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Publications

by alumni of

Università Ca' Foscari Venezia → Dipartimento di Economia

University Ca' Foscari Venice → Department of Economics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Massimiliano Caporin & Daniele Girolimetto & Emanuele Lopetuso, 2026, "Multivariate GARCH and portfolio variance prediction: A forecast reconciliation perspective," Papers, arXiv.org, number 2603.17463, Mar, revised Apr 2026.
  2. Emanuele Lopetuso & Massimiliano Caporin, 2026, "The Cointegrated Matrix Autoregressive Model," Papers, arXiv.org, number 2604.00723, Apr.
  3. Giovanni Bonaccolto & Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta, 2026, "Forecasting Realized Volatility of State-Level Stock Markets of the United States: The Role of Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202603, Feb.
  4. Sebastiano Della Lena & Alessio Muscillo & Paolo Pin, 2026, "How do you know you won't like it if you've (never) tried it? Preference discovery and data design," Papers, arXiv.org, number 2604.14260, Apr.
  5. Francesco Cinnirella & Sebastiano Della Lena & Elena Manzoni & Fabrizio Panebianco, 2026, "God, Guilt, and Giving: Public Good Contribution Among Catholics and Protestants," CESifo Working Paper Series, CESifo, number 12414.
  6. Della Lena, Sebastiano & Jansen, Yannick & Zenou, Yves, 2026, "Cooperate More, Connect Less: The Network Consequences of Zero-Sum Environments," CEPR Discussion Papers, Centre for Economic Policy Research, number 21459, May.
  7. Della Lena, Sebastiano & Sato, Yasuhiro & Zenou, Yves, 2026, "Believing and Practicing: How Religion Shapes Human Capital and Growth," CEPR Discussion Papers, Centre for Economic Policy Research, number 21514, May.
  8. Carlo Gianelle & Agnese Sacchi & Simone Salotti, 2026, "Heterogeneous Fiscal Decentralisation in Italian Regions," International Center for Public Policy Working Paper Series, at AYSPS, GSU, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University, number paper2607, Feb.
  9. Agar Brugiavini & Raluca Elena Buia & Giacomo Pasini & Guglielmo Weber, 2026, "The Effects of Pension Reforms on Health Inequality in Italy," NBER Working Papers, National Bureau of Economic Research, Inc, number 34655, Jan.
  10. Agar Brugiavini & Ludovico Carrino & Gloria Moroni & Rinaldo Naci & Giacomo Pasini, 2026, "Cognitive Aging and Long-Term Care in Italy," NBER Working Papers, National Bureau of Economic Research, Inc, number 35441, Jul.
  11. Paolo Pin & Roberto Rozzi, 2026, "Misspecified beliefs and the evolution of peer pressure," Papers, arXiv.org, number 2605.02756, May.
  12. Paolo Pin, 2026, "Truthful Communication and Exclusive Information Clubs," Papers, arXiv.org, number 2605.02776, May, revised May 2026.
  13. Paolo Pin & Roberto Rozzi & Alessandro Stringhi, 2026, "Museums as Policy Tools: The Behavioral Impact of Cultural Experiences," Papers, arXiv.org, number 2606.07109, Jun.
  14. Patrick Allmis & Paolo Pin & Fernando Vega Redondo, 2026, "Revealing information -- or not -- in a social network of traders," Papers, arXiv.org, number 2606.11053, Jun.
  15. Andrea Albertazzi & Paolo Pin & Marco Stimolo & Alessandro Stringhi, 2026, "Fooling Yourself: how narratives shape beliefs," Papers, arXiv.org, number 2607.04753, Jul, revised Aug 2026.
  16. Bastianin, Andrea & Rossini, Luca & Testa, Alessandra, 2026, "Industrial Metal Supply Shocks and Heterogeneous Macroeconomic Effects: Evidence from Copper," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 387620, Jan, DOI: 10.22004/ag.econ.387620.
  17. Piersilvio De Bortoli & Davide Ferrari & Francesco Ravazzolo & Luca Rossini, 2026, "Model selection confidence sets for time series models with applications to electricity load data," Papers, arXiv.org, number 2602.16527, Feb.
  18. Andrea Bastianin & Luca Rossini & Marco Zoso, 2026, "Quantifying Demand Shocks in the Green and Digital Transition," Papers, arXiv.org, number 2606.27842, Jun.
  19. Marco LiCalzi & M. Alperen Yasar, 2026, "Vocabulary aggregation," Papers, arXiv.org, number 2603.12958, Mar.
    • Marco LiCalzi & M. Alperen Yasar, 2024, "Vocabulary aggregation," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 06, Jul.

2025

  1. Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta & Bertrand B. Maillet, 2025, "Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors," Working Papers, University of Pretoria, Department of Economics, number 202509, Feb.
  2. Massimiliano Caporin & Rangan Gupta & Sowmya Subramaniam & Hudson S. Torrent, 2025, "Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 202526, Aug.
  3. Gulnara Nolan & Jonathan Hambur & Philip Vermeulen, 2025, "How does Monetary Policy Affect Business Investment? Evidence from Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-09, Feb.
  4. Courtney Coile & David Wise & Axel Börsch-Supan & Jonathan Gruber & Kevin Milligan & Richard Woodbury & Michael Baker & James Banks & Luc Behaghel & Melika Ben Salem & Paul Bingley & Didier Blanchet &, 2025, "Social security and retirement around the world: lessons from a long-term collaboration," Post-Print, HAL, number halshs-05144164, Jan, DOI: 10.1017/S1474747223000215.
  5. Paolo Pin, 2025, "Network Effects of Tariffs," Papers, arXiv.org, number 2504.04816, Apr.
  6. Paolo Campana. Andrea Giovannetti & Paolo Pin & Roberto Rozzi, 2025, "Criminal Property Rights Suppress Violence in Urban Drug Markets: Theory and Evidence from Merseyside, U.K," Papers, arXiv.org, number 2508.02561, Aug.
  7. Claudia Cerrone & Francesco Feri & Anita Gantner & Paolo Pin, 2025, "Can the decoy effect increase cooperation in networks? An experiment," Papers, arXiv.org, number 2509.13887, Sep, revised Oct 2025.
  8. Benini, Giacomo & Enstad, Erik & Mersha, Amare Alemaye & Rossini, Luca, 2025, "Shadow Price Signals in the Steel Sector: From Efficiency Gaps to Policy Maps," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 376263, Nov, DOI: 10.22004/ag.econ.376263.
  9. Ravazzolo, Francesco & Rossini, Luca & Viselli, Andrea, 2025, "Modeling European electricity market integration during turbulent times," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 376266, Nov, DOI: 10.22004/ag.econ.376266.
  10. Bastianin, Andrea & Rossini, Luca & Tonni, Lorenzo, 2025, "A Real-Time Framework for Forecasting Metal Prices," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 386191, Dec, DOI: 10.22004/ag.econ.386191.
  11. Benini, Giacomo & Enstad, Erik & Mersha, Amare Alemaye & Rossini, Luca, 2025, "Technical versus Environmental Efficiency in Steel Production: A Global Perspective," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/23, Aug.

2024

  1. Sara Boni & Massimiliano Caporin & Francesco Ravazzolo, 2024, "Nowcasting Inflation at Quantiles: Causality from Commodities," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS102, Jan.
  2. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  3. Massimiliano Caporin & Petre Caraiani & Oguzhan Cepni & Rangan Gupta, 2024, "Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202407, Mar.
  4. Della Lena, Sebastiano & Safi, Shahir & Zenou, Yves, 2024, "How parents and firms’ hiring policies affect labor outcomes," CEPR Discussion Papers, Centre for Economic Policy Research, number 19570, Oct.
  5. MARTINEZ CILLERO Maria & CIANI Andrea & GIANELLE Carlo, 2024, "The regional geography of Foreign Direct Investment in the EU, 2019-2022," JRC Research Reports, Joint Research Centre, number JRC136533, Sep.
  6. Carlo Gianelle & Fabrizio Guzzo & Javier Barbero & Simone Salotti, 2024, "The economic implications of Smart Specialisation governance," JRC Research Reports, Joint Research Centre, number JRC136582, Mar.
  7. Cesar Barreto & Jonas Fluchtmann & Alexander Hijzen & Stefano Lombardi & Patrick Bennett & Antoine Bertheau & Winnie Chan & Andrei Gorshkov & Jonathan Hambur & Nick Johnstone & Benjamin Lochner & Jord, 2024, "The “clean energy transition” and the cost of job displacement in energy-intensive industries," OECD Social, Employment and Migration Working Papers, OECD Publishing, number 310, Sep, DOI: 10.1787/abf614d1-en.
  8. Anthony Brassil & Yahdullah Haidari & Jonathan Hambur & Gulnara Nolan & Callum Ryan, 2024, "How Do Households Form Inflation and Wage Expectations?," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2024-07, Oct, DOI: 10.47688/rdp2024-07.
  9. Valeria Maggian & Giacomo Pasini & Paola Profeta & Ludovica Spinola, 2024, "The gender composition of supervisor-subordinate dyads: career trajectories and compensation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2024: 21.
  10. Ugo Bolletta & Paolo Pin, 2024, "Dynamic opinion updating with endogenous networks," Papers, arXiv.org, number 2405.01341, May.
  11. Piero Mazzarisi & Alessio Muscillo & Claudio Pacati & Paolo Pin, 2024, "The Rise and Fall of Ideas' Popularity," Papers, arXiv.org, number 2411.18541, Nov, revised Nov 2024.
  12. Banerjee, R. & Blunch, N-H & Cassese, D. & Gupta, N. D. & Pin, P., 2024, "The Effectiveness of Teamwork for Student Academic Outcomes: Evidence from a Field Experiment," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2463, Oct.
  13. Vega-Redondo, Fernando & Pin, Paolo & Ubfal, Diego & Benedetti, Priscilla & Domínguez, Magdalena & Rubera, Gaia & Hovy, Dirk & Fornaciari, Tommaso, 2024, "Networking entrepreneurs," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía, number 43954, Jun.
  14. Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu, 2024, "A Quantile Nelson-Siegel model," Papers, arXiv.org, number 2401.09874, Jan, revised Jul 2025.
  15. Fabrizio Iacone & Luca Rossini & Andrea Viselli, 2024, "Comparing predictive ability in presence of instability over a very short time," Papers, arXiv.org, number 2405.11954, May.
  16. Anne Opschoor & Dewi Peerlings & Luca Rossini & Andre Lucas, 2024, "Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-049/III, Jul.

2023

  1. Della Lena, Sebastiano & Merlino, Luca Paolo & Zenou, Yves, 2023, "Affective Polarization, Media Outlets, and Opinion Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 18508, Oct.
  2. Gianelle, Carlo, 2023, "Firm performance, skill recombination and regional culture," MPRA Paper, University Library of Munich, Germany, number 122882, Jan, revised 06 Dec 2024.
  3. Gulnara Nolan & Jonathan Hambur & Philip Vermeulen, 2023, "Does Monetary Policy Affect Non-mining Business Investment in Australia? Evidence from BLADE," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2023-09, Dec, DOI: 10.47688/rdp2023-09.
  4. Paola Profeta & Giacomo Pasini & Valeria Maggian & Ludovica Spinola, 2023, "The gender composition of supervisor-worker dyads: Career blocks and gender pay gap," French Stata Users' Group Meetings 2023, Stata Users Group, number 17, Aug.
  5. Agar Brugiavini & Ludovico Carrino & Giacomo Pasini, 2023, "Long-term Care in Italy," NBER Working Papers, National Bureau of Economic Research, Inc, number 31861, Nov.
  6. Petru Crudu & Giacomo Pasini, 2023, "The Health Burden of Job Strain: Evidence from Europe," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2023:19.
  7. Matteo Bizzarri & Fabrizio Panebianco & Paolo Pin, 2023, "Homophily and infections: static and dynamic effects," Papers, arXiv.org, number 2304.11934, Apr, revised Aug 2024.
  8. Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu, 2023, "Money Growth and Inflation: A Quantile Sensitivity Approach," Papers, arXiv.org, number 2308.05486, Aug, revised Nov 2023.

2022

  1. Giovanni Bonaccolto & Massimiliano Caporin & Bertrand Maillet, 2022, "Dynamic Large Financial Networks via Conditional Expected Shortfalls," Post-Print, HAL, number hal-03287947, Apr, DOI: 10.1016/j.ejor.2021.06.037.
  2. Caporin, Massimiliano & Fontini, Fulvio & Panzica, Roberto, 2022, "The systemic risk of US oil and natural gas companies," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2022-11, Jul.
  3. Carlo Gianelle & Fabrizio Guzzo & Javier Barbero & Simone Salotti, 2022, "The economic implications of Smart Specialisation governance: a general equilibrium analysis for Italy 2014-2020," JRC Working Papers on Territorial Modelling and Analysis, Joint Research Centre, number 2022-05, Mar.
  4. Guanyu Zheng & Gulnara Nolan & Christopher Ball & Siddharth Kothari & Yosuke Kido, 2022, "What Matters for Job Finding and Separation in the Long Run? Evidence from Labor Market Dynamics in New Zealand," IMF Working Papers, International Monetary Fund, number 2022/172, Sep.
  5. Karsten O. Chipeniuk & Gulnara Nolan, 2022, "Monetary Policy Easing and the Distribution of Wealth in New Zealand," Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand, number AN2022/01, Feb.
  6. Gulnara Nolan & Eric Tong, 2022, "The effects of the Funding for Lending Programme (FLP) on funding costs and mortgage rates," Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand, number AN2022/12, Nov.
  7. Guanyu Zheng & Gulnara Nolan & Christopher Ball & Siddharth Kothari & Yosuke Kido, 2022, "What Matters for Job Finding and Separation in the long-run?," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2022/02, Sep.
  8. Kulati, Ellam & Myck, Michal & Pasini, Giacomo, 2022, "Temporal Discounting in Later Life," IZA Discussion Papers, IZA Network @ LISER, number 15643, Oct.
  9. Raluca E. Buia & Mesfin G. Genie & Cristina Elisa Orso & Giacomo Pasini, 2022, "Immigration and the utilization of preventive care in Europe: Results from retrospective data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2022:04.
  10. Fabrizio Durante & Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2022, "A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources," Papers, arXiv.org, number 2201.01132, Jan.
  11. Matteo Iacopini & Aubrey Poon & Luca Rossini & Dan Zhu, 2022, "Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP," Papers, arXiv.org, number 2209.01910, Sep.
  12. Matteo Iacopini & Francesco Ravazzolo & Luca Rossini, 2022, "Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications," Papers, arXiv.org, number 2211.16121, Nov, revised Aug 2024.
  13. Elie Bouri & Rangan Gupta & Luca Rossini, 2022, "The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index," Working Papers, University of Pretoria, Department of Economics, number 202229, Jun.

2021

  1. Daniel Felix Ahelegbey & Paola Cerchiello & Roberta Scaramozzino, 2021, "Network Based Evidence of the Financial Impact of Covid-19 Pandemic," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 198, Feb.
  2. Cinzia Bonaldo & Massimiliano Caporin & Fulvio Fontini, 2021, "The relationship between day-ahead and futures prices in the electricity markets: an empirical analysis on Italy, France, Germany and Switzerland," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0272, Mar.
  3. Sebastiano Della Lena & Luca Paolo Merlino, 2021, "Group Identity, Social Learning and Opinion Dynamics," Papers, arXiv.org, number 2110.07226, Oct, revised May 2022.
  4. Ugo Fratesi & Carlo Gianelle & Fabrizio Guzzo, 2021, "Assessing Smart Specialisation: Policy Implementation Measures," JRC Research Reports, Joint Research Centre, number JRC123821, Jul.
  5. Fatime Barbara Hegyi & Fabrizio Guzzo & Inmaculada Perianez Forte & Carlo Gianelle, 2021, "The Smart Specialisation Policy Experience: Perspective of National and Regional Authorities," JRC Research Reports, Joint Research Centre, number JRC123918, Apr.
  6. Fabrizio Guzzo & Carlo Gianelle, 2021, "Assessing Smart Specialisation: governance," JRC Research Reports, Joint Research Centre, number JRC123984, May.
  7. Fabrizio Guzzo & Carlo Gianelle, 2021, "The impact of Smart Specialisation on the governance of research and innovation policy systems," JRC Research Reports, Joint Research Centre, number JRC124072, May.
  8. PERIANEZ FORTE Inmaculada & GUZZO Fabrizio & HEGYI Fatime Barbara & GIANELLE Carlo, 2021, "Case studies on Smart Specialisation," JRC Research Reports, Joint Research Centre, number JRC124478, Aug.
  9. Javier Barbero & Olga Diukanova & Carlo Gianelle & Simone Salotti & Artur Santoalha, 2021, "A RHOMOLO analysis of the RIS3 innovation targets in Southern Europe," JRC Research Reports, Joint Research Centre, number JRC125800, Jul.
  10. Gulnara Nolan, 2021, "Research on the impact of lower interest rates on wealth and income," Reserve Bank of New Zealand Analytical Notes series, Reserve Bank of New Zealand, number AN2021/06, Jul.
  11. Nolan, Gulnara & Nolan, Matt, 2021, "Taxation, user cost of capital and investment behaviour of New Zealand firms," Working Paper Series, Victoria University of Wellington, Chair in Public Finance, number 21108.
  12. Bertoni, Marco & Cavapozzi, Danilo & Pasini, Giacomo & Pavese, Caterina, 2021, "Remote Working and Mental Health during the First Wave of COVID-19 Pandemic," IZA Discussion Papers, IZA Network @ LISER, number 14773, Oct.
  13. Leonardo Boncinelli & Alessio Muscillo & Paolo Pin, 2021, "Efficiency and Stability in a Process of Teams Formation," Papers, arXiv.org, number 2103.13712, Mar, revised Oct 2021.
  14. Andre Lucas & Anne Opschoor & Luca Rossini, 2021, "Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-010/III, Jan, revised 11 Jul 2023.

