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Commodity pricing volatility shifts in a highly turbulent time period : a time-varying transition probability Markov switching analysis
Cifarelli, Giulio
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2023
Persistent link: https://www.econbiz.de/10014539008
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On the relevance of the purchasing power hypothesis as a determinant of exchange rate equilibrium in the post WWI French Franc floating exchange rate period
Cifarelli, Giulio
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Paesani, Paolo
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2024
Persistent link: https://www.econbiz.de/10015196691
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Structural interdependence of price and demand in a model of the foreign exchange market with heterogeneous speculators : evidence from high-frequency data
Bargigli, Leonardo
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Cifarelli, Giulio
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2020
Persistent link: https://www.econbiz.de/10012211762
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Endogenous and exogenous volatility in the foreign exchange market
Bargigli, Leonardo
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Cifarelli, Giulio
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2020
Persistent link: https://www.econbiz.de/10012517831
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