Narrow search
Showing 1 - 10 of 141
Cover Image
Hedging Italian equity mutual fund returns during the recent financial turmoil : a duration-dependent Markov-switching approach
Zagaglia, Paolo - In: Journal of applied finance & banking 3 (2013) 3, pp. 325-337
We study optimal hedging design for returns on an Italian equity mutual fund index since 2008. Alternative hedging instruments include one-month futures contracts for FTSE-MIB, FTSE100 and Xetra DAX. We use bivariate models of our Italian equity mutual fund index and each hedging instrument to...
Persistent link: https://www.econbiz.de/10010148077
Cover Image
An inquiry into the (MIS) measurement of the fiscal stance in the EU
Zagaglia, Paolo - In: Ekonomiska Samfundets tidskrift 55 (2002) 2, pp. 113-122
Persistent link: https://www.econbiz.de/10009917898
Cover Image
An inquiry into the (MIS) measurement of the fiscal stance in the EU
Zagaglia, Paolo - In: Ekonomiska Samfundets tidskrift 55 (2002) 2, pp. 113-122
Persistent link: https://www.econbiz.de/10001691811
Cover Image
Matlab implementation of the AIM algorithm : a beginner's guide
Zagaglia, Paolo - 2002
Persistent link: https://www.econbiz.de/10001695068
Cover Image
On (sub) optimal monetary policy rules under untied fiscal hands
Zagaglia, Paolo - 2002
Persistent link: https://www.econbiz.de/10001718061
Cover Image
On (sub)optimal monetary policy rules under untied fiscal hands
Zagaglia, Paolo - 2002
Persistent link: https://www.econbiz.de/10001674586
Cover Image
Macroeconomic factors and oil futures prices : a data-rich model
Zagaglia, Paolo - In: Energy economics 32 (2010) 2, pp. 409-417
Persistent link: https://www.econbiz.de/10003954628
Cover Image
The sources of volatility transmission in the Euro area money market : from longer maturities to the overnight?
Zagaglia, Paolo - In: Applied economics letters 17 (2010) 7/9, pp. 865-868
Persistent link: https://www.econbiz.de/10003996950
Cover Image
Did the turmoil affect money-market segmentation in the euro area?
Zagaglia, Paolo - In: Applied economics letters 17 (2010) 16/18, pp. 1783-1788
Persistent link: https://www.econbiz.de/10009232144
Cover Image
Hedging Italian equity mutual fund returns during the recent financial turmoil : a duration-dependent Markov-switching approach
Zagaglia, Paolo - In: Journal of applied finance & banking 3 (2013) 3, pp. 325-337
We study optimal hedging design for returns on an Italian equity mutual fund index since 2008. Alternative hedging instruments include one-month futures contracts for FTSE-MIB, FTSE100 and Xetra DAX. We use bivariate models of our Italian equity mutual fund index and each hedging instrument to...
Persistent link: https://www.econbiz.de/10009743345