2020

  1. Daniel Felix Ahelegbey & Paolo Giudici & Shatha Qamhieh Hashem, 2020, "Network VAR models to Measure Financial Contagion," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 178, Jan.
  2. Arianna Agosto & Daniel Felix Ahelegbey, 2020, "Default count-based network models for credit contagion," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 180, Feb.
  3. Daniel Felix Ahelegbey & Luis Carvalho & Eric D. Kolaczyk, 2020, "A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 181, Feb.
  4. Daniel Felix Ahelegbey & Emmanuel Senyo Fianu & Luigi Grossi, 2020, "Modeling Risk Contagion in the Italian Zonal Electricity Market," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 182, Feb.
  5. Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi, 2020, "Tail Risk Measurement In Crypto-Asset Markets," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 186, Mar.
  6. Daniel Felix Ahelegbey & Paolo Giudici, 2020, "Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 188, May.
  7. Fatemeh Mojtahedi & Seyed Mojtaba Mojaverian & Daniel Felix Ahelegbey & Paolo Giudici, 2020, "Tail Risk Transmission: A Study of Iran Food Industry," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 189, May.
  8. Daniel Felix Ahelegbey & Oyakhilome Wallace Ibhagui, 2020, "Interconnected Deviations from Covered Interest Parity," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 191, Sep.
  9. Daniel Felix Ahelegbey & Paolo Giudici, 2020, "NetVIX - A Network Volatility Index of Financial Markets," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 192, Sep.
  10. Daniel Felix Ahelegbey, 2020, "Statistical Modelling of Downside Risk Spillovers," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 193, Oct.
  11. Daniel Felix Ahelegbey, 2020, "A Statistical Measure of Global Equity Market Risk," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 194, Nov.
  12. Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2020, "Modeling Turning Points In Global Equity Market," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 195, Nov.
  13. Agosto, Arianna & Ahelegbey, Daniel Felix & Giudici, Paolo, 2020, "Tree Networks to assess Financial Contagion," MPRA Paper, University Library of Munich, Germany, number 107066.
  14. Massimiliano Caporin & Zahra Mohammadi Nikpour & Paola Valbonesi, 2020, "Oil Price Uncertainty and Conflicts: Evidence from the Middle East and North Africa," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0250, Mar.
  15. Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto, 2020, "Does monetary policy impact international market co-movements?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 276.
  16. Javier Barbero & Olga Diukanova & Carlo Gianelle & Simone Salotti & Artur Santoalha, 2020, "Economic modelling to evaluate Smart Specialisation: an analysis on research and innovation targets in Southern Europe," JRC Working Papers on Territorial Modelling and Analysis, Joint Research Centre, number 2020-01, Apr.
  17. Monica Billio & Roberto Casarin & Enrica De Cian & Malcolm Mistry & Anthony Osuntuyi, 2020, "The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach," Papers, arXiv.org, number 2012.14693, Dec.
  18. Alain MONFORT & Jean-Paul RENNE & Guillaume ROUSSELLET, 2020, "Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion," Working Papers, Center for Research in Economics and Statistics, number 2020-01, Jan.
  19. Matteo Bizzarri & Fabrizio Panebianco & Paolo Pin, 2020, "Epidemic dynamics with homophily, vaccination choices, and pseudoscience attitudes," Papers, arXiv.org, number 2007.08523, Jul, revised Jun 2021.
  20. Luca P. Merlino & Paolo Pin & Nicole Tabasso, 2020, "Debunking Rumors in Networks," Papers, arXiv.org, number 2010.01018, Oct, revised May 2022.
  21. Matteo Iacopini & Francesco Ravazzolo & Luca Rossini, 2020, "Proper scoring rules for evaluating asymmetry in density forecasting," Papers, arXiv.org, number 2006.11265, Jun, revised Sep 2020.
  22. Florian Huber & Luca Rossini, 2020, "Inference in Bayesian Additive Vector Autoregressive Tree Models," Papers, arXiv.org, number 2006.16333, Jun, revised Mar 2021.
  23. Claudia Foroni & Francesco Ravazzolo & Luca Rossini, 2020, "Are low frequency macroeconomic variables important for high frequency electricity prices?," Papers, arXiv.org, number 2007.13566, Jul, revised Dec 2022.
  24. Niko Hauzenberger & Michael Pfarrhofer & Luca Rossini, 2020, "Sparse time-varying parameter VECMs with an application to modeling electricity prices," Papers, arXiv.org, number 2011.04577, Nov, revised Apr 2023.
  25. Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2020, "Large Time-Varying Volatility Models for Electricity Prices," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 05/2020, Jul.
  26. Robert C. Smit & Francesco Ravazzolo & Luca Rossini, 2020, "Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS72, Sep.

2019

  1. Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2019, "Factorial Network Models To Improve P2P Credit Risk Management," MPRA Paper, University Library of Munich, Germany, number 92633, Feb.
  2. Massimiliano Caporin & Rangan Gupta & Francesco Ravazzolo, 2019, "Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS61, Feb.
  3. Sebastiano Della Lena & Fabrizio Panebianco, 2019, "Cultural Transmission with Incomplete Information: Parental Perceived Efficacy and Group Misrepresentation," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def079, Mar.
  4. Sebastiano Della Lena, 2019, "Non-Bayesian Social Learning and the Spread of Misinformation in Networks," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2019:09.
  5. Sebastiano Della Lena & Pietro Dindo, 2019, "On the Evolution of Norms in Strategic Environments," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2019: 16.
  6. Carlo Gianelle & Fabrizio Guzzo & Elisabetta Marinelli, 2019, "Smart Specialisation Evaluation: Setting the Scene," JRC Research Reports, Joint Research Centre, number JRC116110, Apr.
  7. Carlo Gianelle & Fabrizio Guzzo & Krzysztof Mieszkowski, 2019, "Smart Specialisation from Concept to Practice: A Preliminary Assessment," JRC Research Reports, Joint Research Centre, number JRC116297, Jul.
  8. Mesfin G. Genie & Antonio Nicolò & Giacomo Pasini, 2019, "The role of heterogeneity of patients' preferences in kidney transplantation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2019: 25.
  9. Pettinicchi, Yuri & Vellekoop, Nathanael, 2019, "Job loss expectations, durable consumption and household finances: Evidence from linked survey data," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 249, DOI: 10.2139/ssrn.3365473.
  10. Fernando Vega-Redondo & Paolo Pin & Diego Ubfal & Cristiana Benedetti-Fasil & Charles Brummitt & Gaia Rubera & Dirk Hovy & Tommaso Fornaciari, 2019, "Peer Networks and Entrepreneurship: a Pan-African RCT," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 648.
  11. Matteo Iacopini & Luca Rossini, 2019, "Bayesian nonparametric graphical models for time-varying parameters VAR," Papers, arXiv.org, number 1906.02140, Jun.
  12. Rick Bohte & Luca Rossini, 2019, "Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models," Papers, arXiv.org, number 1909.06599, Sep.
  13. Foroni, Claudia & Ravazzolo, Francesco & Rossini, Luca, 2019, "Forecasting daily electricity prices with monthly macroeconomic variables," Working Paper Series, European Central Bank, number 2250, Mar.

2018

  1. Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2018, "Latent Factor Models for Credit Scoring in P2P Systems," MPRA Paper, University Library of Munich, Germany, number 92636, Jul, revised 11 Oct 2018.
  2. Carlos Vladimir Rodríguez-Caballero & Massimiliano Caporin, 2018, "A multilevel factor approach for the analysis of CDS commonality and risk contribution," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2018-33, Dec.
  3. Massimiliano Caporin & Michele Costola & Gregory Jannin & Bertrand Maillet, 2018, "“On the (Ab)use of Omega?”," Post-Print, HAL, number hal-02312145, Mar, DOI: 10.1016/j.jempfin.2017.11.007.
  4. Carlo Gianelle & Fabrizio Guzzo & Krzysztof Mieszkowski, 2018, "Smart Specialisation at work: Assessing investment priorities," JRC Research Reports, Joint Research Centre, number JRC113433, Nov.
  5. Fabrizio Guzzo & Carlo Gianelle & Elisabetta Marinelli, 2018, "Smart Specialisation at work: The policy makers' view on strategy design and implementation," JRC Research Reports, Joint Research Centre, number JRC114141, Nov.
  6. Massenot, Baptiste & Pettinicchi, Yuri, 2018, "Can households see into the future? Survey evidence from the Netherlands," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 233, DOI: 10.2139/ssrn.3276064.
  7. Daniele Cassese & Paolo Pin, 2018, "Decentralized Pure Exchange Processes on Networks," Papers, arXiv.org, number 1803.08836, Mar, revised Mar 2022.
  8. Elias Carroni & Paolo Pin & Simone Righi, 2018, "Bring a friend! Privately or Publicly?," Papers, arXiv.org, number 1807.01994, Jul, revised Dec 2018.
  9. Alessio Muscillo & Paolo Pin & Tiziano Razzolini, 2018, "Spreading of an infectious disease between different locations," Papers, arXiv.org, number 1812.07827, Dec.
  10. Pierpaolo Battigalli & Fabrizio Panebianco & Paolo Pin, 2018, "Learning and Selfconfirming Equilibria in Network Games," Papers, arXiv.org, number 1812.11775, Dec, revised Jul 2022.
  11. Muscillo, Alessio & Pin, Paolo & Razzolini, Tiziano & Serti, Francesco, 2018, "Does "Network Closure" Beef up Import Premium?," IZA Discussion Papers, IZA Network @ LISER, number 12036, Dec.
  12. Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2018, "Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration," Papers, arXiv.org, number 1801.01093, Jan, revised Nov 2019.

2017

  1. Alfred Larm Teye & Daniel Felix Ahelegbey, 2017, "Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach," ERES, European Real Estate Society (ERES), number eres2017_337, Jul.
  2. Massimiliano Caporin & Gisle J. Natvik & Francesco Ravazzolo & Paolo Santucci de Magistris, 2017, "The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2017-25, Jul.
  3. Massimiliano Caporin & Loriana Pelizzon & Alberto Plazzi, 2017, "Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 17-47, May.
  4. Massimiliano Caporin & Fulvio Fontini & Paolo Santucci De Magistris, 2017, "Price convergence within and between the Italian electricity day-ahead and dispatching services markets," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0215, Dec.
  5. Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto Calogero, 2017, "Estimation and model-based combination of causality networks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 165, DOI: 10.2139/ssrn.2909585.
  6. Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017, "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 166, DOI: 10.2139/ssrn.2914218.
  7. Khalifa, Ahmed & Caporin, Massimiliano & Costola, Michele & Hammoudeh, Shawkat, 2017, "Systemic risk for financial institutions of major petroleum-based economies: The role of oil," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 172, revised 2017, DOI: 10.2139/ssrn.2985352.
  8. Carlo Gianelle & Fabrizio Guzzo & Krzysztof Mieszkowski, 2017, "Smart Specialisation at work: Analysis of the calls launched under ERDF Operational Programmes," JRC Research Reports, Joint Research Centre, number JRC106974, Aug.
  9. Michele Belloni & Agar Brugiavini & Raluca E. Buia & Ludovico Carrino & Danilo Cavapozzi & Cristina E. Orso & Giacomo Pasini, 2017, "What do we learn about redistribution effects of pension systems from internationally comparable measures of Social Security Wealth?," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:14.
  10. Aregawi G. Gebremariam & Elisabetta Lodigiani & Giacomo Pasini, 2017, "The impact of Ethiopian Productive Safety-net Program on children's educational aspirations," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2017:26.
  11. Massenot, Baptiste & Pettinicchi, Yuri, 2017, "Can firms see into the future? Survey evidence from Germany," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 187, DOI: 10.2139/ssrn.3071576.
  12. Charles D. Brummitt & Kenan Huremovic & Paolo Pin & Matthew H. Bonds & Fernando Vega-Redondo, 2017, "Contagious disruptions and complexity traps in economic development," Papers, arXiv.org, number 1707.05914, Jul.
  13. Claire Giordano & Gianni Toniolo & Francesco Zollino, 2017, "Long-run trends in Italian productivity," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 406, Nov.

2016

  1. Caporin, M. & Chang, C-L. & McAleer, M.J., 2016, "Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-02, Feb.
  2. Monica Billio & Massimiliano Caporin & Lorenzo Frattarolo & Loriana Pelizzon, 2016, "Networks in risk spillovers: a multivariate GARCH perspective," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:03.
  3. Caporin, Massimiliano & Kolokolov, Alexey & Renò, Roberto, 2016, "Systemic co-jumps," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 149, DOI: 10.2139/ssrn.2851811.
  4. Inmaculada PERIANEZ FORTE & MARINELLI Elisabetta & Dominique FORAY & John Huw EDWARDS & Martina PERTOLDI & Kevin Morgan & Krzysztof MIESZKOWSKI & Javier GOMEZ PRIETO & Claire Nauwelaers & Ruslan RAKHM, 2016, "Implementing Smart Specialisation Strategies: A Handbook," JRC Research Reports, Joint Research Centre, number JRC102764, Dec.
  5. Giacomo Pasini & Rob Alessie & Adriaan Kalwij, 2016, "When you need it or when I die? Timing of monetary transfers from parents to children," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:34.
  6. Di Falco, Salvatore & Feri, Francesco & Pin, Paolo & Vollenweider, Xavier, 2016, "Ties that Bind: Network Redistributive Pressure and Economic Decisions in Village Economies," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts, Agricultural and Applied Economics Association, number 236345, DOI: 10.22004/ag.econ.236345.
  7. Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse VAR models," Papers, arXiv.org, number 1608.02740, Aug, revised Oct 2018.
  8. Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2016, "Bayesian Nonparametric Conditional Copula Estimation of Twin Data," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:08.
  9. Monica Billio & Roberto Casarin & Luca Rossini, 2016, "Bayesian nonparametric sparse seemingly unrelated regression model (SUR)," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2016:20.

2015

  1. Ahelegbey, Daniel Felix, 2015, "The Econometrics of Bayesian Graphical Models: A Review With Financial Application," MPRA Paper, University Library of Munich, Germany, number 92634, May, revised 25 Apr 2016.
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  2. Daniel Felix Ahelegbey, 2015, "The Econometrics of Networks: A Review," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:13.
  3. Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2015, "Asset Allocation Strategies Based on Penalized Quantile Regression," Papers, arXiv.org, number 1507.00250, Jul.
  4. Gian Piero Aielli & Massimiliano Caporin, 2015, "Dynamic Principal Components: a New Class of Multivariate GARCH Models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0193, Feb.
  5. Massimiliano Caporin & Fulvio Fontini, 2015, "The Long-Run Oil-Natural Gas Price Relationship And The Shale Gas Revolution," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0198, Jul.
  6. Giovanni Bonaccolto & Massimiliano Caporin & Rangan Gupta, 2015, "The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk," Working Papers, University of Pretoria, Department of Economics, number 201564, Sep.
  7. Michele Costola & Massimiliano Caporin, 2015, "Rational learning for risk-averse investors by conditioning on behavioral choices," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:16.
  8. Hasan Engin Duran & Alexandra Ferreira-Lopes, 2015, "Determinants of Co-movement and of Lead and Lag Behavior of Business Cycles in the Eurozone," Working Papers Series 2, ISCTE-IUL, Business Research Unit (BRU-IUL), number 15-02, Apr.
  9. Carlo Gianelle & Alexander Kleibrink, 2015, "Monitoring Mechanisms for Smart Specialisation Strategies," JRC Research Reports, Joint Research Centre, number JRC95458, Jun.
  10. Liudmila Antonova & Michele Belloni & Elena Meschi & Giacomo Pasini, 2015, "The effect on mental health of retiring during the economic crisis," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:10.
  11. Ludovico Carrino & Cristina Elisa Orso & Giacomo Pasini, 2015, "Demand of Long-Term Care and benefit eligibility across European countries," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:26.
  12. Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & G. Roussellet, 2015, "Staying at Zero with Affine Processes: An Application to Term Structure Modelling," Working papers, Banque de France, number 558.
  13. Brugiavini, Agar & Cavapozzi, Danilo & Padula, Mario & Pettinicchi, Yuri, 2015, "Financial education, literacy and investment attitudes," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 86, revised 2015, DOI: 10.2139/ssrn.2572297.
  14. Gianni Toniolo & Eugene N. White, 2015, "The Evolution of the Financial Stability Mandate: From Its Origins to the Present Day," NBER Working Papers, National Bureau of Economic Research, Inc, number 20844, Jan.

