Pasquale Filiani
Personal Details
First Name: | Pasquale |
Middle Name: | |
Last Name: | Filiani |
Suffix: | |
RePEc Short-ID: | pfi360 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/pfiliani | |
Terminal Degree: | (from RePEc Genealogy) |
Affiliation
Central Bank of Ireland
Dublin, Irelandhttps://www.centralbank.ie/
RePEc:edi:cbigvie (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Clancy, Daragh & Dunne, Peter G. & Filiani, Pasquale, 2019.
"Liquidity and tail-risk interdependencies in the euro area sovereign bond market,"
Research Technical Papers
11/RT/19, Central Bank of Ireland.
- Daragh Clancy & Peter G. Dunne & Pasquale Filiani, 2019. "Liquidity and tail-risk interdependencies in the euro area sovereign bond market," Working Papers 41, European Stability Mechanism.
Articles
- Filiani, Pasquale, 2021. "Optimal monetary–fiscal policy in the euro area liquidity crisis," Journal of Macroeconomics, Elsevier, vol. 70(C).
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Clancy, Daragh & Dunne, Peter G. & Filiani, Pasquale, 2019.
"Liquidity and tail-risk interdependencies in the euro area sovereign bond market,"
Research Technical Papers
11/RT/19, Central Bank of Ireland.
- Daragh Clancy & Peter G. Dunne & Pasquale Filiani, 2019. "Liquidity and tail-risk interdependencies in the euro area sovereign bond market," Working Papers 41, European Stability Mechanism.
Cited by:
- Gómez-Puig, Marta & Pieterse-Bloem, Mary & Sosvilla-Rivero, Simón, 2023. "Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
- Linas Jurksas & Deimante Teresiene & Rasa Kanapickiene, 2021. "Liquidity Spill-Overs in Sovereign Bond Market: An Intra-Day Study of Trade Shocks in Calm and Stressful Market Conditions," Economies, MDPI, vol. 9(1), pages 1-22, March.
- Clancy, Daragh & Gabriele, Carmine & Žigraiová, Diana, 2022.
"Sovereign bond market spillovers from crisis-time developments in Greece,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
- Daragh Clancy & Carmine Gabriele & Diana Zigraiova, 2020. "Sovereign bond market spillovers from crisis-time developments in Greece," Working Papers 45, European Stability Mechanism.
Articles
- Filiani, Pasquale, 2021.
"Optimal monetary–fiscal policy in the euro area liquidity crisis,"
Journal of Macroeconomics, Elsevier, vol. 70(C).
Cited by:
- Inda Mulaahmetovic, 2022. "Evaluating the Effectiveness of Quantitative Easing Measures of the Federal Reserve and the European Central Bank," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 12(3), pages 141-163.
- Zoundi, Zakaria, 2024. "Wells or Welfare? Macroeconomic implications of the Canadian oil subsidy," Economic Modelling, Elsevier, vol. 139(C).
- Oye Queen Esther & Adeiza Adams, 2024. "Rent‐seeking and optimal fiscal‐monetary policy rules in Nigeria: A DSGE approach," African Development Review, African Development Bank, vol. 36(3), pages 535-551, September.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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 2 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.- NEP-EEC: European Economics (2) 2020-01-06 2021-10-18. Author is listed
- NEP-RMG: Risk Management (2) 2020-01-06 2021-10-18. Author is listed
- NEP-BAN: Banking (1) 2021-10-18. Author is listed
- NEP-ORE: Operations Research (1) 2020-01-06. Author is listed
Corrections
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