Publications
by members of
Center for European Studies
Università degli Studi di Milano-Bicocca
Milano, Italy
(University of Milan-Bicocca)
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Books | Chapters |
Working papers
2025
- Tommaso Oliviero & Sandro Rondinella & Alberto Zazzaro, 2025.
"Are green firms more financially constrained? The sensitivity of investment to cash flow,"
Mo.Fi.R. Working Papers
189, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Tommaso Oliviero & Sandro Rondinella & Alberto Zazzaro, 2024. "Are green firms more financially constrained? The sensitivity of investment to cash flow," CSEF Working Papers 700, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Giulio Cornelli & Leonardo Gambacorta & Tommaso Oliviero & Koji Takahashi, 2025. "Mutual funds and climate news," BIS Working Papers 1243, Bank for International Settlements.
- Marcelle Chauvet & Claudio Morana & Murilo Silva, 2025.
"Extreme Weather in Europe: Determinants and Economic Impact,"
Working Papers
547, University of Milano-Bicocca, Department of Economics.
- Marcelle Chauvet & Claudio Morana & Murilo Silva, 2025. "Extreme Weather in Europe: Determinants and Economic Impact," Working Paper series 25-01, Rimini Centre for Economic Analysis.
2024
- Alessandra Michelangeli & Paola Proietti & Alice Siragusa & Iraklis Stamos, 2024. "Comparative analysis on homelessness' monitoring in Europe for the 2030 Agenda," Working Papers 542, University of Milano-Bicocca, Department of Economics.
- Iñaki Aldasoro & Olivier Armantier & Sebastian Doerr & Leonardo Gambacorta & Tommaso Oliviero, 2024. "Survey evidence on gen AI and households: job prospects amid trust concerns," BIS Bulletins 86, Bank for International Settlements.
- Emmanuel Caiazzo & Leonardo Gambacorta & Tommaso Oliviero & Hyun Song Shin, 2024.
"Corporate payout policy: are financial firms different?,"
BIS Working Papers
1168, Bank for International Settlements.
- Caiazzo, Emmanuel & Gambacorta, Leonardo & Oliviero, Tommaso & Shin, Hyun Song, 2024. "Corporate payout policy: Are financial firms different?," CEPR Discussion Papers 18882, C.E.P.R. Discussion Papers.
- Iñaki Aldasoro & Olivier Armantier & Sebastian Doerr & Leonardo Gambacorta & Tommaso Oliviero, 2024.
"The gen AI gender gap,"
BIS Working Papers
1197, Bank for International Settlements.
- Aldasoro, Iñaki & Armantier, Olivier & Doerr, Sebastian & Gambacorta, Leonardo & Oliviero, Tommaso, 2024. "The gen AI gender gap," Economics Letters, Elsevier, vol. 241(C).
- Aldasoro, Inaki & Doerr, Sebastian & Gambacorta, Leonardo & Notra, Sukhvir & Oliviero, Tommaso & Whyte, David, 2024.
"Generative artificial intelligence and cyber security in central banking,"
CEPR Discussion Papers
19244, C.E.P.R. Discussion Papers.
- Iñaki Aldasoro & Sebastian Doerr & Leonardo Gambacorta & Sukhvir Notra & Tommaso Oliviero & David Whyte, 2024. "Generative artificial intelligence and cyber security in central banking," BIS Papers, Bank for International Settlements, number 145.
- Fabio C. Bagliano & Claudio Morana, 2024.
"Eurozone Economic Integration: Historical Developments and New Challenges Ahead,"
Working Papers
546, University of Milano-Bicocca, Department of Economics.
- Fabio C. Bagliano & Claudio Morana, 2024. "Eurozone Economic Integration: Historical Developments and New Challenges Ahead," Working Paper series 24-15, Rimini Centre for Economic Analysis.
- Bagliano Fabio C. & Morana Claudio, 2024. "Eurozone Economic Integration: Historical Developments and New Challenges Ahead," Working papers 096, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Ricciutelli, Francesco, 2024. "Energy Inflation and Consumption Inequality," MPRA Paper 120899, University Library of Munich, Germany.
2023
- Nuno Cassola & Claudio Morana & Elisa Ossola, 2023.
"Green risk in Europe,"
Working Papers
526, University of Milano-Bicocca, Department of Economics.
- Nuno Cassola & Claudio Morana & Elisa Ossola, 2023. "Green risk in Europe," Working Paper series 23-14, Rimini Centre for Economic Analysis, revised Jun 2024.
2022
- Alessandra Faggian & Alessandra Michelangeli & Kateryna Tkach, 2022.
"Inequality in Europe: Reality, Perceptions, and Hopes,"
Working Papers
489, University of Milano-Bicocca, Department of Economics, revised Feb 2022.
- Alessandra Faggian & Alessandra Michelangeli & Kateryna Tkach, 2022. "Inequality in Europe: Reality, Perceptions, and Hopes," Working Paper series 22-03, Rimini Centre for Economic Analysis.
- Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2022.
"Job protection and mortgage conditions: Evidence from Italian administrative data,"
Mo.Fi.R. Working Papers
173, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2023. "Job Protection and Mortgage Conditions: Evidence from Italian Administrative Data," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(6), pages 1211-1237, December.
- Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2022. "Job Protection and Mortgage Conditions: Evidence from Italian Administrative Data," CSEF Working Papers 642, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- FATICA Serena & OLIVIERO Tommaso & RANCAN Michela, 2022. "On the determinants of corporate default in the EU-27: Evidence from a large sample of companies," JRC Research Reports JRC131613, Joint Research Centre.
- Giovanni Immordino & Tommaso Oliviero & Alberto Zazzaro, 2022.
"Income Losses, Cash Transfers and Trust in Financial and Political Institutions: Survey Evidence from the Covid-19 Crisis,"
CSEF Working Papers
646, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Immordino Giovanni & Oliviero Tommaso & Zazzaro Alberto, 2022. "Income Losses, Cash Transfers and Trust in Financial and Political Institutions: Survey Evidence from the Covid-19 Crisis," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 22(3), pages 647-654, July.
- Giovanni Immordino & Tullio Jappelli & Tommaso Oliviero, 2022.
"Consumption and Income Expectations during Covid-19,"
CSEF Working Papers
647, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Giovanni Immordino & Tullio Jappelli & Tommaso Oliviero, 2024. "Consumption and income expectations during Covid-19," Review of Economics of the Household, Springer, vol. 22(1), pages 95-116, March.
- Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022.
"Is climate change time reversible?,"
Papers
2205.07579, arXiv.org, revised Nov 2022.
- Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is Climate Change Time-Reversible?," Econometrics, MDPI, vol. 10(4), pages 1-18, December.
- Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is climate change time-reversible?," Working Papers 498, University of Milano-Bicocca, Department of Economics, revised Nov 2022.
- Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is climate change time reversible?," Working Paper series 22-08, Rimini Centre for Economic Analysis, revised Dec 2022.
- Cassola, Nuno & De Grauwe, Paul & Morana, Claudio & Tirelli, Patrizio, 2022.
"The risks of exiting too early the policy responses to the COVID-19 recession,"
LSE Research Online Documents on Economics
113327, London School of Economics and Political Science, LSE Library.
- Nuno Cassola & Paul De Grauwe & Claudio Morana & Patrizio Tirelli, 2021. "The risks of exiting too early the policy responses to the COVID-19 recession," Working Papers 484, University of Milano-Bicocca, Department of Economics.
- Nuno Cassola & Paul De Grauwe & Claudio Morana & Patrizio Tirelli, 2021. "The risks of exiting too early the policy responses to the COVID-19 recession," Working Paper series 21-22, Rimini Centre for Economic Analysis.
- Claudio Morana, 2022.
"Euro area inflation and a new measure of core inflation,"
Working Papers
505, University of Milano-Bicocca, Department of Economics, revised Oct 2023.
- Claudio Morana, 2022. "Euro area inflation and a new measure of core inflation," Working Paper series 22-14, Rimini Centre for Economic Analysis, revised Nov 2023.
2021
- Giorgia Casalone & Alessandra Michelangeli & John Östh & Umut Türk, 2021. "The Effect of Lockdown on Students’ Performance: A comparative study between Sweden, Italy and Turkey," Working Papers 473, University of Milano-Bicocca, Department of Economics, revised Jul 2021.
- Giovanni Immordino & Tullio Jappelli & Tommaso Oliviero & Alberto Zazzaro, 2021.
"Fear of COVID-19 Contagion and Consumption: Evidence from a Survey of Italian Households,"
CSEF Working Papers
601, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Giovanni Immordino & Tullio Jappelli & Tommaso Oliviero & Alberto Zazzaro, 2022. "Fear of COVID‐19 contagion and consumption: Evidence from a survey of Italian households," Health Economics, John Wiley & Sons, Ltd., vol. 31(3), pages 496-507, March.
- Tommaso Oliviero & Min Park & Hong Zou, 2021.
"Liquidity Effects of Litigation Risk: Evidence from a Legal Shock,"
CSEF Working Papers
623, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 21 Jan 2023.
- Tommaso Oliviero & Min Park & Hong Zou, 2024. "Liquidity Effects of Litigation Risk: Evidence from a Legal Shock," Journal of Law and Economics, University of Chicago Press, vol. 67(1), pages 103-141.
- Claudio Morana, 2021.
"A new macro-financial condition index for the euro area,"
Working Papers
467, University of Milano-Bicocca, Department of Economics, revised Sep 2021.
- Morana, Claudio, 2024. "A new macro-financial condition index for the euro area," Econometrics and Statistics, Elsevier, vol. 29(C), pages 64-87.
- Claudio Morana, 2021. "A new macro-financial condition index for the euro area," Working Paper series 21-07, Rimini Centre for Economic Analysis, revised Sep 2021.
2020
- Alessandra Michelangeli & John Östh & Umut Türk, 2020. "Intergenerational Income Mobility in Sweden: A look at the spatial disparities across cities," Working Papers 443, University of Milano-Bicocca, Department of Economics, revised May 2020.
- Pierluigi Murro & Tommaso Oliviero & Alberto Zazzaro, 2020.