2014

  1. Daniel Felix Ahelegbey & Paolo Giudici, 2014, "Hierarchical Graphical Models, With Application To Systemic Risk," DEM Working Papers Series, University of Pavia, Department of Economics and Management, number 063, Jan.
  2. Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio, 2014, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:29.
  3. Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2014, "Volatility jumps and their economic determinants," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-27, Aug.
  4. Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2014, "Chasing volatility - A persistent multiplicative error model with jumps," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-29, Aug.
  5. Massimiliano Caporin & Luca Corazzini & Michele Costola, 2014, "Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-33, Sep.
  6. Massimiliano Caporin & Grégory M. Jannin & Francesco Lisi & Bertrand Maillet, 2014, "A Survey on the Four Families of Performance Measures," Post-Print, HAL, number hal-01243416, DOI: 10.1111/joes.12041.
  7. Massimiliano Caporin & Aleksey Kolokolov & Roberto RenoÕ, 2014, "Multi-jumps," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0185, Sep.
    • Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto, 2014, "Multi-jumps," MPRA Paper, University Library of Munich, Germany, number 58175, Aug.
  8. Caporin, Massimiliano & Fontini, Fulvio, 2014, "The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises," MPRA Paper, University Library of Munich, Germany, number 53779, Feb.
  9. Massimiliano Caporin & Rangan Gupta, 2014, "Time-Varying Persistence in US Inflation," Working Papers, University of Pretoria, Department of Economics, number 201457, Oct.
  10. Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2014, "Precious Metals Under the Microscope: A High-Frequency Analysis," Working Papers on Finance, University of St. Gallen, School of Finance, number 1409, Jan.
  11. Ron Boschma & Carlo Gianelle, 2014, "Regional Branching and Smart Specialisation Policy," JRC Research Reports, Joint Research Centre, number JRC88242, May.
  12. Mikel Navarro & Juan José Gibaja & Susana Franco & Asier Murciego & Carlo Gianelle & Alexander Kleibrink & Fatime Barbara Hegyi, 2014, "Regional benchmarking in the smart specialisation process: Identification of reference regions based on structural similarity," JRC Research Reports, Joint Research Centre, number JRC89819, Apr.
  13. Roberto Casarin & Monica Billio & Anthony Osuntuyi, 2014, "Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2014:07.
  14. Fulvio Pegoraro & Siegel, A. F. & Luca Tiozzo Pezzoli, 2014, "Specification Analysis of International Treasury Yield Curve Factors," Working papers, Banque de France, number 490.
  15. Fulvio Pegoraro & Siegel, A. F. & Luca Tiozzo Pezzoli, 2014, "International Yield Curves and Principal Components Selection Techniques: An Empirical Assessment," Working papers, Banque de France, number 489.
  16. Landini, Fabio & Montinari, Natalia & Pin, Paolo & Piovesan, Marco, 2014, "Friendship Network in the Classroom: Parent Bias and Peer Effects," Working Papers, Lund University, Department of Economics, number 2014:19, May.

2013

  1. Fulvio Baldovin & Massimiliano Caporin & Michele Caraglio & Attilio Stella & Marco Zamparo, 2013, "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Papers, arXiv.org, number 1307.6322, Jul, revised May 2014.
  2. Massimiliano Caporin & Michael McAleer, 2013, "Ten Things You Should Know About DCC," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/16, Mar.
  3. Massimiliano Caporin & Michael McAleer, 2013, "Ten Things You Should Know About the Dynamic Conditional Correlation Representation," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/21, Jun.
  4. Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2013, "Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises," MPRA Paper, University Library of Munich, Germany, number 50940, Oct, revised 23 Oct 2013.
  5. Caporin, Massimiliano & Ranaldo, Angelo & Velo, Gabriel G., 2013, "Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals," Working Papers on Finance, University of St. Gallen, School of Finance, number 1318, May.
  6. Currarini, Sergio & Fumagalli, Elena & Panebianco, Fabrizio, 2013, "Games on Networks: Direct Complements and Indirect Substitutes," Climate Change and Sustainable Development, Fondazione Eni Enrico Mattei (FEEM), number 146349, Jan, DOI: 10.22004/ag.econ.146349.
  7. Christian Gouriéroux & Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne, 2013, "Regime Switching and Bond Pricing," Working Papers, Center for Research in Economics and Statistics, number 2013-48, Jun.
  8. Padula, Mario & Pettinicchi, Yuri, 2013, "Providing financial education: a general equilibrium approach," CEPR Discussion Papers, Centre for Economic Policy Research, number 9556, Jul.

2012

  1. Fulvio Baldovin & Francesco Camana & Massimiliano Caporin & Michele Caraglio & Attilio L. Stella, 2012, "Ensemble properties of high frequency data and intraday trading rules," Papers, arXiv.org, number 1202.2447, Feb, revised Jul 2013.
  2. Massimiliano Caporin & Loriana Pelizzon & Francesco Ravazzolo & Roberto Rigobon, 2012, "Measuring sovereign contagion in Europe," Working Paper, Norges Bank, number 2012/05, Apr.
  3. Manabu Asai & Massimiliano Caporin & Michael McAleer, 2012, "Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/04, Mar.
  4. Massimiliano Caporin & Michael McAleer, 2012, "Robust Ranking of Multivariate GARCH Models by Problem Dimension," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 12/06, Apr.
  5. M. Caporin & A. Lanzavecchia & V. Lippoli, 2012, "I Fondi Immobiliari Italiani: Nav Discount E Valutazioni Degli Esperti Indipendenti," Economics Department Working Papers, Department of Economics, Parma University (Italy), number 2012-EF01.
  6. Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2012, "Risk spillovers in international equity portfolios," Working Papers, Swiss National Bank, number 2012-03.
  7. Loriana Pelizzon & Massimiliano Caporin, 2012, "Market volatility, optimal portfolios and naive asset allocations," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_08.
  8. Monica Billio & Massimiliano Caporin & Loriana Pelizzon & Domenico Sartore, 2012, "CDS Industrial Sector Indices, credit and liquidity risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_09.
  9. Monica Billio & Massimiliano Caporin & Michele Costola, 2012, "Backward/forward optimal combination of performance measures for equity screening," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_13.
  10. Elena Fumagalli;, 2012, "Average and quantile treatment effects of the American Folic Acid Fortification: an evaluation in a quasi-experimental framework," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 12/08, May.
  11. Monica Billio & Roberto Casarin & Anthony Osuntuyi, 2012, "Efficient Gibbs Sampling for Markov Switching GARCH Models," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012:35.
  12. Haliassos, Michael & Georgarakos, Dimitris & Pasini, Giacomo, 2012, "Household Debt and Social Interactions," CEPR Discussion Papers, Centre for Economic Policy Research, number 9238, Dec.
  13. Yuri Pettinicchi, 2012, "Financial Literacy, Information Acquisition and Asset Pricing Implications," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2012_03.
  14. Francesco Feri & Alessandro Innocenti & Paolo Pin, 2012, "Is There Psychological Pressure in Competitive Environments?," Labsi Experimental Economics Laboratory University of Siena, University of Siena, number 044, Dec.

2011

  1. Massimiliano Caporin & Michael McAleer, 2011, "Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 11/23, May.
  2. Massimiliano Caporin & Gabriel G. Velo, 2011, "Modeling and forecasting realized range volatility," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0128, Feb.
  3. Gian Piero Aielli & Massimiliano Caporin, 2011, "Variance Clustering Improved Dynamic Conditional Correlation MGARCH Estimators," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0133, May.
  4. Massimiliano Caporin & Angelo Ranaldo & Paolo Santucci de Magistris, 2011, "On the Predictability of Stock Prices: A Case for High and Low Prices," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0136, Jun.
  5. Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2011, "Conditional jumps in volatility and their economic determinants," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0138, Sep.
  6. Caporin, Massimiliano & Lisi, Francesco, 2011, "Comparing and selecting performance measures using rank correlations," Economics Discussion Papers, Kiel Institute for the World Economy, number 2011-14.
  7. Stefano Magrini & Margherita Gerolimetto & Hasan Engin Duran, 2011, "Understanding the lead/lag structure among regional business cycles," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_06.
  8. Stefano Magrini & Margherita Gerolimetto & Hasan Engin Duran, 2011, "Distortions in Cross-Sectional Convergence Analysis when the Aggregate Business Cycle is Incomplete," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_07.
  9. Hasan Engin Duran, 2011, "Short-run dynamics of income disparities and regional cycle synchronization," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_09.
  10. Rocco, Lorenzo & Tanabe, Kimie & Suhrcke, Marc & Fumagalli, Elena, 2011, "Chronic diseases and labor market outcomes in Egypt," Policy Research Working Paper Series, The World Bank, number 5575, Feb.
  11. L. Rocco & F. Elena & M. Suhrcke, 2011, "From social capital to health - and back," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 11/21, Jul.
  12. Carlo Gianelle, 2011, "Temporary employment agencies make the world smaller:Evidence from labour mobility networks," Department of Economics University of Siena, Department of Economics, University of Siena, number 618, Oct.
  13. Carlo Gianelle, 2011, "Exploring the complex structure of labour mobility networks. Evidence from Veneto microdata," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_13.
  14. Giacomo Pasini & Rob Alessie & Viola Angelini, 2011, "Is it true love? Altruism versus exchange in time and money transfers," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2011_27.
  15. Anufriev, M. & Bottazzi, G. & Marsili, M. & Pin, P., 2011, "Excess Covariance and Dynamic Instability in a Multi-Asset Model," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance, number 11-09.
  16. A. Blasco & P. Pin & F. Sobbrio, 2011, "Paying Positive to Go Negative: Advertisers' Competition and Media Reports," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp772, Jul.
  17. Francesco Feri & Alessandro Innocenti & Paolo Pin, 2011, "Psychological Pressure in Competitive Environments: Evidence from A Randomized Natural Experiment: Comment," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2011-03, Mar.
  18. Guido Ascari & Alberto Quadrio Curzio & Gianni Toniolo & Pierluigi Ciocca & Carluccio Bianchi & Andrea Fumagalli & Lorenzo Rampa & Gianni Vaggi & Terenzio Cozzi & Carlo D'Adda & Stefano Lucarelli & Cr, 2011, "L'economia politica e l'evoluzione del capitalismo negli ultimi quarant'anni," Quaderni di Dipartimento, University of Pavia, Department of Economics and Quantitative Methods, number 152, Sep.

2010

  1. Massimiliano Caporin & Michael McAleer, 2010, "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/06, Jan.
  2. Manabu Asai & Massimiliano Caporin & Michael McAleer, 2010, "Block Structure Multivariate Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/24, May.
  3. Michael McAleer & Massimiliano Caporin, 2010, "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/32, Apr.
  4. Massimiliano Caporin & Michael McAleer, 2010, "Ranking Multivariate GARCH Models by Problem Dimension," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/34, May.
  5. Massimiliano Caporin & Michael McAleer, 2010, "Model Selection and Testing of Conditional and Stochastic Volatility Models," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/58, Sep.
  6. Massimiliano Caporin & Juliusz Pres, 2010, "Modelling and forecasting wind speed intensity for weather risk management," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0106, Jan.
  7. Massimiliano Caporin & Juliusz Pres' & Hipolit Torro, 2010, "Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0123, Dec.
  8. Lucia Ceccato & Valentina Giannini & Carlo Giupponi, 2010, "A Participatory Approach to Assess the Effectiveness of Responses to Cope With Flood Risk," Working Papers, Fondazione Eni Enrico Mattei, number 2010.28, Mar.
  9. Valentina Giannini, 2010, "REDD and International Organizations," Working Papers, Fondazione Eni Enrico Mattei, number 2010.157, Dec.
  10. Angelini, Viola & Laferrère, Anne & Pasini, Giacomo, 2010, "Nest Leaving in Europe," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 10215, Dec.
  11. Brugiavini, Agar & Padula, Mario & Pasini, Giacomo & Peracchi, Franco, 2010, "Labour Mobility and Retirement," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 10220, Dec.
  12. Brugiavini, Agar & Pasini, Giacomo & Trevisan, Elisabetta, 2010, "Maternity and Labour Market Outcome: Short and Long Term Effects," MEA discussion paper series, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy, number 10222, Dec.
  13. Alain MONFORT & Fulvio PEGORARO, 2010, "Asset Pricing with Second-Order Esscher Transforms," Working Papers, Center for Research in Economics and Statistics, number 2010-54.
  14. Boncinelli, Leonardo & Pin, Paolo, 2010, "Stochastic Stability in the Best Shot Game," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 96840, Nov, DOI: 10.22004/ag.econ.96840.

2009

  1. Massimiliano Caporin & Michael McAleer, 2009, "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-156, Aug.
  2. Massimiliano Caporin & Paolo Paruolo, 2009, "Structured Multivariate Volatility Models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0091, Feb.
  3. Massimiliano Caporin & Francesco Lisi, 2009, "Comparing and selecting performance measures for ranking assets," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0099, Apr.
  4. Matteo Bonato & Massimiliano Caporin & Angelo Ranaldo, 2009, "Forecasting realized (co)variances with a block structure Wishart autoregressive model," Working Papers, Swiss National Bank, number 2009-03.
  5. Massimiliano Caporin & Michael McAleer, 2009, "A Scientific Classification of Volatility Models," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2009-05.
  6. Elena Fumagalli & Laura Fumagalli, 2009, "Like Oil and Water or Chocolate and Peanut Butter? Ethnic Diversity and Social Participation of Young People in England," Working Papers, Fondazione Eni Enrico Mattei, number 2009.94, Nov.
  7. Carlo Giupponi & Lucia Ceccato & Valentina Giannini, 2009, "A participatory approach for assessing alternative climate change adaptation responses to cope with flooding risk in the upper Brahmaputra and Danube river basins," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2009_18.
  8. Bas van Groezen & R. Jadoenandansing & G. Pasini, 2009, "Social capital and health across European countries," Working Papers, Utrecht School of Economics, number 09-04, Apr.
  9. Manfred Nermuth & Giacomo Pasini & Paolo Pin & Simon Weidenholzer, 2009, "Price Dispersion, Search Externalities, and the Digital Divide," Vienna Economics Papers, University of Vienna, Department of Economics, number vie0916, Dec.
  10. Georgarakos, Dimitris & Pasini, Giacomo, 2009, "Trust, sociability and stock market participation," CFS Working Paper Series, Center for Financial Studies (CFS), number 2009/29.
  11. Caroline Jardet & Alain Monfort & Fulvio Pegoraro, 2009, "New Information Response Functions," Working papers, Banque de France, number 235.
  12. Caroline Jardet & Alain Monfort & Fulvio Pegoraro, 2009, "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers, Banque de France, number 234.
  13. Dall'Asta, Luca & Pin, Paolo & Ramezanpour, Abolfazl, 2009, "Optimal Equilibria of the Best Shot Game," Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM), number 50684, DOI: 10.22004/ag.econ.50684.
  14. Ginestra Bianconi & Tobias Galla & Matteo Marsili & Paolo Pin, 2009, "Effects of Tobin Taxes in Minority Game markets," Post-Print, HAL, number hal-00688185, Apr, DOI: 10.1016/j.jebo.2008.10.009.
  15. Sergio Currarini & Paolo Pin & Matthew O. Jackson, 2009, "Modeling and Estimating Biases in Friendship and Network Formation," 2009 Meeting Papers, Society for Economic Dynamics, number 103.
  16. Alfredo Gigliobianco (editor) & Gianni Toniolo (editor), 2009, "Financial market regulation in the wake of financial crises: the historical experience," Workshop and Conferences, Bank of Italy, Economic Research and International Relations Area, number 1, Nov.
  17. Filippo Cesarano & Giulio Cifarelli & Gianni Toniolo, 2009, "Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2009_11.rdf.

2008

  1. Maria Kasch & Massimiliano Caporin, 2008, "Volatility Threshold Dynamic Conditional Correlations: An International Analysis," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0065.
  2. Massimiliano Caporin & Juliusz Pres, 2008, "Forecasting temperature indices with timevarying long-memory models," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0088.
  3. Pasini, Giacomo & Pin, Paolo & Weidenholzer, Simon, 2008, "A Network Model of Price Dispersion," Coalition Theory Network Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 6230, Mar, DOI: 10.22004/ag.econ.6230.
  4. Paolo Buonanno & Giacomo Pasini & Paolo Vanin, 2008, "Crime and Social Sanction," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0071, Mar.
  5. Bertholon, H. & Alain Monfort & Fulvio Pegoraro, 2008, "Econometric Asset Pricing Modelling," Working papers, Banque de France, number 223.
  6. Julien Idier & Caroline Jardet & Gaëlle Le Fol & Alain Monfort & Fulvio Pegoraro, 2008, "Taking into account extreme events in European option pricing," Post-Print, HAL, number halshs-00638450, Oct.
  7. Pin, Paolo & Franz, Silvio & Marsili, Matteo, 2008, "Opportunity and Choice in Social Networks," Coalition Theory Network Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 6232, Mar, DOI: 10.22004/ag.econ.6232.
  8. Crafts, Nicholas & Toniolo, Gianni, 2008, "European Economic Growth, 1950-2005: An Overview," CEPR Discussion Papers, Centre for Economic Policy Research, number 6863, Jun.

