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Economic risk premia in the fixed-income markets : the intraday evidence

Balduzzi, Pierluigi; Moneta, Fabio - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 5, pp. 1927-1950

Persistent link: https://www.econbiz.de/10011928971

Business cycle synchronisation in East Asia

Moneta, Fabio; Rüffer, Rasmus - In: Journal of Asian Economics 20 (2009) 1, pp. 1-12

Against the background of the rapid inter- and intra-regional integration of East Asia, we examine the extent and nature of synchronisation of business cycles in the region. We estimate a dynamic common factor model for output growth of 10 East Asian countries. A significant common factor is...

Persistent link: https://www.econbiz.de/10005326141

The challenges of oil investing : contango and the financialization of commodities

Chincarini, Ludwig Boris; Moneta, Fabio - In: Energy economics 102 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013162184

Measuring bond mutual fund performance with portfolio characteristics

Moneta, Fabio - In: Journal of empirical finance 33 (2015), pp. 223-242

Persistent link: https://www.econbiz.de/10011556885

When anomalies are publicized broadly, do institutions trade accordingly?

Calluzzo, Paul; Moneta, Fabio; Topaloglu, Selim - In: Management science : journal of the Institute for … 65 (2019) 10, pp. 4555-4574

Persistent link: https://www.econbiz.de/10012118078

Beta and firm age

Chincarini, Ludwig Boris; Daehwan, Kim; Moneta, Fabio - In: Journal of empirical finance 58 (2020), pp. 50-74

Persistent link: https://www.econbiz.de/10012430459

Long-term foreign exchange risk premia and inflation risk

Daehwan, Kim; Moneta, Fabio - In: International review of financial analysis 78 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013253471

Complex instruments have increased risk and reduced performance at mutual funds

Calluzzo, Paul; Moneta, Fabio; Topaloglu, Selim - In: Critical finance review 14 (2025) 1, pp. 27-64

Persistent link: https://www.econbiz.de/10015409942

Transaction costs and predictability: some utility cost calculations

Balduzzi, Pierluigi; Lynch, Anthony W. - In: Journal of Financial Economics 52 (1999) 1, pp. 47-78

Persistent link: https://www.econbiz.de/10005376656

Money, transactions and portfolio choice

BALDUZZI, PIERLUIGI; FORESI, SILVERIO - In: Ricerche Economiche 50 (1996) 1, pp. 57-68

Persistent link: https://www.econbiz.de/10005381148