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The expectations hypothesis of the term structure of interest rates and monetary policy : some evidence from Asian countries

Guerello, Chiara; Tronzano, Marco - In: Applied economics 48 (2016) 55/57, pp. 5405-5420

Persistent link: https://www.econbiz.de/10011742070

Bayesian Markov switching stochastic correlation models

Casarin, Roberto; Tronzano, Marco; Sartore, Domenico - 2013

Persistent link: https://www.econbiz.de/10011631746

Bayesian Markov Switching Stochastic Correlation Models

Casarin, Roberto - 2015

This paper builds on Asai and McAleer (2009) and develops a new multivariate Dynamic Conditional Correlation (DCC) model where the parameters of the correlation dynamics and those of the log-volatility process are driven by two latent Markov chains. We outline a suitable Bayesian inference...

Persistent link: https://www.econbiz.de/10013035516

"Global factors, international spillovers, and the term structure of interest rates : new evidence for Asian Countries"

Guerello, Chiara; Tronzano, Marco - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-20

Persistent link: https://www.econbiz.de/10012659596

Efficiency in German and Japanese foreign exchange markets : evidence from cointegration techniques

Tronzano, Marco - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 128 (1992) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10015095577

Analisi di due modelli monetaristi del tasso di cambio : un'applicazione al caso lira/dollaro

Tronzano, Marco - In: Economia internazionale 33 (1980) 4, pp. 432-443

Persistent link: https://www.econbiz.de/10002926356

Exchange Rate Commitments and Forward Rate Unbiasedness. Further Evidence from EMS Data

Tronzano, M. - In: Economia internazionale 56 (2003) 1, pp. 83-118

Persistent link: https://www.econbiz.de/10007654663

Foreign Exchange Market Efficiency: Did the EMS Make a Difference? A Cointegration-Based Empirical Investigation

Tronzano, M. - In: Economia internazionale 55 (2002) 1, pp. 69-104

Persistent link: https://www.econbiz.de/10007661027

Alternative Approaches to Evaluate Exchange Rate Credibility: A Selective Survey of the Literature and Some Policy Implications for the European Monetary Union

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

Persistent link: https://www.econbiz.de/10007671068

"The Volatility of the Euro-Dollar Exchange Rate: Empirical Evidence and Policy Implications"

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

Persistent link: https://www.econbiz.de/10008148611

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