2007

  1. Monica Billio & Massimiliano Caporin, 2007, "Market linkages, variance spillovers and correlation stability: empirical evidences of financial contagion," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_18.
  2. Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2007, "Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_19.
  3. Bernardi, Luigi & Fumagalli, Elena & Fumagalli, Laura, 2007, "Tax Systems and tax reforms in Latin America, Part I : country studies, Colombia," MPRA Paper, University Library of Munich, Germany, number 5224, Mar.
  4. Giuseppe Tattara & Carlo Gianelle, 2007, "Producing abroad while making profits at home:Veneto footwear and clothing industry," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_35.
  5. Lisa Callegaro & Giacomo Pasini, 2007, "Social interaction effects in an inter-generational model of informal care giving," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_10.
  6. Alain Monfort & Fulvio Pegoraro, 2007, "Switching VARMA Term Structure Models - Extended Version," Working Papers, Center for Research in Economics and Statistics, number 2007-19.
  7. Sergio Currarini & Paolo Pin & Matthew O. Jackson, 2007, "An Economic Model of Friendship: Homophily, Minorities and Segregation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2007_20.

2006

  1. Monica Billio & Massimiliano Caporin, 2006, "A generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_53.
  2. Massimiliano Caporin & Domenico Sartore, 2006, "Methodological aspects of time series back-calculation," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_56.
  3. Tattara, Giuseppe & Gianelle, Carlo, 2006, "Produrre all'estero e fare profitti in patria: uno studio sulle imprese venete dell'abbigliamento e delle calzature," MPRA Paper, University Library of Munich, Germany, number 753, Jul.
  4. Giacomo Pasini, 2006, "A Demand System with Social Interactions: Evidence from CEX," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_22.
  5. Giacomo Pasini & Giovanni Millo, 2006, "Does Social Capital reduce moral hazard? A network model for non-life insurance demand," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2006_59.
  6. Henri Bertholon & Alain Monfort & Fulvio Pegoraro, 2006, "Pricing and Inference with Mixtures of Conditionally Normal Processes," Working Papers, Center for Research in Economics and Statistics, number 2006-28.
  7. Alain Monfort & Fulvio Pegoraro, 2006, "Multi-Lag Term Structure Models with Stochastic Risk Premia," Working Papers, Center for Research in Economics and Statistics, number 2006-29.
  8. Pin, Paolo, 2006, "Eight Degrees of Separation," Coalition Theory Network Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 12161, DOI: 10.22004/ag.econ.12161.
  9. Paolo Pin, 2006, "Selection matters," Working Papers, Department of Applied Mathematics, Università Ca' Foscari Venezia, number 138, Sep.
  10. Claudio E. V. Borio & Gianni Toniolo, 2006, "One hundred and thirty years of central bank cooperation: a BIS perspective," BIS Working Papers, Bank for International Settlements, number 197, Feb.

2005

  1. Caporin Massimiliano & Paruolo Paolo, 2005, "Spatial effects in multivariate ARCH," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0501, May.
  2. Caporin Massimiliano & Paruolo Paolo, 2005, "Multivariate ARCH with spatial effects for stock sector and size," Economics and Quantitative Methods, Department of Economics, University of Insubria, number qf0509, Dec.

2003

  1. Toniolo, Gianni & Vecchi, Giovanni & Conte, Leandro, 2003, "Monetary Union, Institutions and Financial Market Integration, Italy 1862-1905," CEPR Discussion Papers, Centre for Economic Policy Research, number 3684, Jan.

1999

  1. Toniolo, Gianni & Rossi, Nicola & Vecchi, Giovanni, 1999, "Is the Kuznets Curve Still Alive? Evidence from Italy's Household Budgets, 1881-1961," CEPR Discussion Papers, Centre for Economic Policy Research, number 2140, May.

1995

  1. Crafts, Nicholas & Toniolo, Gianni, 1995, "Post-war Growth: An Overview," CEPR Discussion Papers, Centre for Economic Policy Research, number 1095, Jan.

1993

  1. Toniolo, Gianni & Rossi, Nicola, 1993, "Italy's Economic Performance 1945-92," CEPR Discussion Papers, Centre for Economic Policy Research, number 877, Dec.

1976

  1. Tattara, Giuseppe & Toniolo, Giovanni, 1976, "L'industria manifatturiera: cicli, politiche e mutamenti di struttura (1921-1937)
    [Manufacturing in Italy: business cycle, politics, structural change (1921-1937)]    ," MPRA Paper, University Library of Munich, Germany, number 39090.

Undated

  1. Giannini, Valentina & Bellucci, Alessio & Torresan, Silvia, undated, "Sharing Skills and Needs between Providers and Users of Climate Information to Create Climate Services: Lessons from the Northern Adriatic Case Study," EIA: Climate Change: Economic Impacts and Adaptation, Fondazione Eni Enrico Mattei (FEEM), number 236240, DOI: 10.22004/ag.econ.236240.
  2. Ravazzolo, Francesco & Rossini, Luca, undated, "Is the Price Cap for Gas Useful? Evidence from European Countries," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 338790, DOI: 10.22004/ag.econ.338790.
  3. Bastianin, Andrea & Mirto, Elisabetta & Qin, Yan & Rossini, Luca, undated, "What drives the European carbon market? Macroeconomic factors and forecasts," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 339740, DOI: 10.22004/ag.econ.339740.

Journal articles

2026

  1. Essanaani, Yassine & Abdelsalam, Omneya & Ahelegbey, Daniel Felix, 2026, "The impact of crisis on sustainable European companies: A network approach to industry-specific vulnerabilities," Finance Research Letters, Elsevier, volume 105, issue C, DOI: 10.1016/j.frl.2026.110157.
  2. Daniel Felix Ahelegbey & Oyakhilome Wallace Ibhagui & Florian Gerth, 2026, "The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 46, issue 4, pages 754-772, April, DOI: 10.1002/fut.70081.
  3. Shahzad, Syed Jawad Hussain & Hoang, Thi Hong Van & Caporin, Massimiliano & Naifar, Nader, 2026, "Volatility spillovers in forex markets and the role of quantitative easing," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102515.
  4. Caporin, Massimiliano & Cepni, Oguzhan & Gupta, Rangan & Maillet, Bertrand B., 2026, "Dynamic connectedness across U.S. state-level regional equity markets: The role of time-varying common and idiosyncratic factors," The Quarterly Review of Economics and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.qref.2026.102141.
  5. Caporin, Massimiliano & Gupta, Rangan & Subramaniam, Sowmya & Torrent, Hudson S., 2026, "Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Nonparametric Mixed-Frequency Causality-in-Quantiles Approach," Research in Economics, Elsevier, volume 80, issue 2, DOI: 10.1016/j.rie.2026.101128.
  6. Giovanni Bonaccolto & Massimiliano Caporin & Syed Jawad Hussain Shahzad, 2026, "(Quantile) Spillover Indexes: Simulation-Based Evidence, Confidence Intervals and a Decomposition," Journal of Financial Econometrics, Oxford University Press, volume 24, issue 1, pages 1-021..
  7. Hachmi Ben Ameur & Roberto Casarin & Massimiliano Caporin & Zied Ftiti & Bertrand B. Maillet, 2026, "Towards a better understanding of financial and economic systems’ complexities: some new evidence coming from artificial intelligence, machine learning and big data advanced technologies," Annals of Operations Research, Springer, volume 357, issue 1, pages 1-10, February, DOI: 10.1007/s10479-025-07025-5.
  8. Mazzarisi, Piero & Muscillo, Alessio & Pacati, Claudio & Pin, Paolo, 2026, "The rise and fall of ideas’ popularity," Journal of Economic Behavior & Organization, Elsevier, volume 245, issue C, DOI: 10.1016/j.jebo.2026.107507.
  9. Anufriev, Mikhail & Deghi, Andrea & Panchenko, Valentyn & Pin, Paolo, 2026, "A model of network formation for the overnight interbank market: When is core-periphery an illusion?," Journal of Economic Theory, Elsevier, volume 231, issue C, DOI: 10.1016/j.jet.2025.106126.
  10. Gabriele Lombardi & Alessio Muscillo & Elena Sestini & Francesca Garbin & Paolo Pin, 2026, "Paper–Digital Trade-Offs: Preliminary Insights from a Framing Experiment with Italian Adolescents," Sustainability, MDPI, volume 18, issue 5, pages 1-27, February.
  11. Fabrizio Iacone & Luca Rossini & Andrea Viselli, 2026, "Comparing predictive ability in the presence of instability over a very short time," The Econometrics Journal, Royal Economic Society, volume 29, issue 1, pages 143-166.

2025

  1. Daniel Felix Ahelegbey, 2025, "Inference of Impulse Responses via Bayesian Graphical Structural VAR Models," Econometrics, MDPI, volume 13, issue 2, pages 1-20, April.
  2. Daniel Felix Ahelegbey & Roberto Casarin & Emmanuel Senyo Fianu & Luigi Grossi, 2025, "Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market," Annals of Operations Research, Springer, volume 345, issue 2, pages 1035-1060, February, DOI: 10.1007/s10479-024-05893-x.
  3. Caporin, Massimiliano & Caraiani, Petre & Cepni, Oguzhan & Gupta, Rangan, 2025, "Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102156.
  4. Luisa Bisaglia & Massimiliano Caporin & Matteo Grigoletto, 2025, "Forecasting time series by long-memory models for count data with an application to price jumps," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 109, issue 3, pages 417-441, September, DOI: 10.1007/s10182-025-00538-1.
  5. Runfeng Yang & Juan-Angel Jimenez-Martin & Massimiliano Caporin, 2025, "The non-linear ESG premium," Quantitative Finance, Taylor & Francis Journals, volume 25, issue 5, pages 817-840, May, DOI: 10.1080/14697688.2025.2492794.
  6. Bertoni, Marco & Cavapozzi, Danilo & Pasini, Giacomo & Pavese, Caterina, 2025, "The causal effect of working from home on mental health of 50+ Europeans," The Journal of the Economics of Ageing, Elsevier, volume 31, issue C, DOI: 10.1016/j.jeoa.2025.100560.
  7. Bolletta, Ugo & Pin, Paolo, 2025, "Dynamic opinion updating with endogenous networks," European Economic Review, Elsevier, volume 176, issue C, DOI: 10.1016/j.euroecorev.2025.105045.
  8. Bizzarri, Matteo & Panebianco, Fabrizio & Pin, Paolo, 2025, "Homophily and infections: Static and dynamic effects," Games and Economic Behavior, Elsevier, volume 150, issue C, pages 235-259, DOI: 10.1016/j.geb.2024.12.007.
  9. Daniele Cassese & Paolo Pin, 2025, "Decentralized pure exchange processes on networks," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, volume 64, issue 3, pages 427-463, May, DOI: 10.1007/s00355-024-01542-1.
  10. Elena Sestini & Alessio Muscillo & Gabriele Lombardi & Francesca Garbin & Paolo Pin, 2025, "Enhancing Institutional Trust: Evidence from an Experimental Study with Adolescents in Italy," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 177, issue 2, pages 449-488, March, DOI: 10.1007/s11205-024-03507-4.
  11. Hauzenberger, Niko & Pfarrhofer, Michael & Rossini, Luca, 2025, "Sparse time-varying parameter VECMs with an application to modeling electricity prices," International Journal of Forecasting, Elsevier, volume 41, issue 1, pages 361-376, DOI: 10.1016/j.ijforecast.2024.09.001.
  12. Anne Opschoor & André Lucas & Luca Rossini, 2025, "The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 177-190.

2024

  1. Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024, "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 60-75, DOI: 10.1016/j.ecosta.2021.10.004.
  2. Abdelsalam, Omneya & Ahelegbey, Daniel Felix & Essanaani, Yassine, 2024, "The nexus of conventional, religious and ethical indexes during crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 95, issue C, DOI: 10.1016/j.intfin.2024.102027.
  3. Ahelegbey, Daniel Felix & Celani, Alessandro & Cerchiello, Paola, 2024, "Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment," Socio-Economic Planning Sciences, Elsevier, volume 92, issue C, DOI: 10.1016/j.seps.2024.101842.
  4. Daniel Felix Ahelegbey & Paolo Giudici, 2024, "Multidimensional Inequality Metrics for Sustainable Business Development," Mathematics, MDPI, volume 12, issue 22, pages 1-22, November.
  5. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  6. Massimiliano Caporin & Muhammad Shahbaz & Bekhzod Kuziboev & Manzura Masharipova & Sherali Allaberganov & Samariddin Makhmudov, 2024, "Environmental Kuznets Curve for Extended Brics Economies: Do Women Governance and Water Stress Matter?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 14, issue 6, pages 174-183, November.
  7. Bonaccolto, Giovanni & Caporin, Massimiliano & Iacopini, Matteo, 2024, "Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107469.
  8. Aysan, Ahmet Faruk & Caporin, Massimiliano & Cepni, Oguzhan, 2024, "Not all words are equal: Sentiment and jumps in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101920.
  9. Setoudehtazangi, F. & Manouchehri, T. & Nematollahi, A.R. & Caporin, M., 2024, "Time series clustering based on latent volatility mixture modeling with applications in finance," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 223, issue C, pages 543-564, DOI: 10.1016/j.matcom.2024.04.031.
  10. Massimiliano Caporin & Bekhzod Kuziboev & Ergash Ibadullaev & Elbek Khodjaniyazov & Peter Marty & Olimjon Saidmamatov, 2024, "The Contribution of Green, Blue, and Energy Sources to Economic Development in Central Asia," Economies, MDPI, volume 12, issue 9, pages 1-12, September.
  11. Massimiliano Caporin & Tommaso Di Fonzo & Daniele Girolimetto, 2024, "Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach," Journal of Financial Econometrics, Oxford University Press, volume 22, issue 5, pages 1759-1784.
  12. Runfeng Yang & Massimiliano Caporin & Juan-Angel Jiménez-Martin, 2024, "Measuring Climate Transition Risk Spillovers," Review of Finance, European Finance Association, volume 28, issue 2, pages 447-481.
  13. Massimiliano Caporin & Fulvio Fontini & Rocco Romaniello, 2024, "The Asymmetric Relationship between Conventional/Shale Rig Counts and WTI Oil Prices," The Energy Journal, , volume 45, issue 2, pages 137-187, March, DOI: 10.5547/01956574.45.2.mcap.
  14. Massimiliano Caporin & Arusha Cooray & Bekhzod Kuziboev & Inomjon Yusubov, 2024, "New insights on the environmental Kuznets curve (EKC) for Central Asia," Empirical Economics, Springer, volume 66, issue 5, pages 2335-2354, May, DOI: 10.1007/s00181-023-02520-9.
  15. Massimiliano Caporin & C. Vladimir Rodríguez-Caballero & Esther Ruiz, 2024, "The factor structure of exchange rates volatility: global and intermittent factors," Empirical Economics, Springer, volume 67, issue 1, pages 31-45, July, DOI: 10.1007/s00181-023-02542-3.
  16. Runfeng Yang & Massimiliano Caporin & Juan-Angel Jiménez-Martin, 2024, "ESG risk exposure: a tale of two tails," Quantitative Finance, Taylor & Francis Journals, volume 24, issue 6, pages 827-849, June, DOI: 10.1080/14697688.2024.2349016.
  17. Della Lena, Sebastiano, 2024, "The spread of misinformation in networks with individual and social learning," European Economic Review, Elsevier, volume 168, issue C, DOI: 10.1016/j.euroecorev.2024.104804.
  18. Fumagalli, Elena & Pinna Pintor, M & Suhrcke, Marc, 2024, "The impact of health on economic growth: A narrative literature review," Health Policy, Elsevier, volume 143, issue C, DOI: 10.1016/j.healthpol.2024.105039.
  19. Pinna Pintor, Matteo & Fumagalli, Elena & Suhrcke, Marc, 2024, "The impact of health on labour market outcomes: A rapid systematic review," Health Policy, Elsevier, volume 143, issue C, DOI: 10.1016/j.healthpol.2024.105057.
  20. Barbero, Javier & Diukanova, Olga & Gianelle, Carlo & Salotti, Simone & Santoalha, Artur, 2024, "Technologically related diversification: One size does not fit all European regions," Research Policy, Elsevier, volume 53, issue 3, DOI: 10.1016/j.respol.2024.104973.
  21. Carlo Gianelle & Fabrizio Guzzo & Javier Barbero & Simone Salotti, 2024, "The governance of regional innovation policy and its economic implications," The Annals of Regional Science, Springer;Western Regional Science Association, volume 72, issue 4, pages 1231-1254, April, DOI: 10.1007/s00168-023-01241-2.
  22. Pasini, Giacomo & Alessie, Rob & Kalwij, Adriaan, 2024, "When you need it or when I die? Timing of monetary transfers from parents to children," Research in Economics, Elsevier, volume 78, issue 3, DOI: 10.1016/j.rie.2024.100974.
  23. Aregawi G Gebremariam & Elisabetta Lodigiani & Giacomo Pasini, 2024, "The Impact of Ethiopian Productive Safety Net Program on Children's Educational Aspirations and Attainments," Journal of African Economies, Centre for the Study of African Economies, volume 33, issue 3, pages 271-296.
  24. Patacchini, Eleonora & Pin, Paolo & Rotesi, Tiziano, 2024, "Information Transmission in a Social Network: A Field Experiment," Journal of Experimental Political Science, Cambridge University Press, volume 11, issue 2, pages 135-146, July.
  25. Morton, Rebecca & Patacchini, Eleonora & Pin, Paolo & Rogers, Jonathan & Rosenblat, Tanya, 2024, "Experimental Methods for Measuring Social Networks without Censoring," Journal of Experimental Political Science, Cambridge University Press, volume 11, issue 2, pages 191-201, July.

