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Paolo Vitale

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Personal Details

First Name: Paolo
Middle Name:
Last Name: Vitale
Suffix:

RePEc Short-ID: pvi103

Email:
Homepage: http://www.unich.it/~vitale
Postal Address: Department of Economics University of Chieti-Pescara Viale Pindaro 42 65127 Pescara ITALY
Phone: 0039-085-4537647

Affiliation

Dipartimento di Economia
Università degli Studi di Chieti e Pescara ("G. d'Annunzio")
Location: Pescara, Italy
Homepage: http://www.dec.unich.it/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:dechiit (more details at EDIRC)

Works

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Working papers

  1. Edilio Valentini & Paolo Vitale, 2014. "Optimal Climate Policy for a Pessimistic Social Planner," Working Papers 2014.33, Fondazione Eni Enrico Mattei.
  2. Paolo Vitale, 2012. "Linear Risk-averse Optimal Control Problems: Applications in Economics and Finance," Working Papers CASMEF 1203, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  3. Breedon, Francis & Rime, Dagfinn & Vitale, Paolo, 2010. "A Transaction Data Study of the Forward Bias Puzzle," CEPR Discussion Papers 7791, C.E.P.R. Discussion Papers.
  4. Vitale, Paolo, 2007. "Optimal Informed Trading in the Foreign Exchange Market," CEPR Discussion Papers 6553, C.E.P.R. Discussion Papers.
  5. Vitale, Paolo, 2006. "A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5729, C.E.P.R. Discussion Papers.
  6. Vitale, Paolo, 2006. "A Market Microstructure Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5468, C.E.P.R. Discussion Papers.
  7. Vitale, Paolo, 2004. "A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination," CEPR Discussion Papers 4530, C.E.P.R. Discussion Papers.
  8. Breedon, Francis & Vitale, Paolo, 2004. "An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates," CEPR Discussion Papers 4586, C.E.P.R. Discussion Papers.
  9. Vitale, Paolo, 2001. "Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability," CEPR Discussion Papers 2886, C.E.P.R. Discussion Papers.
  10. Payne, Richard & Vitale, Paolo, 2001. "A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates," CEPR Discussion Papers 3085, C.E.P.R. Discussion Papers.
  11. Paolo Vitale, 2001. "Foreign exchange intervention and macroeconomic stability," LSE Research Online Documents on Economics 25039, London School of Economics and Political Science, LSE Library.
  12. Mella-Barral, Pierre & Vitale, Paolo, 2001. "Equilibrium Exchange Rate Policies: Complicit Renegotiation-Proof Outcomes," CEPR Discussion Papers 2718, C.E.P.R. Discussion Papers.
  13. Vitale, P., 1997. "Speculative Noise Trading and Manipulation in the Foreign Exchange Market," Economics Working Papers eco97/23, European University Institute.
  14. Flood, R. & Perraudin, W. & Vitale, P., 1995. "Reserve Cycles," Cambridge Working Papers in Economics 9502, Faculty of Economics, University of Cambridge.
  15. Perraudin,W. & Vitale,P., 1995. "Information Flows in the Foreign Exchange Markets," Cambridge Working Papers in Economics 9412, Faculty of Economics, University of Cambridge.
  16. Vitale, P., 1995. "Risk-Averse Traders with Inside Information," Cambridge Working Papers in Economics 9504, Faculty of Economics, University of Cambridge.

Articles

  1. Vitale, Paolo, 2012. "Risk-averse insider trading in multi-asset sequential auction markets," Economics Letters, Elsevier, vol. 117(3), pages 673-675.
  2. Paolo Vitale, 2012. "Optimal informed trading in the foreign exchange market," The European Journal of Finance, Taylor & Francis Journals, vol. 18(10), pages 989-1013, November.
  3. Paolo Vitale, 2011. "The impact of FX intervention on FX markets: a market microstructure analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(1), pages 41-62, 01.
  4. Breedon, Francis & Vitale, Paolo, 2010. "An empirical study of portfolio-balance and information effects of order flow on exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 504-524, April.
  5. Paolo Vitale, 2007. "An assessment of some open issues in the analysis of foreign exchange intervention," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 155-170.
  6. Paolo Vitale, 2007. "A Guided Tour Of The Market Microstructure Approach To Exchange Rate Determination," Journal of Economic Surveys, Wiley Blackwell, vol. 21(5), pages 903-934, December.
  7. Payne, Richard & Vitale, Paolo, 2003. "A transaction level study of the effects of central bank intervention on exchange rates," Journal of International Economics, Elsevier, vol. 61(2), pages 331-352, December.
  8. Vitale, Paolo, 2003. "Foreign exchange intervention: how to signal policy objectives and stabilise the economy," Journal of Monetary Economics, Elsevier, vol. 50(4), pages 841-870, May.
  9. Turalay Kenc & William Perraudin & Paolo Vitale, 2001. "Inflation and Sovereign Default," IMF Staff Papers, Palgrave Macmillan, vol. 47(3), pages 4.
  10. Vitale, Paolo, 2000. "Speculative noise trading and manipulation in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 689-712, October.
  11. Vitale, Paolo, 1999. "Sterilised central bank intervention in the foreign exchange market," Journal of International Economics, Elsevier, vol. 49(2), pages 245-267, December.
  12. Flood, Robert & Perraudin, William & Vitale, Paolo, 1998. "Reserve and exchange rate cycles," Journal of International Economics, Elsevier, vol. 46(1), pages 31-59, October.
  13. Vitale, Paolo, 1998. "Two months in the life of several gilt-edged market makers on the London Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 299-324, December.

Chapters

  1. William Perraudin & Paolo Vitale, 1996. "Interdealer Trade and Information Flows in a Decentralized Foreign Exchange Market," NBER Chapters, in: The Microstructure of Foreign Exchange Markets, pages 73-106 National Bureau of Economic Research, Inc.

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (4) 2006-06-03 2006-10-28 2007-11-10 2010-12-23. Author is listed
  2. NEP-ENE: Energy Economics (1) 2014-04-18
  3. NEP-ENV: Environmental Economics (1) 2014-04-18
  4. NEP-FIN: Finance (6) 2005-02-13 2005-02-13 2005-10-04 2006-01-29 2006-06-03 2006-10-28. Author is listed
  5. NEP-FMK: Financial Markets (5) 2005-02-13 2005-02-13 2005-10-04 2006-01-29 2006-06-03. Author is listed
  6. NEP-IFN: International Finance (9) 2003-10-20 2005-02-13 2005-02-13 2005-10-04 2006-01-29 2006-06-03 2006-10-28 2007-11-10 2010-12-23. Author is listed
  7. NEP-MON: Monetary Economics (2) 2006-06-03 2006-10-28
  8. NEP-MST: Market Microstructure (3) 2006-10-28 2007-11-10 2010-12-23. Author is listed
  9. NEP-UPT: Utility Models & Prospect Theory (1) 2012-02-27

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