"Relationship lending and employment decisions in firms' bad times,"
Mo.Fi.R. Working Papers
160, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Murro, Pierluigi & Oliviero, Tommaso & Zazzaro, Alberto, 2023. "Relationship Lending and Employment Decisions in Firms’ Bad Times," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(6), pages 2657-2691, September.
- Pierluigi Murro & Tommaso Oliviero & Alberto Zazzaro, 2019. "Relationship Lending on Employment Decisions in Firms’ Bad Times," CSEF Working Papers 533, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 06 Apr 2020.
- Leonardo Gambacorta & Tommaso Oliviero & Tommaso Hyun Song Shin, 2020.
"Low price-to-book ratios and bank dividend payout policies,"
BIS Working Papers
907, Bank for International Settlements.
- Gambacorta, Leonardo & Oliviero, Tommaso & Shin, Hyun Song, 2020. "Low price-to-book ratios and bank dividend payout policies," CEPR Discussion Papers 15615, C.E.P.R. Discussion Papers.
- Pagano, Marco & Carletti, Elena & Oliviero, Tommaso & Pelizzon, Loriana & Subrahmanyam, Marti, 2020.
"The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy,"
CEPR Discussion Papers
14831, C.E.P.R. Discussion Papers.
- Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon & Marti G Subrahmanyam, 2020. "The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 9(3), pages 534-568.
- Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon & Marti G. Subrahmanyam, 2020. "The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy," EIEF Working Papers Series 2014, Einaudi Institute for Economics and Finance (EIEF), revised May 2020.
- Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon, 2020. "The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy," Working Papers 450, University of Milano-Bicocca, Department of Economics, revised Oct 2020.
- Carletti, Elena & Oliviero, Tommaso & Pagano, Marco & Pelizzon, Loriana & Subrahmanyam, Marti G., 2020. "The COVID-19 shock and equity shortfall: Firm-level evidence from Italy," SAFE Working Paper Series 285, Leibniz Institute for Financial Research SAFE.
- Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon & Marti G. Subrahmanyam, 2020. "The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy," CSEF Working Papers 566, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 20 Jul 2020.
- Donatella Baiardi & Claudio Morana, 2020.
"Climate change awareness: Empirical evidence for the European Union,"
Working Papers
426, University of Milano-Bicocca, Department of Economics, revised Feb 2021.
- Baiardi, Donatella & Morana, Claudio, 2021. "Climate change awareness: Empirical evidence for the European Union," Energy Economics, Elsevier, vol. 96(C).
- Donatella Baiardi & Claudio Morana, 2020. "Climate change awareness: Empirical evidence for the European Union," Working Paper series 20-15, Rimini Centre for Economic Analysis, revised Nov 2020.
2019
- Alessandra Michelangeli & Umut Türk, 2019. "Cities as drivers of social mobility," Working Papers 397, University of Milano-Bicocca, Department of Economics, revised Jan 2019.
- Caterina, Liberati & Riccarda, Longaretti & Alessandra, Michelangeli, 2019.
"Explaining and measuring tolerant behavior,"
Working Papers
400, University of Milano-Bicocca, Department of Economics, revised Jan 2019.
- Caterina Liberati & Riccarda Longaretti & Alessandra Michelangeli, 2019. "Explaining and measuring tolerant behavior," Working Paper series 19-04, Rimini Centre for Economic Analysis.
- Matteo, Gatti & Tommaso, Oliviero, 2019. "Deposit Insurance and Banks’ Deposit Rates: Evidence from the 2009 EU Policy Change," Working Papers 419, University of Milano-Bicocca, Department of Economics, revised 19 Aug 2019.
- Matteo Gatti & Tommaso Oliviero, 2019.
"Deposit Insurance and Banks’ Deposit Rates: Evidence from the 2009 EU Policy,"
CSEF Working Papers
532, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Matteo Gatti & Tommaso Oliviero, 2021. "Deposit Insurance and Banks' Deposit Rates: Evidence from the 2009 EU Policy," International Journal of Central Banking, International Journal of Central Banking, vol. 17(2), pages 171-206, June.
2018
- Riccardo, Borgoni & Alessandra, Michelangeli & Federica, Pirola, 2018.
"Residential Satisfaction for a Continuum of Households: Evidence from European Countries,"
Working Papers
378, University of Milano-Bicocca, Department of Economics, revised 27 Mar 2018.
- Borgoni, Riccardo & Michelangeli, Alessandra & Pirola, Federica, 2018. "Residential Satisfaction for a Continuum of Households: Evidence from European Countries," GLO Discussion Paper Series 190, Global Labor Organization (GLO).
- Morana, Claudio & Sbrana, Giacomo, 2018.
"Some Financial Implications of Global Warming: an Empirical Assessment,"
CSI: Climate and Sustainable Innovation
268728, Fondazione Eni Enrico Mattei (FEEM).
- Claudio Morana & Giacomo Sbrana, 2018. "Some financial implications of global warming: An empirical assessment," Working Paper series 18-09, Rimini Centre for Economic Analysis.
- Claudio, Morana & Giacomo, Sbrana, 2017. "Some Financial Implications of Global Warming: An Empirical Assessment," Working Papers 377, University of Milano-Bicocca, Department of Economics, revised 25 Dec 2017.
- Claudio Morana & Giacomo Sbrana, 2018. "Some Financial Implications of Global Warming: an Empirical Assessment," Working Papers 2018.01, Fondazione Eni Enrico Mattei.
- Claudio Morana & Giacomo Sbrana, 2018. "“Some financial implications of global warming: An empirical assessment"," CeRP Working Papers 175, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Claudio, Morana, 2018.
"Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices,"
Working Papers
382, University of Milano-Bicocca, Department of Economics, revised 04 Jun 2018.
- Morana, Claudio, 2019. "Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices," Econometrics and Statistics, Elsevier, vol. 12(C), pages 42-65.
2017
- Floriana Cerniglia - Riccarda Longaretti - Alessandra Michelangeli, 2017. "Decentralization of public expenditure and growth in Italy: Does the composition matter?," CRANEC - Working Papers del Centro di Ricerche in Analisi economica e sviluppo economico internazionale crn1704, Università Cattolica del Sacro Cuore, Centro di Ricerche in Analisi economica e sviluppo economico internazionale (CRANEC).
- Riccardo Borgoni & Giacomo Degli Antoni & Marco Faillo & Alessandra Michelangeli, 2017. "Preferences for living in homogenous communities and cooperation: a new methodological approach combining the hedonic price model and a field experiment," Econometica Working Papers wp62, Econometica.
- Vittoria Cerasi & Sebastian M Deininger & Leonardo Gambacorta & Tommaso Oliviero, 2017.
"How post-crisis regulation has affected bank CEO compensation,"
BIS Working Papers
630, Bank for International Settlements.
- Cerasi, Vittoria & Deininger, Sebastian M. & Gambacorta, Leonardo & Oliviero, Tommaso, 2020. "How post-crisis regulation has affected bank CEO compensation," Journal of International Money and Finance, Elsevier, vol. 104(C).
- Gambacorta, Leonardo & Cerasi, Vittoria & Deininger, Sebastian M. & Oliviero, Tommaso, 2017. "How post-crisis regulation has affected bank CEO compensation," CEPR Discussion Papers 12008, C.E.P.R. Discussion Papers.
- Vittoria Cerasi & Sebastian M. Deininger & Leonardo Gambacorta & Tommaso Oliviero, 2018. "How Post-crisis Regulation Has Affected Bank CEO Compensation," CSEF Working Papers 493, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Vittoria, Cerasi & Sebastian, Deininger & Leonardo, Gambacorta & Tommaso, Oliviero, 2017. "How post-crisis regulation has affected bank CEO compensation," Working Papers 365, University of Milano-Bicocca, Department of Economics, revised Dec 2018.
- Morana, Claudio & Sbrana, Giacomo, 2017.
"Temperature Anomalies, Radiative Forcing and ENSO,"
MITP: Mitigation, Innovation and Transformation Pathways
253732, Fondazione Eni Enrico Mattei (FEEM).
- Claudio Morana & Giacomo Sbrana, 2017. "Temperature anomalies, radiative forcing and ENSO," Working Paper series 17-06, Rimini Centre for Economic Analysis.
- Claudio, Morana & Giacomo, Sbrana, 2017. "Temperature anomalies, radiative forcing and ENSO," Working Papers 361, University of Milano-Bicocca, Department of Economics, revised 10 Feb 2017.
- Claudio Morana & Giacomo Sbrana, 2017. "Temperature Anomalies, Radiative Forcing and ENSO," Working Papers 2017.09, Fondazione Eni Enrico Mattei.
2016
- Riccardo, Borgoni & Alessandra, Michelangeli & Nicola, Pontarollo, 2016. "How Does a City Benefit from Culture? Evidence from Milan," Working Papers 335, University of Milano-Bicocca, Department of Economics, revised 16 May 2016.
- Alessandra, Michelangeli & Nicola, Pontarollo, 2016.
"Ethnic Minority Concentration: A Source of Productivity Growth for Italian Provinces?,"
Working Papers
349, University of Milano-Bicocca, Department of Economics, revised 02 Aug 2016.
- Alessandra Michelangeli & Nicola Pontarollo & Giuseppe Vittucci Marzetti, 2019. "Ethnic minority concentration: A source of productivity growth for Italian provinces?," Papers in Regional Science, Wiley Blackwell, vol. 98(1), pages 17-34, February.
- Alessandra Michelangeli & Eugenio Peluso, 2016.
"Cities and Inequality,"
Working Papers
13/2016, University of Verona, Department of Economics.
- Alessandra Michelangeli & Eugenio Peluso, 2016. "Cities and Inequality," REGION, European Regional Science Association, vol. 3, pages 47-60.
- Tommaso Oliviero & Annalisa Scognamiglio, 2016.
"Property Tax and Property Values: Evidence from the 2012 Italian Tax Reform,"
CSEF Working Papers
439, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 12 Mar 2018.
- Oliviero, Tommaso & Scognamiglio, Annalisa, 2019. "Property tax and property values: Evidence from the 2012 Italian tax reform," European Economic Review, Elsevier, vol. 118(C), pages 227-251.
