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Giulio Cifarelli

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This is information that was supplied by Giulio Cifarelli in registering through RePEc. If you are Giulio Cifarelli , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Giulio
Middle Name:
Last Name: Cifarelli
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RePEc Short-ID: pci45

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Affiliation

Dipartimento di Scienze per l'Economia e l'Impresa
Università degli Studi di Firenze
Location: Firenze, Italy
Homepage: http://www.disei.unifi.it/
Email:
Phone: +39-055-2759509
Fax: +39-055-2759550
Postal: via delle Pandette, 9 50127 Firenze
Handle: RePEc:edi:defirit (more details at EDIRC)

Works

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Working papers

  1. Giulio Cifarelli & Paolo Paesani, 2013. "Speculative Cotton Pricing in the 1920s. A Nonlinear Tale of Noise Traders and Fundamentalists," Working Papers - Economics wp2013_04.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  2. Giulio Cifarelli & Paolo Paesani, 2012. "An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time?," Working Papers - Economics wp2012_12.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  3. Giulio Cifarelli, 2011. "Nonlinear Regime Shifts in Oil Price Hedging Dynamics," Working Papers - Economics wp2011_13.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  4. Cifarelli, Giulio & Paladino, Giovanna, 2011. "Hedging vs. speculative pressures on commodity futures returns," MPRA Paper 28229, University Library of Munich, Germany.
  5. Giulio Cifarelli & Giovanna Paladino, 2010. "Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures," Working Papers - Economics wp2010_13.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  6. Filippo Cesarano & Giulio Cifarelli & Gianni Toniolo, 2009. "Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911," Working Papers - Economics wp2009_11.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  7. Giulio Cifarelli & Giovanna Paladino, 2009. "Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years," Working Papers - Economics wp2009_12.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  8. Cifarelli, Giulio & Paladino, Giovanna, 2009. "Oil and portfolio risk diversification," MPRA Paper 28293, University Library of Munich, Germany, revised Nov 2010.
  9. Giulio Cifarelli & Giovanna Paladino, 2008. "Oil price Dynamics and Speculation. A Multivariate Financial Approach," Working Papers - Economics wp2008_15.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  10. Giulio Cifarelli & Giovanna Paladino, 2007. "The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation," Working Papers - Economics wp2007_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  11. Giulio, Cifarelli, 2004. "Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts," MPRA Paper 28655, University Library of Munich, Germany.
  12. Cifarelli, giulio, 2002. "The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory?," MPRA Paper 28538, University Library of Munich, Germany.

Articles

  1. Cifarelli, Giulio, 2013. "Smooth transition regime shifts and oil price dynamics," Energy Economics, Elsevier, vol. 38(C), pages 160-167.
  2. Giulio Cifarelli & Giovanna Paladino, 2012. "Can oil diversify away the unpriced risk of a portfolio?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 73-88, 01.
  3. Filippo Cesarano & Giulio Cifarelli & Gianni Toniolo, 2012. "Exchange Rate Regimes and Reserve Policy: The Italian Lira, 1883–1911," Open Economies Review, Springer, vol. 23(2), pages 253-275, April.
  4. Cifarelli, Giulio & Paladino, Giovanna, 2010. "Oil price dynamics and speculation: A multivariate financial approach," Energy Economics, Elsevier, vol. 32(2), pages 363-372, March.
  5. Giulio Cifarelli & Giovanna Paladino, 2009. "The Buffer Stock Model Redux? An Analysis of the Dynamics of Foreign Reserve Accumulation," Open Economies Review, Springer, vol. 20(4), pages 525-543, September.
  6. Giulio Cifarelli & Giovanna Paladino, 2008. "Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America," The European Journal of Finance, Taylor & Francis Journals, vol. 14(4), pages 315-336.
  7. Cifarelli, Giulio & Paladino, Giovanna, 2006. "Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?," Global Finance Journal, Elsevier, vol. 16(3), pages 245-263, March.
  8. Cifarelli, Giulio & Paladino, Giovanna, 2005. "Volatility linkages across three major equity markets: A financial arbitrage approach," Journal of International Money and Finance, Elsevier, vol. 24(3), pages 413-439, April.
  9. Cifarelli, Giulio & Paladino, Giovanna, 2004. "The impact of the Argentine default on volatility co-movements in emerging bond markets," Emerging Markets Review, Elsevier, vol. 5(4), pages 427-446, December.
  10. Cifarelli, Giulio & Paladino, Giovanna, 2003. "Spreads on Emerging-Market Debt: Global vs. Regional Factors," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 56(2), pages 255-286.
  11. Giulio Cifarelli, 2001. "Introduction," The European Journal of Finance, Taylor & Francis Journals, vol. 7(4), pages 286-288.
  12. Giulio Cifarelli & Giovanna Paladino, 2001. "Volatility spillovers and the role of leading financial centres," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 54(216), pages 37-71.
  13. Giulio Cifarelli & Anna Calamia, 1998. "The BTP Futures Contracts: Interest Rate Risk Hedging and Exchange Rate Crises," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 57(2), pages 189-211, September.
  14. Giulio Cifarelli, 1995. "Fundamentals, regime shifts, and dollar behavior in the 1980s," Open Economies Review, Springer, vol. 6(1), pages 29-48, January.
  15. Cifarelli, Giulio, 1992. "Exchange Rate Market Efficiency Tests and Cointegration Analysis," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 45(2), pages 197-208.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2012-05-29
  2. NEP-BEC: Business Economics (1) 2008-11-18
  3. NEP-CBA: Central Banking (1) 2009-10-17
  4. NEP-CWA: Central & Western Asia (1) 2011-09-22
  5. NEP-ENE: Energy Economics (3) 2008-11-18 2009-11-14 2011-09-22. Author is listed
  6. NEP-ETS: Econometric Time Series (1) 2011-09-22
  7. NEP-HIS: Business, Economic & Financial History (2) 2009-10-17 2013-03-16. Author is listed
  8. NEP-IFN: International Finance (1) 2009-10-17
  9. NEP-MAC: Macroeconomics (1) 2007-08-08
  10. NEP-MON: Monetary Economics (1) 2009-10-17
  11. NEP-SEA: South East Asia (1) 2007-08-08

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