Fabio Scacciavillani

Goldman Sachs - Economics Research Department

Executive Director and Senior Economist

Peterborough Court

133 Fleet Street

London, EC4A 2BB

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 30,995

SSRN RANKINGS

Top 30,995

in Total Papers Downloads

1,462

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (7)

1.

A Global Hazard Index for the World Foreign Exchange Markets

ECB Working Paper No. 1
Number of pages: 32 Posted: 02 Aug 2000
Vincent Brousseau and Fabio Scacciavillani
European Central Bank, Directorate General Economics and Goldman Sachs - Economics Research Department
Downloads 484 (57,714)
Citation 1

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currency markets, exchange rates, wild risk, currency options, implied volatility, foreign exchange crises

2.

Can Short-Term Foreign Exchange Volatility Be Predicted by the Global Hazard Index?

ECB Working Paper No. 66
Number of pages: 50 Posted: 29 Dec 2000
Vincent Brousseau and Fabio Scacciavillani
European Central Bank, Directorate General Economics and Goldman Sachs - Economics Research Department
Downloads 287 (105,758)

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Exchange rates, currency options, market turbulence, implied volatility, risk, forecasting

3.

The Implied Subsidy of Exchange Rate Mechanisms

Number of pages: 22 Posted: 12 Jun 2000
Vincent Brousseau and Fabio Scacciavillani
European Central Bank, Directorate General Economics and Goldman Sachs - Economics Research Department
Downloads 194 (156,131)

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4.

Exchange Rate Movements, Inflation Expectations, and Currency Substitution in Turkey

IMF Working Paper No. 95/111
Number of pages: 22 Posted: 15 Feb 2006
Fabio Scacciavillani
Goldman Sachs - Economics Research Department
Downloads 175 (171,300)

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5.

Current Accounts: What is Their Relevance for Economic Policymaking?

IMF Working Paper No. 98/71
Number of pages: 41 Posted: 15 Feb 2006
Malcolm Knight and Fabio Scacciavillani
World Bank and Goldman Sachs - Economics Research Department
Downloads 136 (211,605)

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Current account, current account sustainability, Italy, Israel, Pakistan

6.

Measures of Potential Output An Application to Israel

IMF Working Paper No. 99/96
Number of pages: 28 Posted: 15 Feb 2006
Fabio Scacciavillani and Phillip Swagel
Goldman Sachs - Economics Research Department and Northwestern University - Department of Economics
Downloads 120 (232,905)

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potential output output gap wavelets analysis

7.

Long Memory Processes and Chronic Inflation: Detecting Homogeneous Components in a Linear Rational Expectation Model

IMF Working Paper No. 94/2
Number of pages: 66 Posted: 15 Feb 2006
Fabio Scacciavillani
Goldman Sachs - Economics Research Department
Downloads 66 (339,691)
Citation 1

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