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Foreign exchange market efficiency : did the EMS make a difference? ; A cointegration-based empirical investigation

Tronzano, Marco - In: Economia internazionale 55 (2002) 1, pp. 69-103

Persistent link: https://www.econbiz.de/10001697810

Multicointegration and fiscal sustainability in India : evidence from standard and regime shifts models

Tronzano, Marco - In: Economia internazionale 67 (2014) 2, pp. 263-291

Persistent link: https://www.econbiz.de/10010401103

Interest rates, expected inflation and structural breaks : further evidence on the Fisher effect in India (1996 - 2013)

Tronzano, Marco - In: Economia internazionale 67 (2014) 4, pp. 531-554

Persistent link: https://www.econbiz.de/10010502085

The expectations hypothesis of the term structure in emerging financial markets : some evidence from Malaysia (1999-2015)

Tronzano, Marco - In: Economia internazionale 68 (2015) 4, pp. 521-550

Persistent link: https://www.econbiz.de/10011428293

The term structure of interest rates in India : evidence from the post-liberalization period (1996 - 2013)

Tronzano, Marco - In: Economia internazionale 68 (2015) 2, pp. 275-295

Persistent link: https://www.econbiz.de/10011304747

The expectations hypothesis of the term structure : further empirical evidence for India (1996 - 2013)

Tronzano, Marco - In: Economia internazionale 68 (2015) 3, pp. 401-421

Persistent link: https://www.econbiz.de/10011348834

Financial crises, macroeconomic variables, and long-run risk : an econometric analysis of stock returns correlations (2000 to 2019)

Tronzano, Marco - In: Journal of risk and financial management : JRFM 14 (2021) 3/127, pp. 1-25

This paper focuses on four major aggregate stock price indexes (SP 500, Stock Europe 600, Nikkei 225, Shanghai Composite) and two "safe-haven" assets (Gold, Swiss Franc), and explores their return co-movements during the last two decades. Significant contagion effects on stock markets are...

Persistent link: https://www.econbiz.de/10012486245

A Bayesian Markov-switching correlation model for contagion analysis on exchange rate markets

Casarin, Roberto; Sartore, Domenico; Tronzano, Marco - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 101-114

Persistent link: https://www.econbiz.de/10011894407

"Global factors, international spillovers, and the term structure of interest rates : new evidence for Asian Countries"

Guerello, Chiara; Tronzano, Marco - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012659596