- Tommaso Oliviero & Agnese Sacchi & Annalisa Scognamiglio & Alberto Zazzaro, 2016.
"House Prices and Immovable Property Taxes: Evidence from OECD Countries,"
CSEF Working Papers
444, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 06 Oct 2016.
- Tommaso Oliviero & Agnese Sacchi & Annalisa Scognamiglio & Alberto Zazzaro, 2019. "House prices and immovable property tax: Evidence from OECD countries," Metroeconomica, Wiley Blackwell, vol. 70(4), pages 776-792, November.
- Morana, Claudio, 2016.
"Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area,"
ESP: Energy Scenarios and Policy
232925, Fondazione Eni Enrico Mattei (FEEM).
- Morana, Claudio, 2017. "Macroeconomic and financial effects of oil price shocks: Evidence for the euro area," Economic Modelling, Elsevier, vol. 64(C), pages 82-96.
- Claudio Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," CeRP Working Papers 158, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Claudio Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Paper series 16-02, Rimini Centre for Economic Analysis.
- Claudio, Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Papers 330, University of Milano-Bicocca, Department of Economics, revised 24 Feb 2016.
- Claudio Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Papers 2016.23, Fondazione Eni Enrico Mattei.
- Claudio Morana, 2016.
"The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises,"
CeRP Working Papers
155, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Claudio, Morana, 2015. "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," Working Papers 321, University of Milano-Bicocca, Department of Economics, revised 28 Dec 2015.
2015
- Alessandra Michelangeli & Eugenio Peluso, 2015. "Accessibility to Amenities and Urban Inequality," ERSA conference papers ersa15p275, European Regional Science Association.
- Fabio C. Bagliano & Claudio Morana, 2015.
"It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection,"
Carlo Alberto Notebooks
424, Collegio Carlo Alberto.
- Fabio C. Bagliano & Claudio Morana, 2017. "It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection," Applied Economics, Taylor & Francis Journals, vol. 49(49), pages 4946-4969, October.
- Fabio Bagliano & Claudio Morana, 2015. "It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection," Working Papers 303, University of Milano-Bicocca, Department of Economics, revised Jul 2015.
- Fabio C. Bagliano & Claudio Morana, 2015. "It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection," Working papers 031, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Donatella Baiardi & Claudio Morana, 2015.
"Financial deepening and income distribution inequality in the euro area,"
CeRP Working Papers
153, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Donatella Baiardi & Claudio Morana, 2015. "Financial Deepening And Income Distribution Inequality In The Euro Area," Working Paper series 15-44, Rimini Centre for Economic Analysis.
- Donatella, Baiardi & Claudio, Morana, 2015. "Financial deepening and income distribution inequality in the euro area," Working Papers 316, University of Milano-Bicocca, Department of Economics, revised 04 Dec 2015.
- Claudio, Morana, 2015.
"Model Averaging by Stacking,"
Working Papers
310, University of Milano-Bicocca, Department of Economics, revised 29 Oct 2015.
- Claudio Morana, 2015. "Model Averaging by Stacking," Working Paper series 15-38, Rimini Centre for Economic Analysis.
- Claudio, Morana, 2015.
"Semiparametric Estimation of Multivariate GARCH Models,"
Working Papers
317, University of Milano-Bicocca, Department of Economics, revised 10 Dec 2015.
- Claudio Morana, 2017. "Semiparametric Estimation of Multivariate GARCH Models," Working Paper series 17-02, Rimini Centre for Economic Analysis.
2014
- Francesco Andreoli & Alessandra Michelangeli, 2014.
"Welfare Measures to Assess Urban Quality of Life,"
Working Papers
278, University of Milano-Bicocca, Department of Economics, revised Jun 2014.
- Francesco Andreoli & Alessandra Michelangeli, 2014. "Welfare measures to assess urban quality of life," Working Papers 09/2014, University of Verona, Department of Economics.
- Vittoria Cerasi & Tommaso Oliviero, 2014.
"Managerial compensation, regulation and risk in banks: theory and evidence from the financial crisis,"
Working Papers
279, University of Milano-Bicocca, Department of Economics, revised Jul 2014.
- Vittoria Cerasi & Tommaso Oliviero, 2014. "Managerial Compensation, Regulation and Risk in Banks: Theory and Evidence from the Financial Crisis," CSEF Working Papers 374, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Leandro D’Aurizio & Tommaso Oliviero & Livio Romano, 2014.
"Family Firms, Soft Information and Bank Lending in a Financial Crisis,"
CSEF Working Papers
357, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- D'Aurizio, Leandro & Oliviero, Tommaso & Romano, Livio, 2015. "Family firms, soft information and bank lending in a financial crisis," Journal of Corporate Finance, Elsevier, vol. 33(C), pages 279-292.
- Dominik Menno & Tommaso Oliviero, 2014.
"Financial Intermediation, House Prices and the Welfare Effects of the U.S. Great Recession,"
CSEF Working Papers
373, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 04 Oct 2016.
- Menno, Dominik & Oliviero, Tommaso, 2020. "Financial intermediation, house prices, and the welfare effects of the U.S. Great Recession," European Economic Review, Elsevier, vol. 129(C).
- Claudio Morana, 2014. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks," Working Papers 273, University of Milano-Bicocca, Department of Economics, revised May 2014.
2013
- Dominik Menno & Tommaso Oliviero, 2013. "Financial Intermediation, House Prices, and the Distributive Effects of the U.S. Great Recession," Economics Working Papers ECO2013/05, European University Institute.
- Claudio Morana, 2013.
"New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil,"
CeRP Working Papers
137, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Claudio Morana, 2014. "New insights on the US OIS spreads term structure during the recent financial turmoil," Applied Financial Economics, Taylor & Francis Journals, vol. 24(5), pages 291-317, March.
- Claudio Morana, 2013.
"Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns,"
CeRP Working Papers
138, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Morana, Claudio, 2014. "Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 64-79.
- Claudio Morana, 2013. "Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns," Working Papers 264, University of Milano-Bicocca, Department of Economics, revised Dec 2013.
- Claudio Morana, 2013. "Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks: New Insights on the US OIS SPreads Term Structure," Working Papers 233, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
2012
- Leandro D’Aurizio & Tommaso Oliviero & Livio Romano, 2012. "Family firms and the agency cost of debt: The role of soft information during a crisis," Economics Working Papers ECO2012/22, European University Institute.
- Morana, Claudio, 2012.
"Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation,"
Energy: Resources and Markets
121723, Fondazione Eni Enrico Mattei (FEEM).
- Morana, Claudio, 2013. "Oil price dynamics, macro-finance interactions and the role of financial speculation," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 206-226.
- Claudio Morana, 2013. "Oil price dynamics, macro-finance interactions and the role of financial speculation," Working Papers 225, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
- Claudio Morana, 2012. "Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation," Working Papers 2012.07, Fondazione Eni Enrico Mattei.
- Morana, Claudio, 2012. "Oil price dynamics, macro-finance interactions and the role of financial speculation," Conference papers 332210, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
- Morana, Claudio, 2012.
"The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective,"
Energy: Resources and Markets
127423, Fondazione Eni Enrico Mattei (FEEM).
- Claudio Morana, 2013. "The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective," The Energy Journal, , vol. 34(3), pages 153-190, July.
- Claudio Morana, 2013. "The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
- Claudio Morana, 2012. "The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective," Working Papers 2012.28, Fondazione Eni Enrico Mattei.
- Claudio Morana, 2013. "The oil price-macroeconomy relationship since the mid-1980s: A global perspective," Working Papers 223, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
- Fabio Bagliano & Claudio Morana, 2012.
"Determinants of US financial fragility conditions,"
CeRP Working Papers
128, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Bagliano, Fabio C. & Morana, Claudio, 2014. "Determinants of US financial fragility conditions," Research in International Business and Finance, Elsevier, vol. 30(C), pages 377-392.
- Fabio C. Bagliano & Claudio Morana, 2013. "Determinants of US Financial fragility conditions," Working Papers 224, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
- Fabio C. Bagliano & Claudio Morana, 2012. "Determinants of US financial fragility conditions," Working papers 011, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Cassola, Nuno & Morana, Claudio, 2012.
"Euro money market spreads during the 2007-? financial crisis,"
Working Paper Series
1437, European Central Bank.
- Cassola, Nuno & Morana, Claudio, 2012. "Euro money market spreads during the 2007–? financial crisis," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 548-557.
2011
- Marco Giovanni Brambilla & Alessandra Michelangeli & Eugenio Peluso, 2011.
"Equity in the City: On Measuring Urban (Ine)Quality of Life,"
DISCE - Quaderni dell'Istituto di Economia e Finanza
ief0101, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Marco Brambilla & Alessandra Michelangeli & Eugenio Peluso, 2013. "Equity in the City: On Measuring Urban (Ine)quality of Life," Urban Studies, Urban Studies Journal Limited, vol. 50(16), pages 3205-3224, December.
- Fabio C. Bagliano & Claudio Morana, 2011. "Macro-finance interactions in the US: A global perspective," Working papers 23, Former Department of Economics and Public Finance "G. Prato", University of Torino.
2010
- Emilio Colombo & Alessandra Michelangeli & Luca Stanca, 2010.
"La Dolce Vita: Hedonic Estimates of Quality of Life in Italian Cities,"
Working Papers
201, University of Milano-Bicocca, Department of Economics, revised Dec 2010.
- Emilio Colombo & Alessandra Michelangeli & Luca Stanca, 2014. "La Dolce Vita : Hedonic Estimates of Quality of Life in Italian Cities," Regional Studies, Taylor & Francis Journals, vol. 48(8), pages 1404-1418, August.
- Nuno Cassola & Claudio Morana, 2010. "The 2007-? financial crisis: a money market perspective," CeRP Working Papers 102, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Fabio Bagliano & Claudio Morana, 2010.
"The Great Recession: US dynamics and spillovers to the world economy,"
CeRP Working Papers
103, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Bagliano, Fabio C. & Morana, Claudio, 2012. "The Great Recession: US dynamics and spillovers to the world economy," Journal of Banking & Finance, Elsevier, vol. 36(1), pages 1-13.
