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Fundamentals, regime shifts and dollar behaviour in the 1980s : an empirical analysis

Cifarelli, Giulio - 1992

Persistent link: https://www.econbiz.de/10000858964

On time varying risk premia in the foreign exchange market

Cifarelli, Giulio - 1995

Persistent link: https://www.econbiz.de/10000933271

Sistematic forward forecast errors, ex ante real interest rate differentials and ex ante real exchange rate changes : an empirical analysis

Cifarelli, Giulio - 1993

Persistent link: https://www.econbiz.de/10000888394

Commodity pricing volatility shifts in a highly turbulent time period : a time-varying transition probability Markov switching analysis

Cifarelli, Giulio - 2023

Persistent link: https://www.econbiz.de/10014539008

Stock market exuberance : linkages between the US and the European markets

Cifarelli, Giulio; Paladino, Giovanna - 2000

Persistent link: https://www.econbiz.de/10001604060

Volatility spillovers and the role of leading financial centres

Cifarelli, Giulio; Paladino, Giovanna - In: Quarterly review / Banca Nazionale del Lavoro, Roma 54 (2001), pp. 37-71

Persistent link: https://www.econbiz.de/10001579434

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; Paesani, Paolo - 2024

Persistent link: https://www.econbiz.de/10015196691

Oil futures market : a dynamic model of hedging and speculation

Cifarelli, Giulio; Paladino, Giovanna - In: The interrelationship between financial and energy markets, (pp. 141-155). 2014

Persistent link: https://www.econbiz.de/10010411146

Structural Interdependence of Price and Demand in a Model of the Foreign Exchange Market with Heterogeneous Speculators : Evidence from High-frequency Data

Bargigli, Leonardo - 2020

We assume that the variations of the exchange rate depend on the current net demand of the base currency as a consequence of market making, and that the current net demand of the base currency depends on current and past variations of the exchange rate as a consequence of how future price...

Persistent link: https://www.econbiz.de/10012837857

Structural interdependence of price and demand in a model of the foreign exchange market with heterogeneous speculators : evidence from high-frequency data

Bargigli, Leonardo; Cifarelli, Giulio - 2020

Persistent link: https://www.econbiz.de/10012211762