Domenico Sartore
Personal Details
First Name: | Domenico |
Middle Name: | |
Last Name: | Sartore |
Suffix: | |
RePEc Short-ID: | psa367 |
http://venus.unive.it/sartore/ | |
Affiliation
Dipartimento di Economia
Università Ca' Foscari Venezia
Venezia, Italyhttp://www.unive.it/dip.economia
: +39-0412349621
+39-0412349176
Cannaregio, S. Giobbe no 873 , 30121 Venezia
RePEc:edi:dsvenit (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Fausto Corradin & Domenico Sartore, 2014. "Fund Ratings: The method reconsidered," Working Papers 2014:17, Department of Economics, University of Venice "Ca' Foscari".
- Loriana Pelizzon & Domenico Sartore, 2013.
"Deciphering the Libor and Euribor Spreads during the subprime crisis,"
Working Papers
2013: 14, Department of Economics, University of Venice "Ca' Foscari".
- Pelizzon, Loriana & Sartore, Domenico, 2013. "Deciphering the Libor and Euribor Spreads during the subprime crisis," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 565-585.
- Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013. "Bayesian Markov Switching Stochastic Correlation Models," Working Papers 2013:11, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Massimiliano Caporin & Loriana Pelizzon & Domenico Sartore, 2012. "CDS Industrial Sector Indices, credit and liquidity risk," Working Papers 2012_09, Department of Economics, University of Venice "Ca' Foscari".
- Roberto Casarin & Domenico sartore, 2008.
"Matrix-State Particle Filter for Wishart Stochastic Volatility Processes,"
Working Papers
0816, University of Brescia, Department of Economics.
- Roberto Casarin & Domenico Sartore, 2007. "Matrix-State Particle Filter for Wishart Stochastic Volatility Processes," Working Papers 2007_30, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Domenico Sartore, 2007. "Bayesian Inference on Dynamic Models with Latent Factors," Working Papers 2007_34, Department of Economics, University of Venice "Ca' Foscari".
- Massimiliano Caporin & Domenico Sartore, 2006. "Methodological aspects of time series back-calculation," Working Papers 2006_56, Department of Economics, University of Venice "Ca' Foscari".
Articles
- Pelizzon, Loriana & Sartore, Domenico, 2013.
"Deciphering the Libor and Euribor Spreads during the subprime crisis,"
The North American Journal of Economics and Finance,
Elsevier, vol. 26(C), pages 565-585.
- Loriana Pelizzon & Domenico Sartore, 2013. "Deciphering the Libor and Euribor Spreads during the subprime crisis," Working Papers 2013: 14, Department of Economics, University of Venice "Ca' Foscari".
- Roberto Casarin & Marco Lazzarin & Loriana Pelizzon & Domenico Sartore, 2005. "Relative benchmark rating and persistence analysis: Evidence from Italian equity funds," The European Journal of Finance, Taylor & Francis Journals, vol. 11(4), pages 297-308.
- Gianluca Bison & Loriana Pellizzon & Domenico Sartore, 2002. "La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati," Moneta e Credito, Economia civile, vol. 55(217), pages 55-75.
- Domenico Sartore & Lucia Trevisan & Michele Trova & Francesca Volo, 2002. "US dollar/Euro exchange rate: a monthly econometric model for forecasting," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 480-501.
- Domenico Sartore & Marcello Esposito, 2002. "Guest Editorial," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 346-351.
- Teresa Grava & Loriana Pelizzon & Domenico Sartore, 2000. "La Style Analysis nel mercato azionario italiano," Rivista italiana degli economisti, Società editrice il Mulino, issue 3, pages 387-412.
- Monica Billio & Domenico Sartore & Carlo Toffano, 2000. "Combining forecasts: some results on exchange and interest rates," The European Journal of Finance, Taylor & Francis Journals, vol. 6(2), pages 126-145.
- Carlo Carraro & Domenico Sartore, 1987. "Square Root Iterative Filter: Theory and Applications to Econometric Models," Annals of Economics and Statistics, GENES, issue 6-7, pages 435-459.
- Calliari, S. & Carraro, C. & Sartore, D., 1986. "Intermediate targets and instruments of monetary policy," Journal of Economic Dynamics and Control, Elsevier, vol. 10(1-2), pages 175-184, June.
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
- Fausto Corradin & Domenico Sartore, 2014.
"Fund Ratings: The method reconsidered,"
Working Papers
2014:17, Department of Economics, University of Venice "Ca' Foscari".
