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Paolo Vitale

Personal Details

First Name:Paolo
Middle Name:
Last Name:Vitale
Suffix:
RePEc Short-ID:pvi103
[This author has chosen not to make the email address public]
https://sites.google.com/site/paolovitaleweb/
Department of Economics University of Chieti-Pescara Viale Pindaro 42 65127 Pescara ITALY
0039-085-4537647
Terminal Degree:1996 Faculty of Economics; University of Cambridge (from RePEc Genealogy)

Affiliation

Dipartimento di Economia
Università degli Studi di Chieti e Pescara ("G. d'Annunzio")

Pescara, Italy
https://www.dec.unich.it/
RePEc:edi:dechiit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Francis Breedon & Thórarinn G. Pétursson & Paolo Vitale, 2021. "The currency that came in from the cold - Capital controls and the information content of order flow," Economics wp86, Department of Economics, Central bank of Iceland.
  2. Valentini, Edilio & Vitale, Paolo, 2019. "Uncertainty and Risk-aversion in a Dynamic Oligopoly with Sticky Prices," ETA: Economic Theory and Applications 285025, Fondazione Eni Enrico Mattei (FEEM).
  3. Francis Breedon & Dagfinn Rime & Paolo Vitale, 2015. "Carry Trades, Order Flow and the Forward Bias Puzzle," Working Papers 761, Queen Mary University of London, School of Economics and Finance.
  4. Valentini, Edilio & Vitale, Paolo, 2014. "Optimal Climate Policy for a Pessimistic Social Planner," Climate Change and Sustainable Development 166409, Fondazione Eni Enrico Mattei (FEEM).
  5. Paolo Vitale Author-Name-First Paolo, 2013. "Pessimistic optimal choice for risk-averse agents," Working Papers CASMEF 1306, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  6. Paolo Vitale, 2012. "Linear Risk-averse Optimal Control Problems: Applications in Economics and Finance," Working Papers CASMEF 1203, Dipartimento di Economia e Finanza, LUISS Guido Carli.
  7. Francis Breedon & Dagfinn Rime & Paolo Vital, 2010. "A Transaction Data Study of the Forward Bias Puzzle," Working Paper 2010/26, Norges Bank.
  8. Vitale, Paolo, 2007. "Optimal Informed Trading in the Foreign Exchange Market," CEPR Discussion Papers 6553, C.E.P.R. Discussion Papers.
  9. Vitale, Paolo, 2006. "A Market Microstructure Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5468, C.E.P.R. Discussion Papers.
  10. Vitale, Paolo, 2006. "A Critical Appraisal of Recent Developments in the Analysis of Foreign Exchange Intervention," CEPR Discussion Papers 5729, C.E.P.R. Discussion Papers.
  11. Vitale, Paolo & Breedon, Francis, 2004. "An Empirical Study of Liquidity and Information Effects of Order Flow on Exchange Rates," CEPR Discussion Papers 4586, C.E.P.R. Discussion Papers.
  12. Vitale, Paolo, 2004. "A Guided Tour of the Market Microstructure Approach to Exchange Rate Determination," CEPR Discussion Papers 4530, C.E.P.R. Discussion Papers.
  13. Vitale, Paolo & Payne, Richard, 2001. "A Transaction Level Study of the Effects of Central Bank Intervention of Exchange Rates," CEPR Discussion Papers 3085, C.E.P.R. Discussion Papers.
  14. Mella-Barral, Pierre & Vitale, Paolo, 2001. "Equilibrium Exchange Rate Policies: Complicit Renegotiation-Proof Outcomes," CEPR Discussion Papers 2718, C.E.P.R. Discussion Papers.
  15. Vitale, Paolo, 2001. "Foreign Exchange Intervention, Policy Objectives and Macroeconomic Stability," CEPR Discussion Papers 2886, C.E.P.R. Discussion Papers.
  16. Vitale, Paolo, 2001. "Foreign exchange intervention and macroeconomic stability," LSE Research Online Documents on Economics 25039, London School of Economics and Political Science, LSE Library.
  17. Vitale, P., 1997. "Speculative Noise Trading and Manipulation in the Foreign Exchange Market," Economics Working Papers eco97/23, European University Institute.
  18. Perraudin,W. & Vitale,P., 1995. "Information Flows in the Foreign Exchange Markets," Cambridge Working Papers in Economics 9412, Faculty of Economics, University of Cambridge.
  19. Vitale, P., 1995. "Risk-Averse Traders with Inside Information," Cambridge Working Papers in Economics 9504, Faculty of Economics, University of Cambridge.
  20. Flood, R. & Perraudin, W. & Vitale, P., 1995. "Reserve Cycles," Cambridge Working Papers in Economics 9502, Faculty of Economics, University of Cambridge.
    repec:qmw:qmwecw:wp761 is not listed on IDEAS
    repec:ehl:lserod:25040 is not listed on IDEAS