2023

  1. Daniel Felix Ahelegbey & Paolo Giudici, 2023, "Credit Scoring for Peer-to-Peer Lending," Risks, MDPI, volume 11, issue 7, pages 1-8, July.
  2. Massimiliano Caporin & Syed Jawad Hussain Shahzad, 2023, "Sign effects of volatility and jumps in forex markets and a reappraisal of meteor showers and heat waves," Finance, Presses universitaires de Grenoble, volume 44, issue 3, pages 154-198.
  3. Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2023, "Networks in risk spillovers: A multivariate GARCH perspective," Econometrics and Statistics, Elsevier, volume 28, issue C, pages 1-29, DOI: 10.1016/j.ecosta.2020.12.003.
  4. Caporin, Massimiliano & Fontini, Fulvio & Panzica, Roberto, 2023, "The systemic risk of US oil and natural gas companies," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106650.
  5. Shahzad, Syed Jawad Hussain & Hasan, Mudassar & Caporin, Massimiliano, 2023, "Asymmetric and time-frequency based networks of currency markets," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103997.
  6. Ghazani, Majid Mirzaee & Khosravi, Reza & Caporin, Massimiliano, 2023, "Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic," Resources Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.resourpol.2022.103157.
  7. Billio, Monica & Caporin, Massimiliano & Panzica, Roberto & Pelizzon, Loriana, 2023, "The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 196-223, DOI: 10.1016/j.iref.2022.11.002.
  8. Massimiliano Caporin & Mohammed Elseidi, 2023, "Quantile regression-based seasonal adjustment," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, volume 13, issue 3, pages 270-304.
  9. Carole Bernard & Massimiliano Caporin & Bertrand Maillet & Xiang Zhang, 2023, "Omega Compatibility: A Meta-analysis," Computational Economics, Springer;Society for Computational Economics, volume 62, issue 2, pages 493-526, August, DOI: 10.1007/s10614-022-10306-x.
  10. Massimiliano Caporin, 2023, "The Role of Jumps in Realized Volatility Modeling and Forecasting," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1143-1168.
  11. Della Lena, Sebastiano & Manzoni, Elena & Panebianco, Fabrizio, 2023, "On the transmission of guilt aversion and the evolution of trust," Games and Economic Behavior, Elsevier, volume 142, issue C, pages 765-793, DOI: 10.1016/j.geb.2023.09.012.
  12. Della Lena, Sebastiano & Timming, Andrew R., 2023, "Why do consumers prefer one brand over another? The economics and sociology of brand competitiveness," Journal of Retailing and Consumer Services, Elsevier, volume 74, issue C, DOI: 10.1016/j.jretconser.2023.103416.
  13. Kulati, Ellam & Myck, Michał & Pasini, Giacomo, 2023, "Temporal discounting in later life," Journal of Economic Behavior & Organization, Elsevier, volume 213, issue C, pages 87-101, DOI: 10.1016/j.jebo.2023.07.015.
  14. Elena Bassoli & Eric Bonsang & Agar Brugiavini & Giacomo Pasini, 2023, "End-of-life care and depression," Applied Economics Letters, Taylor & Francis Journals, volume 30, issue 18, pages 2515-2524, October, DOI: 10.1080/13504851.2022.2099516.
  15. Luca P. Merlino & Paolo Pin & Nicole Tabasso, 2023, "Debunking Rumors in Networks," American Economic Journal: Microeconomics, American Economic Association, volume 15, issue 1, pages 467-496, February, DOI: 10.1257/mic.20200403.
  16. Battigalli, Pierpaolo & Panebianco, Fabrizio & Pin, Paolo, 2023, "Learning and selfconfirming equilibria in network games," Journal of Economic Theory, Elsevier, volume 212, issue C, DOI: 10.1016/j.jet.2023.105700.
  17. Pin, Paolo & Rotesi, Tiziano, 2023, "App-based experiments," Journal of Economic Psychology, Elsevier, volume 99, issue C, DOI: 10.1016/j.joep.2023.102666.
  18. Angelica Gianfreda & Francesco Ravazzolo & Luca Rossini, 2023, "Large Time‐Varying Volatility Models for Hourly Electricity Prices," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 85, issue 3, pages 545-573, June, DOI: 10.1111/obes.12532.
  19. Iacopini, Matteo & Poon, Aubrey & Rossini, Luca & Zhu, Dan, 2023, "Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP," Journal of Economic Dynamics and Control, Elsevier, volume 157, issue C, DOI: 10.1016/j.jedc.2023.104757.
  20. Foroni, Claudia & Ravazzolo, Francesco & Rossini, Luca, 2023, "Are low frequency macroeconomic variables important for high frequency electricity prices?," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106160.
  21. Matteo Iacopini & Francesco Ravazzolo & Luca Rossini, 2023, "Proper Scoring Rules for Evaluating Density Forecasts with Asymmetric Loss Functions," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 2, pages 482-496, April, DOI: 10.1080/07350015.2022.2035229.

2022

  1. Fianu, Emmanuel Senyo & Ahelegbey, Daniel Felix & Grossi, Luigi, 2022, "Modeling risk contagion in the Italian zonal electricity market," European Journal of Operational Research, Elsevier, volume 298, issue 2, pages 656-679, DOI: 10.1016/j.ejor.2021.06.052.
  2. Ahelegbey, Daniel Felix & Cerchiello, Paola & Scaramozzino, Roberta, 2022, "Network based evidence of the financial impact of Covid-19 pandemic," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102101.
  3. Ahelegbey, Daniel Felix & Giudici, Paolo, 2022, "NetVIX — A network volatility index of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 594, issue C, DOI: 10.1016/j.physa.2022.127017.
  4. Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi, 2022, "Crypto Asset Portfolio Selection," FinTech, MDPI, volume 1, issue 1, pages 1-9, February.
  5. Daniel Felix Ahelegbey, 2022, "Statistical Modelling of Downside Risk Spillovers," FinTech, MDPI, volume 1, issue 2, pages 1-10, April.
  6. Arianna Agosto & Daniel Felix Ahelegbey, 2022, "Default count-based network models for credit contagion," Journal of the Operational Research Society, Taylor & Francis Journals, volume 73, issue 1, pages 139-152, January, DOI: 10.1080/01605682.2020.1776169.
  7. Massimiliano Caporin, 2022, "Statistical Analysis of Financial Data: with Examples In R," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 185, issue 1, pages 432-433, January, DOI: 10.1111/rssa.12764.
  8. Caporin, Massimiliano & Poli, Francesco, 2022, "News and intraday jumps: Evidence from regularization and class imbalance," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101743.
  9. Bonaccolto, Giovanni & Caporin, Massimiliano & Maillet, Bertrand B., 2022, "Dynamic large financial networks via conditional expected shortfalls," European Journal of Operational Research, Elsevier, volume 298, issue 1, pages 322-336, DOI: 10.1016/j.ejor.2021.06.037.
  10. Bonaldo, Cinzia & Caporin, Massimiliano & Fontini, Fulvio, 2022, "The relationship between day-ahead and future prices in electricity markets: An empirical analysis on Italy, France, Germany, and Switzerland," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.105977.
  11. Caporin, Massimiliano & Costola, Michele, 2022, "Time-varying Granger causality tests in the energy markets: A study on the DCC-MGARCH Hong test," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106088.
  12. Caporin, Massimiliano & Garcia-Jorcano, Laura & Jimenez-Martin, Juan-Angel, 2022, "Measuring systemic risk during the COVID-19 period: A TALIS3 approach," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102304.
  13. Caporin, Massimiliano & Costola, Michele & Garibal, Jean-Charles & Maillet, Bertrand, 2022, "Systemic risk and severe economic downturns: A targeted and sparse analysis," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106339.
  14. Anna Gloria Billé & Massimiliano Caporin, 2022, "Impact of COVID-19 on financial returns: a spatial dynamic panel data model with random effects," Journal of Spatial Econometrics, Springer, volume 3, issue 1, pages 1-21, December, DOI: 10.1007/s43071-022-00025-8.
  15. Massimiliano Caporin & Mikhail Stolbov & Maria Shchepeleva, 2022, "What drives the expansion of research on banking crises? Cross-country evidence," Applied Economics, Taylor & Francis Journals, volume 54, issue 52, pages 6054-6064, November, DOI: 10.1080/00036846.2022.2056130.
  16. Fumagalli, Elena & Fumagalli, Laura, 2022, "Subjective well-being and the gender composition of the reference group: Evidence from a survey experiment," Journal of Economic Behavior & Organization, Elsevier, volume 194, issue C, pages 196-219, DOI: 10.1016/j.jebo.2021.12.016.
  17. Fumagalli, Elena & Rezaei, Sarah & Salomons, Anna, 2022, "OK computer: Worker perceptions of algorithmic recruitment," Research Policy, Elsevier, volume 51, issue 2, DOI: 10.1016/j.respol.2021.104420.
  18. Javier Barbero & Olga Diukanova & Carlo Gianelle & Simone Salotti & Artur Santoalha, 2022, "Economic modelling to evaluate Smart Specialisation: an analysis of research and innovation targets in Southern Europe," Regional Studies, Taylor & Francis Journals, volume 56, issue 9, pages 1496-1509, September, DOI: 10.1080/00343404.2021.1926959.
  19. Cucciniello, Maria & Pin, Paolo & Imre, Blanka & Porumbescu, Gregory A. & Melegaro, Alessia, 2022, "Altruism and vaccination intentions: Evidence from behavioral experiments," Social Science & Medicine, Elsevier, volume 292, issue C, DOI: 10.1016/j.socscimed.2021.114195.
  20. Leonardo Boncinelli & Alessio Muscillo & Paolo Pin, 2022, "Efficiency and Stability in a Process of Teams Formation," Dynamic Games and Applications, Springer, volume 12, issue 4, pages 1101-1129, December, DOI: 10.1007/s13235-022-00438-y.
  21. Ennio Bilancini & Leonardo Boncinelli & Paolo Pin & Simon Weidenholzer, 2022, "Preface: DGAA Focused Issue on Dynamic Games and Social Networks," Dynamic Games and Applications, Springer, volume 12, issue 4, pages 1043-1045, December, DOI: 10.1007/s13235-022-00479-3.

2021

  1. Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh, 2021, "Network VAR models to measure financial contagion," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101318.
  2. Ahelegbey, Daniel Felix & Giudici, Paolo & Mojtahedi, Fatemeh, 2021, "Tail risk measurement in crypto-asset markets," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101604.
  3. Caporin, Massimiliano & Gupta, Rangan & Ravazzolo, Francesco, 2021, "Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101347.
  4. Caporin, Massimiliano & Garcia-Jorcano, Laura & Jimenez-Martin, Juan-Angel, 2021, "TrAffic LIght system for systemic Stress: TALIS3," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101449.
  5. Liu, Shaowen & Caporin, Massimiliano & Paterlini, Sandra, 2021, "Dynamic network analysis of North American financial institutions," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101921.
  6. Caporin, Massimiliano & Naeem, Muhammad Abubakr & Arif, Muhammad & Hasan, Mudassar & Vo, Xuan Vinh & Hussain Shahzad, Syed Jawad, 2021, "Asymmetric and time-frequency spillovers among commodities using high-frequency data," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101958.
  7. Massimiliano Caporin & Fulvio Fontini & Samuele Segato, 2021, "Has the EU-ETS Financed the Energy Transition of the Italian Power System?," IJFS, MDPI, volume 9, issue 4, pages 1-15, December.
  8. Ahmed Khalif & Massimiliano Caporin & Michele Costola & Shawkat Hammoudeh, 2021, "Systemic Risk for Financial Institutions in the Major Petroleum-based Economies: The Role of Oil," The Energy Journal, , volume 42, issue 6, pages 247-274, November, DOI: 10.5547/01956574.42.6.akha.
  9. Khamis Hamed Al-Yahyaee & Walid Mensi & Hee-Un Ko & Massimiliano Caporin & Sang Hoon Kang, 2021, "Is the Korean housing market following Gangnam style?," Empirical Economics, Springer, volume 61, issue 4, pages 2041-2072, October, DOI: 10.1007/s00181-020-01931-2.
  10. G. Bonaccolto & M. Caporin & N. Zambon, 2021, "Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 11, pages 1098-1116, July, DOI: 10.1080/1351847X.2020.1856704.
  11. Della Lena, Sebastiano & Panebianco, Fabrizio, 2021, "Cultural transmission with incomplete information," Journal of Economic Theory, Elsevier, volume 198, issue C, DOI: 10.1016/j.jet.2021.105373.
  12. Hasan Engin Duran & Burak Dindaroğlu, 2021, "Regional inflation persistence in Turkey," Growth and Change, Wiley Blackwell, volume 52, issue 1, pages 460-491, March, DOI: 10.1111/grow.12456.
  13. Lorenzo Rocco & Elena Fumagalli & Andrew J Mirelman & Marc Suhrcke, 2021, "Mortality, morbidity and economic growth," PLOS ONE, Public Library of Science, volume 16, issue 5, pages 1-22, May, DOI: 10.1371/journal.pone.0251424.
  14. Li, Yongli & Luo, Peng & Pin, Paolo, 2021, "Link value, market scenario and referral networks," Journal of Economic Behavior & Organization, Elsevier, volume 181, issue C, pages 135-155, DOI: 10.1016/j.jebo.2020.11.032.
  15. Muscillo, Alessio & Pin, Paolo & Razzolini, Tiziano, 2021, "Spreading of an infectious disease between different locations," Journal of Economic Behavior & Organization, Elsevier, volume 183, issue C, pages 508-532, DOI: 10.1016/j.jebo.2021.01.004.

2020

  1. Agosto, Arianna & Ahelegbey, Daniel Felix & Giudici, Paolo, 2020, "Tree networks to assess financial contagion," Economic Modelling, Elsevier, volume 85, issue C, pages 349-366, DOI: 10.1016/j.econmod.2019.11.005.
  2. Fatemeh Mojtahedi & Seyed Mojtaba Mojaverian & Daniel F. Ahelegbey & Paolo Giudici, 2020, "Tail Risk Transmission: A Study of the Iran Food Industry," Risks, MDPI, volume 8, issue 3, pages 1-17, July.
  3. Shahzad, Syed Jawad Hussain & Caporin, Massimiliano, 2020, "On the volatilities of tourism stocks and oil," Annals of Tourism Research, Elsevier, volume 81, issue C, DOI: 10.1016/j.annals.2019.03.011.
  4. Caporin, Massimiliano & Malik, Farooq, 2020, "Do structural breaks in volatility cause spurious volatility transmission?," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 60-82, DOI: 10.1016/j.jempfin.2019.11.002.
  5. Massimiliano Caporin & Riccardo (Jack) Lucchetti & Giulio Palomba, 2020, "Analytical Gradients of Dynamic Conditional Correlation Models," JRFM, MDPI, volume 13, issue 3, pages 1-21, March.
  6. Massimiliano Caporin & Giuseppe Storti, 2020, "Financial Time Series: Methods and Models," JRFM, MDPI, volume 13, issue 5, pages 1-3, April.
  7. Nilnaz AKBAŞOĞULLARI & Hasan Engin DURAN, 2020, "Firm Size And Location Choice Of Food Industry: Izmir/Turkey Case," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 123-132, June.
  8. Duran, Hasan Engin & Özdoğan, Hilal, 2020, "Asymmetries across regional housing markets in Turkey," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00178.
  9. Hasan Engin Duran & Ugo Fratesi, 2020, "Employment volatility in lagging and advanced regions: The Italian case," Growth and Change, Wiley Blackwell, volume 51, issue 1, pages 207-233, March, DOI: 10.1111/grow.12351.
  10. Carlo Gianelle & Dimitris Kyriakou & Philip McCann & Kevin Morgan, 2020, "Smart Specialisation on the move: reflections on six years of implementation and prospects for the future," Regional Studies, Taylor & Francis Journals, volume 54, issue 10, pages 1323-1327, October, DOI: 10.1080/00343404.2020.1817364.
  11. Carlo Gianelle & Fabrizio Guzzo & Krzysztof Mieszkowski, 2020, "Smart Specialisation: what gets lost in translation from concept to practice?," Regional Studies, Taylor & Francis Journals, volume 54, issue 10, pages 1377-1388, October, DOI: 10.1080/00343404.2019.1607970.
  12. Belloni, Michele & Brugiavini, Agar & Buia, Raluca E. & Carrino, Ludovico & Cavapozzi, Danilo & Orso, Cristina E. & Pasini, Giacomo, 2020, "What do we learn about redistribution effects of pension systems from internationally comparable measures of Social Security wealth?," Journal of Pension Economics and Finance, Cambridge University Press, volume 19, issue 4, pages 548-566, October.
  13. Genie, Mesfin G. & Nicoló, Antonio & Pasini, Giacomo, 2020, "The role of heterogeneity of patients’ preferences in kidney transplantation," Journal of Health Economics, Elsevier, volume 72, issue C, DOI: 10.1016/j.jhealeco.2020.102331.
  14. Banks, James & Brugiavini, Agar & Pasini, Giacomo, 2020, "The powerful combination of cross-country comparisons and life-history data," The Journal of the Economics of Ageing, Elsevier, volume 16, issue C, DOI: 10.1016/j.jeoa.2019.100206.
  15. Cavapozzi, Danilo & Fiore, Simona & Pasini, Giacomo, 2020, "Divorce and well-being. Disentangling the role of stress and socio economic status," The Journal of the Economics of Ageing, Elsevier, volume 16, issue C, DOI: 10.1016/j.jeoa.2019.100212.
  16. Brugiavini, Agar & Cavapozzi, Danilo & Padula, Mario & Pettinicchi, Yuri, 2020, "On the effect of financial education on financial literacy: evidence from a sample of college students," Journal of Pension Economics and Finance, Cambridge University Press, volume 19, issue 3, pages 344-352, July.
  17. Elias Carroni & Paolo Pin & Simone Righi, 2020, "Bring a Friend! Privately or Publicly?," Management Science, INFORMS, volume 66, issue 5, pages 2269-2290, May, DOI: 10.1287/mnsc.2018.3282.
  18. Alessio Muscillo & Paolo Pin & Tiziano Razzolini, 2020, "Covid19: Unless one gets everyone to act, policies may be ineffective or even backfire," PLOS ONE, Public Library of Science, volume 15, issue 9, pages 1-6, September, DOI: 10.1371/journal.pone.0237057.
  19. Francesco Feri & Paolo Pin, 2020, "Externalities Aggregation In Network Games," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, volume 61, issue 4, pages 1635-1658, November, DOI: 10.1111/iere.12467.
  20. Gianfreda, Angelica & Ravazzolo, Francesco & Rossini, Luca, 2020, "Comparing the forecasting performances of linear models for electricity prices with high RES penetration," International Journal of Forecasting, Elsevier, volume 36, issue 3, pages 974-986, DOI: 10.1016/j.ijforecast.2019.11.002.
  21. Fabrizio Leisen & Luca Rossini & Cristiano Villa, 2020, "Loss-based approach to two-piece location-scale distributions with applications to dependent data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 29, issue 2, pages 309-333, June, DOI: 10.1007/s10260-019-00481-x.
  22. Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini & Weixuan Zhu, 2020, "Bayesian analysis of immigration in Europe with generalized logistic regression," Journal of Applied Statistics, Taylor & Francis Journals, volume 47, issue 3, pages 424-438, February, DOI: 10.1080/02664763.2019.1642310.

