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Massimiliano Marzo

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First Name:Massimiliano
Middle Name:
Last Name:Marzo
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RePEc Short-ID:pma1020
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Location: Bologna, Italy
Homepage: http://www.dse.unibo.it/
Email:
Phone: +39 051 209 8019 and 2600
Fax: +39 051 209 8040 and 2664
Postal: Piazza Scaravilli, 2, and Strada Maggiore, 45, 40125 Bologna
Handle: RePEc:edi:sebolit (more details at EDIRC)
Location: Forlì, Italy
Homepage: http://www.ecofo.unibo.it/
Email:
Phone: +39.0543.374671
Fax: +39.0543.374643
Postal: P.le della Vittoria, 15, 47100 Forlì
Handle: RePEc:edi:ffbolit (more details at EDIRC)
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  1. Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia, 2012. "Effective Trade Execution," Papers 1206.5324, arXiv.org.
  2. C. Liberati & M. Marzo & P. Zagaglia & P. Zappa, 2012. "Structural distortions in the Euro interbank market: The role of ‘key players’ during the recent market turmoil," Working Papers wp841, Dipartimento Scienze Economiche, Universita' di Bologna.
  3. M. Falagiarda & M. Marzo, 2012. "A DSGE model with Endogenous Term Structure," Working Papers wp830, Dipartimento Scienze Economiche, Universita' di Bologna.
  4. 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.
  5. M. Marzo & P. Zagaglia, 2011. "Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market," Working Papers wp769, Dipartimento Scienze Economiche, Universita' di Bologna.
  6. 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.
  7. Alexandros Gabrielsen & Massimiliano Marzo & Paolo Zagaglia, 2011. "Measuring market liquidity: An introductory survey," Papers 1112.6169, arXiv.org.
  8. Massimiliano Marzo & Daniele Ritelli & Paolo Zagaglia, 2011. "Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method," Working Paper Series 52_11, The Rimini Centre for Economic Analysis.
  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. L. Marattin & M. Marzo, 2010. "The Multiplier-Effects of Non-Wasteful Government Expenditure," Working Papers 704, Dipartimento Scienze Economiche, Universita' di Bologna.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. L. Marattin & M. Marzo & P. Zagaglia, 2009. "Distortionary tax instruments and implementable monetary policy," Working Papers 684, Dipartimento Scienze Economiche, Universita' di Bologna.
  16. 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.
  17. Marattin, Luigi & Marzo, Massimiliano, 2009. "Fiscal rules in a highly distorted economy," MPRA Paper 11039, University Library of Munich, Germany.
  18. 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.
  19. Marattin, Luigi & Marzo, Massimiliano, 2008. "An (Un)Pleasant Arithmetic of Fiscal Policy: the Case of Italian Public Debt," MPRA Paper 6880, University Library of Munich, Germany.
  20. B. Luppi & M. Marzo & A. E. Scorcu, 2008. "Il Nuovo Accordo sul Capitale e il rapporto banca ? impresa nel sistema BCC Emilia-Romagna," Working Papers 640, Dipartimento Scienze Economiche, Universita' di Bologna.
  21. 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.
  22. 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.
  23. B. Luppi & M. Marzo & E. Scorcu, 2007. "A credit risk model for Italian SMEs," Working Papers 600, Dipartimento Scienze Economiche, Universita' di Bologna.
  24. Marzo, Massimiliano & Zagaglia, Paolo, 2007. "Volatility forecasting for crude oil futures," Research Papers in Economics 2007:9, Stockholm University, Department of Economics.
  25. Barbara Luppi & Massimiliano Marzo & Antonello E. Scorcu, 2007. "Credit risk and Basel II: Are non-profit firms financially different?," Working Paper Series 30-07, The Rimini Centre for Economic Analysis, revised Jul 2007.
  26. 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.
  27. 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.
  28. 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.
  29. Massimiliano Marzo & Thomas A. Lubik, 2005. "Optimal Monetary Policy in a Two Sector with Different Degree of Price and Wage Stickiness," Computing in Economics and Finance 2005 340, Society for Computational Economics.
  30. M. Marzo, 2004. "Optimal Monetary Policy in a Simple Distorted Economy," Working Papers 511, Dipartimento Scienze Economiche, Universita' di Bologna.
