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Marco Taboga

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Personal Details

First Name:Marco
Middle Name:
Last Name:Taboga
Suffix:
RePEc Short-ID:pta33
http://www.statlect.com
Roma, Italy
http://www.bancaditalia.it/

:

Via Nazionale, 91 - 00184 Roma
RePEc:edi:bdigvit (more details at EDIRC)
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  1. Michele Lanotte & Giacomo Manzelli & Anna Maria Rinaldi & Marco Taboga & Pietro Tommasino, 2016. "Easier said than done? Reforming the prudential treatment of banks’ sovereign exposures," Questioni di Economia e Finanza (Occasional Papers) 326, Bank of Italy, Economic Research and International Relations Area.
  2. Marcello Pericoli & Marco Taboga, 2015. "Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model," Temi di discussione (Economic working papers) 1023, Bank of Italy, Economic Research and International Relations Area.
  3. Marcello Pericoli & Marco Taboga, 2015. "Decomposing euro area sovereign spreads: credit, liquidity and convenience," Temi di discussione (Economic working papers) 1021, Bank of Italy, Economic Research and International Relations Area.
  4. Emanuela Ciapanna & Marco Taboga & Eliana Viviano, 2015. "Sectoral differences in managers’ compensation: insights from a matching model," Temi di discussione (Economic working papers) 1000, Bank of Italy, Economic Research and International Relations Area.
  5. Marco Taboga, 2013. "What is a prime bank? A Euribor � OIS spread perspective," Temi di discussione (Economic working papers) 895, Bank of Italy, Economic Research and International Relations Area.
  6. Antonio Di Cesare & Giuseppe Grande & Michele Manna & Marco Taboga, 2012. "Recent estimates of sovereign risk premia for euro-area countries," Questioni di Economia e Finanza (Occasional Papers) 128, Bank of Italy, Economic Research and International Relations Area.
  7. Emanuela Ciapanna & Marco Taboga, 2011. "Bayesian analysis of coefficient instability in dynamic regressions," Temi di discussione (Economic working papers) 836, Bank of Italy, Economic Research and International Relations Area.
  8. Marco Taboga, 2010. "Under/over-valuation of the stock market and cyclically adjusted earnings," Temi di discussione (Economic working papers) 780, Bank of Italy, Economic Research and International Relations Area.
  9. Marco Taboga, 2009. "The riskiness of corporate bonds," Temi di discussione (Economic working papers) 730, Bank of Italy, Economic Research and International Relations Area.
  10. Fabio Panetta & Thomas Faeh & Giuseppe Grande & Corrinne Ho & Michael King & Aviram Levy & Federico M. Signoretti & Marco Taboga & Andrea Zaghini, 2009. "An assessment of financial sector rescue programmes," Questioni di Economia e Finanza (Occasional Papers) 47, Bank of Italy, Economic Research and International Relations Area.
  11. Taboga, Marco & Pericoli, Marcello, 2008. "Bond risk premia, macroeconomic fundamentals and the exchange rate," MPRA Paper 9523, University Library of Munich, Germany.
  12. Taboga, Marco, 2008. "Macro-finance VARs and bond risk premia: a caveat," MPRA Paper 11585, University Library of Munich, Germany.
  13. Taboga, Marco, 2007. "Structural change and the bond yield conundrum," MPRA Paper 4965, University Library of Munich, Germany.
  14. Marcello Pericoli & Marco Taboga, 2006. "Canonical term-structure models with observable factors and the dynamics of bond risk premiums," Temi di discussione (Economic working papers) 580, Bank of Italy, Economic Research and International Relations Area.
  15. Marco Taboga, 2005. "Portfolio Selection with Two-Stage Preferences," Finance 0506009, EconWPA.
  16. Marco Taboga, 2005. "Maxmin Portfolio Choice," Temi di discussione (Economic working papers) 543, Bank of Italy, Economic Research and International Relations Area.
