Marcello Pericoli at IDEAS
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Information
about: Marcello Pericoli
Personal Details | Affiliation | Works
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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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Working papers
Taboga, Marco & Pericoli, Marcello, 2008.
"Bond risk premia, macroeconomic fundamentals and the exchange rate ,"
MPRA Paper
9523, University Library of Munich, Germany.
[Downloadable!]
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!]
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!]
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!]
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!]
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:
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)
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:
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:
Fornari, F. & Pericoli, M., 2000.
"Stock Values and Fundamentals: Link or Irrationality? ,"
Papers
378, Banca Italia - Servizio di Studi.
Other versions:
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
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:
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:
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):
NEP-CFN : Corporate Finance (2) 2005-07-11 2006-05-13 Author is listed
NEP-ECM : Econometrics (1) 2007-09-24
NEP-EEC : European Economics (1) 2005-07-11
NEP-FIN : Finance (3) 2005-07-11 2006-05-13 2006-05-27 Author is listed
NEP-FMK : Financial Markets (3) 2003-02-18 2006-05-13 2006-05-27 Author is listed
NEP-FOR : Forecasting (1) 2005-07-11
NEP-IFN : International Finance (2) 2003-02-18 2008-07-20 Author is listed
NEP-MAC : Macroeconomics (2) 2005-07-11 2008-07-20 Author is listed
NEP-MON : Monetary Economics (2) 2005-07-11 2008-07-20 Author is listed
NEP-OPM : Open MacroEconomics (1) 2008-07-20
NEP-RMG : Risk Management (2) 2003-02-18 2005-07-11 Author is listed
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 .