2019

  1. Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2019, "Latent factor models for credit scoring in P2P systems," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 522, issue C, pages 112-121, DOI: 10.1016/j.physa.2019.01.130.
  2. Caporin, Massimiliano & Natvik, Gisle J. & Ravazzolo, Francesco & Santucci de Magistris, Paolo, 2019, "The bank-sovereign nexus: Evidence from a non-bailout episode," Journal of Empirical Finance, Elsevier, volume 53, issue C, pages 181-196, DOI: 10.1016/j.jempfin.2019.07.001.
  3. Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto, 2019, "Estimation and model-based combination of causality networks among large US banks and insurance companies," Journal of Empirical Finance, Elsevier, volume 54, issue C, pages 1-21, DOI: 10.1016/j.jempfin.2019.08.008.
  4. Caporin, Massimiliano & Fontini, Fulvio & Talebbeydokhti, Elham, 2019, "Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock," Energy Economics, Elsevier, volume 79, issue C, pages 21-31, DOI: 10.1016/j.eneco.2018.08.022.
  5. Khalifa, Ahmed & Caporin, Massimiliano & Di Fonzo, Tommaso, 2019, "Scenario-based forecast for the electricity demand in Qatar and the role of energy efficiency improvements," Energy Policy, Elsevier, volume 127, issue C, pages 155-164, DOI: 10.1016/j.enpol.2018.11.047.
  6. Rodríguez-Caballero, Carlos Vladimir & Caporin, Massimiliano, 2019, "A multilevel factor approach for the analysis of CDS commonality and risk contribution," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101144.
  7. Bonaccolto, Giovanni & Caporin, Massimiliano & Paterlini, Sandra, 2019, "Decomposing and backtesting a flexible specification for CoVaR," Journal of Banking & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jbankfin.2019.105659.
  8. Caporin, Massimiliano & Chang, Chia-Lin & McAleer, Michael, 2019, "Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?," International Review of Economics & Finance, Elsevier, volume 59, issue C, pages 50-70, DOI: 10.1016/j.iref.2018.08.003.
  9. Massimiliano Caporin & Michele Costola, 2019, "Asymmetry and leverage in GARCH models: a News Impact Curve perspective," Applied Economics, Taylor & Francis Journals, volume 51, issue 31, pages 3345-3364, July, DOI: 10.1080/00036846.2019.1578853.
  10. Hasan ENGIN DURAN, 2019, "Regional Unemployment Dynamics In Turkey," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 9-23, June.
  11. Hasan Engin Duran, 2019, "Structural change and output volatility reduction in OECD countries: evidence of the Second Great Moderation," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 8, issue 1, pages 1-14, December, DOI: 10.1186/s40008-019-0171-1.
  12. Duran, Hasan Engin, 2019, "Asymmetries in regional development: Does TFP or capital accumulation matter for spatial inequalities?," The Journal of Economic Asymmetries, Elsevier, volume 20, issue C, DOI: 10.1016/j.jeca.2019.e00119.
  13. Elena Fumagalli & Laura Fumagalli, 2019, "Neighbourhood Ethnic Composition and Social Participation of Young People in England," The Economic Journal, Royal Economic Society, volume 129, issue 622, pages 2459-2521.
  14. Elisabetta Marinelli & Fabrizio Guzzo & Carlo Gianelle, 2019, "Building Smart Specialisation Strategies Monitoring Systems: Evidence from the EU," L'industria, Società editrice il Mulino, issue 1, pages 27-44.
  15. Massenot, Baptiste & Pettinicchi, Yuri, 2019, "Can households see into the future? Survey evidence from the Netherlands," Journal of Economic Behavior & Organization, Elsevier, volume 164, issue C, pages 77-90, DOI: 10.1016/j.jebo.2019.05.021.
  16. Abhishek Samantray & Paolo Pin, 2019, "Credibility of climate change denial in social media," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 5, issue 1, pages 1-8, December, DOI: 10.1057/s41599-019-0344-4.
  17. Salvatore Di Falco & Razack Lokina & Peter Martinsson & Paolo Pin, 2019, "Altruism and the pressure to share: Lab evidence from Tanzania," PLOS ONE, Public Library of Science, volume 14, issue 5, pages 1-19, May, DOI: 10.1371/journal.pone.0212747.
  18. Billio, Monica & Casarin, Roberto & Rossini, Luca, 2019, "Bayesian nonparametric sparse VAR models," Journal of Econometrics, Elsevier, volume 212, issue 1, pages 97-115, DOI: 10.1016/j.jeconom.2019.04.022.
  19. Leisen, Fabrizio & Mena, Ramsés H. & Palma, Freddy & Rossini, Luca, 2019, "On a flexible construction of a negative binomial model," Statistics & Probability Letters, Elsevier, volume 152, issue C, pages 1-8, DOI: 10.1016/j.spl.2019.04.004.
  20. Rick Bohte & Luca Rossini, 2019, "Comparing the Forecasting of Cryptocurrencies by Bayesian Time-Varying Volatility Models," JRFM, MDPI, volume 12, issue 3, pages 1-18, September.

2018

  1. Blasi, Silvia & Caporin, Massimiliano & Fontini, Fulvio, 2018, "A Multidimensional Analysis of the Relationship Between Corporate Social Responsibility and Firms' Economic Performance," Ecological Economics, Elsevier, volume 147, issue C, pages 218-229, DOI: 10.1016/j.ecolecon.2018.01.014.
  2. Caporin, Massimiliano & Costola, Michele & Jannin, Gregory & Maillet, Bertrand, 2018, "“On the (Ab)use of Omega?”," Journal of Empirical Finance, Elsevier, volume 46, issue C, pages 11-33, DOI: 10.1016/j.jempfin.2017.11.007.
  3. Caporin, Massimiliano & Pelizzon, Loriana & Ravazzolo, Francesco & Rigobon, Roberto, 2018, "Measuring sovereign contagion in Europe," Journal of Financial Stability, Elsevier, volume 34, issue C, pages 150-181, DOI: 10.1016/j.jfs.2017.12.004.
  4. Bonaccolto, G. & Caporin, M. & Gupta, R., 2018, "The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 507, issue C, pages 446-469, DOI: 10.1016/j.physa.2018.05.061.
  5. Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018, "Asset allocation strategies based on penalized quantile regression," Computational Management Science, Springer, volume 15, issue 1, pages 1-32, January, DOI: 10.1007/s10287-017-0288-3.
  6. Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2018, "Markov switching GARCH models for Bayesian hedging on energy futures markets," Energy Economics, Elsevier, volume 70, issue C, pages 545-562, DOI: 10.1016/j.eneco.2017.06.001.
  7. Ludovico Carrino & Cristina Elisa Orso & Giacomo Pasini, 2018, "Demand of long‐term care and benefit eligibility across European countries," Health Economics, John Wiley & Sons, Ltd., volume 27, issue 8, pages 1175-1188, August, DOI: 10.1002/hec.3665.
  8. Massenot, Baptiste & Pettinicchi, Yuri, 2018, "Can firms see into the future? Survey evidence from Germany," Journal of Economic Behavior & Organization, Elsevier, volume 145, issue C, pages 66-79, DOI: 10.1016/j.jebo.2017.10.018.
  9. Di Falco, Salvatore & Feri, Francesco & Pin, Paolo & Vollenweider, Xavier, 2018, "Ties that bind: Network redistributive pressure and economic decisions in village economies," Journal of Development Economics, Elsevier, volume 131, issue C, pages 123-131, DOI: 10.1016/j.jdeveco.2017.12.001.
  10. Boncinelli, Leonardo & Pin, Paolo, 2018, "The stochastic stability of decentralized matching on a graph," Games and Economic Behavior, Elsevier, volume 108, issue C, pages 239-244, DOI: 10.1016/j.geb.2017.06.005.
  11. Yongli Li & Guanghe Liu & Paolo Pin, 2018, "Network-based risk measurements for interbank systems," PLOS ONE, Public Library of Science, volume 13, issue 7, pages 1-18, July, DOI: 10.1371/journal.pone.0200209.
  12. Luciana Dalla Valle & Fabrizio Leisen & Luca Rossini, 2018, "Bayesian non‐parametric conditional copula estimation of twin data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, volume 67, issue 3, pages 523-548, April, DOI: 10.1111/rssc.12237.
  13. Fabrizio Leisen & Luca Rossini & Cristiano Villa, 2018, "Objective bayesian analysis of the Yule–Simon distribution with applications," Computational Statistics, Springer, volume 33, issue 1, pages 99-126, March, DOI: 10.1007/s00180-017-0735-1.
  14. Pierluigi Ciocca & Gianni Toniolo, 2018, "Ricordo di Giorgio Lunghini," Rivista di storia economica, Società editrice il Mulino, issue 3, pages 397-400.

2017

  1. Teye, Alfred Larm & Ahelegbey, Daniel Felix, 2017, "Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach," Regional Science and Urban Economics, Elsevier, volume 65, issue C, pages 56-64, DOI: 10.1016/j.regsciurbeco.2017.04.005.
  2. Caporin, Massimiliano & Rossi, Eduardo & Santucci de Magistris, Paolo, 2017, "Chasing volatility," Journal of Econometrics, Elsevier, volume 198, issue 1, pages 122-145, DOI: 10.1016/j.jeconom.2017.01.005.
  3. Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat, 2017, "The relationship between oil prices and rig counts: The importance of lags," Energy Economics, Elsevier, volume 63, issue C, pages 213-226, DOI: 10.1016/j.eneco.2017.01.015.
  4. Caporin, Massimiliano & Fontini, Fulvio, 2017, "The long-run oil–natural gas price relationship and the shale gas revolution," Energy Economics, Elsevier, volume 64, issue C, pages 511-519, DOI: 10.1016/j.eneco.2016.07.024.
  5. Caporin, Massimiliano & Kolokolov, Aleksey & Renò, Roberto, 2017, "Systemic co-jumps," Journal of Financial Economics, Elsevier, volume 126, issue 3, pages 563-591, DOI: 10.1016/j.jfineco.2017.06.016.
  6. Massimiliano Caporin & Francesco Poli, 2017, "Building News Measures from Textual Data and an Application to Volatility Forecasting," Econometrics, MDPI, volume 5, issue 3, pages 1-46, August.
  7. Massimiliano Caporin & Rangan Gupta, 2017, "Time-varying persistence in US inflation," Empirical Economics, Springer, volume 53, issue 2, pages 423-439, September, DOI: 10.1007/s00181-016-1144-y.
  8. Massimilano Caporin & Paolo Paruolo, 2017, "Correction of Caporin and Paruolo (2015)," Econometric Reviews, Taylor & Francis Journals, volume 36, issue 4, pages 493-493, April, DOI: 10.1080/07474938.2016.1275203.
  9. Hasan Engin Duran & Alexandra Ferreira-Lopes, 2017, "Determinants of co-movement and of lead and lag behavior of business cycles in the Eurozone," International Review of Applied Economics, Taylor & Francis Journals, volume 31, issue 2, pages 255-282, March, DOI: 10.1080/02692171.2016.1249830.
  10. Currarini, Sergio & Fumagalli, Elena & Panebianco, Fabrizio, 2017, "Peer effects and local congestion in networks," Games and Economic Behavior, Elsevier, volume 105, issue C, pages 40-58, DOI: 10.1016/j.geb.2017.06.015.
  11. Carlo Gianelle & Letizia Montinari & Simone Salotti, 2017, "Interregional Trade, Specialization, and the Business Cycle: Policy Implications for the EMU," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 13, issue 1, pages 1-27, May, DOI: 10.1007/s41549-017-0012-y.
  12. Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & Guillaume Roussellet, 2017, "Staying at zero with affine processes : an application to term structure modelling," Rue de la Banque, Banque de France, issue 52, november.
  13. Pin, Paolo & Weidenholzer, Elke & Weidenholzer, Simon, 2017, "Constrained mobility and the evolution of efficient outcomes," Journal of Economic Dynamics and Control, Elsevier, volume 82, issue C, pages 165-175, DOI: 10.1016/j.jedc.2017.06.003.
  14. Charles D. Brummitt & Kenan Huremović & Paolo Pin & Matthew H. Bonds & Fernando Vega-Redondo, 2017, "Contagious disruptions and complexity traps in economic development," Nature Human Behaviour, Nature, volume 1, issue 9, pages 665-672, September, DOI: 10.1038/s41562-017-0190-6.

2016

  1. Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016, "Sparse Graphical Vector Autoregression: A Bayesian Approach," Annals of Economics and Statistics, GENES, issue 123-124, pages 333-361, DOI: 10.15609/annaeconstat2009.123-124.0.
  2. Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin, 2016, "Bayesian Graphical Models for STructural Vector Autoregressive Processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 2, pages 357-386, March.
  3. Giovanni Bonaccolto & Massimiliano Caporin, 2016, "The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective," JRFM, MDPI, volume 9, issue 3, pages 1-25, July.
  4. Massimiliano Caporin & Eduardo Rossi & Paolo Santucci de Magistris, 2016, "Volatility Jumps and Their Economic Determinants," Journal of Financial Econometrics, Oxford University Press, volume 14, issue 1, pages 29-80.
  5. Michele Costola & Massimiliano Caporin, 2016, "Rational Learning For Risk-Averse Investors By Conditioning On Behavioral Choices," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 11, issue 01, pages 1-26, March, DOI: 10.1142/S2010495216500032.
  6. Duran Hasan Engin, 2016, "Inflation Differentials across Regions in Turkey," South East European Journal of Economics and Business, Paradigm, volume 11, issue 1, pages 7-17, April, DOI: 10.1515/jeb-2016-0001.
  7. Hasan Engin Duran, 2016, "Exchange Rate Movements and its Local Effects: Turkey Case," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 6, issue 2, pages 442-449.
  8. Alexander Kleibrink & Carlo Gianelle & Mathieu Doussineau, 2016, "Monitoring innovation and territorial development in Europe: emergent strategic management," European Planning Studies, Taylor & Francis Journals, volume 24, issue 8, pages 1438-1458, August, DOI: 10.1080/09654313.2016.1181717.
  9. Billio, Monica & Casarin, Roberto & Osuntuyi, Anthony, 2016, "Efficient Gibbs sampling for Markov switching GARCH models," Computational Statistics & Data Analysis, Elsevier, volume 100, issue C, pages 37-57, DOI: 10.1016/j.csda.2014.04.011.
  10. Michele Belloni & Elena Meschi & Giacomo Pasini, 2016, "The Effect on Mental Health of Retiring During the Economic Crisis," Health Economics, John Wiley & Sons, Ltd., volume 25, issue S2, pages 126-140, November, DOI: 10.1002/hec.3377.
  11. Blasco, Andrea & Pin, Paolo & Sobbrio, Francesco, 2016, "Paying positive to go negative: Advertisers׳ competition and media reports," European Economic Review, Elsevier, volume 83, issue C, pages 243-261, DOI: 10.1016/j.euroecorev.2016.01.005.
  12. Landini, Fabio & Montinari, Natalia & Pin, Paolo & Piovesan, Marco, 2016, "Friendship network in the classroom: Parents bias on peer effects," Journal of Economic Behavior & Organization, Elsevier, volume 129, issue C, pages 56-73, DOI: 10.1016/j.jebo.2016.05.018.