- Fabio C. Bagliano & Claudio Morana, 2010. "The Great Recession: US dynamics and spillovers to the world economy," ICER Working Papers - Applied Mathematics Series 34-2010, ICER - International Centre for Economic Research.
- Fabio C. Bagliano & Claudio Morana, 2010. "The Great Recession: US dynamics and spillovers to the world economy," Working papers 17, Former Department of Economics and Public Finance "G. Prato", University of Torino.
- Fabio Bagliano & Claudio Morana, 2010.
"The effects of US economic and financial crises on euro area convergence,"
CeRP Working Papers
99, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Fabio C. Bagliano & Claudio Morana, 2011. "The Effects of the US Economic and Financial Crises on Euro Area Convergence," Chapters, in: Wim Meeusen (ed.), The Economic Crisis and European Integration, chapter 7, Edward Elgar Publishing.
- Fabio C. Bagliano & Claudio Morana, 2010. "The effects of US economic and financial crises on euro area convergence," Working papers 15, Former Department of Economics and Public Finance "G. Prato", University of Torino.
- Nuno Cassola & Claudio Morana, 2010. "The 2007-? financial crisis: a euro area money market perspective," ICER Working Papers - Applied Mathematics Series 35-2010, ICER - International Centre for Economic Research.
- Claudio Morana, 2010. "Heteroskedastic Factor Vector Autoregressive Estimation of Persistent and Non Persistent Processes Subject to Structural Breaks," ICER Working Papers - Applied Mathematics Series 36-2010, ICER - International Centre for Economic Research.
2009
- Alessandra Michelangeli & Eugenio Peluso & Alain Trannoy, 2009. "American baby-losers? Robust indirect comparison of affluence across generations," Working Papers 133, ECINEQ, Society for the Study of Economic Inequality.
- Fabio Bagliano & Claudio Morana, 2009.
"Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence,"
CeRP Working Papers
81, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Fabio C. Bagliano & Claudio Morana, 2008. "Permanent and Transitory Dynamics in House Prices and Consumption: Cross-Country Evidence," Working papers 02, Former Department of Economics and Public Finance "G. Prato", University of Torino.
- Richard T. Baille & Claudio Morana, 2009. "Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach," ICER Working Papers - Applied Mathematics Series 06-2009, ICER - International Centre for Economic Research.
2008
- Elisabetta Croci Angelini & Alessandra Michelangeli, 2008. "Measuring Well-Being differences across EU Countries. A Multidimensional Analysis of Income, Housing, Health, and Education," Working Papers 15-2008, Macerata University, Department of Studies on Economic Development (DiSSE), revised Nov 2008.
- Elisabetta Croci Angelini & Alessandra Michelangeli, 2008. "WP n. 15 - Measuring Well-Being differences across EU Countries. A Multidimensional Analysis of Income, Housing, Health, and Education," Working Papers wpaper15, Macerata University, Department of Studies on Economic Development (DiSSE), revised Jul 2008.
- Cassola, Nuno & Morana, Claudio, 2008.
"Modelling short-term interest rate spreads in the euro money market,"
Working Paper Series
982, European Central Bank.
- Nuno Cassola & Claudio Morana, 2008. "Modeling Short-Term Interest Rate Spreads in the Euro Money Market," International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 1-37, December.
- Claudio Morana, 2008. "Realized portfolio selection in the euro area," ICER Working Papers - Applied Mathematics Series 10-2008, ICER - International Centre for Economic Research.
- Andrea Beltratti & Claudio Morana, 2008. "International shocks and national house prices," ICER Working Papers - Applied Mathematics Series 14-2008, ICER - International Centre for Economic Research.
- Claudio Morana, 2008.
"Realized Betas and the Cross-Section of Expected Returns,"
ICER Working Papers - Applied Mathematics Series
15-2008, ICER - International Centre for Economic Research.
- Claudio Morana, 2009. "Realized betas and the cross-section of expected returns," Applied Financial Economics, Taylor & Francis Journals, vol. 19(17), pages 1371-1381.
2007
- Fabio C. Bagliano & Claudio Morana, 2007.
"Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?,"
Carlo Alberto Notebooks
40, Collegio Carlo Alberto.
- Fabio Bagliano & Claudio Morana, 2010. "Business cycle comovement in the G-7: common shocks or common transmission mechanisms?," Applied Economics, Taylor & Francis Journals, vol. 42(18), pages 2327-2345.
- Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007.
"Structural econometric approach to bidding in the main refinancing operations of the Eurosystem,"
Working Paper Series
793, European Central Bank.
- Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007. "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Journal of Financial Transformation, Capco Institute, vol. 19, pages 81-90.
- Nuno Cassola & Christian Ewerhart & Claudio Morana, 2006. "Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem," ICER Working Papers 26-2006, ICER - International Centre for Economic Research.
- Claudio Morana, 2007.
"On the macroeconomic causes of exchange rates volatility,"
ICER Working Papers
8-2007, ICER - International Centre for Economic Research.
- Morana, Claudio, 2009. "On the macroeconomic causes of exchange rate volatility," International Journal of Forecasting, Elsevier, vol. 25(2), pages 328-350.
- Claudio Morana, 2007. "Factor demand modelling: the theory and the practice," ICER Working Papers 9-2007, ICER - International Centre for Economic Research.
- Richard T. Baillie & Claudio Morana, 2007.
"Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach,"
ICER Working Papers - Applied Mathematics Series
11-2007, ICER - International Centre for Economic Research.
- Baillie, Richard T. & Morana, Claudio, 2009. "Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach," Journal of Economic Dynamics and Control, Elsevier, vol. 33(8), pages 1577-1592, August.
- Richard T. Baillie & Claudio Morana, 2014. "Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach," Working Papers 593, Queen Mary University of London, School of Economics and Finance.
- Claudio Morana, 2007. "Estimating, Filtering and Forecasting Realized Betas," ICER Working Papers - Applied Mathematics Series 6-2007, ICER - International Centre for Economic Research.
2006
- Fabio C. Bagliano & Claudio Morana, 2006. "A New Approach to Factor Vector Autoregressive Estimation with an Application to Large-Scale Macroeconometric Modelling," Carlo Alberto Notebooks 28, Collegio Carlo Alberto.
- Fabio C. Bagliano & Claudio Morana, 2006.
"International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach,"
Carlo Alberto Notebooks
32, Collegio Carlo Alberto.
- Bagliano, Fabio C. & Morana, Claudio, 2009. "International macroeconomic dynamics: A factor vector autoregressive approach," Economic Modelling, Elsevier, vol. 26(2), pages 432-444, March.
- Fabio C. Bagliano & Claudio Morana, 2006. "International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach," ICER Working Papers 41-2006, ICER - International Centre for Economic Research.
- Cassola, Nuno & Morana, Claudio, 2006.
"Comovements in volatility in the euro money market,"
Working Paper Series
703, European Central Bank.
- Cassola, Nuno & Morana, Claudio, 2010. "Comovements in volatility in the euro money market," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 525-539, April.
- Nuno Cassola & Claudio Morana, 2007. "Comovements in Volatility in the Euro Money Market," ICER Working Papers 7-2007, ICER - International Centre for Economic Research.
- Claudio Morana, 2006.
"International Stock Markets Comovements: the Role of Economic and Financial Integration,"
ICER Working Papers
25-2006, ICER - International Centre for Economic Research.
- Claudio Morana, 2008. "International stock markets comovements: the role of economic and financial integration," Empirical Economics, Springer, vol. 35(2), pages 333-359, September.
- Claudio Morana, 2006. "The End of the Japanese Stagnation: an Assessment of the Policy Solutions," ICER Working Papers 27-2006, ICER - International Centre for Economic Research.
- Andrea Beltratti & Claudio Morana, 2006.
"Comovements in International Stock Markets,"
ICER Working Papers
3-2006, ICER - International Centre for Economic Research.
- Morana, Claudio & Beltratti, Andrea, 2008. "Comovements in international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 31-45, February.
- Andrea Beltratti & Claudio Morana, 2006. "Net Inflows and Time-Varying Alphas: The Case of Hedge Funds," ICER Working Papers 30-2006, ICER - International Centre for Economic Research.
- Claudio Morana, 2006.
"Multivariate modelling of long memory processes with common components,"
ICER Working Papers
40-2006, ICER - International Centre for Economic Research.
- Morana, Claudio, 2007. "Multivariate modelling of long memory processes with common components," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 919-934, October.
2005
- Andrea Beltratti & Claudio Morana, 2005.
"Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios,"
ICER Working Papers
23-2005, ICER - International Centre for Economic Research.
- Claudio Morana & Andrea Beltratti, 2006. "Structural breaks and common factors in the volatility of the Fama-French factor portfolios," Applied Financial Economics, Taylor & Francis Journals, vol. 16(14), pages 1059-1073.
2004
- Fabrice Barthélémy & Alessandra Michelangeli & Alain Trannoy, 2004. "Do building and street matter?," ERES eres2004_517, European Real Estate Society (ERES).
- F. Barthélémy & A. Michelangeli & A. Trannoy, 2004.
"La Rénovation de la Goutte d’Or est elle un succès ? Un Diagnostic à l’Aide d’Indices de Prix Immobilier,"
THEMA Working Papers
2004-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Alain Trannoy & Alessandra Michelangeli & Fabrice Barthélémy, 2007. "La rénovation de la Goutte d'Or est-elle un succès ? Un diagnostic à l'aide d'indices de prix immobilier," Économie et Prévision, Programme National Persée, vol. 180(4), pages 107-126.
- Fabrice Barthélémy & Alessandra Michelangeli & Alain Trannoy, 2007. "La rénovation de la Goutte d'Or est-elle un succès ?. Un diagnostic à l'aide d'indices de prix immobilier," Economie & Prévision, La Documentation Française, vol. 0(4), pages 107-126.
- Morana, Claudio, 2004.
"A structural common factor approach to core inflation estimation and forecasting,"
Working Paper Series
305, European Central Bank.
- Claudio Morana, 2007. "A structural common factor approach to core inflation estimation and forecasting," Applied Economics Letters, Taylor & Francis Journals, vol. 14(3), pages 163-169.
- Morana, Claudio, 2004.
