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Exchange-rate volatility and uncovered interest parity : an empirical note

Tronzano, Marco - In: Economia internazionale 41 (1988) 1, pp. 88-100

Persistent link: https://www.econbiz.de/10001068124

Alternative approaches to evaluate exchange rate credibility : a selective survey of the literature and some policy implications for the European monetary union

Tronzano, Marco - In: Economia internazionale 54 (2001) 1, pp. 57-88

Persistent link: https://www.econbiz.de/10001573787

Macroeconomic fundamentals and exchange rate credibility, further evidence on the Italian experience from a regime-switiching approach

Tronzano, Marco - In: Scottish journal of political economy : the journal of … 48 (2001) 4, pp. 442-460

Persistent link: https://www.econbiz.de/10001604772

The volatility of the euro/dollar exchange rate : empirical evidence and policy implications

Tronzano, Marco - In: Economia internazionale 61 (2008) 2/3, pp. 569-596

Persistent link: https://www.econbiz.de/10003775151

Assessing the volatility of the euro on foreign exchange markets : further empirical evidence and policy implications

Tronzano, Marco - In: Economia internazionale 62 (2009) 1, pp. 103-131

Persistent link: https://www.econbiz.de/10003853999

Safe-haven assets, financial crises, and macroeconomic variables : evidence from the last two decades (2000–2018)

Tronzano, Marco - In: Journal of risk and financial management : JRFM 13 (2020) 3/40, pp. 1-22

This paper focuses on three "safe haven" assets (gold, oil, and the Swiss Franc) and examines the impact of recent financial crises and some macroeconomic variables on their return co-movements during the last two decades. All financial crises produced significant increases in conditional...

Persistent link: https://www.econbiz.de/10012174170

Fiscal policy, debt management and exchange rate credibility : lessons from the recent Italian experience

Amato, Amedeo; Tronzano, Marco - In: Journal of banking & finance 24 (2000) 6, pp. 921-943

Persistent link: https://www.econbiz.de/10001482837

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