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Matteo Modena

Personal Details

First Name:Matteo
Middle Name:
Last Name:Modena
Suffix:
RePEc Short-ID:pmo420
[This author has chosen not to make the email address public]
http://www.gla.ac.uk/departments/economics/phdprogrammes/current%20students/matteomodena/

Affiliation

Department of Economics
Adam Smith Business School
University of Glasgow

Glasgow, United Kingdom
http://www.gla.ac.uk/subjects/economics/

: 0141 330 4618
0141 330 4940
Adam Smith Building, Glasgow G12 8RT
RePEc:edi:dpglauk (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Modena, Matteo & Linciano, Nadia & Gentile, Monica & Fancello, Francesco, 2014. "The liquidity of dual-listed corporate bonds: empirical evidence from Italian markets," MPRA Paper 62479, University Library of Munich, Germany, revised 23 Feb 2015.
  2. Modena, Matteo, 2011. "Agricultural commodities and financial markets," MPRA Paper 36416, University Library of Munich, Germany, revised 30 Sep 2011.
  3. Matteo Modena, 2009. "An Empirical Investigation of the Lucas Hypothesis: the Yield Curve and Non Linearity in the Money-Output Relationship," Working Papers 2010_15, Business School - Economics, University of Glasgow, revised Jun 2010.
  4. Modena, Matteo, 2008. "Yield curve, time varying term premia, and business cycle fluctuations," MPRA Paper 8873, University Library of Munich, Germany.
  5. Matteo Modena, 2008. "An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates," Working Papers 2008_35, Business School - Economics, University of Glasgow.
  6. Modena, Matteo, 2008. "The term structure and the expectations hypothesis: a threshold model," MPRA Paper 9611, University Library of Munich, Germany.

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

  1. Modena, Matteo & Linciano, Nadia & Gentile, Monica & Fancello, Francesco, 2014. "The liquidity of dual-listed corporate bonds: empirical evidence from Italian markets," MPRA Paper 62479, University Library of Munich, Germany, revised 23 Feb 2015.

    Cited by:

    1. Michael Schneider & Fabrizio Lillo, 2016. "Cross-impact and no-dynamic-arbitrage," Papers 1612.07742, arXiv.org, revised Aug 2017.
    2. Schneider, Michael & Lillo, Fabrizio & Pelizzon, Loriana, 2016. "How has sovereign bond market liquidity changed? An illiquidity spillover analysis," SAFE Working Paper Series 151, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.

  2. Modena, Matteo, 2011. "Agricultural commodities and financial markets," MPRA Paper 36416, University Library of Munich, Germany, revised 30 Sep 2011.

    Cited by:

    1. Belke, Ansgar & Bordon, Ingo G. & Volz, Ulrich, 2012. "Effects of Global Liquidity on Commodity and Food Prices," Ruhr Economic Papers 323, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.

  3. Matteo Modena, 2008. "An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates," Working Papers 2008_35, Business School - Economics, University of Glasgow.

    Cited by:

    1. Stan Hurn & Peter C B Phillips & Shuping Shi, 2015. "Change Detection and the Casual Impact of the Yield Curve," NCER Working Paper Series 107, National Centre for Econometric Research.

  4. Modena, Matteo, 2008. "The term structure and the expectations hypothesis: a threshold model," MPRA Paper 9611, University Library of Munich, Germany.

    Cited by:

    1. Paul Francois Muzindutsi & Sinethemba Mposelwa, 2016. "Testing the Expectations Hypothesis of the Term Structure of Interest Rates in Brics Countries: A Multivariate Co-integration Approach," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 12(4), pages 289-304, October.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 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 (3) 2008-07-30 2009-01-03 2009-01-03
  2. NEP-MON: Monetary Economics (2) 2008-07-30 2009-01-03
  3. NEP-AGR: Agricultural Economics (1) 2012-02-20
  4. NEP-BEC: Business Economics (1) 2008-05-31
  5. NEP-MFD: Microfinance (1) 2015-03-05
  6. NEP-MST: Market Microstructure (1) 2015-03-05
  7. NEP-OPM: Open Economy Macroeconomics (1) 2012-02-20

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