This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Juri Marcucci

Personal Details | Affiliation | Works
This is information that was supplied by Juri Marcucci in registering through RePEc. If you are Juri Marcucci , 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: Juri
Middle Name:
Last Name: Marcucci
Suffix:

RePEc Short-ID: pma265

Email:
Homepage: https://mail.sssup.it/~juri/index.htm
Postal Address: Bank of Italy Via Nazionale, 91 00184 Rome Italy
Phone: +39-06-4792-4069

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. Juri Marcucci & Mario Quagliariello, 2008. "Credit risk and business cycle over different regimes," Temi di discussione (Economic working papers) 670, Bank of Italy, Economic Research Department. [Downloadable!]

  2. Francesca Lotti & Juri Marcucci, 2006. "Revisiting the empirical evidence on firmsÂ’ money demand," Temi di discussione (Economic working papers) 595, Bank of Italy, Economic Research Department. [Downloadable!]
    Published as:

  3. Juri Marcucci & Mario Quagliariello, . "Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression," Discussion Papers 05/09, Department of Economics, University of York. [Downloadable!]
    Published as:

Articles

  1. Marcucci, Juri & Quagliariello, Mario, 2008. "Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 46-63, February. [Downloadable!] (restricted)
    Other versions:

  2. Metghalchi, Massoud & Chang, Yung-Ho & Marcucci, Juri, 2008. "Is the Swedish stock market efficient? Evidence from some simple trading rules," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 475-490, June. [Downloadable!] (restricted)

  3. Lotti, Francesca & Marcucci, Juri, 2007. "Revisiting the empirical evidence on firms' money demand," Journal of Economics and Business, Elsevier, vol. 59(1), pages 51-73. [Downloadable!] (restricted)
    Other versions:

  4. Engle, Robert F. & Marcucci, Juri, 2006. "A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones," Journal of Econometrics, Elsevier, vol. 127(1), pages 7-42, May. [Downloadable!] (restricted)

  5. Juri Marcucci, 2005. "Forecasting Stock Market Volatility with Regime-Switching GARCH Models," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 9(4), pages 1145-1145. [Downloadable!] (restricted)

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2005-05-29 Author is listed
  2. NEP-CBA: Central Banking (1) 2006-07-09 Author is listed
  3. NEP-EEC: European Economics (1) 2005-05-29 Author is listed
  4. NEP-FIN: Finance (1) 2005-05-29 Author is listed
  5. NEP-MAC: Macroeconomics (2) 2005-05-29 2006-07-09 Author is listed
  6. NEP-MON: Monetary Economics (1) 2006-07-09 Author is listed
  7. NEP-RMG: Risk Management (1) 2005-05-29 Author is listed
Did you know? The most prolific authors have over 400 items listed on IDEAS.

This page was last updated on 2008-7-20.

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.