Paolo Paesani

University of Rome - Tor Vergata - Department of Economics and Institutions

Assistant Researcher in Monetary Economics

Via Columbia n. 2

00133 Rome

Italy

SCHOLARLY PAPERS

12

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1,130

SSRN CITATIONS
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Top 37,852

in Total Papers Citations

6

CROSSREF CITATIONS

14

Scholarly Papers (12)

1.

Public Debt and Long-Term Interest Rates: The Case of Germany, Italy and the USA

ECB Working Paper No. 656
Number of pages: 48 Posted: 01 Aug 2006
Rolf Strauch, Manfred Kremer and Paolo Paesani
European Central Bank (ECB), European Central Bank (ECB) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 268 (162,962)
Citation 2

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Public debt, Long-Term Interest Rates, Cointegration, Common Trends

2.
Downloads 155 (267,571)
Citation 4

Inflation and Inflation Uncertainty in the Euro Area

CESifo Working Paper Series No. 2720, ECB Working Paper No. 1229
Number of pages: 27 Posted: 30 Jul 2009
Brunel University London - Department of Economics and Finance, Joint Research Centre, Italy and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 110 (348,258)

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inflation, inflation uncertainty, time-varying parameters, GARCH models, ECB, EMU

Inflation and Inflation Uncertainty in the Euro Area

DIW Berlin Discussion Paper No. 909
Number of pages: 23 Posted: 23 Oct 2009
Brunel University London - Department of Economics and Finance, Joint Research Centre, Italy and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 45 (568,607)
Citation 4

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Inflation, inflation uncertainty, time-varying parameters, GARCH models, ECB, EMU

3.

Fiscal Shocks, Public Debt, and Long-Term Interest Rate Dynamics

Quaderni DSE Working Paper No. 740
Number of pages: 36 Posted: 26 Mar 2011 Last Revised: 02 Mar 2012
Luigi Marattin, Paolo Paesani and Simone Salotti
University of Bologna - Department of Economics, University of Rome - Tor Vergata - Department of Economics and Institutions and Oxford Brookes University
Downloads 133 (301,904)
Citation 1

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Public debt, long-term interest rates, cointegration, common trends

4.

Net Foreign Assets in the Euro Area: A Cointegration Analysis

Number of pages: 26 Posted: 20 Jul 2004
Alessandro Girardi and Paolo Paesani
National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 104 (359,511)

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Cointegrated VAR, Euro area, net foreign assets

5.

An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time?

Dipartimento do Scienze Economiche Universita degli Studi de Firenze Working Paper No. 12/2012
Number of pages: 30 Posted: 04 Jun 2012
Giulio Cifarelli and Paolo Paesani
DISEI University of Florence and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 95 (380,985)
Citation 2

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commodities, theory of storage, multivariate GARCH

6.

The Transfer Problem in the Euro Area: A Cointegration Analysis

Number of pages: 37 Posted: 04 Nov 2005
Alessandro Girardi and Paolo Paesani
National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 73 (444,950)

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tranfser problem, euro area, cointegration

7.

Inflation and Inflation Uncertainty in the Euro Area

ECB Working Paper No. 1229
Number of pages: 27 Posted: 24 Jul 2010
Brunel University London - Department of Economics and Finance, Joint Research Centre, Italy and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 70 (455,154)
Citation 2

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Inflation, Inflation Uncertainty, Time-Varying Parameters, GARCH Models, ECB, EMU

8.

Speculative Cotton Pricing in the 1920s: A Nonlinear Tale of Noise Traders and Fundamentalists

Università degli Studi di Firenze, Dipartimento di Scienze Economiche Working Paper N. 04/2013
Number of pages: 30 Posted: 14 Mar 2013
Giulio Cifarelli and Paolo Paesani
DISEI University of Florence and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 64 (476,545)

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behavioral finance, speculation, historical cotton futures markets

9.

Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market

DIW Berlin Discussion Paper No. 1080
Number of pages: 33 Posted: 09 Jan 2011
Brunel University London - Department of Economics and Finance, National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 56 (507,961)
Citation 2

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Liquidity, trading activity, Treasury bond market, Europe, commonality

10.

Navigating the Oil Bubble: A Non-Linear Heterogeneous-Agent Dynamic Model of Futures Oil Pricing

MPRA Paper No. 90470
Number of pages: 32 Posted: 31 Dec 2018
Giulio Cifarelli and Paolo Paesani
DISEI University of Florence and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 53 (520,729)

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Oil Pricing, Bubble, Speculation, Dynamic Hedging, Logistic Smooth Transition, Multivariate GARCH

11.

Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market

CESifo Working Paper Series No. 3281
Number of pages: 31 Posted: 26 Dec 2010
Brunel University London - Department of Economics and Finance, National Institute of Statistics (ISTAT) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 44 (562,444)
Citation 1

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liquidity, trading activity, treasury bond market, Europe, commonality

12.

On the Difficulty of Interpreting Market Behavior in an Uncertain World: The Case of Oil Futures Pricing between 2003 and 2016.

DISEI, Working Papers-Economics, Working Paper No. 16/2017
Number of pages: 33 Posted: 13 Oct 2017
Giulio Cifarelli and Paolo Paesani
DISEI University of Florence and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 15 (759,086)

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Oil pricing, Speculation, Dynamic hedging, Logistic smooth transition, Multivariate GARCH