policy rule

6.

Diverse Risk Preferences and Heterogeneous Expectations in an Asset Pricing Model

CESifo Working Paper No. 8003
Number of pages: 76 Posted: 12 Jan 2020
Thomas Gomez and Giulia Piccillo
Utrecht University and Maastricht University
Downloads 55 (628,556)

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heterogeneous risk aversion, bounded rationality, heterogeneous expectations, heuristic switching, asset pricing

7.

Effects of Macro Uncertainty on Mean Expectation and Subjective Uncertainty: Evidence from Households and Professional Forecasters

CESifo Working Paper No. 9486
Number of pages: 40 Posted: 05 Jan 2022
Giulia Piccillo and Poramapa Poonpakdee
Maastricht University and Maastricht University
Downloads 42 (704,917)
Citation 1

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macroeconomic uncertainty, subjective uncertainty

8.

Does U.S. Monetary Policy Respond to Macroeconomic Uncertainty?

CESifo Working Paper No. 10407
Number of pages: 35 Posted: 09 May 2023
Thomas Gomez and Giulia Piccillo
Utrecht University and Maastricht University
Downloads 28 (808,297)

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monetary policy, uncertainty, real-time data, Bayesian VAR, time-varying coefficients

9.

The Central Bank Governor and Interest Rate Setting by Committee

CESifo Working Paper No. 7822
Number of pages: 42 Posted: 14 Oct 2019
Emile van Ommeren and Giulia Piccillo
University of Antwerp and Maastricht University
Downloads 25 (833,660)

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monetary policy, Taylor rule, central bank governors

10.

Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis

CESifo Working Paper No. 10646
Number of pages: 48 Posted: 25 Sep 2023
Giulia Piccillo and Poramapa Poonpakdee
Maastricht University and Maastricht University
Downloads 24 (842,475)

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behavioural macro, uncertainty, estimated DSGE models

11.

Expectations and the Stability of Stock-Flow Consistent Models

CESifo Working Paper No. 10696
Number of pages: 46 Posted: 23 Oct 2023
Huub Meijers, Joan Muysken and Giulia Piccillo
Maastricht University School of Business and Economics, Maastricht University and Maastricht University
Downloads 13 (948,165)

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expectations, financialisation, wealth accumulation, stock-flow consistent modelling