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Paolo Zagaglia

This is information that was supplied by Paolo Zagaglia in registering through RePEc. If you are Paolo Zagaglia, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Paolo
Middle Name:
Last Name:Zagaglia
Suffix:
RePEc Short-ID:pza65
[This author has chosen not to make the email address public]

Affiliation

Rimini, Italy
http://www.rcfea.org/

: +390541434142
+39054155431
Via Patara, 3, 47921 Rimini (RN)
RePEc:edi:rcfeait (more details at EDIRC)

Works

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Working Papers

  1. Paolo Zagaglia, 2014. "International portfolio allocation with European fixed-income funds: What scope for Italian funds?," Working Paper Series 18_14, The Rimini Centre for Economic Analysis.
  2. R. Cesari & M. Marzo & P. Zagaglia, 2012. "Effective Trade Execution," Working Papers wp836, Dipartimento Scienze Economiche, Universita' di Bologna.
  3. M. Marzo & P. Zagaglia, 2012. "Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy," Working Papers wp821, Dipartimento Scienze Economiche, Universita' di Bologna.
  4. Liberati, Caterina & Marzo, Massimiliano & Zagaglia, Paolo & Zappa, Paola, 2012. "Structural distortions in the Euro interbank market: the role of 'key players' during the recent market turmoil," MPRA Paper 40223, University Library of Munich, Germany.
  5. Gabrielsen, A. & Zagaglia, Paolo & Kirchner, A. & Liu, Z., 2012. "Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework," MPRA Paper 39294, University Library of Munich, Germany.
  6. A. Gabrielsen & M. Marzo & P. Zagaglia, 2011. "Measuring market liquidity: An introductory survey," Working Papers wp802, Dipartimento Scienze Economiche, Universita' di Bologna.
  7. M. Marzo & L. Zhoushi & P. Zagaglia, 2011. "The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil," Working Papers wp732, Dipartimento Scienze Economiche, Universita' di Bologna.
  8. M. Marzo & D. Ritelli & P. Zagaglia, 2011. "Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method," Working Papers wp797, Dipartimento Scienze Economiche, Universita' di Bologna.
  9. Massimiliano Marzo & Paolo Zagaglia, 2011. "Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run," Working Paper Series 20_11, The Rimini Centre for Economic Analysis.
  10. Marzo, Massimiliano & Zagaglia, Paolo, 2011. "Equilibrium selection in a cashless economy with transaction frictions in the bond market," MPRA Paper 31680, University Library of Munich, Germany.
  11. Paolo Zagaglia, 2011. "Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback," Working Paper Series 19_11, The Rimini Centre for Economic Analysis.
  12. Zagaglia, Paolo, 2010. "Informed trading in the Euro money market for term lending," MPRA Paper 20415, University Library of Munich, Germany.
  13. M. Marzo & P. Zagaglia, 2010. "Lo 'shock' Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTS," Working Papers 703, Dipartimento Scienze Economiche, Universita' di Bologna.
  14. Massimiliano Marzo & Paolo Zagaglia, 2010. "Gold and the U.S. Dollar: Tales from the Turmoil," Working Paper Series 08_10, The Rimini Centre for Economic Analysis.
  15. L. Marattin & M. Marzo & P. Zagaglia, 2010. "A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments," Working Papers wp720, Dipartimento Scienze Economiche, Universita' di Bologna.
  16. Zagaglia, Paolo, 2009. "Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback," Research Papers in Economics 2009:14, Stockholm University, Department of Economics.
  17. Marzo, Massimiliano & Zagaglia, Paolo, 2009. "A Further Look at the 2004 Reform of the Operational Framework of the ECB," Research Papers in Economics 2009:8, Stockholm University, Department of Economics.
  18. Zagaglia, Paolo, 2009. "Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil?," Research Papers in Economics 2009:11, Stockholm University, Department of Economics.
  19. Marzo, Massimiliano & Zagaglia, Paolo, 2009. "The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They?," Research Papers in Economics 2009:1, Stockholm University, Department of Economics.
  20. Zagaglia, Paolo, 2009. "Monetary Asset Substitution in the Euro Area," MPRA Paper 17878, University Library of Munich, Germany.
  21. Zagaglia, Paolo, 2009. "What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback," Research Papers in Economics 2009:12, Stockholm University, Department of Economics.
  22. Zagaglia, Paolo, 2009. "Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model," Research Papers in Economics 2009:7, Stockholm University, Department of Economics.
  23. Zagaglia, Paolo, 2008. "The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight?," Research Papers in Economics 2008:5, Stockholm University, Department of Economics.
  24. Marzo, Massimiliano & Romagnoli , Silvia & Zagaglia, Paolo, 2008. "A Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions," Research Papers in Economics 2008:6, Stockholm University, Department of Economics.
  25. Marzo, Massimiliano & Zagaglia, Paolo, 2008. "Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy," Research Papers in Economics 2008:7, Stockholm University, Department of Economics.
  26. Spargoli, Fabrizio & Zagaglia, Paolo, 2008. "The co-movements along the forward curve of natural gas futures : a structural view," Research Discussion Papers 26/2008, Bank of Finland.
  27. Marzo, Massimiliano & Zagaglia, Paolo, 2007. "Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets," Research Papers in Economics 2007:11, Stockholm University, Department of Economics.
  28. Spargoli, Fabrizio & Zagaglia, Paolo, 2007. "The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model," Research Papers in Economics 2007:15, Stockholm University, Department of Economics.
  29. Zagaglia, Paolo, 2007. "Distortionary Tax Instruments and Implementable Monetary Policy," Research Papers in Economics 2007:5, Stockholm University, Department of Economics.
  30. Spargoli, Fabrizio & Zagaglia, Paolo, 2007. "Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations," Research Papers in Economics 2007:16, Stockholm University, Department of Economics.
  31. M. Marzo & P. Zagaglia, 2007. "Domestic political constraints to foreign aid effectiveness," Working Papers 599, Dipartimento Scienze Economiche, Universita' di Bologna.
  32. Marzo, Massimiliano & Zagaglia, Paolo, 2007. "Volatility forecasting for crude oil futures," Research Papers in Economics 2007:9, Stockholm University, Department of Economics.
  33. M. Marzo & P. Zagaglia, 2007. "Identity and the Dynamics of Preferences," Working Papers 595, Dipartimento Scienze Economiche, Universita' di Bologna.
  34. Zagaglia, Paolo, 2006. "The Predictive Power of the Yield Spread under the Veil of Time," Research Papers in Economics 2006:4, Stockholm University, Department of Economics.
  35. Marzo, Massimiliano & Strid, Ingvar & Zagaglia, Paolo, 2006. "Optimal Opportunistic Monetary Policy in a New-Keynesian Model," Research Papers in Economics 2006:8, Stockholm University, Department of Economics.
  36. Zagaglia, Paolo, 2006. "Does the Yield Spread Predict the Output Gap in the U.S.?," Research Papers in Economics 2006:5, Stockholm University, Department of Economics.
  37. Paolo Zagaglia & Massimiliano Marzo & Ingvar Strid, 2006. "Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model," Computing in Economics and Finance 2006 392, Society for Computational Economics.
  38. Massimiliano Marzo & Ulf Sodestrom & Paolo Zagaglia, 2006. "Monetary Policy and the Term Structure: A Fully Structural DSGE approach," Computing in Economics and Finance 2006 352, Society for Computational Economics.
  39. Paolo ZAGAGLIA, 2002. "Matlab Implementation of the AIM Algorithm: A Beginner's Guide," Working Papers 169, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  40. Paolo ZAGAGLIA, 2002. "On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands," Working Papers 162, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  41. Luigi MARATTIN & Simone SALOTTI, "undated". "The Response of Private Consumption to Different Public Spending Categories:VAR Evidence from UK," EcoMod2010 259600111, EcoMod.