Cited by:
- Fausto Corradin & Domenico Sartore, 2018. "Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions," Working Papers 2018:24, Department of Economics, University of Venice "Ca' Foscari".
- Loriana Pelizzon & Domenico Sartore, 2013.
"Deciphering the Libor and Euribor Spreads during the subprime crisis,"
Working Papers
2013: 14, Department of Economics, University of Venice "Ca' Foscari".
- Pelizzon, Loriana & Sartore, Domenico, 2013. "Deciphering the Libor and Euribor Spreads during the subprime crisis," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 565-585.
Cited by:
- Thomas Flavin & Lisa Sheenan, 2015.
"The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?,"
Economics, Finance and Accounting Department Working Paper Series
n260-15.pdf, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
- Flavin, Thomas J. & Sheenan, Lisa, 2015. "The role of U.S. subprime mortgage-backed assets in propagating the crisis: Contagion or interdependence?," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 167-186.
- Chia-Lin Chang & David E Allen & Michael McAleer, 2013.
"Recent Developments in Financial Economics and Econometrics:An Overview,"
KIER Working Papers
842, Kyoto University, Institute of Economic Research.
- Chang, C-L. & Allen, D.E. & McAleer, M.J., 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Econometric Institute Research Papers EI 2013-03, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Chia-Lin Chang & Allen, David & McAleer, Michael, 2013. "Recent developments in financial economics and econometrics: An overview," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 217-226.
- Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Working Papers in Economics 13/06, University of Canterbury, Department of Economics and Finance.
- Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Tinbergen Institute Discussion Papers 13-021/III, Tinbergen Institute.
- Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Documentos de Trabajo del ICAE 2013-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Roberto Casarin & Domenico sartore, 2008.
"Matrix-State Particle Filter for Wishart Stochastic Volatility Processes,"
Working Papers
0816, University of Brescia, Department of Economics.
- Roberto Casarin & Domenico Sartore, 2007. "Matrix-State Particle Filter for Wishart Stochastic Volatility Processes," Working Papers 2007_30, Department of Economics, University of Venice "Ca' Foscari".
Cited by:
- Roberto Casarin & Marco Tronzano & Domenico Sartore, 2013. "Bayesian Markov Switching Stochastic Correlation Models," Working Papers 2013:11, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin, 2010. "Bayesian Estimation of Stochastic-Transition Markov-Switching Models for Business Cycle Analysis," Working Papers 1002, University of Brescia, Department of Economics.
- Joshua Chan & Arnaud Doucet & Roberto Leon-Gonzalez & Rodney W. Strachan, 2018.
"Multivariate Stochastic Volatility with Co-Heteroscedasticity,"
GRIPS Discussion Papers
18-12, National Graduate Institute for Policy Studies.
- Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018. "Multivariate stochastic volatility with co-heteroscedasticity," CAMA Working Papers 2018-52, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua Chan & Arnaud Doucet & Roberto León-González & Rodney W. Strachan, 2018. "Multivariate Stochastic Volatility with Co-Heteroscedasticity," Working Paper series 18-38, Rimini Centre for Economic Analysis.
- Roberto Leon-Gonzalez, 2015.
"Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility,"
GRIPS Discussion Papers
15-17, National Graduate Institute for Policy Studies.
- Roberto Leon-Gonzalez, 2014. "Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility," GRIPS Discussion Papers 14-12, National Graduate Institute for Policy Studies.
- Roberto Leon-Gonzalez, 2014. "Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility," Working Paper series 19_14, Rimini Centre for Economic Analysis.
- Roberto Leon-Gonzalez, 2018. "Efficient Bayesian Inference in Generalized Inverse Gamma Processes for Stochastic Volatility," GRIPS Discussion Papers 17-16, National Graduate Institute for Policy Studies.
- Alessandra Del Boca & Michele Fratianni & Franco Spinelli & Carmine Trecroci, 2009.
"The Phillips curve and the Italian lira, 1861-1998,"
Working Papers
0908, University of Brescia, Department of Economics.
- Alessandra Del Boca & Michele Fratianni & Franco Spinelli & Carmine Trecroci, 2008. "The Phillips Curve and the Italian Lira, 1861-1998," Working Papers 2008-05, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
- Alessandra Del Boca & Michele Fratianni & Franco Spinelli & Carmine Trecroci, 2008. "The Phillips Curve and the Italian Lira, 1861-1998," Mo.Fi.R. Working Papers 8, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
- Del Boca, Alessandra & Fratianni, Michele & Spinelli, Franco & Trecroci, Carmine, 2010. "The Phillips curve and the Italian lira, 1861-1998," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 182-197, August.
