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Information about:
Marcello Pericoli

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

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Personal Details

First Name: Marcello
Middle Name:
Last Name: Pericoli
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RePEc Short-ID: ppe177

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Taboga, Marco & Pericoli, Marcello, 2008. "Bond risk premia, macroeconomic fundamentals and the exchange rate," MPRA Paper 9523, University Library of Munich, Germany. [Downloadable!]

  2. Marcello Pericoli & Massimo Sbracia, 2006. "The CAPM and the risk appetite index; theoretical differences and empirical similarities," Temi di discussione (Economic working papers) 586, Bank of Italy, Economic Research Department. [Downloadable!]

  3. Marcello Pericoli & Marco Taboga, 2006. "Canonical term-structure models with observable factors and the dynamics of bond risk premiums," Temi di discussione (Economic working papers) 580, Bank of Italy, Economic Research Department. [Downloadable!]

  4. Marcello, Pericoli & Marco, Taboga, 2005. "A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors," MPRA Paper 4969, University Library of Munich, Germany, revised Sep 2007. [Downloadable!]

  5. Marcello Pericoli, 2005. "Can option smiles forecast changes in interest rates? An application to the US, the UK and the euro area," Temi di discussione (Economic working papers) 545, Bank of Italy, Economic Research Department. [Downloadable!]

  6. Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2002. "Some Contagion, Some Interdependence: More Pitfalls in Tests of Financial Contagion," CEPR Discussion Papers 3310, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

  7. Giancarlo Corsetti & Marcello Pericoli & Massimo Sbracia, 2001. "Correlation Analysis of Financial Contagion: What One Should Know Before Running a Test," Working Papers 822, Economic Growth Center, Yale University. [Downloadable!]
    Other versions:

  8. Marcello Pericoli & Massimo Sbracia, 2001. "A Primer on Financial Contagion," Temi di discussione (Economic working papers) 407, Bank of Italy, Economic Research Department. [Downloadable!]
    Published as:

  9. Fornari, F. & Pericoli, M., 2000. "Stock Values and Fundamentals: Link or Irrationality?," Papers 378, Banca Italia - Servizio di Studi.
    Other versions:

  10. Pier Carlo Padoan & Marcello Pericoli, 1992. "Single Market Emu and Widening. Responses to Three Institutional Shocks in the European Community," Department of Economics Working Papers 9208, Department of Economics, University of Trento, Italia.

Articles

  1. Corsetti, Giancarlo & Pericoli, Marcello & Sbracia, Massimo, 2005. "'Some contagion, some interdependence': More pitfalls in tests of financial contagion," Journal of International Money and Finance, Elsevier, vol. 24(8), pages 1177-1199, December. [Downloadable!] (restricted)
    Other versions:

  2. Marcello Pericoli & Massimo Sbracia, 2003. "A Primer on Financial Contagion," Journal of Economic Surveys, Blackwell Publishing, vol. 17(4), pages 571-608, 09. [Downloadable!] (restricted)
    Other versions:

  3. Fornari, Fabio & Monticelli, Carlo & Pericoli, Marcello & Tivegna, Massimo, 2002. "The impact of news on the exchange rate of the lira and long-term interest rates," Economic Modelling, Elsevier, vol. 19(4), pages 611-639, August. [Downloadable!] (restricted)

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (2) 2005-07-11 2006-05-13 Author is listed
  2. NEP-ECM: Econometrics (1) 2007-09-24
  3. NEP-EEC: European Economics (1) 2005-07-11
  4. NEP-FIN: Finance (3) 2005-07-11 2006-05-13 2006-05-27 Author is listed
  5. NEP-FMK: Financial Markets (3) 2003-02-18 2006-05-13 2006-05-27 Author is listed
  6. NEP-FOR: Forecasting (1) 2005-07-11
  7. NEP-IFN: International Finance (2) 2003-02-18 2008-07-20 Author is listed
  8. NEP-MAC: Macroeconomics (2) 2005-07-11 2008-07-20 Author is listed
  9. NEP-MON: Monetary Economics (2) 2005-07-11 2008-07-20 Author is listed
  10. NEP-OPM: Open MacroEconomics (1) 2008-07-20
  11. NEP-RMG: Risk Management (2) 2003-02-18 2005-07-11 Author is listed
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2006-05-13
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This page was last updated on 2008-9-26.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.