"Frequency domain principal components estimation of fractionally cointegrated processes,"
Working Paper Series
321, European Central Bank.
- Claudio Morana, 2004. "Frequency domain principal components estimation of fractionally cointegrated processes," Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 837-842.
- Claudio Morana, 2004.
"The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?,"
ICER Working Papers
29-2004, ICER - International Centre for Economic Research.
- Claudio Morana, 2005. "The Japanese deflation: has it had real effects? Could it have been avoided?," Applied Economics, Taylor & Francis Journals, vol. 37(12), pages 1337-1352.
- Andrea Beltratti & Claudio Morana, 2004.
"Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility,"
Working Papers
20, SEMEQ Department - Faculty of Economics - University of Eastern Piedmont.
- Beltratti, A. & Morana, C., 2006. "Breaks and persistency: macroeconomic causes of stock market volatility," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 151-177.
2003
- Fabrice Barthélémy & Michelangeli Alessandra & Trannoy Alain, 2003. "A Hybrid Housing Price Index for Paris," ERES eres2003_113, European Real Estate Society (ERES).
- Cassola, Nuno & Morana, Claudio, 2003.
"Volatility of interest rates in the euro area: evidence from high frequency data,"
Working Paper Series
235, European Central Bank.
- Nuno Cassola & Claudio Morana, 2006. "Volatility of interest rates in the euro area: Evidence from high frequency data," The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 513-528.
2002
- Cassola, Nuno & Morana, Claudio, 2002.
"Monetary policy and the stock market in the euro area,"
Working Paper Series
119, European Central Bank.
- Cassola, Nuno & Morana, Claudio, 2004. "Monetary policy and the stock market in the euro area," Journal of Policy Modeling, Elsevier, vol. 26(3), pages 387-399, April.
2000
- Morana, Claudio, 2000. "Measuring core inflation in the euro area," Working Paper Series 36, European Central Bank.
Journal articles
2024
- Alessandra Faggian & Alessandra Michelangeli & Kateryna Tkach, 2024. "Three types of income inequality: a comparison of left behind places and more developed regions in the EU," Cambridge Journal of Regions, Economy and Society, Cambridge Political Economy Society, vol. 17(1), pages 87-102.
- Francesco Schirripa Spagnolo & Riccardo Borgoni & Antonella Carcagnì & Alessandra Michelangeli & Nicola Salvati, 2024. "A spatial semiparametric M-quantile regression for hedonic price modelling," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 108(1), pages 159-183, March.
- Aldasoro, Iñaki & Armantier, Olivier & Doerr, Sebastian & Gambacorta, Leonardo & Oliviero, Tommaso, 2024.
"The gen AI gender gap,"
Economics Letters, Elsevier, vol. 241(C).
- Iñaki Aldasoro & Olivier Armantier & Sebastian Doerr & Leonardo Gambacorta & Tommaso Oliviero, 2024. "The gen AI gender gap," BIS Working Papers 1197, Bank for International Settlements.
- Tommaso Oliviero & Sandro Rondinella & Alberto Zazzaro, 2024. "Green Firms, Environmental Hazards, and Investment," Sustainability, MDPI, vol. 16(2), pages 1-21, January.
- Giovanni Immordino & Tullio Jappelli & Tommaso Oliviero, 2024.
"Consumption and income expectations during Covid-19,"
Review of Economics of the Household, Springer, vol. 22(1), pages 95-116, March.
- Giovanni Immordino & Tullio Jappelli & Tommaso Oliviero, 2022. "Consumption and Income Expectations during Covid-19," CSEF Working Papers 647, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Tommaso Oliviero & Min Park & Hong Zou, 2024.
"Liquidity Effects of Litigation Risk: Evidence from a Legal Shock,"
Journal of Law and Economics, University of Chicago Press, vol. 67(1), pages 103-141.
- Tommaso Oliviero & Min Park & Hong Zou, 2021. "Liquidity Effects of Litigation Risk: Evidence from a Legal Shock," CSEF Working Papers 623, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 21 Jan 2023.
- Morana, Claudio, 2024.
"A new macro-financial condition index for the euro area,"
Econometrics and Statistics, Elsevier, vol. 29(C), pages 64-87.
- Claudio Morana, 2021. "A new macro-financial condition index for the euro area," Working Paper series 21-07, Rimini Centre for Economic Analysis, revised Sep 2021.
- Claudio Morana, 2021. "A new macro-financial condition index for the euro area," Working Papers 467, University of Milano-Bicocca, Department of Economics, revised Sep 2021.
2023
- Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2023.
"Job Protection and Mortgage Conditions: Evidence from Italian Administrative Data,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 85(6), pages 1211-1237, December.
- Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2022. "Job Protection and Mortgage Conditions: Evidence from Italian Administrative Data," CSEF Working Papers 642, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Paolo Emilio Mistrulli & Tommaso Oliviero & Zeno Rotondi & Alberto Zazzaro, 2022. "Job protection and mortgage conditions: Evidence from Italian administrative data," Mo.Fi.R. Working Papers 173, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Murro, Pierluigi & Oliviero, Tommaso & Zazzaro, Alberto, 2023.
"Relationship Lending and Employment Decisions in Firms’ Bad Times,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 58(6), pages 2657-2691, September.
- Pierluigi Murro & Tommaso Oliviero & Alberto Zazzaro, 2019. "Relationship Lending on Employment Decisions in Firms’ Bad Times," CSEF Working Papers 533, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 06 Apr 2020.
- Pierluigi Murro & Tommaso Oliviero & Alberto Zazzaro, 2020. "Relationship lending and employment decisions in firms' bad times," Mo.Fi.R. Working Papers 160, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
2022
- Alessandra Michelangeli & John Östh & Umut Türk, 2022. "Intergenerational income mobility in Sweden: A look at the spatial disparities across municipalities," Regional Science Policy & Practice, Wiley Blackwell, vol. 14(4), pages 981-1004, August.
- Alessandra Michelangeli, 2022. "The city and quality of life," Regional Studies, Taylor & Francis Journals, vol. 56(4), pages 683-683, April.
- Immordino Giovanni & Oliviero Tommaso & Zazzaro Alberto, 2022.
"Income Losses, Cash Transfers and Trust in Financial and Political Institutions: Survey Evidence from the Covid-19 Crisis,"
The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 22(3), pages 647-654, July.
- Giovanni Immordino & Tommaso Oliviero & Alberto Zazzaro, 2022. "Income Losses, Cash Transfers and Trust in Financial and Political Institutions: Survey Evidence from the Covid-19 Crisis," CSEF Working Papers 646, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Giovanni Immordino & Tullio Jappelli & Tommaso Oliviero & Alberto Zazzaro, 2022.
"Fear of COVID‐19 contagion and consumption: Evidence from a survey of Italian households,"
Health Economics, John Wiley & Sons, Ltd., vol. 31(3), pages 496-507, March.
- Giovanni Immordino & Tullio Jappelli & Tommaso Oliviero & Alberto Zazzaro, 2021. "Fear of COVID-19 Contagion and Consumption: Evidence from a Survey of Italian Households," CSEF Working Papers 601, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022.
"Is Climate Change Time-Reversible?,"
Econometrics, MDPI, vol. 10(4), pages 1-18, December.
- Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is climate change time reversible?," Papers 2205.07579, arXiv.org, revised Nov 2022.
- Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is climate change time-reversible?," Working Papers 498, University of Milano-Bicocca, Department of Economics, revised Nov 2022.
- Francesco Giancaterini & Alain Hecq & Claudio Morana, 2022. "Is climate change time reversible?," Working Paper series 22-08, Rimini Centre for Economic Analysis, revised Dec 2022.
2021
- Liberati Caterina & Longaretti Riccarda & Michelangeli Alessandra, 2021. "Measuring Tolerant Behavior," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 241(2), pages 149-171, April.
- Edoardo Di Porto & Tommaso Oliviero & Annalisa Tirozzi, 2021. "The economic effects of immovable property taxation: A review of the Italian experience," ECONOMIA PUBBLICA, FrancoAngeli Editore, vol. 2021(1), pages 25-43.
- Matteo Gatti & Tommaso Oliviero, 2021.
"Deposit Insurance and Banks' Deposit Rates: Evidence from the 2009 EU Policy,"
International Journal of Central Banking, International Journal of Central Banking, vol. 17(2), pages 171-206, June.
- Matteo Gatti & Tommaso Oliviero, 2019. "Deposit Insurance and Banks’ Deposit Rates: Evidence from the 2009 EU Policy," CSEF Working Papers 532, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Baiardi, Donatella & Morana, Claudio, 2021.
"Climate change awareness: Empirical evidence for the European Union,"
Energy Economics, Elsevier, vol. 96(C).
- Donatella Baiardi & Claudio Morana, 2020. "Climate change awareness: Empirical evidence for the European Union," Working Paper series 20-15, Rimini Centre for Economic Analysis, revised Nov 2020.
- Donatella Baiardi & Claudio Morana, 2020. "Climate change awareness: Empirical evidence for the European Union," Working Papers 426, University of Milano-Bicocca, Department of Economics, revised Feb 2021.
2020
- Menno, Dominik & Oliviero, Tommaso, 2020.
"Financial intermediation, house prices, and the welfare effects of the U.S. Great Recession,"
European Economic Review, Elsevier, vol. 129(C).
- Dominik Menno & Tommaso Oliviero, 2014. "Financial Intermediation, House Prices and the Welfare Effects of the U.S. Great Recession," CSEF Working Papers 373, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 04 Oct 2016.
- Cerasi, Vittoria & Deininger, Sebastian M. & Gambacorta, Leonardo & Oliviero, Tommaso, 2020.
"How post-crisis regulation has affected bank CEO compensation,"
Journal of International Money and Finance, Elsevier, vol. 104(C).
- Gambacorta, Leonardo & Cerasi, Vittoria & Deininger, Sebastian M. & Oliviero, Tommaso, 2017. "How post-crisis regulation has affected bank CEO compensation," CEPR Discussion Papers 12008, C.E.P.R. Discussion Papers.
- Vittoria Cerasi & Sebastian M Deininger & Leonardo Gambacorta & Tommaso Oliviero, 2017. "How post-crisis regulation has affected bank CEO compensation," BIS Working Papers 630, Bank for International Settlements.