Articles

  1. Breedon, Francis & Pétursson, Thórarinn G. & Vitale, Paolo, 2023. "The currency that came in from the cold: Capital controls and the information content of order flow," Journal of International Money and Finance, Elsevier, vol. 138(C).
  2. Edilio Valentini & Paolo Vitale, 2022. "A Dynamic Oligopoly with Price Stickiness and Risk-Averse Agents," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 8(3), pages 697-718, November.
  3. Edilio Valentini & Paolo Vitale, 2019. "Optimal Climate Policy for a Pessimistic Social Planner," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 72(2), pages 411-443, February.
  4. Vitale, Paolo, 2018. "Robust trading for ambiguity-averse insiders," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 113-130.
  5. Vitale, Paolo, 2018. "Optimal monetary policy for a pessimistic central bank," Journal of Macroeconomics, Elsevier, vol. 58(C), pages 39-59.
  6. Paolo Vitale, 2017. "Insider trading in sequential auction markets with risk-aversion and time-discounting," The European Journal of Finance, Taylor & Francis Journals, vol. 23(14), pages 1267-1279, November.
  7. Paolo Vitale, 2017. "Ambiguity-aversion in a Single Auction Market," Economics Bulletin, AccessEcon, vol. 37(3), pages 1745-1752.
  8. Paolo Vitale, 2017. "Pessimistic Optimal Choice for Risk-Averse Agents: The Continuous-Time Limit," Computational Economics, Springer;Society for Computational Economics, vol. 49(1), pages 17-65, January.
  9. Francis Breedon & Dagfinn Rime & Paolo Vitale, 2016. "Carry Trades, Order Flow, and the Forward Bias Puzzle," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(6), pages 1113-1134, September.
  10. Vitale, Paolo, 2012. "Risk-averse insider trading in multi-asset sequential auction markets," Economics Letters, Elsevier, vol. 117(3), pages 673-675.
  11. Paolo Vitale, 2012. "Optimal informed trading in the foreign exchange market," The European Journal of Finance, Taylor & Francis Journals, vol. 18(10), pages 989-1013, November.
  12. Paolo Vitale, 2011. "The impact of FX intervention on FX markets: a market microstructure analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 16(1), pages 41-62, January.
  13. Breedon, Francis & Vitale, Paolo, 2010. "An empirical study of portfolio-balance and information effects of order flow on exchange rates," Journal of International Money and Finance, Elsevier, vol. 29(3), pages 504-524, April.
  14. Paolo Vitale, 2007. "A Guided Tour Of The Market Microstructure Approach To Exchange Rate Determination," Journal of Economic Surveys, Wiley Blackwell, vol. 21(5), pages 903-934, December.
  15. Paolo Vitale, 2007. "An assessment of some open issues in the analysis of foreign exchange intervention," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 155-170.
  16. Vitale, Paolo, 2003. "Foreign exchange intervention: how to signal policy objectives and stabilise the economy," Journal of Monetary Economics, Elsevier, vol. 50(4), pages 841-870, May.
  17. Payne, Richard & Vitale, Paolo, 2003. "A transaction level study of the effects of central bank intervention on exchange rates," Journal of International Economics, Elsevier, vol. 61(2), pages 331-352, December.
  18. Turalay Kenc & William Perraudin & Paolo Vitale, 2001. "Inflation and Sovereign Default," IMF Staff Papers, Palgrave Macmillan, vol. 47(3), pages 1-4.
  19. Vitale, Paolo, 2000. "Speculative noise trading and manipulation in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 19(5), pages 689-712, October.
  20. Vitale, Paolo, 1999. "Sterilised central bank intervention in the foreign exchange market," Journal of International Economics, Elsevier, vol. 49(2), pages 245-267, December.
  21. Vitale, Paolo, 1998. "Two months in the life of several gilt-edged market makers on the London Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 299-324, December.
  22. Flood, Robert & Perraudin, William & Vitale, Paolo, 1998. "Reserve and exchange rate cycles," Journal of International Economics, Elsevier, vol. 46(1), pages 31-59, October.

Chapters

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

More information

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 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-IFN: International Finance (7) 2003-10-20 2005-02-13 2005-02-13 2006-01-29 2006-10-28 2007-11-10 2010-12-23. Author is listed
  2. NEP-MST: Market Microstructure (5) 2006-10-28 2007-11-10 2010-12-23 2015-12-20 2021-08-30. Author is listed
  3. NEP-CBA: Central Banking (4) 2006-10-28 2007-11-10 2010-12-23 2021-08-30
  4. NEP-FMK: Financial Markets (3) 2005-02-13 2005-02-13 2006-01-29
  5. NEP-COM: Industrial Competition (2) 2019-03-25 2019-04-08
  6. NEP-GTH: Game Theory (2) 2019-03-25 2019-04-08
  7. NEP-MIC: Microeconomics (2) 2014-07-13 2019-04-08
  8. NEP-MON: Monetary Economics (2) 2006-10-28 2021-08-30
  9. NEP-UPT: Utility Models & Prospect Theory (2) 2012-02-27 2019-03-25
  10. NEP-BAN: Banking (1) 2021-08-30
  11. NEP-ENE: Energy Economics (1) 2014-04-18
  12. NEP-ENV: Environmental Economics (1) 2014-04-18
  13. NEP-IND: Industrial Organization (1) 2019-04-08
  14. NEP-ISF: Islamic Finance (1) 2021-08-30
  15. NEP-PAY: Payment Systems & Financial Technology (1) 2021-08-30

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