Articles

  1. Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa, 2015. "Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(3), pages 207-250, August.
  2. Marzo, Massimiliano & Zagaglia, Paolo, 2014. "Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 487-499.
  3. Marattin, Luigi & Marzo, Massimiliano & Zagaglia, Paolo, 2013. "Distortionary tax instruments and implementable monetary policy," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 219-243.
  4. Paolo Zagaglia, 2013. "Hedging Italian Equity Mutual Fund Returns during the Recent Financial Turmoil: A Duration-Dependent Markov-Switching Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 3(3), pages 1-20.
  5. Paolo Zagaglia, 2013. "Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 20(4), pages 383-430, November.
  6. Paolo Zagaglia & Massimiliano Marzo, 2013. "Gold and the U.S. dollar: tales from the turmoil," Quantitative Finance, Taylor & Francis Journals, vol. 13(4), pages 571-582, March.
  7. Paolo Zagaglia & Massimilano Marzo, 2013. "The Impact of the 2004 Reform of the Operational Framework of the ECB:Structural GARCH Evidence," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 2(1), pages 1-8.
  8. Nicholas Apergis & Alexandros Gabrielsen & James E. Payne & Paolo Zagaglia, 2012. "Convergence and clustering of Tier 1 capital in the European banking sector: a non-linear factor approach," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 5(2), pages 210-221.
  9. Massimiliano Marzo & Paolo Zagaglia, 2012. "Trading directions and the pricing of Euro interbank deposits in the long run," Applied Economics Letters, Taylor & Francis Journals, vol. 19(18), pages 1827-1839, December.
  10. Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2012. "Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 1(4), pages 1-8.
  11. Marattin, Luigi & Marzo, Massimiliano & Zagaglia, Paolo, 2011. "A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments," Journal of Policy Modeling, Elsevier, vol. 33(6), pages 920-952.
  12. Zagaglia, Paolo, 2010. "Macroeconomic factors and oil futures prices: A data-rich model," Energy Economics, Elsevier, vol. 32(2), pages 409-417, March.
  13. Paolo Zagaglia, 2010. "The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(9), pages 865-868.
  14. Paolo Zagaglia, 2010. "Did the turmoil affect money-market segmentation in the Euro area?," Applied Economics Letters, Taylor & Francis Journals, vol. 17(18), pages 1783-1788.
  15. Massimiliano Marzo & Paolo Zagaglia, 2010. "Volatility forecasting for crude oil futures," Applied Economics Letters, Taylor & Francis Journals, vol. 17(16), pages 1587-1599.
  16. Paolo Zagaglia, 2009. "Fractional integration of inflation rates: a note," Applied Economics Letters, Taylor & Francis Journals, vol. 16(11), pages 1103-1105.
  17. Marzo, Massimiliano & Strid, Ingvar & Zagaglia, Paolo, 2009. "Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation," Structural Change and Economic Dynamics, Elsevier, vol. 20(4), pages 288-300, December.
  18. Marzo, Massimiliano & Zagaglia, Paolo, 2008. "A note on the conditional correlation between energy prices: Evidence from future markets," Energy Economics, Elsevier, vol. 30(5), pages 2454-2458, September.
  19. Paolo Zagaglia, 2007. "Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics," Finnish Economic Papers, Finnish Economic Association, vol. 20(2), pages 121-138, Autumn.
  20. Paolo Zagaglia, 2006. "How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate," Economics Bulletin, AccessEcon, vol. 5(14), pages 1-11.
  21. Paolo Zagaglia, 2005. "Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation," Computational Economics, Springer;Society for Computational Economics, vol. 26(1), pages 91-106, August.
  22. Zagaglia Paolo, 2002. "On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands," Rivista italiana degli economisti, Società editrice il Mulino, issue 2, pages 219-248.