- Alessandro Fedele & Paolo M. Panteghini & Sergio Vergalli, 2010.
"Optimal Investment and Financial Strategies under Tax Rate Uncertainty,"
Working Papers
2010.68, Fondazione Eni Enrico Mattei.
- Alessandro Fedele & Paolo Panteghini & Sergio Vergalli, 2010. "Optimal Investment and Financial Strategies under Tax Rate Uncertainty," CESifo Working Paper Series 3017, CESifo Group Munich.
- Alessandro Fedele & Paolo M. Panteghini & Sergio Vergalli, 2011. "Optimal Investment and Financial Strategies under Tax‐Rate Uncertainty," German Economic Review, Verein für Socialpolitik, vol. 12(4), pages 438-468, November.
- Alessandro Fedele & Paolo Panteghini & Sergio Vergalli, 2009. "Optimal investment and financial strategies under tax rate uncertainty," Working Papers 0912, University of Brescia, Department of Economics.
- Alessandro Fedele & Raffaele Miniaci, 2010.
"Do Social Enterprises Finance Their Investments Differently from For-profit Firms? The Case of Social Residential Services in Italy,"
Journal of Social Entrepreneurship,
Taylor & Francis Journals, vol. 1(2), pages 174-189, October.
- Alessandro Fedele & Raffaele Miniaci, 2009. "Do social enterprises finance their investments differently from for-profit firms? The case of social residential services in Italy," Working Papers 0911, University of Brescia, Department of Economics.
- Martin Meier & Enrico Minelli & Herakles Polemarchakis, 2009.
"Competitive Markets with Private Information on Both Sides,"
Working Papers
0917, University of Brescia, Department of Economics.
- Martin Meier & Enrico Minelli & Herakles Polemarchakis, 2014. "Competitive markets with private information on both sides," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 55(2), pages 257-280, February.
- Rosella Levaggi & Francesco Menoncin, 2009. "Decentralized provision of merit and impure public goods," Working Papers 0909, University of Brescia, Department of Economics.
- Alberto Bisin & John Geanakoplos & Piero Gottardi & Enrico Minelli & Heracles Polemarchakis, 2009.
"Markets and Contracts,"
Working Papers
0915, University of Brescia, Department of Economics.
- Bisin, A. & Geanakoplos, J.D. & Gottardi, P. & Minelli, E. & Polemarchakis, H., 2011. "Markets and contracts," Journal of Mathematical Economics, Elsevier, vol. 47(3), pages 279-288.
- Alberto Bisin & John Geanakoplos & Piero Gottardi & Enrico Minelli & Herakles Polemarchakis, 2010. "Markets and contracts," Economics Working Papers ECO2010/29, European University Institute.
- Francesco Menoncin & Paolo Panteghini, 2009.
"Retrospective Capital Gains taxation in the real world,"
Working Papers
0910, University of Brescia, Department of Economics.
- Francesco Menoncin & Paolo Panteghini, 2009. "Retrospective Capital Gains Taxation in the Real World," CESifo Working Paper Series 2674, CESifo Group Munich.
- Celik, Nurcin & Son, Young-Jun, 2011. "State estimation of a shop floor using improved resampling rules for particle filtering," International Journal of Production Economics, Elsevier, vol. 134(1), pages 224-237, November.
- Alessandro Fedele & Francesco Liucci & Andrea Mantovani, 2009. "Credit availability in the crisis: the European investment bank group," Working Papers 0913, University of Brescia, Department of Economics.
- Monica Billio & Roberto Casarin & Domenico Sartore, 2007.
"Bayesian Inference on Dynamic Models with Latent Factors,"
Working Papers
2007_34, Department of Economics, University of Venice "Ca' Foscari".
Cited by:
- Billio Monica & Casarin Roberto, 2011. "Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-32, September.
- Thales S. Teixeira & Michel Wedel & Rik Pieters, 2010. "Moment-to-Moment Optimal Branding in TV Commercials: Preventing Avoidance by Pulsing," Marketing Science, INFORMS, vol. 29(5), pages 783-804, 09-10.
- Massimiliano Caporin & Domenico Sartore, 2006.
"Methodological aspects of time series back-calculation,"
Working Papers
2006_56, Department of Economics, University of Venice "Ca' Foscari".
