Paolo Pagnottoni

University of Pavia - Department of Economics and Management

Via San Felice 7

Pavia , 27100

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

386

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Price Discovery on Bitcoin Markets

Number of pages: 25 Posted: 16 Nov 2018 Last Revised: 16 Dec 2018
Paolo Pagnottoni and Thomas Dimpfl
University of Pavia - Department of Economics and Management and University of Hohenheim
Downloads 155 (257,187)
Citation 9

Abstract:

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price discovery, bitcoin, hasbrouck information shares

2.

Libra or Librae? Basket Based Stablecoins to Mitigate Foreign Exchange Volatility Spillovers

Number of pages: 24 Posted: 13 Mar 2020 Last Revised: 20 Mar 2020
Paolo Giudici, Thomas Leach and Paolo Pagnottoni
University of Pavia, University of Pavia - Department of Economics and Management and University of Pavia - Department of Economics and Management
Downloads 109 (334,807)
Citation 2

Abstract:

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Cryptocurrencies, Fintech, Stablecoins, Spillover, Variance Decomposition

3.

COVID-19, Macroeconomic Dynamics and Fear in Europe: A Network Global VAR Approach

Number of pages: 53 Posted: 01 Oct 2021
Alessandro Celani, Paola Cerchiello and Paolo Pagnottoni
Marche Polytechnic University, University of Pavia - Department of Economics and Management Science and University of Pavia - Department of Economics and Management
Downloads 65 (454,778)

Abstract:

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COVID-19, Crisis, Systemic Risk, Network Theory, Variance Decomposition, Sentiment, Real Economy

4.

Network Self-Exciting Point Processes To Measure Health Impacts of COVID-19

Number of pages: 28 Posted: 12 Aug 2021
Paolo Giudici, Paolo Pagnottoni and Alessandro Spelta
University of Pavia, University of Pavia - Department of Economics and Management and University of Pavia - Department of Economics and Management
Downloads 57 (484,691)

Abstract:

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COVID-19, Epidemic Modelling, Hawkes Process, Interconnectedness, Mobility Networks.