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Stock market exuberance : linkages between the US and the European markets
Cifarelli, Giulio; Paladino, Giovanna - 2000
Persistent link: https://www.econbiz.de/10001604060
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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
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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
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Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum?
Cifarelli, Giulio; Paladino, Giovanna - In: Research in international business and finance 46 (2018), pp. 313-323
Persistent link: https://www.econbiz.de/10011983667
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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
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On time varying risk premia in the foreign exchange market
Cifarelli, Giulio - 1995
Persistent link: https://www.econbiz.de/10000933271
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Endogenous volatility in the foreign exchange market
Bargigli, Leonardo; Cifarelli, Giulio - In: Journal of financial econometrics 22 (2024) 4, pp. 773-807
Persistent link: https://www.econbiz.de/10015338752
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Endogenous and exogenous volatility in the foreign exchange market
Bargigli, Leonardo; Cifarelli, Giulio - 2020
Persistent link: https://www.econbiz.de/10012517831