2015

  1. Billio, Monica & Caporin, Massimiliano & Costola, Michele, 2015, "Backward/forward optimal combination of performance measures for equity screening," The North American Journal of Economics and Finance, Elsevier, volume 34, issue C, pages 63-83, DOI: 10.1016/j.najef.2015.08.002.
  2. Baldovin, Fulvio & Caporin, Massimiliano & Caraglio, Michele & Stella, Attilio L. & Zamparo, Marco, 2015, "Option pricing with non-Gaussian scaling and infinite-state switching volatility," Journal of Econometrics, Elsevier, volume 187, issue 2, pages 486-497, DOI: 10.1016/j.jeconom.2015.02.033.
  3. Khalifa, Ahmed & Caporin, Massimiliano & Hammoudeh, Shawkat, 2015, "Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle," Energy Policy, Elsevier, volume 87, issue C, pages 72-82, DOI: 10.1016/j.enpol.2015.08.039.
  4. Asai, Manabu & Caporin, Massimiliano & McAleer, Michael, 2015, "Forecasting Value-at-Risk using block structure multivariate stochastic volatility models," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 40-50, DOI: 10.1016/j.iref.2015.02.004.
  5. Caporin, Massimiliano & Velo, Gabriel G., 2015, "Realized range volatility forecasting: Dynamic features and predictive variables," International Review of Economics & Finance, Elsevier, volume 40, issue C, pages 98-112, DOI: 10.1016/j.iref.2015.02.021.
  6. Massimiliano Caporin & Paolo Paruolo, 2015, "Proximity-Structured Multivariate Volatility Models," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 5, pages 559-593, May, DOI: 10.1080/07474938.2013.807102.
  7. F. Baldovin & F. Camana & M. Caporin & M. Caraglio & A.L. Stella, 2015, "Ensemble properties of high-frequency data and intraday trading rules," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 2, pages 231-245, February, DOI: 10.1080/14697688.2013.867454.
  8. Massimiliano Caporin & Angelo Ranaldo & Gabriel G. Velo, 2015, "Precious metals under the microscope: a high-frequency analysis," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 5, pages 743-759, May, DOI: 10.1080/14697688.2014.947313.
  9. Hasan ENGIN DURAN & Sevim PELIN OZKAN, 2015, "Trade Openness, Urban Concentration And City-Size Growth In Turkey," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 1, pages 35-46, June.
  10. Stefano Magrini & Margherita Gerolimetto & Hasan Engin Duran, 2015, "Regional Convergence and Aggregate Business Cycle in the United States," Regional Studies, Taylor & Francis Journals, volume 49, issue 2, pages 251-272, February, DOI: 10.1080/00343404.2013.766319.
  11. Hasan Engin DURAN, 2015, "Non-Linear Regional Income Divergence And Policies: Turkey Case," Regional Science Inquiry, Hellenic Association of Regional Scientists, volume 0, issue 2, pages 107-114, December.
  12. Avendano, Mauricio & Berkman, Lisa F. & Brugiavini, Agar & Pasini, Giacomo, 2015, "The long-run effect of maternity leave benefits on mental health: Evidence from European countries," Social Science & Medicine, Elsevier, volume 132, issue C, pages 45-53, DOI: 10.1016/j.socscimed.2015.02.037.
  13. Pin, Paolo & Rogers, Brian W., 2015, "Cooperation, punishment and immigration," Journal of Economic Theory, Elsevier, volume 160, issue C, pages 72-101, DOI: 10.1016/j.jet.2015.07.002.
  14. Yongli Li & Paolo Pin & Chong Wu, 2015, "A Network Centrality Method for the Rating Problem," PLOS ONE, Public Library of Science, volume 10, issue 4, pages 1-19, April, DOI: 10.1371/journal.pone.0120247.

2014

  1. Massimiliano Caporin & Grégory M. Jannin & Francesco Lisi & Bertrand B. Maillet, 2014, "A Survey On The Four Families Of Performance Measures," Journal of Economic Surveys, Wiley Blackwell, volume 28, issue 5, pages 917-942, December.
  2. Caporin, Massimiliano & McAleer, Michael, 2014, "Robust ranking of multivariate GARCH models by problem dimension," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 172-185, DOI: 10.1016/j.csda.2012.05.012.
  3. Aielli, Gian Piero & Caporin, Massimiliano, 2014, "Variance clustering improved dynamic conditional correlation MGARCH estimators," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 556-576, DOI: 10.1016/j.csda.2013.01.029.
  4. Caporin, Massimiliano & Jimenez-Martin, Juan-Angel & Gonzalez-Serrano, Lydia, 2014, "Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 31, issue C, pages 159-177, DOI: 10.1016/j.intfin.2014.03.015.
  5. Hasan Engin DURAN & Umut ERDEM, 2014, "Regional Effects Of Monetary Policy: Turkey Case," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, volume 14, issue 1, pages 133-144.
  6. Hasan Engin Duran, 2014, "Short-Run Dynamics of Income Disparities and Regional Cycle Synchronization in the U.S," Growth and Change, Wiley Blackwell, volume 45, issue 2, pages 292-332, June.
  7. Lorenzo Rocco & Elena Fumagalli & Marc Suhrcke, 2014, "From Social Capital To Health – And Back," Health Economics, John Wiley & Sons, Ltd., volume 23, issue 5, pages 586-605, May, DOI: 10.1002/hec.2934.
  8. Carlo Gianelle & Xabier Goenaga & Ignacio González Vázquez & Mark Thissen, 2014, "Smart specialisation in the tangled web of European inter-regional trade," European Journal of Innovation Management, Emerald Group Publishing Limited, volume 17, issue 4, pages 472-491, October, DOI: 10.1108/EJIM-10-2013-0113.
  9. Carlo Gianelle & Giuseppe Tattara, 2014, "Vacancy chains and the business cycle. Stringing together job-to-job transitions in micro data," International Journal of Manpower, Emerald Group Publishing Limited, volume 35, issue 8, pages 1212-1235, October, DOI: 10.1108/IJM-07-2012-0106.
  10. Carlo Gianelle, 2014, "Labor market intermediaries make the world smaller," Journal of Evolutionary Economics, Springer, volume 24, issue 5, pages 951-981, November, DOI: 10.1007/s00191-014-0373-5.
  11. Carlo Gianelle, 2014, "Discovering the Regional Small World of Labour Mobility. Evidence from Linked Employer-Employee Data," Regional Studies, Taylor & Francis Journals, volume 48, issue 7, pages 1263-1278, July, DOI: 10.1080/00343404.2012.697993.
  12. Rob Alessie & Viola Angelini & Giacomo Pasini, 2014, "Is It True Love? Altruism Versus Exchange in Time and Money Transfers," De Economist, Springer, volume 162, issue 2, pages 193-213, June, DOI: 10.1007/s10645-013-9221-5.
  13. Adriaan Kalwij & Giacomo Pasini & Mingqin Wu, 2014, "Home care for the elderly: the role of relatives, friends and neighbors," Review of Economics of the Household, Springer, volume 12, issue 2, pages 379-404, June, DOI: 10.1007/s11150-012-9159-4.
  14. Dimitris Georgarakos & Michael Haliassos & Giacomo Pasini, 2014, "Household Debt and Social Interactions," The Review of Financial Studies, Society for Financial Studies, volume 27, issue 5, pages 1404-1433.
  15. Christian Gourieroux & Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne, 2014, "Regime Switching and Bond Pricing," Journal of Financial Econometrics, Oxford University Press, volume 12, issue 2, pages 237-277.
  16. Mojon, B. & Pegoraro, F., 2014, "Decoupling euro area and US yield curves," Rue de la Banque, Banque de France, issue 01, december..
  17. Dalmazzo, Alberto & Pin, Paolo & Scalise, Diego, 2014, "Communities and social inefficiency with heterogeneous groups," Journal of Economic Dynamics and Control, Elsevier, volume 48, issue C, pages 410-427, DOI: 10.1016/j.jedc.2014.08.001.

2013

  1. Caporin, Massimiliano, 2013, "Equity and CDS sector indices: Dynamic models and risk hedging," The North American Journal of Economics and Finance, Elsevier, volume 25, issue C, pages 261-275, DOI: 10.1016/j.najef.2012.06.004.
  2. Caporin, Massimiliano & Lisi, Francesco, 2013, "A Conditional Single Index model with Local Covariates for detecting and evaluating active portfolio management," The North American Journal of Economics and Finance, Elsevier, volume 26, issue C, pages 236-249, DOI: 10.1016/j.najef.2013.02.003.
  3. Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2013, "Risk spillovers in international equity portfolios," Journal of Empirical Finance, Elsevier, volume 24, issue C, pages 121-137, DOI: 10.1016/j.jempfin.2013.09.005.
  4. Caporin, Massimiliano & Ranaldo, Angelo & Santucci de Magistris, Paolo, 2013, "On the predictability of stock prices: A case for high and low prices," Journal of Banking & Finance, Elsevier, volume 37, issue 12, pages 5132-5146, DOI: 10.1016/j.jbankfin.2013.05.024.
  5. Aielli, Gian Piero & Caporin, Massimiliano, 2013, "Fast clustering of GARCH processes via Gaussian mixture models," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 94, issue C, pages 205-222, DOI: 10.1016/j.matcom.2012.09.015.
  6. Massimiliano Caporin & Michael McAleer, 2013, "Ten Things You Should Know about the Dynamic Conditional Correlation Representation," Econometrics, MDPI, volume 1, issue 1, pages 1-12, June.
  7. Maria Kasch & Massimiliano Caporin, 2013, "Volatility Threshold Dynamic Conditional Correlations: An International Analysis," Journal of Financial Econometrics, Oxford University Press, volume 11, issue 4, pages 706-742, September.
  8. Massimiliano Caporin & Juliusz Preś, 2013, "Forecasting Temperature Indices Density with Time‐Varying Long‐Memory Models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 4, pages 339-352, July.
  9. Magrini Stefano & Gerolimetto Margherita & Duran Hasan Engin, 2013, "Business cycle dynamics across the US states," The B.E. Journal of Macroeconomics, De Gruyter, volume 13, issue 1, pages 795-822, April, DOI: 10.1515/bejm-2012-0018.
  10. Hasan Engin Duran, 2013, "Convergence Of Regional Economic Cycles In Turkey," Review of Urban & Regional Development Studies, Wiley Blackwell, volume 25, issue 3, pages 152-175, November.
  11. Fumagalli, Elena & Mentzakis, Emmanouil & Suhrcke, Marc, 2013, "Do political factors matter in explaining under- and overweight outcomes in developing countries?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 46, issue C, pages 48-56, DOI: 10.1016/j.socec.2013.06.002.
  12. Sergio Currarini & Elena Fumagalli & Fabrizio Panebianco, 2013, "Smoking and Social Interactions," Review of Environment, Energy and Economics - Re3, Fondazione Eni Enrico Mattei, May.
  13. Carlo Gianelle & Roberta Panzieri, 2013, "Coworking. Una nuova forma di lavoro che aiuta a scoprirsi imprenditori?," ECONOMIA E SOCIET? REGIONALE, FrancoAngeli Editore, volume 0, issue 1, pages 196-201.
  14. Carlo Gianelle & Roberta Panzeri, 2013, "Nuove esperienze, nuove idee: coworking. Una nuova forma di lavoro che aiuta a scoprirsi imprenditori?," ECONOMIA E SOCIET? REGIONALE, FrancoAngeli Editore, volume 0, issue 2, pages 228-233.
  15. Roberta Panzeri & Carlo Gianelle, 2013, "Recensioni," ECONOMIA E SOCIET? REGIONALE, FrancoAngeli Editore, volume 0, issue 2, pages 234-239.
  16. Nermuth, Manfred & Pasini, Giacomo & Pin, Paolo & Weidenholzer, Simon, 2013, "The informational divide," Games and Economic Behavior, Elsevier, volume 78, issue C, pages 21-30, DOI: 10.1016/j.geb.2012.10.016.
  17. Jardet, Caroline & Monfort, Alain & Pegoraro, Fulvio, 2013, "No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth," Journal of Banking & Finance, Elsevier, volume 37, issue 2, pages 389-402, DOI: 10.1016/j.jbankfin.2012.09.003.
  18. Feri, Francesco & Innocenti, Alessandro & Pin, Paolo, 2013, "Is there psychological pressure in competitive environments?," Journal of Economic Psychology, Elsevier, volume 39, issue C, pages 249-256, DOI: 10.1016/j.joep.2013.09.003.

2012

  1. Massimiliano Caporin & Michael McAleer, 2012, "Do We Really Need Both Bekk And Dcc? A Tale Of Two Multivariate Garch Models," Journal of Economic Surveys, Wiley Blackwell, volume 26, issue 4, pages 736-751, September, DOI: j.1467-6419.2011.00683.x.
  2. Caporin, Massimiliano & Preś, Juliusz, 2012, "Modelling and forecasting wind speed intensity for weather risk management," Computational Statistics & Data Analysis, Elsevier, volume 56, issue 11, pages 3459-3476, DOI: 10.1016/j.csda.2010.06.019.
  3. Caporin, Massimiliano & Preś, Juliusz & Torro, Hipolit, 2012, "Model based Monte Carlo pricing of energy and temperature Quanto options," Energy Economics, Elsevier, volume 34, issue 5, pages 1700-1712, DOI: 10.1016/j.eneco.2012.02.008.
  4. Massimiliano Caporin & Paolo Santucci de Magistris, 2012, "On the evaluation of marginal expected shortfall," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 2, pages 175-179, February, DOI: 10.1080/13504851.2011.570704.
  5. M. Bonato & M. Caporin & A. Ranaldo, 2012, "A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices," The European Journal of Finance, Taylor & Francis Journals, volume 18, issue 9, pages 761-774, October, DOI: 10.1080/1351847X.2011.601629.
  6. Francesco Lisi & Massimiliano Caporin, 2012, "On the role of risk in the Morningstar rating for mutual funds," Quantitative Finance, Taylor & Francis Journals, volume 12, issue 10, pages 1477-1486, October, DOI: 10.1080/14697688.2012.665999.
  7. Paolo Buonanno & Giacomo Pasini & Paolo Vanin, 2012, "Crime and social sanction," Papers in Regional Science, Wiley Blackwell, volume 91, issue 1, pages 193-218, March, DOI: j.1435-5957.2010.00349.x.
  8. Monfort, Alain & Pegoraro, Fulvio, 2012, "Asset pricing with Second-Order Esscher Transforms," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1678-1687, DOI: 10.1016/j.jbankfin.2012.01.014.
  9. Anufriev, Mikhail & Bottazzi, Giulio & Marsili, Matteo & Pin, Paolo, 2012, "Excess covariance and dynamic instability in a multi-asset model," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 8, pages 1142-1161, DOI: 10.1016/j.jedc.2012.03.015.
  10. Boncinelli, Leonardo & Pin, Paolo, 2012, "Stochastic stability in best shot network games," Games and Economic Behavior, Elsevier, volume 75, issue 2, pages 538-554, DOI: 10.1016/j.geb.2012.03.001.
  11. Bramoullé, Yann & Currarini, Sergio & Jackson, Matthew O. & Pin, Paolo & Rogers, Brian W., 2012, "Homophily and long-run integration in social networks," Journal of Economic Theory, Elsevier, volume 147, issue 5, pages 1754-1786, DOI: 10.1016/j.jet.2012.05.007.
  12. Filippo Cesarano & Giulio Cifarelli & Gianni Toniolo, 2012, "Exchange Rate Regimes and Reserve Policy: The Italian Lira, 1883–1911," Open Economies Review, Springer, volume 23, issue 2, pages 253-275, April, DOI: 10.1007/s11079-010-9182-0.

2011

  1. Massimiliano Caporin & Michael McAleer, 2011, "Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, volume 65, issue 2, pages 125-163, May, DOI: j.1467-9574.2010.00479.x.
  2. Caporin, Massimiliano & Lisi, Francesco, 2011, "Comparing and selecting performance measures using rank correlations," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy, volume 5, pages 1-34, DOI: 10.5018/economics-ejournal.ja.2011-.
  3. Dimitris Georgarakos & Giacomo Pasini, 2011, "Trust, Sociability, and Stock Market Participation," Review of Finance, European Finance Association, volume 15, issue 4, pages 693-725.
  4. B. van Groezen & R. Jadoenandansing & G. Pasini, 2011, "Social capital and health across European countries," Applied Economics Letters, Taylor & Francis Journals, volume 18, issue 12, pages 1167-1170, DOI: 10.1080/13504851.2010.528353.
  5. Luca Dall’Asta & Paolo Pin & Abolfazl Ramezanpour, 2011, "Optimal Equilibria of the Best Shot Game," Journal of Public Economic Theory, Association for Public Economic Theory, volume 13, issue 6, pages 885-901, December, DOI: j.1467-9779.2011.01523.x.
  6. Pin, Paolo, 2011, "Eight degrees of separation," Research in Economics, Elsevier, volume 65, issue 3, pages 259-270, September.