  31. M. Marzo, 2004. "Volatility Matters: Taylor Rules and Capital Accumulation," Working Papers 512, Dipartimento Scienze Economiche, Universita' di Bologna.
  32. D. Lanzi & M. Marzo, 2004. "Content Delivery and Vertical Integration in O-L Content Markets," Working Papers 513, Dipartimento Scienze Economiche, Universita' di Bologna.
  33. Massimiliano Marzo & Thomas A. Lubik, 2004. "Monetary Policy, Fiscal Policy and Automatic Stabilizers: Welfare and Macroeconomic Stability," Computing in Economics and Finance 2004 170, Society for Computational Economics.
  34. Thomas Lubik & Massimiliano Marzo, 2003. "An Inventory of Simple Monetary Policy Rules in a New Keynesian Macroeconomic Model," Economics Working Paper Archive 500, The Johns Hopkins University,Department of Economics.
  35. Massimiliano Marzo, 2003. "Challenges for Monetary Policy and the Enlarged Euroland," Eastward Enlargement of the Euro-zone Working Papers wp17d, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 May 2003.
  36. Katarzyna Zukrowska & Vladimir Lavrac & Massimiliano Marzo & Dominik Sobczak, 2003. "Final Report: Monetary and Fiscal Policy," Eastward Enlargement of the Euro-zone Working Papers wp17, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 Sep 2003.
  37. Thomas Meyer & Carlos Vieira & Isabel Vieira & Jaakko Kiander & Vladimir Lavrac & Massimiliano Marzo, 2002. "The Eastward Enlargement of the Eurozone: The Shaping of Capital Markets. Regional Inputs on Data and Statistic," Eastward Enlargement of the Euro-zone Working Papers wp05a, Free University Berlin, Jean Monnet Centre of Excellence, revised 01 Aug 2002.
  38. M. Marzo, 2001. "Evaluating Monetary Policy Regimes: the Role of Nominal Rigidities," Working Papers 411, Dipartimento Scienze Economiche, Universita' di Bologna.
  39. M. Marzo, 2001. "An Equilibrium Approach to the Term Structure of Interest rates with the Interaction between Monetary and Fiscal Policy," Working Papers 410, Dipartimento Scienze Economiche, Universita' di Bologna.
  40. M. Marzo, 2001. "Monetary and Fiscal Policy Interactions: the Impact on the Term Structure of Interest Rates," Working Papers 409, Dipartimento Scienze Economiche, Universita' di Bologna.
  41. M. Marzo, 1998. "Fiscal Policy and Growth: a Survey," Working Papers 314, Dipartimento Scienze Economiche, Universita' di Bologna.
  1. 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.
  2. 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.
  3. Daynier Marzo Cervera & Elsa Delgado Pérez & Clara Marrero Fornaris, 2010. "Alternativas Para La Optimización De Las Capacidades De Almacenamiento," Contribuciones a la Economía, Grupo Eumed.net (Universidad de Málaga), issue 2010-10, October.
  4. Massimiliano Marzo & Paolo Zagaglia, 2010. "Volatility forecasting for crude oil futures," Applied Economics Letters, Taylor & Francis Journals, vol. 17(16), pages 1587-1599.
  5. Luigi Marattin & Massimiliano Marzo, 2009. "A Note on the (Un)Pleasant Arithmetic of Fiscal Policy: The Case of Italian Public Debt," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 38(3), pages 169-183, November.
  6. 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.
  7. Luppi Barbara & Marzo Massimiliano & Scorcu Antonello, 2009. "Basel II and default risk: An empirical analysis," Banca Impresa Società, Società editrice il Mulino, issue 2, pages 299-322.
  8. Marzo, Massimiliano, 2009. "Wage or price-based inflation? Alternative targets in optimal monetary policy rules," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1296-1313, June.
  9. Barbara Luppi & Massimiliano Marzo & Antonello Scorcu, 2008. "Credit risk and Basel II: are nonprofit firms financially different?," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 4(3), pages 199-203.
  10. 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.
  11. Lubik, Thomas A. & Marzo, Massimiliano, 2007. "An inventory of simple monetary policy rules in a New Keynesian macroeconomic model," International Review of Economics & Finance, Elsevier, vol. 16(1), pages 15-36.
