Graziano Moramarco

University of Bologna - Department of Economics

Piazza Scaravilli 2

Bologna, 40126

Italy

SCHOLARLY PAPERS

6

DOWNLOADS

845

TOTAL CITATIONS

0

Scholarly Papers (6)

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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 448 (132,634)

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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

Econometrics 2023, 11(1), 2.
Number of pages: 29 Posted: 26 May 2021 Last Revised: 19 Jan 2024
Graziano Moramarco
University of Bologna - Department of Economics
Downloads 109 (508,643)

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global uncertainty; uncertainty index; GVAR; spillovers; bootstrap

3.

Intellectual Property Rights and the Efficiency of International Production Networks: Evidence from the Automotive Industry

Centro Studi Luca d'Agliano Development Studies Working Paper No. 492
Number of pages: 38 Posted: 16 Jan 2024 Last Revised: 13 Jan 2025
Giuseppe Cavaliere, Graziano Moramarco and Alireza Naghavi
University of Bologna - Department of Economics, University of Bologna - Department of Economics and University of Bologna - Department of Economics
Downloads 91 (578,217)

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International production networks, Intellectual property rights, Ownership, Internalization, Automotive industry, Knowledge dissipation, Firm efficiency

4.

The Financial Uncertainty of Climate-Related Assets

Number of pages: 27 Posted: 06 Apr 2024 Last Revised: 23 May 2024
Graziano Moramarco
University of Bologna - Department of Economics
Downloads 86 (598,489)

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climate risks, green finance, commodity markets, uncertainty, common factors, stochastic volatility, option markets

5.

Macroeconomic Spillovers of Weather Shocks across U.S. States

Downloads 62 (708,033)

Macroeconomic Spillovers of Weather Shocks across U.S. States

Number of pages: 43 Posted: 11 Apr 2024 Last Revised: 23 May 2024
Emanuele Bacchiocchi, Andrea Bastianin and Graziano Moramarco
University of Bologna - Department of Economics, University of Milan and University of Bologna - Department of Economics
Downloads 43 (852,727)

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Global VAR, natural disasters, spillovers, weather shocks, United States, climate change

Macroeconomic Spillovers of Weather Shocks across U.S. States

FEEM Working Paper No. 09.2024
Number of pages: 34 Posted: 24 Jul 2024
Emanuele Bacchiocchi, Andrea Bastianin and Graziano Moramarco
University of Bologna - Department of Economics, University of Milan and University of Bologna - Department of Economics
Downloads 19 (1,098,249)

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Global VAR, natural disasters, spillovers, weather shocks, United States, climate change

6.

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 49 (787,675)

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