2010

  1. Massimiliano Caporin & Michael McAleer, 2010, "A Scientific Classification Of Volatility Models," Journal of Economic Surveys, Wiley Blackwell, volume 24, issue 1, pages 192-195, February, DOI: 10.1111/j.1467-6419.2009.00584.x.
  2. Massimiliano Caporin & Michael McAleer, 2010, "The Ten Commandments For Managing Investments," Journal of Economic Surveys, Wiley Blackwell, volume 24, issue 1, pages 196-200, February, DOI: 10.1111/j.1467-6419.2009.00585.x.
  3. Billio, Monica & Caporin, Massimiliano, 2010, "Market linkages, variance spillovers, and correlation stability: Empirical evidence of financial contagion," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2443-2458, November.
  4. Massimiliano Caporin & Francesco Lisi, 2010, "Misspecification tests for periodic long memory GARCH models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 19, issue 1, pages 47-62, March, DOI: 10.1007/s10260-009-0118-z.
  5. Giovanni Millo & Giacomo Pasini, 2010, "Does Social Capital Reduce Moral Hazard? A Network Model for Non-Life Insurance Demand," Fiscal Studies, Institute for Fiscal Studies, volume 31, issue 3, pages 341-372, September.
  6. Toniolo, Gianni, 2010, "Global Imbalances and the Lessons of Bretton Woods. The Cairoli Lectures, Universidad Torcuato Di Tella. By Barry Eichengreen. Cambridge, MA and London: The MIT Press, 2007. Pp. xiv, 187. $26.00," The Journal of Economic History, Cambridge University Press, volume 70, issue 1, pages 259-260, March.

2009

  1. Billio, Monica & Caporin, Massimiliano, 2009, "A generalized Dynamic Conditional Correlation model for portfolio risk evaluation," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 8, pages 2566-2578, DOI: 10.1016/j.matcom.2008.12.011.
  2. Silvano Bordignon & Massimiliano Caporin & Francesco Lisi, 2009, "Periodic Long-Memory GARCH Models," Econometric Reviews, Taylor & Francis Journals, volume 28, issue 1-3, pages 60-82, DOI: 10.1080/07474930802387860.
  3. Giacomo Pasini, 2009, "Excess sensitivity of consumption to income growth: a model of Loss Aversion ," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 18, issue 4, pages 575-594, August.
  4. Sergio Currarini & Matthew O. Jackson & Paolo Pin, 2009, "An Economic Model of Friendship: Homophily, Minorities, and Segregation," Econometrica, Econometric Society, volume 77, issue 4, pages 1003-1045, July.
  5. Bianconi, Ginestra & Galla, Tobias & Marsili, Matteo & Pin, Paolo, 2009, "Effects of Tobin taxes in minority game markets," Journal of Economic Behavior & Organization, Elsevier, volume 70, issue 1-2, pages 231-240, May.
  6. Toniolo, Gianni, 2009, "A History of Central Banking in Great Britain and the United States. By John H. Wood. New York: Cambridge University Press, 2005. Pp. index, 439," The Journal of Economic History, Cambridge University Press, volume 69, issue 2, pages 613-614, June.
  7. Pierluigi Ciocca & Gianni Toniolo, 2009, "Una rivista, lungo un quarto di secolo," Rivista di storia economica, Società editrice il Mulino, issue 3, pages 317-320.

2008

  1. Massimiliano Caporin & Michael McAleer, 2008, "Scalar BEKK and indirect DCC," Journal of Forecasting, John Wiley & Sons, Ltd., volume 27, issue 6, pages 537-549, DOI: 10.1002/for.1074.
  2. Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2008, "Dating EU15 monthly business cycle jointly using GDP and IPI," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, volume 2007, issue 3, pages 333-366, DOI: 10.1787/jbcma-v2007-art16-en.
  3. H. Bertholon & A. Monfort & F. Pegoraro, 2008, "Econometric Asset Pricing Modelling," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 4, pages 407-458, Fall.
  4. Gianni Toniolo, 2008, "Mani visibili e invisibili: la lunga evoluzione dei mercati," Rivista di storia economica, Società editrice il Mulino, issue 3, pages 341-354.

2007

  1. Bordignon, Silvano & Caporin, Massimiliano & Lisi, Francesco, 2007, "Generalised long-memory GARCH models for intra-daily volatility," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 12, pages 5900-5912, August.
  2. Massimiliano Caporin, 2007, "Variance (Non) Causality in Multivariate GARCH," Econometric Reviews, Taylor & Francis Journals, volume 26, issue 1, pages 1-24, DOI: 10.1080/07474930600972178.
  3. Alain Monfort & Fulvio Pegoraro, 2007, "Switching VARMA Term Structure Models," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 1, pages 105-153.
  4. Kirman, Alan & Markose, Sheri & Giansante, Simone & Pin, Paolo, 2007, "Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks," Journal of Economic Dynamics and Control, Elsevier, volume 31, issue 6, pages 2085-2107, June.
  5. Gianni Toniolo & Giovanni Vecchi, 2007, "Italian Children at Work, 1881-1961," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, volume 66, issue 3, pages 401-427, November.
  6. Gianni Toniolo, 2007, "La vita di un economista: Riccardo Faini," Rivista di storia economica, Società editrice il Mulino, issue 2, pages 249-262.

2006

  1. Massimiliano Caporin & Michael McAleer, 2006, "Dynamic Asymmetric GARCH," Journal of Financial Econometrics, Oxford University Press, volume 4, issue 3, pages 385-412.
  2. Gianni Toniolo, 2006, "La fine del Novecento nello specchio dello "sviluppo economico moderno"," Rivista di storia economica, Società editrice il Mulino, issue 2, pages 209-226.
  3. Piero Bolchini & Pierluigi Ciocca & Marcello de Cecco & Giovanni Federico & Giuseppe Tattara & Gianni Toniolo & Vera Zamagni, 2006, "A proposito di Stefano Fenoaltea, L'economia italiana dall'Unità alla Grande Guerra (Bari-Roma, 2006). Interventi di:," Rivista di storia economica, Società editrice il Mulino, issue 3, pages 331-331.

2005

  1. Monica Billio & Massimiliano Caporin, 2005, "Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 14, issue 2, pages 145-161, November, DOI: 10.1007/s10260-005-0108-8.

2004

  1. Gianni Toniolo, 2004, "L'Italia verso il declino economico? Ipotesi e congetture in una prospettiva secolare," Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 29-46.

2003

  1. Massimiliano Caporin, 2003, "Identification of long memory in GARCH models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, volume 12, issue 2, pages 133-151, December, DOI: 10.1007/s10260-003-0056-0.
  2. Toniolo, Gianni & Conte, Leandro & Vecchi, Giovanni, 2003, "Monetary Union, institutions and financial market integration: Italy, 1862-1905," Explorations in Economic History, Elsevier, volume 40, issue 4, pages 443-461, October.
  3. Gianni Toniolo, 2003, "La storia economica dell'Italia liberale: una rivoluzione in atto," Rivista di storia economica, Società editrice il Mulino, issue 3, pages 247-264.

2002

  1. Stefano Bertelli & Massimiliano Caporin, 2002, "A note on calculating autocovariances of long‐memory processes," Journal of Time Series Analysis, Wiley Blackwell, volume 23, issue 5, pages 503-508, September, DOI: 10.1111/1467-9892.00275.

2001

  1. Rossi, Nicola & Toniolo, Gianni & Vecchi, Giovanni, 2001, "Is The Kuznets Curve Still Alive? Evidence From Italian Household Budgets, 1881–1961," The Journal of Economic History, Cambridge University Press, volume 61, issue 4, pages 904-925, December.

2000

  1. Gianni Toniolo, 2000, "Commemorazioni: Carlo Maria Cipolla," Rivista italiana degli economisti, Società editrice il Mulino, issue 3, pages 503-503.
  2. Gianni Toniolo & Patrick Walker, 2000, "Un mondo sempre più diseguale?," Rivista di storia economica, Società editrice il Mulino, issue 2, pages 241-246.

1999

  1. Boltho, Andrea & Toniolo, Gianni, 1999, "The Assessment: The Twentieth Century--Achievements, Failures, Lessons," Oxford Review of Economic Policy, Oxford University Press and Oxford Review of Economic Policy Limited, volume 15, issue 4, pages 1-17, Winter.

1998

  1. Gianni Toniolo, 1998, "Europe’s Golden Age, 1950-1973: Speculations from a Long-run Perspective," Economic History Review, Economic History Society, volume 51, issue 2, pages 252-267, May.
  2. Toniolo, Gianni, 1998, "The Third Revolution. Professional Elites in the Modern World. By Harold Perkin. Routledge: London and New York1996, pp. xviii, 253; $65.00," The Journal of Economic History, Cambridge University Press, volume 58, issue 3, pages 921-922, September.
  3. Tancredi Bianchi & Luigi De Rosa & Gianni Toniolo, 1998, "Sull'opera di Donato Menichella," Rivista di storia economica, Società editrice il Mulino, issue 1, pages 63-84.

1992

  1. Nicola Rossi & Gianni Toniolo, 1992, "Catching up or falling behind? Italy's economic growth, 1895-1947," Economic History Review, Economic History Society, volume 45, issue 3, pages 537-563, August.
  2. Faini, Riccardo & Toniolo, Gianni, 1992, "Reconsidering Japanese deflation during the 1920s," Explorations in Economic History, Elsevier, volume 29, issue 2, pages 121-143, April.

1990

  1. Faini, Riccardo & Toniolo, Gianni, 1990, "Deflation reconsidered: Japan in the 1920s," European Economic Review, Elsevier, volume 34, issue 2-3, pages 616-623, May.

1986

  1. Basevi, Giorgio & Toniolo, Gianni, 1986, "'Debt and default in the 1930s: Causes and consequences' by Barry Eichengreen and Richard Portes," European Economic Review, Elsevier, volume 30, issue 3, pages 641-647, June.

1979

  1. Toniolo, Gianni, 1979, "Annali della Fondazione Luigi Einaudi (1976). Vol. 10. Turin: Fondazione Luigi Einaudi, 1977. Pp. 643. Lit. 12.000," The Journal of Economic History, Cambridge University Press, volume 39, issue 3, pages 861-861, September.

Books

2023

  1. Bastasin,Carlo & Toniolo,Gianni, 2023, "The Rise and Fall of the Italian Economy," Cambridge Books, Cambridge University Press, number 9781009235310.

2017

  1. Agar Brugiavini & Ludovico Carrino & Cristina Elisa Orso & Giacomo Pasini, 2017, "Vulnerability and Long-term Care in Europe," Springer Books, Springer, number 978-3-319-68969-2, ISBN: ARRAY(0x6fe0e578), DOI: 10.1007/978-3-319-68969-2.

2013

  1. Toniolo, Gianni (ed.), 2013, "The Oxford Handbook of the Italian Economy Since Unification," OUP Catalogue, Oxford University Press, number 9780199936694, ISBN: ARRAY(0x80f7c998).

2011

  1. Borio,Claudio & Toniolo,Gianni & Clement,Piet (ed.), 2011, "The Past and Future of Central Bank Cooperation," Cambridge Books, Cambridge University Press, number 9780521187572.

2008

  1. Feinstein, Charles H. & Temin, Peter & Toniolo, Gianni, 2008, "The World Economy between the World Wars," OUP Catalogue, Oxford University Press, number 9780195307559, ISBN: ARRAY(0x8245e5b0).
  2. Borio,Claudio & Toniolo,Gianni & Clement,Piet (ed.), 2008, "The Past and Future of Central Bank Cooperation," Cambridge Books, Cambridge University Press, number 9780521877794.

2007

  1. Toniolo,Gianni Assisted by-Name:Clement,Piet, 2007, "Central Bank Cooperation at the Bank for International Settlements, 1930–1973," Cambridge Books, Cambridge University Press, number 9780521043700.

2006

  1. Rhode,Paul W. & Toniolo,Gianni (ed.), 2006, "The Global Economy in the 1990s," Cambridge Books, Cambridge University Press, number 9780521617901.

1997

  1. Feinstein, Charles H. & Temin, Peter & Toniolo, Gianni, 1997, "The European Economy Between the Wars," OUP Catalogue, Oxford University Press, number 9780198774815, ISBN: ARRAY(0x8211a570).

1996

  1. Crafts,Nicholas & Toniolo,Gianni (ed.), 1996, "Economic Growth in Europe since 1945," Cambridge Books, Cambridge University Press, number 9780521499644.

Chapters

2026

  1. Agar Brugiavini & Elena Buia & Giacomo Pasini & Guglielmo Weber, 2026, "The Effects of Pension Reforms on Health Inequality in Italy," NBER Chapters, National Bureau of Economic Research, Inc, "Social Security Programs and Retirement Around the World: Pension Reforms and the Health Distribution of Retirees".

2025

  1. Agar Brugiavini & Raluca Elena Buia & Giacomo Pasini & Guglielmo Weber, 2025, "Social Security and Inequality in Italy: The Role of Pension Reforms," NBER Chapters, National Bureau of Economic Research, Inc, "Social Security Programs and Retirement Around the World: The Effects of Pension Reforms on the Income Distribution of Retirees".

2023

  1. Agar Brugiavini & Raluca Elena Buia & Giacomo Pasini & Guglielmo Weber, 2023, "The Effect of Retirement Incentives: Microevidence for Italy," NBER Chapters, National Bureau of Economic Research, Inc, "Social Security Programs and Retirement around the World: The Effects of Reforms on Retirement Behavior".
  2. Agar Brugiavini & Ludovico Carrino & Giacomo Pasini, 2023, "Long-Term Care in Italy," NBER Chapters, National Bureau of Economic Research, Inc, "Long-Term Care around the World".

2021

  1. Elena Bassoli & Agar Brugiavini & Giacomo Pasini, 2021, "Disease Prevalence Across Europe: New Evidence from SHARE," Contributions to Economic Analysis, Emerald Group Publishing Limited, "The Sustainability of Health Care Systems in Europe", DOI: 10.1108/S0573-855520210000295007.

2019

  1. Agar Brugiavini & Raluca Elena Buia & Giacomo Pasini & Guglielmo Weber, 2019, "The Evolution of Incentives for Retirement in Italy, 1980–2015," NBER Chapters, National Bureau of Economic Research, Inc, "Social Security Programs and Retirement around the World: Reforms and Retirement Incentives".

2018

  1. Giovanni Bonaccolto & Massimiliano Caporin & Sandra Paterlini, 2018, "Conditional Quantile-Located VaR," Springer Books, Springer, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-89824-7_31.
  2. Agar Brugiavini & Giacomo Pasini & Guglielmo Weber, 2018, "Employment at Older Ages: Evidence from Italy," NBER Chapters, National Bureau of Economic Research, Inc, "Social Security Programs and Retirement around the World: Working Longer".
  3. Monica Billio & Roberto Casarin & Luca Rossini, 2018, "Bayesian Nonparametric Sparse Vector Autoregressive Models," Springer Books, Springer, in: Marco Corazza & María Durbán & Aurea Grané & Cira Perna & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-89824-7_29.

2017

  1. Agar Brugiavini & Giacomo Pasini & Guglielmo Weber, 2017, "Health Capacity to Work at Older Ages: Evidence from Italy," NBER Chapters, National Bureau of Economic Research, Inc, "Social Security Programs and Retirement around the World: The Capacity to Work at Older Ages".

2014

  1. Daniel Felix Ahelegbey & Paolo Giudici, 2014, "Bayesian Selection of Systemic Risk Networks," Advances in Econometrics, Emerald Group Publishing Limited, "Bayesian Model Comparison", DOI: 10.1108/S0731-905320140000034007.
  2. Massimiliano Caporin & Luca Corazzini & Michele Costola, 2014, "Measuring the Impact of Behavioural Choices on the Market Prices," Springer Books, Springer, in: Cira Perna & Marilena Sibillo, "Mathematical and Statistical Methods for Actuarial Sciences and Finance", DOI: 10.1007/978-3-319-05014-0_12.
  3. Lorenzo Rocco & Elena Fumagalli, 2014, "Chapter 7: The Empirics of Social Capital and Health," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Sherman Folland & Lorenzo Rocco, "The Economics of Social Capital and Health A Conceptual and Empirical Roadmap".

2010

  1. Andrea Blasco & Paolo Pin, 2010, "Simulations on Correlated Behavior and Social Learning," Lecture Notes in Economics and Mathematical Systems, Springer, in: Marco Li Calzi & Lucia Milone & Paolo Pellizzari, "Progress in Artificial Economics", DOI: 10.1007/978-3-642-13947-5_8.

2009

  1. Carlo Gianelle & Giuseppe Tattara, 2009, "Manufacturing Abroad While Making Profits at Home: The Veneto Footwear clothing industry," Chapters, Edward Elgar Publishing, chapter 10, in: Mario Morroni, "Corporate Governance, Organization and the Firm".

2007

  1. Simone Giansante & Alan Kirman & Sheri Markose & Paolo Pin, 2007, "The Grass is Always Greener on the Other Side of the Fence: The Effect of Misperceived Signalling in a Network Formation Process," Lecture Notes in Economics and Mathematical Systems, Springer, chapter 16, in: Andrea Consiglio, "Artificial Markets Modeling", DOI: 10.1007/978-3-540-73135-1_16.

2006

  1. Paolo Pin, 2006, "A Model of Myerson-Nash Equilibria in Networks," Lecture Notes in Economics and Mathematical Systems, Springer, in: M. Beckmann & H. P. Künzi & G. Fandel & W. Trockel & A. Basile & A. Drexl & H. Dawid & K. Inderfurth, "Artificial Economics", DOI: 10.1007/3-540-28547-4_15.

1998

  1. Gianni Toniolo, 1998, "Does History have Useful Economics? Lessons from Europe’s Golden Age (1950–73)," International Economic Association Series, Palgrave Macmillan, chapter 5, in: Yair Mundlak, "Contemporary Economic Issues", DOI: 10.1007/978-1-349-26188-8_5.

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