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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
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Forecasting with a DSGE model of the term structure of interest rates : the role of the feedback
Zagaglia, Paolo - 2009
Persistent link: https://www.econbiz.de/10003838895
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Volatility forecasting for crude oil futures
Marzo, Massimiliano; Zagaglia, Paolo - In: Applied economics letters 17 (2010) 16/18, pp. 1587-1599
Persistent link: https://www.econbiz.de/10009232176
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Forecasting long-term interest rates with a general-equilibrium model of the Euro area : what role for liquidity services of bonds? : Paolo Zagaglia
Zagaglia, Paolo - In: Asia-Pacific financial markets 20 (2013) 4, pp. 383-430
Persistent link: https://www.econbiz.de/10010345912
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Forecasting value-at-risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework
Gabrielsen, Alexandros; Kirchner, Axel; Liu, Zhuoshi; … - In: Annals of financial economics 10 (2015) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10011382540