Fabrizio Venditti

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

7

DOWNLOADS

923

SSRN CITATIONS
Rank 8,551

SSRN RANKINGS

Top 8,551

in Total Papers Citations

111

CROSSREF CITATIONS

40

Scholarly Papers (7)

1.

The Influence of Opec+ on Oil Prices: A Quantitative Assessment

ECB Working Paper No. 20202467
Number of pages: 30 Posted: 14 Sep 2020
Dominic Quint and Fabrizio Venditti
Deutsche Bundesbank and European Central Bank (ECB)
Downloads 253 (157,919)

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oil demand, oil price, oil supply, OPEC, shale oil

2.

Global Financial Markets and Oil Price Shocks in Real Time

Number of pages: 69 Posted: 08 May 2020
Fabrizio Venditti and Giovanni Veronese
European Central Bank (ECB) and Bank of Italy
Downloads 215 (185,233)

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Oil prices, VAR, Proxy-SVAR, Sign Restrictions

3.

The Simpler the Better: Measuring Financial Conditions for Monetary Policy and Financial Stability

ECB Working Paper No. 20202451
Number of pages: 42 Posted: 15 Aug 2020
Simone Arrigoni, Alina Bobasu and Fabrizio Venditti
Trinity College (Dublin) - Department of Economics, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 134 (276,157)

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banking crises, financial conditions, quantile regressions, spillovers, SVARs

Price Dividend Ratio and Long-Run Stock Returns: A Score Driven State Space Model

Bank of Italy Temi di Discussione (Working Paper) No. 1296
Number of pages: 63 Posted: 13 Oct 2020
Bank of Italy, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and European Central Bank (ECB)
Downloads 71 (421,841)
Citation 18

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state space models, time-varying parameters, score-driven models, equity premium, present-value models

Price Dividend Ratio and Long-Run Stock Returns: A Score Driven State Space Model

Number of pages: 83 Posted: 03 Feb 2020
Bank of Italy, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and European Central Bank (ECB)
Downloads 45 (525,491)

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equity premium, present-value models., score-driven models, state space models, time-varying parameters

Price Dividend Ratio and Long-Run Stock Returns: A Score Driven State Space Model

Number of pages: 69 Posted: 04 Dec 2019
Bank of Italy, University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group and European Central Bank (ECB)
Downloads 1 (851,145)
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Equity premium, present-value models, score-driven models, State space models, time-varying parameters

5.

The Fundamentals of Safe Assets

Number of pages: 42 Posted: 08 Jan 2020
Maurizio Michael Habib, Livio Stracca and Fabrizio Venditti
European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 110 (318,587)
Citation 4

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fundamentals, global risk, monetary policy, safe assets

6.

Global Financial Markets and Oil Price Shocks in Real Time

ECB Working Paper No. 20202472
Number of pages: 74 Posted: 30 Sep 2020
Fabrizio Venditti and Giovanni Veronese
European Central Bank (ECB) and Bank of Italy
Downloads 47 (506,456)

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oil prices, proxy-SVAR, sign restrictions, VAR

Strategic Interactions and Price Dynamics in the Global Oil Market

Banco de Espana Working Paper No. 2006 (2020)
Number of pages: 41 Posted: 05 Mar 2020
Irma Alonso Alvarez, Virginia Di Nino and Fabrizio Venditti
Bank of Spain, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 32 (595,775)
Citation 47

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OPEC, shale, oil, VAR

Strategic Interactions and Price Dynamics in the Global Oil Market

Number of pages: 38 Posted: 31 Jan 2020
Irma Alonso Alvarez, Virginia Di Nino and Fabrizio Venditti
Bank of Spain, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 15 (721,774)

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oil, OPEC, shale, VAR