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Marco Taboga

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This is information that was supplied by Marco Taboga in registering through RePEc. If you are Marco Taboga , 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: Marco
Middle Name:
Last Name: Taboga
Suffix:

RePEc Short-ID: pta33

Email:
Homepage: http://www.statlect.com
Postal Address:
Phone:

Affiliation

Banca d'Italia
Location: Roma, Italy
Homepage: http://www.bancaditalia.it/
Email:
Phone:
Fax:
Postal: Via Nazionale, 91 - 00184 Roma
Handle: RePEc:edi:bdigvit (more details at EDIRC)

Works

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Working papers

  1. Marco Taboga, 2013. "What is a prime bank? A Euribor – OIS spread perspective," Temi di discussione (Economic working papers) 895, Bank of Italy, Economic Research and International Relations Area.
  2. Antonio Di Cesare & Giuseppe Grande & Michele Manna & Marco Taboga, 2012. "Recent estimates of sovereign risk premia for euro-area countries," Questioni di Economia e Finanza (Occasional Papers) 128, Bank of Italy, Economic Research and International Relations Area.
  3. Emanuela Ciapanna & Marco Taboga, 2011. "Bayesian analysis of coefficient instability in dynamic regressions," Temi di discussione (Economic working papers) 836, Bank of Italy, Economic Research and International Relations Area.
  4. Marco Taboga, 2010. "Under/over-valuation of the stock market and cyclically adjusted earnings," Temi di discussione (Economic working papers) 780, Bank of Italy, Economic Research and International Relations Area.
  5. 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 and International Relations Area.
  6. Marco Taboga, 2009. "The riskiness of corporate bonds," Temi di discussione (Economic working papers) 730, Bank of Italy, Economic Research and International Relations Area.
  7. Taboga, Marco, 2008. "Macro-finance VARs and bond risk premia: a caveat," MPRA Paper 11585, University Library of Munich, Germany.
  8. Taboga, Marco & Pericoli, Marcello, 2008. "Bond risk premia, macroeconomic fundamentals and the exchange rate," MPRA Paper 9523, University Library of Munich, Germany.
  9. Taboga, Marco, 2007. "Structural change and the bond yield conundrum," MPRA Paper 4965, University Library of Munich, Germany.
  10. 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 and International Relations Area.
  11. 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.
  12. Marco Taboga, 2005. "Portfolio Selection with Two-Stage Preferences," Finance 0506009, EconWPA.
  13. Marco Taboga, 2005. "Maxmin Portfolio Choice," Temi di discussione (Economic working papers) 543, Bank of Italy, Economic Research and International Relations Area.
  14. Taboga, Marco, 2004. "A Simple Model of Robust Portfolio Selection," MPRA Paper 16472, University Library of Munich, Germany.
  15. 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.
  16. Marco Taboga, 2002. "The realized equity premium has been higher than expected: further evidence," Finance 0210004, EconWPA.

Articles

  1. Pericoli, Marcello & Taboga, Marco, 2012. "Bond risk premia, macroeconomic fundamentals and the exchange rate," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 42-65.
  2. Marco Taboga, 2011. "Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings," International Finance, Wiley Blackwell, vol. 14(1), pages 135-164, 04.
  3. Taboga, Marco, 2009. "Macro-finance VARs and bond risk premia: A caveat," Review of Financial Economics, Elsevier, vol. 18(4), pages 163-171, October.
  4. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2009. "Portfolio Selection With Monotone Mean-Variance Preferences," Mathematical Finance, Wiley Blackwell, vol. 19(3), pages 487-521.
  5. 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.
  6. Marco Taboga, 2006. "Robust Portfolio Selection with and without Relative Entropy," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 0(1), pages 2.
  7. Taboga, Marco, 2005. "Portfolio selection with two-stage preferences," Finance Research Letters, Elsevier, vol. 2(3), pages 152-164, September.
  8. Marco Taboga, 2004. "The equity premium in the long-run," Applied Financial Economics, Taylor and Francis Journals, vol. 14(9), pages 645-650.

Books

  1. Bank for International Settlements, 2009. "An assessment of financial sector rescue programmes," BIS Papers, Bank for International Settlements, number 48, March.

NEP Fields

19 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 (2) 2007-09-24 2011-12-19
  4. NEP-EEC: European Economics (3) 2009-08-16 2012-09-30 2013-02-08
  5. NEP-ETS: Econometric Time Series (1) 2011-12-19
  6. 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
  7. NEP-FMK: Financial Markets (5) 2006-05-27 2006-09-16 2008-11-18 2009-02-14 2009-11-21. Author is listed
  8. NEP-FOR: Forecasting (1) 2011-12-19
  9. NEP-IFN: International Finance (2) 2008-07-20 2009-02-14
  10. NEP-MAC: Macroeconomics (5) 2007-09-24 2008-07-20 2008-11-18 2009-02-14 2009-08-16. Author is listed
  11. NEP-MON: Monetary Economics (4) 2007-09-24 2008-07-20 2008-11-18 2009-02-14
  12. NEP-OPM: Open Economy Macroeconomic (1) 2008-07-20
  13. NEP-ORE: Operations Research (1) 2008-06-21
  14. NEP-RMG: Risk Management (2) 2005-07-11 2009-08-16

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