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

DOWNLOADS

1,001

SSRN CITATIONS

2

CROSSREF CITATIONS

15

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 244 (126,247)

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

2.
Downloads 142 (205,927)
Citation 3

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, European Central Bank (ECB) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 99 (270,670)

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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, European Central Bank (ECB) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 43 (424,330)
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 114 (243,807)
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 101 (265,284)

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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 88 (290,024)
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 69 (334,361)

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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, European Central Bank (ECB) and University of Rome - Tor Vergata - Department of Economics and Institutions
Downloads 66 (342,335)

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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 57 (368,526)

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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 51 (387,929)
Citation 2

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

10.

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 39 (431,703)

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

11.

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 21 (520,148)

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

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 9 (593,363)

Abstract:

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