- Vittoria Cerasi & Sebastian M. Deininger & Leonardo Gambacorta & Tommaso Oliviero, 2018. "How Post-crisis Regulation Has Affected Bank CEO Compensation," CSEF Working Papers 493, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Vittoria, Cerasi & Sebastian, Deininger & Leonardo, Gambacorta & Tommaso, Oliviero, 2017. "How post-crisis regulation has affected bank CEO compensation," Working Papers 365, University of Milano-Bicocca, Department of Economics, revised Dec 2018.
- Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon & Marti G Subrahmanyam, 2020.
"The COVID-19 Shock and Equity Shortfall: Firm-Level Evidence from Italy,"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 9(3), pages 534-568.
- Pagano, Marco & Carletti, Elena & Oliviero, Tommaso & Pelizzon, Loriana & Subrahmanyam, Marti, 2020. "The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy," CEPR Discussion Papers 14831, C.E.P.R. Discussion Papers.
- Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon & Marti G. Subrahmanyam, 2020. "The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy," EIEF Working Papers Series 2014, Einaudi Institute for Economics and Finance (EIEF), revised May 2020.
- Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon, 2020. "The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy," Working Papers 450, University of Milano-Bicocca, Department of Economics, revised Oct 2020.
- Carletti, Elena & Oliviero, Tommaso & Pagano, Marco & Pelizzon, Loriana & Subrahmanyam, Marti G., 2020. "The COVID-19 shock and equity shortfall: Firm-level evidence from Italy," SAFE Working Paper Series 285, Leibniz Institute for Financial Research SAFE.
- Elena Carletti & Tommaso Oliviero & Marco Pagano & Loriana Pelizzon & Marti G. Subrahmanyam, 2020. "The COVID-19 Shock and Equity Shortfall: Firm-level Evidence from Italy," CSEF Working Papers 566, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 20 Jul 2020.
2019
- Alessandra Michelangeli & Nicola Pontarollo & Giuseppe Vittucci Marzetti, 2019.
"Ethnic minority concentration: A source of productivity growth for Italian provinces?,"
Papers in Regional Science, Wiley Blackwell, vol. 98(1), pages 17-34, February.
- Alessandra, Michelangeli & Nicola, Pontarollo, 2016. "Ethnic Minority Concentration: A Source of Productivity Growth for Italian Provinces?," Working Papers 349, University of Milano-Bicocca, Department of Economics, revised 02 Aug 2016.
- Riccardo Borgoni & Giacomo Degli Antoni & Marco Faillo & Alessandra Michelangeli, 2019. "Natives, immigrants and social cohesion: intra-city analysis combining the hedonic approach and a framed field experiment," International Review of Applied Economics, Taylor & Francis Journals, vol. 33(5), pages 697-711, September.
- Elena Carniti & Floriana Cerniglia & Riccarda Longaretti & Alessandra Michelangeli, 2019. "Decentralization and economic growth in Europe: for whom the bell tolls," Regional Studies, Taylor & Francis Journals, vol. 53(6), pages 775-789, June.
- Tommaso Oliviero & Agnese Sacchi & Annalisa Scognamiglio & Alberto Zazzaro, 2019.
"House prices and immovable property tax: Evidence from OECD countries,"
Metroeconomica, Wiley Blackwell, vol. 70(4), pages 776-792, November.
- Tommaso Oliviero & Agnese Sacchi & Annalisa Scognamiglio & Alberto Zazzaro, 2016. "House Prices and Immovable Property Taxes: Evidence from OECD Countries," CSEF Working Papers 444, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 06 Oct 2016.
- Oliviero, Tommaso & Scognamiglio, Annalisa, 2019.
"Property tax and property values: Evidence from the 2012 Italian tax reform,"
European Economic Review, Elsevier, vol. 118(C), pages 227-251.
- Tommaso Oliviero & Annalisa Scognamiglio, 2016. "Property Tax and Property Values: Evidence from the 2012 Italian Tax Reform," CSEF Working Papers 439, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 12 Mar 2018.
- Morana, Claudio & Sbrana, Giacomo, 2019. "Climate change implications for the catastrophe bonds market: An empirical analysis," Economic Modelling, Elsevier, vol. 81(C), pages 274-294.
- Morana, Claudio, 2019.
"Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices,"
Econometrics and Statistics, Elsevier, vol. 12(C), pages 42-65.
- Claudio, Morana, 2018. "Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices," Working Papers 382, University of Milano-Bicocca, Department of Economics, revised 04 Jun 2018.
2018
- Riccardo Borgoni & Alessandra Michelangeli & Nicola Pontarollo, 2018. "The value of culture to urban housing markets," Regional Studies, Taylor & Francis Journals, vol. 52(12), pages 1672-1683, December.
- Baiardi, Donatella & Morana, Claudio, 2018. "Financial development and income distribution inequality in the euro area," Economic Modelling, Elsevier, vol. 70(C), pages 40-55.
2017
- Morana, Claudio, 2017.
"Macroeconomic and financial effects of oil price shocks: Evidence for the euro area,"
Economic Modelling, Elsevier, vol. 64(C), pages 82-96.
- Claudio Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," CeRP Working Papers 158, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Morana, Claudio, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," ESP: Energy Scenarios and Policy 232925, Fondazione Eni Enrico Mattei (FEEM).
- Claudio Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Paper series 16-02, Rimini Centre for Economic Analysis.
- Claudio, Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Papers 330, University of Milano-Bicocca, Department of Economics, revised 24 Feb 2016.
- Claudio Morana, 2016. "Macroeconomic and Financial Effects of Oil Price Shocks: Evidence for the Euro Area," Working Papers 2016.23, Fondazione Eni Enrico Mattei.
- Fabio C. Bagliano & Claudio Morana, 2017.
"It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection,"
Applied Economics, Taylor & Francis Journals, vol. 49(49), pages 4946-4969, October.
- Fabio Bagliano & Claudio Morana, 2015. "It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection," Working Papers 303, University of Milano-Bicocca, Department of Economics, revised Jul 2015.
- Fabio C. Bagliano & Claudio Morana, 2015. "It ain't over till it's over: A global perspective on the Great Moderation-Great Recession interconnection," Working papers 031, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Fabio C. Bagliano & Claudio Morana, 2015. "It ain'?t over till it'?s over: A global perspective on the Great Moderation-Great Recession interconnection," Carlo Alberto Notebooks 424, Collegio Carlo Alberto.
- Claudio Morana, 2017. "The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 36(8), pages 919-935, December.
2016
- Alessandra Michelangeli & Eugenio Peluso, 2016.
"Cities and Inequality,"
REGION, European Regional Science Association, vol. 3, pages 47-60.
- Alessandra Michelangeli & Eugenio Peluso, 2016. "Cities and Inequality," Working Papers 13/2016, University of Verona, Department of Economics.
- Baiardi, Donatella & Morana, Claudio, 2016. "The financial Kuznets curve: Evidence for the euro area," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 265-269.
2015
- D'Aurizio, Leandro & Oliviero, Tommaso & Romano, Livio, 2015.
"Family firms, soft information and bank lending in a financial crisis,"
Journal of Corporate Finance, Elsevier, vol. 33(C), pages 279-292.
- Leandro D’Aurizio & Tommaso Oliviero & Livio Romano, 2014. "Family Firms, Soft Information and Bank Lending in a Financial Crisis," CSEF Working Papers 357, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Vittoria Cerasi & Tommaso Oliviero, 2015. "CEO Compensation, Regulation, and Risk in Banks: Theory and Evidence from the Financial Crisis," International Journal of Central Banking, International Journal of Central Banking, vol. 11(3), pages 241-297, June.
2014
- Emilio Colombo & Alessandra Michelangeli & Luca Stanca, 2014.
"La Dolce Vita : Hedonic Estimates of Quality of Life in Italian Cities,"
Regional Studies, Taylor & Francis Journals, vol. 48(8), pages 1404-1418, August.
- Emilio Colombo & Alessandra Michelangeli & Luca Stanca, 2010. "La Dolce Vita: Hedonic Estimates of Quality of Life in Italian Cities," Working Papers 201, University of Milano-Bicocca, Department of Economics, revised Dec 2010.
- Morana, Claudio, 2014.
"Insights on the global macro-finance interface: Structural sources of risk factor fluctuations and the cross-section of expected stock returns,"
Journal of Empirical Finance, Elsevier, vol. 29(C), pages 64-79.
- Claudio Morana, 2013. "Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns," CeRP Working Papers 138, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Claudio Morana, 2013. "Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns," Working Papers 264, University of Milano-Bicocca, Department of Economics, revised Dec 2013.
- Bagliano, Fabio C. & Morana, Claudio, 2014.
"Determinants of US financial fragility conditions,"
Research in International Business and Finance, Elsevier, vol. 30(C), pages 377-392.
- Fabio Bagliano & Claudio Morana, 2012. "Determinants of US financial fragility conditions," CeRP Working Papers 128, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Fabio C. Bagliano & Claudio Morana, 2013. "Determinants of US Financial fragility conditions," Working Papers 224, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
- Fabio C. Bagliano & Claudio Morana, 2012. "Determinants of US financial fragility conditions," Working papers 011, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Claudio Morana, 2014.
"New insights on the US OIS spreads term structure during the recent financial turmoil,"
Applied Financial Economics, Taylor & Francis Journals, vol. 24(5), pages 291-317, March.
- Claudio Morana, 2013. "New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil," CeRP Working Papers 137, Center for Research on Pensions and Welfare Policies, Turin (Italy).
2013
- Marco Brambilla & Alessandra Michelangeli & Eugenio Peluso, 2013.
"Equity in the City: On Measuring Urban (Ine)quality of Life,"
Urban Studies, Urban Studies Journal Limited, vol. 50(16), pages 3205-3224, December.
- Marco Giovanni Brambilla & Alessandra Michelangeli & Eugenio Peluso, 2011. "Equity in the City: On Measuring Urban (Ine)Quality of Life," DISCE - Quaderni dell'Istituto di Economia e Finanza ief0101, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Claudio Morana, 2013.