  17. Marcello, Pericoli & Marco, Taboga, 2005. "A specification analysis of discrete-time no-arbitrage term structure models with observable and unobservable factors," MPRA Paper 4969, University Library of Munich, Germany, revised Sep 2007.
  18. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2004. "Portfolio Selection with Monotone Mean-Variance Preferences," ICER Working Papers - Applied Mathematics Series 27-2004, ICER - International Centre for Economic Research, revised Dec 2004.
  19. Taboga, Marco, 2004. "A Simple Model of Robust Portfolio Selection," MPRA Paper 16472, University Library of Munich, Germany.
  20. Marco Taboga, 2002. "The realized equity premium has been higher than expected: further evidence," Finance 0210004, EconWPA.
  1. Marco Taboga, 2014. "What Is a Prime Bank? A Euribor–OIS Spread Perspective," International Finance, Wiley Blackwell, vol. 17(1), pages 51-75, 03.
  2. Marco Taboga, 2014. "The Riskiness of Corporate Bonds," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 693-713, 06.
  3. Pericoli, Marcello & Taboga, Marco, 2012. "Bond risk premia, macroeconomic fundamentals and the exchange rate," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 42-65.
  4. Marco Taboga, 2011. "Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings," International Finance, Wiley Blackwell, vol. 14(1), pages 135-164, 04.
  5. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2009. "Portfolio Selection With Monotone Mean-Variance Preferences," Mathematical Finance, Wiley Blackwell, vol. 19(3), pages 487-521.
  6. Taboga, Marco, 2009. "Macro-finance VARs and bond risk premia: A caveat," Review of Financial Economics, Elsevier, vol. 18(4), pages 163-171, October.
  7. Marcello Pericoli & Marco Taboga, 2008. "Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(7), pages 1471-1488, October.
  8. Taboga Marco, 2006. "Robust Portfolio Selection with and without Relative Entropy," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 6(1), pages 1-26, March.
  9. Taboga, Marco, 2005. "Portfolio selection with two-stage preferences," Finance Research Letters, Elsevier, vol. 2(3), pages 152-164, September.
  10. Marco Taboga, 2004. "The equity premium in the long-run," Applied Financial Economics, Taylor & Francis Journals, vol. 14(9), pages 645-650.
  1. Bank for International Settlements, 2009. "An assessment of financial sector rescue programmes," BIS Papers, Bank for International Settlements, number 48, June.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (7) 2007-09-24 2008-07-20 2008-11-18 2009-02-14 2009-08-16 2015-08-07 2016-05-14. Author is listed
  2. NEP-EEC: European Economics (6) 2009-08-16 2012-09-30 2013-02-08 2015-07-25 2015-08-07 2016-05-14. Author is listed
  3. NEP-FIN: Finance (6) 2005-02-13 2005-04-16 2005-06-27 2005-07-11 2006-05-27 2006-09-16. Author is listed
  4. NEP-FMK: Financial Markets (5) 2006-05-27 2006-09-16 2008-11-18 2009-02-14 2009-11-21. Author is listed
  5. NEP-MON: Monetary Economics (5) 2007-09-24 2008-07-20 2008-11-18 2009-02-14 2015-08-07. Author is listed
  6. NEP-CBA: Central Banking (3) 2009-02-14 2015-08-07 2016-05-14
  7. NEP-ECM: Econometrics (3) 2007-09-24 2011-12-19 2015-08-07
  8. NEP-IFN: International Finance (2) 2008-07-20 2009-02-14
  9. NEP-RMG: Risk Management (2) 2005-07-11 2009-08-16
  10. NEP-BAN: Banking (1) 2009-08-16
  11. NEP-ETS: Econometric Time Series (1) 2011-12-19
  12. NEP-FOR: Forecasting (1) 2011-12-19
  13. NEP-HRM: Human Capital & Human Resource Management (1) 2015-03-05
  14. NEP-LAB: Labour Economics (1) 2015-03-05
  15. NEP-MFD: Microfinance (1) 2015-03-05
  16. NEP-OPM: Open Economy Macroeconomics (1) 2008-07-20
  17. NEP-ORE: Operations Research (1) 2008-06-21

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