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

SCHOLARLY PAPERS

5

DOWNLOADS

411

CITATIONS

1

Scholarly Papers (5)

1.

Foreign Exchange and Stock Market: Two Related Markets?

Number of pages: 44 Posted: 16 Mar 2009
Giulia Piccillo
Maastricht University
Downloads 132 (214,250)

Abstract:

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Exchange Rates and Asset Prices: Heterogeneous Agents at Work

Number of pages: 18 Posted: 16 Mar 2009
Giulia Piccillo
Maastricht University
Downloads 61 (354,309)

Abstract:

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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 54 (376,577)

Abstract:

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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), Forthcoming
Number of pages: 50 Posted: 22 Dec 2016 Last Revised: 25 Aug 2018
Stefano Lugo and Giulia Piccillo
Utrecht University - School of Economics and Maastricht University
Downloads 75 (313,107)
Citation 1

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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 60 (352,406)

Abstract:

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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 Shanghai University of Finance and Economics
Downloads 29 (466,519)

Abstract:

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