"The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
- Claudio Morana, 2013. "The Oil Price-Macroeconomy Relationship Since the Mid-1980s: A Global Perspective," The Energy Journal, , vol. 34(3), pages 153-190, July.
- Claudio Morana, 2012. "The Oil price-Macroeconomy Relationship since the Mid- 1980s: A global perspective," Working Papers 2012.28, Fondazione Eni Enrico Mattei.
- Morana, Claudio, 2012. "The Oil Price-Macroeconomy Relationship since the Mid- 1980s: A Global Perspective," Energy: Resources and Markets 127423, Fondazione Eni Enrico Mattei (FEEM).
- Claudio Morana, 2013. "The oil price-macroeconomy relationship since the mid-1980s: A global perspective," Working Papers 223, University of Milano-Bicocca, Department of Economics, revised Feb 2013.
- Morana, Claudio, 2013.
"Oil price dynamics, macro-finance interactions and the role of financial speculation,"
Journal of Banking & Finance, Elsevier, vol. 37(1), pages 206-226.
- Morana, Claudio, 2012. "Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation," Energy: Resources and Markets 121723, Fondazione Eni Enrico Mattei (FEEM).
- Claudio Morana, 2013. "Oil price dynamics, macro-finance interactions and the role of financial speculation," Working Papers 225, University of Milano-Bicocca, Department of Economics, revised Nov 2013.
- Claudio Morana, 2012. "Oil Price Dynamics, Macro-Finance Interactions and the Role of Financial Speculation," Working Papers 2012.07, Fondazione Eni Enrico Mattei.
- Morana, Claudio, 2012. "Oil price dynamics, macro-finance interactions and the role of financial speculation," Conference papers 332210, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
2012
- Le Breton, Michel & Michelangeli, Alessandra & Peluso, Eugenio, 2012. "A stochastic dominance approach to the measurement of discrimination," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1342-1350.
- Croci Angelini, Elisabetta & Michelangeli, Alessandra, 2012. "Axiomatic measurement of multidimensional well-being inequality: Some distributional questions," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(5), pages 548-557.
- Baillie, Richard T. & Morana, Claudio, 2012. "Adaptive ARFIMA models with applications to inflation," Economic Modelling, Elsevier, vol. 29(6), pages 2451-2459.
- Cassola, Nuno & Morana, Claudio, 2012.
"Euro money market spreads during the 2007–? financial crisis,"
Journal of Empirical Finance, Elsevier, vol. 19(4), pages 548-557.
- Cassola, Nuno & Morana, Claudio, 2012. "Euro money market spreads during the 2007-? financial crisis," Working Paper Series 1437, European Central Bank.
- Bagliano, Fabio C. & Morana, Claudio, 2012.
"The Great Recession: US dynamics and spillovers to the world economy,"
Journal of Banking & Finance, Elsevier, vol. 36(1), pages 1-13.
- Fabio C. Bagliano & Claudio Morana, 2010. "The Great Recession: US dynamics and spillovers to the world economy," ICER Working Papers - Applied Mathematics Series 34-2010, ICER - International Centre for Economic Research.
- Fabio C. Bagliano & Claudio Morana, 2010. "The Great Recession: US dynamics and spillovers to the world economy," Working papers 17, Former Department of Economics and Public Finance "G. Prato", University of Torino.
- Fabio Bagliano & Claudio Morana, 2010. "The Great Recession: US dynamics and spillovers to the world economy," CeRP Working Papers 103, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Claudio Morana, 2012. "Real Oil Prices since the 1990s," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, January.
2011
- Alessandra Michelangeli & Eugenio Peluso & Alain Trannoy, 2011. "Detecting a change in wealth concentration without the knowledge of the wealth distribution," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 9(3), pages 373-391, September.
2010
- Beltratti, Andrea & Morana, Claudio, 2010. "International house prices and macroeconomic fluctuations," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 533-545, March.
- Cassola, Nuno & Morana, Claudio, 2010.
"Comovements in volatility in the euro money market,"
Journal of International Money and Finance, Elsevier, vol. 29(3), pages 525-539, April.
- Cassola, Nuno & Morana, Claudio, 2006. "Comovements in volatility in the euro money market," Working Paper Series 703, European Central Bank.
- Nuno Cassola & Claudio Morana, 2007. "Comovements in Volatility in the Euro Money Market," ICER Working Papers 7-2007, ICER - International Centre for Economic Research.
- Fabio Bagliano & Claudio Morana, 2010. "Permanent and transitory dynamics in house prices and consumption: some implications for the real effects of the financial crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 20(1-2), pages 151-170.
- Claudio Morana, 2010. "Realized mean-variance efficient portfolio selection and euro area stock market integration," Applied Financial Economics, Taylor & Francis Journals, vol. 20(12), pages 989-1001.
- Fabio Bagliano & Claudio Morana, 2010.
"Business cycle comovement in the G-7: common shocks or common transmission mechanisms?,"
Applied Economics, Taylor & Francis Journals, vol. 42(18), pages 2327-2345.
- Fabio C. Bagliano & Claudio Morana, 2007. "Business Cycle Comovement in the G-7: Common Shocks or Common Transmission Mechanisms?," Carlo Alberto Notebooks 40, Collegio Carlo Alberto.
2009
- Alessandra Michelangeli & Alberto Zanardi, 2009. "Hedonic-Based Price Indexes for the Housing Market in Italian Cities: Theory and Estimation," Politica economica, Società editrice il Mulino, issue 2, pages 109-146.
- Baillie, Richard T. & Morana, Claudio, 2009.
"Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach,"
Journal of Economic Dynamics and Control, Elsevier, vol. 33(8), pages 1577-1592, August.
- Richard T. Baillie & Claudio Morana, 2014. "Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach," Working Papers 593, Queen Mary University of London, School of Economics and Finance.
- Richard T. Baillie & Claudio Morana, 2007. "Modeling Long Memory and Structural Breaks in Conditional Variances: an Adaptive FIGARCH Approach," ICER Working Papers - Applied Mathematics Series 11-2007, ICER - International Centre for Economic Research.
- Bagliano, Fabio C. & Morana, Claudio, 2009.
"International macroeconomic dynamics: A factor vector autoregressive approach,"
Economic Modelling, Elsevier, vol. 26(2), pages 432-444, March.
- Fabio C. Bagliano & Claudio Morana, 2006. "International Macroeconomic Dynamics: A Factor Vector Autoregressive Approach," Carlo Alberto Notebooks 32, Collegio Carlo Alberto.
- Fabio C. Bagliano & Claudio Morana, 2006. "International Macroeconomic Dynamics: a Factor Vector Autoregressive Approach," ICER Working Papers 41-2006, ICER - International Centre for Economic Research.
- Morana, Claudio, 2009.
"On the macroeconomic causes of exchange rate volatility,"
International Journal of Forecasting, Elsevier, vol. 25(2), pages 328-350.
- Claudio Morana, 2007. "On the macroeconomic causes of exchange rates volatility," ICER Working Papers 8-2007, ICER - International Centre for Economic Research.
- Morana, Claudio, 2009. "Medium-term macroeconomic determinants of exchange rate volatility," Journal of Financial Transformation, Capco Institute, vol. 25, pages 55-64.
- Claudio Morana, 2009. "An omnibus noise filter," Computational Statistics, Springer, vol. 24(3), pages 459-479, August.
- Claudio Morana, 2009.
"Realized betas and the cross-section of expected returns,"
Applied Financial Economics, Taylor & Francis Journals, vol. 19(17), pages 1371-1381.
- Claudio Morana, 2008. "Realized Betas and the Cross-Section of Expected Returns," ICER Working Papers - Applied Mathematics Series 15-2008, ICER - International Centre for Economic Research.
2008
- Morana, Claudio & Beltratti, Andrea, 2008.
"Comovements in international stock markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(1), pages 31-45, February.
- Andrea Beltratti & Claudio Morana, 2006. "Comovements in International Stock Markets," ICER Working Papers 3-2006, ICER - International Centre for Economic Research.
- Nuno Cassola & Claudio Morana, 2008.
"Modeling Short-Term Interest Rate Spreads in the Euro Money Market,"
International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 1-37, December.
- Cassola, Nuno & Morana, Claudio, 2008. "Modelling short-term interest rate spreads in the euro money market," Working Paper Series 982, European Central Bank.
- Claudio Morana, 2008.
"International stock markets comovements: the role of economic and financial integration,"
Empirical Economics, Springer, vol. 35(2), pages 333-359, September.
- Claudio Morana, 2006. "International Stock Markets Comovements: the Role of Economic and Financial Integration," ICER Working Papers 25-2006, ICER - International Centre for Economic Research.
- Fabio Bagliano & Claudio Morana, 2008. "Factor vector autoregressive estimation: a new approach," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 3(1), pages 15-23, June.
- Andrea Beltratti & Claudio Morana, 2008. "Aggregate hedge funds' flows and returns," Applied Financial Economics, Taylor & Francis Journals, vol. 18(21), pages 1755-1764.
2007
- Fabrice Barthélémy & Alessandra Michelangeli & Alain Trannoy, 2007.
"La rénovation de la Goutte d'Or est-elle un succès ?. Un diagnostic à l'aide d'indices de prix immobilier,"
Economie & Prévision, La Documentation Française, vol. 0(4), pages 107-126.
- Alain Trannoy & Alessandra Michelangeli & Fabrice Barthélémy, 2007. "La rénovation de la Goutte d'Or est-elle un succès ? Un diagnostic à l'aide d'indices de prix immobilier," Économie et Prévision, Programme National Persée, vol. 180(4), pages 107-126.
- F. Barthélémy & A. Michelangeli & A. Trannoy, 2004. "La Rénovation de la Goutte d’Or est elle un succès ? Un Diagnostic à l’Aide d’Indices de Prix Immobilier," THEMA Working Papers 2004-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Morana, Claudio, 2007.
"Multivariate modelling of long memory processes with common components,"
Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 919-934, October.
- Claudio Morana, 2006. "Multivariate modelling of long memory processes with common components," ICER Working Papers 40-2006, ICER - International Centre for Economic Research.
- Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007.
