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Is bank portfolio riskiness procyclical?
Marcucci, Juri
;
Quagliariello, Mario
- In:
Journal of international financial markets, …
18
(
2008
)
1
,
pp. 46-63
Persistent link: https://www.econbiz.de/10007893949
Saved in:
2
Asymmetric effects of the business cycle on bank credit risk
Marcucci, Juri
;
Quagliariello, Mario
- In:
Journal of banking & finance
33
(
2009
)
9
,
pp. 1624-1635
Persistent link: https://www.econbiz.de/10008262215
Saved in:
3
Asymmetric effects of the business cycle on bank credit risk
Marcucci, Juri
;
Quagliariello, Mario
- In:
Journal of banking & finance
33
(
2009
)
9
,
pp. 1624-1636
Persistent link: https://www.econbiz.de/10008895818
Saved in:
4
Is bank portfolio riskiness procyclical?
Marcucci, Juri
;
Quagliariello, Mario
- In:
Journal of international financial markets, …
18
(
2008
)
1
,
pp. 46-64
Persistent link: https://www.econbiz.de/10008880039
Saved in:
5
Forecasting stock market volatility with regime-switching GARCH models
Marcucci, Juri
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
4
,
pp. 1-53
Persistent link: https://www.econbiz.de/10009949859
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6
Does macroeconomy affect bank stability? : a review of the empirical evidence
Quagliariello, Mario
- In:
Journal of banking regulation
9
(
2008
)
2
,
pp. 102-115
Persistent link: https://www.econbiz.de/10009928733
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7
Saggi - La domanda di liquidità delle imprese statunitensi: un'analisi panel
Lotti, Francesca
;
Marcucci, Juri
- In:
L' Industria : rivista di economia e politica industriale
25
(
2004
)
2
,
pp. 403-418
Persistent link: https://www.econbiz.de/10006504075
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8
Is the Swedish stock market efficient? Evidence from some simple trading rules
Metghalchi, Massoud
;
Chang, Yung-Ho
;
Marcucci, Juri
- In:
International review of financial analysis
17
(
2008
)
3
,
pp. 475-490
Persistent link: https://www.econbiz.de/10008062093
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9
A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10007259645
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10
Revisiting the empirical evidence on firms’ money demand
Lotti, Francesca
;
Marcucci, Juri
- In:
Journal of economics and business
59
(
2007
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10007391007
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