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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

Oil price dynamics and speculation : a multivariate financial approach

Cifarelli, Giulio; Paladino, Giovanna - In: Energy economics 32 (2010) 2, pp. 363-372

Persistent link: https://www.econbiz.de/10003954624

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

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

The Impact of Unconventional Monetary Policy on the Sovereign Bank Nexus within and Across EU Countries. A Time-Varying Conditional Correlation Analysis

Cifarelli, Giulio - 2016

We investigate the time varying dynamics of the linkages between sovereign and bank default risks over the period 2006-2015, using the credit default swap (CDS) spreads of the bonds of major international banks and of sovereign issuers as indicators of risk within four major European countries....

Persistent link: https://www.econbiz.de/10012988476