Cited by:
- Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2008.
"Dating EU15 monthly business cycle jointly using GDP and IPI,"
Journal of Business Cycle Measurement and Analysis,
OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2007(3), pages 333-366.
- Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2007. "Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI," Working Papers 2007_19, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2011.
"Combination Schemes for Turning Point Predictions,"
Tinbergen Institute Discussion Papers
11-123/4, Tinbergen Institute.
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2012. "Combination schemes for turning point predictions," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(4), pages 402-412.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Papers 2012_15, Department of Economics, University of Venice "Ca' Foscari".
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012. "Combination schemes for turning point predictions," Working Paper 2012/04, Norges Bank.
- Monica Billio & Roberto Casarin, 2010. "Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 145-167.
- Billio Monica & Casarin Roberto, 2011. "Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(4), pages 1-32, September.
- Monica Billio & Massimiliano Caporin & Guido Cazzavillan, 2008.
"Dating EU15 monthly business cycle jointly using GDP and IPI,"
Journal of Business Cycle Measurement and Analysis,
OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2007(3), pages 333-366.
Articles
- Pelizzon, Loriana & Sartore, Domenico, 2013.
"Deciphering the Libor and Euribor Spreads during the subprime crisis,"
The North American Journal of Economics and Finance,
Elsevier, vol. 26(C), pages 565-585.
See citations under working paper version above.
- Loriana Pelizzon & Domenico Sartore, 2013. "Deciphering the Libor and Euribor Spreads during the subprime crisis," Working Papers 2013: 14, Department of Economics, University of Venice "Ca' Foscari".
- Roberto Casarin & Marco Lazzarin & Loriana Pelizzon & Domenico Sartore, 2005.
"Relative benchmark rating and persistence analysis: Evidence from Italian equity funds,"
The European Journal of Finance,
Taylor & Francis Journals, vol. 11(4), pages 297-308.
Cited by:
- Fausto Corradin & Domenico Sartore, 2014. "Fund Ratings: The method reconsidered," Working Papers 2014:17, Department of Economics, University of Venice "Ca' Foscari".
- Javier Rodriguez, 2008. "European mutual funds and portfolio's country exposure: does active management add value?," Applied Financial Economics, Taylor & Francis Journals, vol. 18(8), pages 683-689.
- Luis Vicente & Luis Ferruz, 2005. "Performance persistence in Spanish equity funds," Applied Financial Economics, Taylor & Francis Journals, vol. 15(18), pages 1305-1313.
- Camilleri, Silvio John & Farrugia, Ritienne, 2018. "The Risk-Adjusted Performance of Alternative Investment Funds and UCITS: A Comparative Analysis," MPRA Paper 87070, University Library of Munich, Germany.
- Francesco Lisi, 2011. "Dicing with the market: randomized procedures for evaluation of mutual funds," Quantitative Finance, Taylor & Francis Journals, vol. 11(2), pages 163-172.
- Gianluca Bison & Loriana Pellizzon & Domenico Sartore, 2002.
"La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati,"
Moneta e Credito,
Economia civile, vol. 55(217), pages 55-75.
Cited by:
- Mariano Graziano, 2012. "Italian nonfinancial firms and derivatives," Questioni di Economia e Finanza (Occasional Papers) 139, Bank of Italy, Economic Research and International Relations Area.
- Domenico Sartore & Lucia Trevisan & Michele Trova & Francesca Volo, 2002.
"US dollar/Euro exchange rate: a monthly econometric model for forecasting,"
The European Journal of Finance,
Taylor & Francis Journals, vol. 8(4), pages 480-501.
Cited by:
- Claudio Morana, 2016.
"The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises,"
CeRP Working Papers
155, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Claudio, Morana, 2015. "The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises," Working Papers 321, University of Milano-Bicocca, Department of Economics, revised 28 Dec 2015.
- Baillie, Richard T. & Cho, Dooyeon, 2016. "Assessing Euro crises from a time varying international CAPM approach," Journal of Empirical Finance, Elsevier, vol. 39(PB), pages 197-208.
- Richard T. Baillie & Dooyeon Cho, 2016. "Assessing Euro Crises from a Time Varying International CAPM Approach," Working Paper series 16-03, Rimini Centre for Economic Analysis.
- Costas Karfakis, 2008.
"What determines the forward exchange rate of the euro?,"
Applied Financial Economics Letters,
Taylor and Francis Journals, vol. 4(2), pages 127-131.
