Graziano Moramarco

University of Bologna - Department of Economics

Piazza Scaravilli 2

Bologna, 40126

Italy

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Exchange Rates and Political Uncertainty: The Brexit Case

Quaderni - Working Paper DSE N° 1141
Number of pages: 57 Posted: 05 Mar 2020
Paolo Manasse, Graziano Moramarco and Giulio Trigilia
Department of Economics, University of Bologna, University of Bologna - Department of Economics and University of Rochester - Simon Business School
Downloads 242 (191,213)

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Brexit, Exchange Rates, Political Risk, Time-Varying Risk Premium, Uncovered Interest Parity

2.

Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers

Downloads 116 (355,974)

Measuring Global Macroeconomic Uncertainty and Cross-Country Uncertainty Spillovers

Number of pages: 37 Posted: 26 May 2021 Last Revised: 15 Jun 2022
Graziano Moramarco
University of Bologna - Department of Economics
Downloads 68 (502,124)

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global uncertainty, uncertainty index, GVAR, spillovers, bootstrap

Measuring Global Macroeconomic Uncertainty

Quaderni - Working Paper DSE N° 1148
Number of pages: 49 Posted: 08 Jul 2020
Graziano Moramarco
University of Bologna - Department of Economics
Downloads 48 (595,028)

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Global uncertainty, uncertainty index, GVAR, spillovers, bootstrap

3.

Funding Liquidity, Credit Risk and Unconventional Monetary Policy in the Euro Area: A GVAR Approach

Number of pages: 19 Posted: 18 Nov 2021 Last Revised: 09 Jun 2022
Graziano Moramarco
University of Bologna - Department of Economics
Downloads 18 (784,582)

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GVAR, liquidity, repo market, sovereign bonds, banks, CDS