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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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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
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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
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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
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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
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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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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
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Nonlinear Regime Shifts in Oil Price Hedging Dynamics
Cifarelli, Giulio - 2011
The interaction between rational hedgers and informed oil traders is parameterized and tested empirically with the help of a complex non linear smooth transition regime shift CCC-GARCH procedure. In spite of their gyrations, futures price changes are usually self-correcting. Well informed...
Persistent link: https://www.econbiz.de/10014177455