- Costas Karfakis, 2008. "What Determines the Forward Exchange Rate of the Euro?," Discussion Paper Series 2008_02, Department of Economics, University of Macedonia, revised Feb 2008.
- Costas Karfakis, 2008. "Does the US international debt affect the euro/dollar exchange rate?," Discussion Paper Series 2008_06, Department of Economics, University of Macedonia, revised Sep 2008.
- Costas Karfakis, 2006. "Is there an empirical link between the dollar price of the euro and the monetary fundamentals?," Applied Financial Economics, Taylor & Francis Journals, vol. 16(13), pages 973-980.
- Roberto Golinelli & Sergio Pastorello, 2002. "Modelling the demand for M3 in the Euro area," The European Journal of Finance, Taylor & Francis Journals, vol. 8(4), pages 371-401.
- Claudio Morana, 2016.
"The US$/€ exchange rate: Structural modeling and forecasting during the recent financial crises,"
CeRP Working Papers
155, Center for Research on Pensions and Welfare Policies, Turin (Italy).
- Domenico Sartore & Marcello Esposito, 2002.
"Guest Editorial,"
The European Journal of Finance,
Taylor & Francis Journals, vol. 8(4), pages 346-351.
Cited by:
- Pompeo Della Posta, 2005. "Fundamentals, International Role of Euro and 'Framing' of Expectations: What are the Determinants of the Dollar/Euro Exchange Rate?," Working Papers de Economia (Economics Working Papers) 24, Departamento de Economia, Gestão e Engenharia Industrial, Universidade de Aveiro.
- Monica Billio & Domenico Sartore & Carlo Toffano, 2000.
"Combining forecasts: some results on exchange and interest rates,"
The European Journal of Finance,
Taylor & Francis Journals, vol. 6(2), pages 126-145.
Cited by:
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
"Time-varying Combinations of Predictive Densities using Nonlinear Filtering,"
Tinbergen Institute Discussion Papers
12-118/III, Tinbergen Institute.
- Billio, Monica & Casarin, Roberto & Ravazzolo, Francesco & van Dijk, Herman K., 2013. "Time-varying combinations of predictive densities using nonlinear filtering," Journal of Econometrics, Elsevier, vol. 177(2), pages 213-232.
- Piotr Wdowinski & Aneta Zglinska-Pietrzak, 2005. "The Warsaw Stock Exchange Index WIG: Modelling and Forecasting," CESifo Working Paper Series 1570, CESifo Group Munich.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2012.
"Time-varying Combinations of Predictive Densities using Nonlinear Filtering,"
Tinbergen Institute Discussion Papers
12-118/III, Tinbergen Institute.
- Carlo Carraro & Domenico Sartore, 1987.
"Square Root Iterative Filter: Theory and Applications to Econometric Models,"
Annals of Economics and Statistics,
GENES, issue 6-7, pages 435-459.
Cited by:
- Moise Sidiropoulos & Jamel Trabelsi & Costas Karfakis, 2005. "Has the 'franc fort' exchange rate policy affected the inflationary dynamics? Theory and new evidence," International Economic Journal, Taylor & Francis Journals, vol. 19(3), pages 379-395.
- KARFAKIS Costas & SIDIROPOULOS Moïse & TRABELSI Jamel, "undated". "Testing for the Borrowed Credibility Hypothesis: Theory and Evidence from the French Disinflation Strategy," EcoMod2003 330700078, EcoMod.
- Jacques Luzi & Jamel Trabelsi, 1992. "L'instabilité de la détermination du taux de change dans un modèle monétariste," Économie et Prévision, Programme National Persée, vol. 104(3), pages 73-85.
- Monica Billio & Domenico Sartore & Carlo Toffano, 2000. "Combining forecasts: some results on exchange and interest rates," The European Journal of Finance, Taylor & Francis Journals, vol. 6(2), pages 126-145.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria: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 6 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-ECM: Econometrics (3) 2008-02-09 2008-10-13 2013-06-16
- NEP-ETS: Econometric Time Series (2) 2008-10-13 2013-06-16
- NEP-BAN: Banking (1) 2012-07-23
- NEP-MON: Monetary Economics (1) 2013-07-15
- NEP-ORE: Operations Research (1) 2013-06-16
- NEP-RMG: Risk Management (1) 2012-07-23
- NEP-UPT: Utility Models & Prospect Theory (1) 2014-11-17
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