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Information about:
Marco Taboga

Personal Details | Affiliation | Works
This is information that was supplied by Marco Taboga in registering through RePEc. If you are Marco Taboga , 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.

Other registered authors

Personal Details

First Name: Marco
Middle Name:
Last Name: Taboga
Suffix:

RePEc Short-ID: pta33

Email:
Homepage: http://sites.google.com/site/marcotabogaspersonalwebpage/
Postal Address: Via Giacomo Medici 33 10143 - Torino Italy
Phone:

Affiliation

(in no particular order)

Works

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

Working papers

  1. Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael King & Aviram Levy & Federico M. Signoretti & Marco Taboga & Andrea Zaghini, 2009. "An assessment of financial sector rescue programmes," Questioni di Economia e Finanza (Occasional Papers) 47, Bank of Italy, Economic Research Department. [Downloadable!]
    Published as:

  2. Marco Taboga, 2009. "The riskiness of corporate bonds," Temi di discussione (Economic working papers) 730, Bank of Italy, Economic Research Department. [Downloadable!]

  3. Taboga, Marco, 2008. "Macro-finance VARs and bond risk premia: a caveat," MPRA Paper 11585, University Library of Munich, Germany. [Downloadable!]
    Published as:

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

  5. Taboga, Marco, 2007. "Structural change and the bond yield conundrum," MPRA Paper 4965, University Library of Munich, Germany. [Downloadable!]

  6. 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!]

  7. 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!]

  8. Marco Taboga, 2005. "Portfolio Selection with Two-Stage Preferences," Finance 0506009, EconWPA. [Downloadable!]
    Published as:

  9. Marco Taboga, 2005. "Maxmin Portfolio Choice," Temi di discussione (Economic working papers) 543, Bank of Italy, Economic Research Department. [Downloadable!]

  10. Taboga, Marco, 2004. "A Simple Model of Robust Portfolio Selection," MPRA Paper 16472, University Library of Munich, Germany. [Downloadable!]

  11. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004. "Portfolio Selection with Monotone Mean-Variance Preferences," ICER Working Papers - Applied Mathematics Series 27-2004, ICER - International Centre for Economic Research, revised Dec 2004. [Downloadable!]
    Other versions:
    Published as:

  12. Marco Taboga, 2002. "The realized equity premium has been higher than expected: further evidence," Finance 0210004, EconWPA. [Downloadable!]
    Other versions:

Articles

  1. Taboga, Marco, 2009. "Macro-finance VARs and bond risk premia: A caveat," Review of Financial Economics, Elsevier, vol. 18(4), pages 163-171, October. [Downloadable!] (restricted)
    Other versions:

  2. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2009. "Portfolio Selection With Monotone Mean-Variance Preferences," Mathematical Finance, Blackwell Publishing, vol. 19(3), pages 487-521. [Downloadable!] (restricted)
    Other versions:

  3. Marcello Pericoli & Marco Taboga, 2008. "Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1471-1488, October. [Downloadable!] (restricted)

  4. Marco Taboga, 2006. "Robust Portfolio Selection with and without Relative Entropy," The B.E. Journal of Theoretical Economics, Berkeley Electronic Press, vol. 0(1). [Downloadable!]

  5. Taboga, Marco, 2005. "Portfolio selection with two-stage preferences," Finance Research Letters, Elsevier, vol. 2(3), pages 152-164, September. [Downloadable!] (restricted)
    Other versions:

  6. Marco Taboga, 2004. "The equity premium in the long-run," Applied Financial Economics, Taylor and Francis Journals, vol. 14(9), pages 645-650, June. [Downloadable!] (restricted)

  7. RePEc:bep:thetop:v:6:y:2006:i:1:p:1252-1252 is not listed on IDEAS

Books

  1. Bank for International Settlements, 2009. "An assessment of financial sector rescue programmes," BIS Papers, Bank for International Settlements, number 48, 11. [Downloadable!]
    Other versions:

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2009-08-16
  2. NEP-CBA: Central Banking (1) 2009-02-14
  3. NEP-ECM: Econometrics (1) 2007-09-24
  4. NEP-EEC: European Economics (1) 2009-08-16
  5. NEP-FIN: Finance (6) 2005-02-13 2005-04-16 2005-06-27 2005-07-11 2006-05-27 2006-09-16 Author is listed
  6. NEP-FMK: Financial Markets (4) 2006-05-27 2006-09-16 2008-11-18 2009-02-14 Author is listed
  7. NEP-IFN: International Finance (2) 2008-07-20 2009-02-14
  8. NEP-MAC: Macroeconomics (5) 2007-09-24 2008-07-20 2008-11-18 2009-02-14 2009-08-16 Author is listed
  9. NEP-MON: Monetary Economics (4) 2007-09-24 2008-07-20 2008-11-18 2009-02-14 Author is listed
  10. NEP-OPM: Open MacroEconomics (1) 2008-07-20
  11. NEP-ORE: Operations Research (1) 2008-06-21
  12. NEP-RMG: Risk Management (2) 2005-07-11 2009-08-16
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This page was last updated on 2009-11-10.

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