    RePEc:wsi:afexxx:v:10:y:2015:i:01:p:1550005-1-1550005-29 is not listed on IDEAS

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 57 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-CBA: Central Banking (20) 2006-06-24 2006-10-07 2007-03-03 2007-05-26 2008-08-14 2008-08-14 2008-11-18 2009-02-28 2009-05-09 2009-05-16 2009-05-23 2009-06-10 2009-10-24 2009-12-19 2010-05-02 2011-04-09 2011-04-09 2011-06-25 2011-07-13 2011-07-21. Author is listed
  2. NEP-MAC: Macroeconomics (20) 2006-06-24 2006-06-24 2006-10-07 2007-03-03 2007-05-26 2008-05-31 2008-08-14 2008-11-18 2009-02-22 2009-02-28 2009-05-23 2009-06-10 2009-12-19 2010-02-20 2011-02-26 2011-04-09 2011-06-25 2011-07-13 2011-07-21 2012-04-03. Author is listed
  3. NEP-MON: Monetary Economics (20) 2006-10-07 2007-03-03 2007-05-26 2008-05-31 2008-08-14 2008-08-14 2008-11-11 2008-11-18 2009-02-28 2009-05-09 2009-05-16 2009-05-23 2009-06-10 2009-10-24 2009-12-19 2010-02-20 2011-04-09 2012-01-10 2012-07-29 2012-07-29. Author is listed
  4. NEP-ENE: Energy Economics (8) 2007-06-30 2007-06-30 2007-08-14 2007-08-14 2007-08-18 2007-09-02 2009-01-24 2009-02-22. Author is listed
  5. NEP-FOR: Forecasting (8) 2006-06-24 2006-06-24 2007-06-30 2007-08-14 2009-02-22 2009-06-10 2011-04-09 2012-06-25. Author is listed
  6. NEP-MST: Market Microstructure (8) 2008-05-31 2008-11-11 2009-05-09 2010-02-20 2011-04-09 2012-01-10 2012-07-01 2012-07-08. Author is listed
  7. NEP-DGE: Dynamic General Equilibrium (7) 2008-08-14 2008-08-14 2009-05-23 2009-06-10 2011-02-26 2011-04-09 2011-07-13. Author is listed
  8. NEP-EEC: European Economics (7) 2008-05-31 2009-05-09 2009-05-16 2009-05-23 2010-02-20 2011-04-09 2011-04-09. Author is listed
  9. NEP-FMK: Financial Markets (7) 2007-08-14 2008-05-31 2008-11-18 2009-01-24 2009-05-09 2012-01-03 2012-07-29. Author is listed
  10. NEP-RMG: Risk Management (6) 2007-06-30 2007-06-30 2007-08-18 2007-09-02 2012-06-25 2014-08-20. Author is listed
  11. NEP-BAN: Banking (4) 2010-02-20 2012-06-25 2012-07-29 2012-07-29
  12. NEP-IFN: International Finance (3) 2009-02-28 2010-05-02 2010-05-08
  13. NEP-ETS: Econometric Time Series (2) 2007-06-30 2007-06-30
  14. NEP-BEC: Business Economics (1) 2011-02-26
  15. NEP-CFN: Corporate Finance (1) 2010-02-20
  16. NEP-CTA: Contract Theory & Applications (1) 2010-02-20
  17. NEP-ECM: Econometrics (1) 2012-06-25
  18. NEP-MIC: Microeconomics (1) 2011-04-09
  19. NEP-NET: Network Economics (1) 2012-07-29
  20. NEP-ORE: Operations Research (1) 2009-06-10
  21. NEP-PBE: Public Economics (1) 2007-05-26

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