Foto del docente

Paolo Zagaglia

Ricercatore confermato

Dipartimento di Beni Culturali

Settore scientifico disciplinare: SECS-P/02 POLITICA ECONOMICA

Pubblicazioni

N. Apergis; A. Gabrielsen; J. E. Payne; P. Zagaglia, Convergence and clustering of Tier 1 capital in the European banking sector: a non-linear factor approach, «INTERNATIONAL JOURNAL OF MONETARY ECONOMICS AND FINANCE», 2012, 5, pp. 210 - 221 [articolo]

R.Cesari; M. Marzo; P.Zagaglia, Effective Trade Execution, in: Portfolio Theory and Management, NEW YORK, Oxford University Press, 2012, pp. 140 - 178 [capitolo di libro]

N. Apergis; A. Gabrielsen; J. Payne; P. Zagaglia, Testing for Convergence in the European Insurance Sector: A Non-Linear Factor Approach, «ASIAN JOURNAL OF FINANCE & ACCOUNTING», 2012, 4, pp. 1 - 17 [articolo]

M.Marzo; P. Zagaglia, Trading directions and the pricing of Euro interbank deposits in the long run, «APPLIED ECONOMICS LETTERS», 2012, 19, pp. 1827 - 1839 [articolo]

Marzo M.; Zagaglia P., Lo stress testing e le procedure di controllo nel sistema bancario: un modello per il Credito Cooperativo, in: Il Credito Cooperativo. Storia, Diritto, Economia, Organizzazione, BOLOGNA, Il Mulino, 2011, pp. 343 - 381 [capitolo di libro]

P. Zagaglia, Did the turmoil affect money-market segmentation in the Euro area?, «APPLIED ECONOMICS LETTERS», 2010, 17, pp. 1783 - 1788 [articolo]

P. Zagaglia, Macroeconomic factors and oil futures prices: A data-rich model, «ENERGY ECONOMICS», 2010, 32, pp. 409 - 417 [articolo]

P. Zagaglia, The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight?, «APPLIED ECONOMICS LETTERS», 2010, 17, pp. 865 - 868 [articolo]

M.Marzo; P. Zagaglia, Volatility forecasting for crude oil futures, «APPLIED ECONOMICS LETTERS», 2010, 17, pp. 1587 - 1599 [articolo]

P. Zagaglia, Fractional integration of inflation rates: a note, «APPLIED ECONOMICS LETTERS», 2009, 16, pp. 1103 - 1105 [articolo]

Marzo M.; Strid I.; Zagaglia P., Nonlinearity in monetary policy: a reconsideration of the opportunistic approach to disinflation, «STRUCTURAL CHANGE AND ECONOMIC DYNAMICS», 2009, 20, pp. 288 - 300 [articolo]

F. Spargoli; P. Zagaglia, The joint dynamics of oil futures prices in the NYMEX and ICE: Evidence from a Structural GARCH Model, in: OPEC, Oil Prices and LNG, NEW YORK, Nova Science Publishers Inc., 2009, pp. 169 - 183 [capitolo di libro]

Marzo M.; Zagaglia P., A note on the conditional correlation between energy prices: Evidence from future markets, «ENERGY ECONOMICS», 2008, 30, pp. 2454 - 2458 [articolo]

P. Zagaglia, Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics, «FINNISH ECONOMIC PAPERS», 2007, 20, pp. 121 - 138 [articolo]

P. Zagaglia, How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate, «ECONOMICS BULLETIN», 2006, 5, pp. 1 - 11 [articolo]