Massimiliano Marzo

Department of Management, University of Bologna

Prof

34, Via Capo di Lucca

Bologna, Bologna 40126

Italy

SCHOLARLY PAPERS

16

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CITATIONS
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25

Scholarly Papers (16)

1.

Measuring Market Liquidity: An Introductory Survey

Quaderni DSE Working Paper No. 802
Number of pages: 39 Posted: 23 Dec 2011
Alexandros Gabrielsen, Massimiliano Marzo and Paolo Zagaglia
Credit Suisse AG, Department of Management, University of Bologna and University of Bologna
Downloads 355 (83,128)
Citation 9

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market microstructure, liquidity risk, frictions, transaction costs

2.

Gold and the U.S. Dollar: Tales from the Turmoil

Number of pages: 20 Posted: 01 May 2010
Massimiliano Marzo and Paolo Zagaglia
Department of Management, University of Bologna and University of Bologna
Downloads 305 (98,446)
Citation 2

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Gold, Exchange Rates, GARCH, Quantile Regressions

3.

Effective Trade Execution

Quaderni DSE Working Paper No. 836
Number of pages: 30 Posted: 22 Jun 2012
Riccardo Cesari, Massimiliano Marzo and Paolo Zagaglia
University of Bologna - Department of Mathematics for Economic and Social Sciences, Department of Management, University of Bologna and University of Bologna
Downloads 234 (129,974)
Citation 1

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Order book, price impact, execution strategy, high frequency trading

4.

A DSGE Model with Endogenous Term Structure

Quaderni DSE Working Paper No. 830
Number of pages: 39 Posted: 05 Jun 2012
Matteo Falagiarda and Massimiliano Marzo
University of Bologna - Department of Economics and Department of Management, University of Bologna
Downloads 183 (163,874)
Citation 2

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term structure, DSGE models

5.

A Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions

Bank of Finland Research Discussion Paper No. 25/2008
Number of pages: 38 Posted: 17 Nov 2008
Massimiliano Marzo, Silvia Romagnoli and Paolo Zagaglia
Department of Management, University of Bologna, University of Bologna - Department of Statistics and University of Bologna
Downloads 70 (327,737)

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bond pricing, fiscal policy, term structure of interest rates

6.

Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method

Quaderni DSE Working Paper No. 797
Number of pages: 16 Posted: 25 Nov 2011
Massimiliano Marzo, Daniele Ritelli and Paolo Zagaglia
Department of Management, University of Bologna, University of Bologna - Department of Mathematics for Economic and Social Sciences and University of Bologna
Downloads 53 (376,600)

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optimal execution, market impact, trading strategy

Domestic versus International Determinants of European Business Cycles: A GVAR Approach

Number of pages: 24 Posted: 21 May 2013
Melisso Boschi, Massimiliano Marzo and Simone Salotti
Centre for Applied Macroeconomic Analysis (CAMA), Department of Management, University of Bologna and Oxford Brookes University
Downloads 33 (462,294)

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Business cycle, inflation, European Monetary Union, Global VAR (GVAR)

Domestic versus International Determinants of European Business Cycles: A GVAR Approach

CAMA Working Paper Series Paper 28/2013
Number of pages: 24 Posted: 01 Jun 2013
Melisso Boschi, Massimiliano Marzo and Simone Salotti
Centre for Applied Macroeconomic Analysis (CAMA), Department of Management, University of Bologna and Oxford Brookes University
Downloads 14 (576,503)

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Business Cycle, Inflation, European Monetary Union, Global VAR (GVAR)

8.

Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy

Bank of Finland Research Discussion Paper No. 24/2008
Number of pages: 39 Posted: 16 Nov 2008
Massimiliano Marzo and Paolo Zagaglia
Department of Management, University of Bologna and University of Bologna
Downloads 47 (396,694)
Citation 8

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monetary policy, fiscal policy, government bonds, determinacy

9.

The Multiplier-Effects of Non-Wasteful Government Expenditure

Quaderni Working Paper DSE No. 704
Number of pages: 32 Posted: 24 Sep 2010
Luigi Marattin and Massimiliano Marzo
University of Bologna - Department of Economics and Department of Management, University of Bologna
Downloads 46 (400,222)

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Fiscal Policy, Useful Government Expenditure, Fiscal Multipliers

10.

A Welfare Perspective on the Fiscal-Monetary Policy Mix: The Role of Alternative Fiscal Instruments

Number of pages: 46 Posted: 03 Dec 2010
Luigi Marattin, Massimiliano Marzo and Paolo Zagaglia
University of Bologna - Department of Economics, Department of Management, University of Bologna and University of Bologna
Downloads 39 (426,351)

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11.

The Relationship between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil

Quaderni DSE Working Paper No. 732
Number of pages: 8 Posted: 09 Mar 2011
Massimiliano Marzo, Zhoushi Liu and Paolo Zagaglia
Department of Management, University of Bologna, Barrie & Hibbert Limited and University of Bologna
Downloads 37 (434,548)

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Asset pricing, macroeconomic volatility, Great Moderation

12.

Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market

Quaderni DSE Working Paper No. 769
Number of pages: 55 Posted: 05 Jul 2011
Massimiliano Marzo and Paolo Zagaglia
Department of Management, University of Bologna and University of Bologna
Downloads 33 (451,266)
Citation 1

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term structure, determinacy, pricing kernel, fiscal and monetary policy

13.

Structural Distortions in the Euro Interbank Market: The Role of ‘Key Players’ During the Recent Market Turmoil

Quaderni DSE Working Paper No. 841
Number of pages: 34 Posted: 24 Jul 2012
Caterina Liberati, Massimiliano Marzo, Paolo Zagaglia and Paola Zappa
Università degli Studi di Milano-Bicocca, Department of Management, University of Bologna, University of Bologna and National University of Ireland, Maynooth (NUI Maynooth)
Downloads 30 (465,157)

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market microstructure, network analysis, money markets, asset pricing

14.

Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy

Quaderni DSE Working Paper No. 821
Number of pages: 55 Posted: 28 Mar 2012
Massimiliano Marzo and Paolo Zagaglia
Department of Management, University of Bologna and University of Bologna
Downloads 22 (507,802)
Citation 1

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term structure, determinacy, pricing kernel, fiscal and monetary policy

15.

Optimal Monetary Policy with Price and Wage Rigidities

Economic Notes, Vol. 35, No. 1, pp. 63-95, February 2006
Number of pages: 34 Posted: 19 May 2006
Massimiliano Marzo
Department of Management, University of Bologna
Downloads 20 (519,409)
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16.

A Note on the (Un)Pleasant Arithmetic of Fiscal Policy: The Case of Italian Public Debt

Economic Notes, Vol. 38, Issue 3, pp. 169-183, November 2009
Number of pages: 15 Posted: 22 Feb 2010
Luigi Marattin and Massimiliano Marzo
affiliation not provided to SSRN and Department of Management, University of Bologna
Downloads 1 (649,346)
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