  12. Massimiliano Marzo, 2006. "Optimal Monetary Policy with Price and Wage Rigidities," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 35(1), pages 63-95, 02.
  13. Lanzi Diego & Marzo Massimiliano, 2005. "Content Delivery and Vertical Integration in On-line Content Markets," Review of Network Economics, De Gruyter, vol. 4(1), pages 1-12, March.
  14. Marzo Massimiliano, 2003. "Determinacy and Learning with Monetary and Fiscal Policy," Rivista italiana degli economisti, Società editrice il Mulino, issue 1, pages 121-154.
  15. Massimiliano Marzo, 2003. "Critical Aspects in Modelling Monetary Policy," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 32(1), pages 107-121, 02.
    RePEc:rie:review:v:8:y:2003:i:1:n:5 is not listed on IDEAS
52 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (4) 2007-11-10 2007-11-24 2012-07-29 2012-07-29
  2. NEP-BEC: Business Economics (1) 2011-02-26
  3. NEP-CBA: Central Banking (20) 2006-04-29 2006-04-29 2006-04-29 2006-10-07 2007-03-03 2008-03-15 2008-08-14 2008-08-14 2008-11-18 2008-11-18 2009-02-28 2009-05-16 2009-12-19 2010-05-02 2010-06-18 2011-04-09 2011-06-25 2011-07-13 2011-07-21 2012-06-13. Author is listed
  4. NEP-CFN: Corporate Finance (1) 2007-11-10
  5. NEP-CMP: Computational Economics (1) 2012-06-13
  6. NEP-DGE: Dynamic General Equilibrium (7) 2008-08-14 2008-08-14 2008-11-18 2010-06-18 2011-02-26 2011-07-13 2012-06-13. Author is listed
  7. NEP-EEC: European Economics (5) 2002-11-18 2003-07-21 2009-05-16 2010-06-18 2011-04-09. Author is listed
  8. NEP-ENE: Energy Economics (5) 2007-06-30 2007-06-30 2007-08-14 2007-08-14 2009-01-24. Author is listed
  9. NEP-ETS: Econometric Time Series (2) 2007-06-30 2007-06-30
  10. NEP-FIN: Finance (1) 2002-11-18
  11. NEP-FMK: Financial Markets (8) 2006-04-29 2007-08-14 2007-11-10 2007-11-24 2007-11-24 2009-01-24 2012-01-03 2012-07-29. Author is listed
  12. NEP-FOR: Forecasting (2) 2007-06-30 2007-08-14
  13. NEP-IFN: International Finance (3) 2009-02-28 2010-05-02 2010-05-08
  14. NEP-MAC: Macroeconomics (20) 2003-07-21 2006-04-29 2006-04-29 2006-04-29 2006-10-07 2007-03-03 2008-02-02 2008-03-15 2008-08-14 2008-11-18 2008-11-18 2009-02-28 2009-05-02 2009-12-19 2010-06-18 2011-02-26 2011-06-25 2011-07-13 2011-07-21 2012-04-03. Author is listed
  15. NEP-MFD: Microfinance (1) 2002-11-18
  16. NEP-MIC: Microeconomics (1) 2011-04-09
  17. NEP-MON: Monetary Economics (17) 2003-07-21 2004-07-18 2006-04-29 2006-04-29 2006-04-29 2006-10-07 2007-03-03 2008-08-14 2008-08-14 2008-11-18 2008-11-18 2009-02-28 2009-05-16 2009-12-19 2012-01-10 2012-07-29 2012-07-29. Author is listed
  18. NEP-MST: Market Microstructure (4) 2011-04-09 2012-01-10 2012-07-01 2012-07-08
  19. NEP-NET: Network Economics (2) 2002-11-18 2012-07-29
  20. NEP-PBE: Public Economics (1) 2008-03-15
  21. NEP-REG: Regulation (1) 2007-11-10
  22. NEP-RMG: Risk Management (5) 2007-06-30 2007-06-30 2007-11-10 2007-11-24 2007-11-24. Author is listed
  23. NEP-TRA: Transition Economics (2) 2003-07-21 2004-07-18
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