"Structural econometric approach to bidding in the main refinancing operations of the Eurosystem,"
Journal of Financial Transformation, Capco Institute, vol. 19, pages 81-90.
- Cassola, Nuno & Ewerhart, Christian & Morana, Claudio, 2007. "Structural econometric approach to bidding in the main refinancing operations of the Eurosystem," Working Paper Series 793, European Central Bank.
- Nuno Cassola & Christian Ewerhart & Claudio Morana, 2006. "Structural Econometric Approach to Bidding in the Main refinancing Operations of the Eurosystem," ICER Working Papers 26-2006, ICER - International Centre for Economic Research.
- Andrea Beltratti & Claudio Morana, 2007. "Does the stock market affect income distribution? Some empirical evidence for the US," Applied Economics Letters, Taylor & Francis Journals, vol. 14(2), pages 99-104.
- Claudio Morana, 2007.
"A structural common factor approach to core inflation estimation and forecasting,"
Applied Economics Letters, Taylor & Francis Journals, vol. 14(3), pages 163-169.
- Morana, Claudio, 2004. "A structural common factor approach to core inflation estimation and forecasting," Working Paper Series 305, European Central Bank.
- Claudio Morana & Fabio Cesare Bagliano, 2007. "Inflation and monetary dynamics in the USA: a quantity-theory approach," Applied Economics, Taylor & Francis Journals, vol. 39(2), pages 229-244.
2006
- Nicolas Gravel & Alessandra Michelangeli & Alain Trannoy, 2006. "Measuring the social value of local public goods: an empirical analysis within Paris metropolitan area," Applied Economics, Taylor & Francis Journals, vol. 38(16), pages 1945-1961.
- Morana, Claudio, 2006. "A small scale macroeconometric model for the Euro-12 area," Economic Modelling, Elsevier, vol. 23(3), pages 391-426, May.
- Beltratti, A. & Morana, C., 2006.
"Breaks and persistency: macroeconomic causes of stock market volatility,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 151-177.
- Andrea Beltratti & Claudio Morana, 2004. "Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility," Working Papers 20, SEMEQ Department - Faculty of Economics - University of Eastern Piedmont.
- Claudio Morana & Andrea Beltratti, 2006.
"Structural breaks and common factors in the volatility of the Fama-French factor portfolios,"
Applied Financial Economics, Taylor & Francis Journals, vol. 16(14), pages 1059-1073.
- Andrea Beltratti & Claudio Morana, 2005. "Structural Breaks and Common Factors in the Volatility of the Fama-French Factor Portfolios," ICER Working Papers 23-2005, ICER - International Centre for Economic Research.
- Claudio Morana, 2006. "The price stability oriented monetary policy of the ECB: an assessment," Applied Economics, Taylor & Francis Journals, vol. 38(17), pages 2007-2020.
- Nuno Cassola & Claudio Morana, 2006.
"Volatility of interest rates in the euro area: Evidence from high frequency data,"
The European Journal of Finance, Taylor & Francis Journals, vol. 12(6-7), pages 513-528.
- Cassola, Nuno & Morana, Claudio, 2003. "Volatility of interest rates in the euro area: evidence from high frequency data," Working Paper Series 235, European Central Bank.
- Claudio Morana, 2006. "Estimating long memory in the mark–dollar exchange rate with high frequency data," Applied Financial Economics Letters, Taylor & Francis Journals, vol. 2(6), pages 361-364.
2005
- Morana, Claudio, 2005. "Frequency domain principal components estimation of fractionally cointegrated processes: Some new results and an application to stock market volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 355(1), pages 165-175.
- Claudio Morana, 2005.
"The Japanese deflation: has it had real effects? Could it have been avoided?,"
Applied Economics, Taylor & Francis Journals, vol. 37(12), pages 1337-1352.
- Claudio Morana, 2004. "The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided?," ICER Working Papers 29-2004, ICER - International Centre for Economic Research.
2004
- Morana, Claudio & Beltratti, Andrea, 2004. "Structural change and long-range dependence in volatility of exchange rates: either, neither or both?," Journal of Empirical Finance, Elsevier, vol. 11(5), pages 629-658, December.
- Morana, Claudio, 2004. "The Japanese stagnation: an assessment of the productivity slowdown hypothesis," Japan and the World Economy, Elsevier, vol. 16(2), pages 193-211, April.
- Cassola, Nuno & Morana, Claudio, 2004.
"Monetary policy and the stock market in the euro area,"
Journal of Policy Modeling, Elsevier, vol. 26(3), pages 387-399, April.
- Cassola, Nuno & Morana, Claudio, 2002. "Monetary policy and the stock market in the euro area," Working Paper Series 119, European Central Bank.
- Claudio Morana, 2004. "Regional Convergence in Italy: 1951-2000," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 63(2), pages 139-160, November.
- Claudio Morana & John W. Sawkins, 2004. "Stock market volatility of regulated industries: an empirical assessment," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 3(3), pages 189-204, December.
- Claudio Morana, 2004.
"Frequency domain principal components estimation of fractionally cointegrated processes,"
Applied Economics Letters, Taylor & Francis Journals, vol. 11(13), pages 837-842.
- Morana, Claudio, 2004. "Frequency domain principal components estimation of fractionally cointegrated processes," Working Paper Series 321, European Central Bank.
- Claudio Morana, 2004. "Some frequency domain properties of fractionally cointegrated processes," Applied Economics Letters, Taylor & Francis Journals, vol. 11(14), pages 891-894.
2003
- Morana Claudio, 2003. "Erratum," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-3, May.
- Bagliano, Fabio C. & Morana, Claudio, 2003. "Measuring US core inflation: A common trends approach," Journal of Macroeconomics, Elsevier, vol. 25(2), pages 197-212, June.
- Claudio Morana, 2003. "Long-Run Growth and Income Distribution: Evidence for Italy and the US," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 62(2), pages 171-210, October.
- Fabio C. Bagliano & Claudio Morana, 2003. "A common trends model of UK core inflation," Empirical Economics, Springer, vol. 28(1), pages 157-172, January.
2002
- Morana Claudio, 2002. "Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(3), pages 1-40, November.
- Morana, Claudio & Beltratti, Andrea, 2002. "The effects of the introduction of the euro on the volatility of European stock markets," Journal of Banking & Finance, Elsevier, vol. 26(10), pages 2047-2064, October.
- Morana, Claudio, 2002. "An empirical investigation of long-run growth in the UK," Structural Change and Economic Dynamics, Elsevier, vol. 13(1), pages 49-70, March.
- Morana, Claudio & Sawkins, John W, 2002. "Stock Market Reaction to Regulatory Price Reviews in the English and Welsh Water Industry," Journal of Regulatory Economics, Springer, vol. 22(2), pages 185-204, September.
- C. Morana, 2002. "IGARCH effects: an interpretation," Applied Economics Letters, Taylor & Francis Journals, vol. 9(11), pages 745-748.
- Fabio Bagliano & Roberto Golinelli & Claudio Morana, 2002. "Core inflation in the Euro area," Applied Economics Letters, Taylor & Francis Journals, vol. 9(6), pages 353-357.
2001
- Andrea Beltratti & Claudio Morana, 2001. "Deterministic and Stochastic Methods for Estimation of Intra-day Seasonal Components with High Frequency Data," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 30(2), pages 205-234, July.
- Morana, Claudio, 2001. "A semiparametric approach to short-term oil price forecasting," Energy Economics, Elsevier, vol. 23(3), pages 325-338, May.
2000
- Claudio Morana, 2000. "Modelling Evolving Long‐run Relationships: An Application to the Italian Energy Market," Scottish Journal of Political Economy, Scottish Economic Society, vol. 47(1), pages 72-93, February.
- Morana, Claudio & Beltratti, Andrea, 2000. "Central bank interventions and exchange rates: an analysis with high frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(3-4), pages 349-362, December.
- Morana, Claudio & Sawkins, John W, 2000. "Regulatory Uncertainty and Share Price Volatility: The English and Welsh Water Industry's Periodic Price Review," Journal of Regulatory Economics, Springer, vol. 17(1), pages 87-100, January.
1999
- Beltratti, Andrea & Morana, Claudio, 1999. "Computing value at risk with high frequency data," Journal of Empirical Finance, Elsevier, vol. 6(5), pages 431-455, December.
- Fabio C. Bagliano & Claudio Morana, 1999. "Measuring Core Inflation in Italy," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 58(3-4), pages 301-328, December.
1998
- Claudio Morana, 1998. "Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 57(3-4), pages 325-358, December.
Books
2024
- Iñaki Aldasoro & Sebastian Doerr & Leonardo Gambacorta & Sukhvir Notra & Tommaso Oliviero & David Whyte, 2024.
"Generative artificial intelligence and cyber security in central banking,"
BIS Papers,
Bank for International Settlements, number 145.
- Aldasoro, Inaki & Doerr, Sebastian & Gambacorta, Leonardo & Notra, Sukhvir & Oliviero, Tommaso & Whyte, David, 2024. "Generative artificial intelligence and cyber security in central banking," CEPR Discussion Papers 19244, C.E.P.R. Discussion Papers.
2012
- Morten Balling & David T. Llewellyn & Athanasios Orphanides & Luc Coene & Andy Haldane & Richard Davies & Dramane Coulibaly & Hubert Kempf & Nicola Brink & Michael Kock & Amund Holmsen & Øistein Røisl, 2012. "New Paradigms in Monetary Theory and Policy?," SUERF Studies, SUERF - The European Money and Finance Forum, number 2012/1 edited by Morten Balling & David T. Llewellyn, May.
Chapters
2011
- Fabio C. Bagliano & Claudio Morana, 2011.
"The Effects of the US Economic and Financial Crises on Euro Area Convergence,"
Chapters, in: Wim Meeusen (ed.), The Economic Crisis and European Integration, chapter 7,
Edward Elgar Publishing.
- Fabio Bagliano & Claudio Morana, 2010. "The effects of US economic and financial crises on euro area convergence," CeRP Working Papers 99, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Fabio C. Bagliano & Claudio Morana, 2010. "The effects of US economic and financial crises on euro area convergence," Working papers 15, Former Department of Economics and Public Finance "G. Prato", University of Torino.