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1
Smooth transition regime shifts and pil price dynamics
Cifarelli, Giulio
- In:
Energy economics
38
(
2013
),
pp. 160-167
Persistent link: https://www.econbiz.de/10009764597
Saved in:
2
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
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3
Stock market exuberance : linkages between the US and the European markets
Cifarelli, Giulio
;
Paladino, Giovanna
-
2000
Persistent link: https://www.econbiz.de/10001604060
Saved in:
4
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
Saved in:
5
Volatility linkages across three major equity markets : a financial arbitrage approach
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of international money and finance
24
(
2005
)
3
,
pp. 413-439
Persistent link: https://www.econbiz.de/10002738497
Saved in:
6
Can oil diversify away the unpriced risk of a portfolio?
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 73-88
Persistent link: https://www.econbiz.de/10009507849
Saved in:
7
Volatility co-movements between emerging sovereign bonds : is there segmentation between geographical areas?
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Global finance journal
16
(
2006
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10003322319
Saved in:
8
A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of financial markets
25
(
2015
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
Saved in:
9
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
Saved in:
10
Endogenous and exogenous volatility in the foreign exchange market
Bargigli, Leonardo
;
Cifarelli, Giulio
-
2020
Persistent link: https://www.econbiz.de/10012517831
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