Foto del docente

Paolo Zagaglia

Associate Professor

Department of Cultural Heritage

Academic discipline: ECON-02/A Economic Policy

Publications

Marzo, Massimiliano; Zagaglia, Paolo, Macroeconomic Stability in a Model with Bond Transaction Services, «INTERNATIONAL JOURNAL OF FINANCIAL STUDIES», 2018, 6, Article number: 23 , pp. 1 - 27 [Scientific article]Open Access

Zagaglia, Paolo, International diversification for portfolios of European fixed-income mutual funds: The case of core EMU countries, «MANAGERIAL FINANCE», 2017, 43, pp. 242 - 262 [Scientific article]

Liberati, C.; Marzo, M.; Zagaglia, P.; Zappa, P., Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil, «FINANCIAL MARKETS AND PORTFOLIO MANAGEMENT», 2015, 29, pp. 207 - 250 [Scientific article]Open Access

A. Gabrielsen; A. Kirchner; Z. Liu; P. Zagaglia;, Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an EWMA Framework, «ANNALS OF FINANCIAL ECONOMICS», 2015, 10, Article number: 1550005 , pp. 1 - 29 [Scientific article]

P. Zagaglia; M. Marzo, Asymmetric Information and Term Lending in the Euro Money Market: Evidence from the Beginning of the Turmoil, «THE QUARTERLY REVIEW OF ECONOMICS AND FINANCE: JOURNAL OF THE MIDWEST ECONOMICS ASSOCIATION», 2014, 54, pp. 487 - 499 [Scientific article]

Massimiliano, Marzo; Silvia, Romagnoli; Paolo, Zagaglia, A Continuous Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions, «COMMUNICATIONS IN MATHEMATICAL FINANCE», 2013, 2, pp. 1 - 28 [Scientific article]

L.Marattin; M.Marzo;P.Zagaglia, Distortionary tax instruments and implementable monetary policy, «INTERNATIONAL REVIEW OF ECONOMICS & FINANCE», 2013, 25, pp. 219 - 243 [Scientific article]

Zagaglia P., Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?, «ASIA PACIFIC FINANCIAL MARKETS», 2013, 20, pp. 383 - 430 [Scientific article]

M.Marzo; P.Zagaglia, Gold and the U.S. Dollar: Tales from the Turmoil, «QUANTITATIVE FINANCE», 2013, 13, pp. 571 - 582 [Scientific article]

P. Zagaglia, Monetary Asset Substitution in the Euro Area, «FRONTIERS IN FINANCE AND ECONOMICS», 2013, 10, pp. 85 - 102 [Scientific article]

Marzo, Massimiliano; Zagaglia, Paolo, The Impact of the 2004 Reform of the Operational Framework of the ECB:Structural GARCH Evidence, «JOURNAL OF FINANCE AND INVESTMENT ANALYSIS», 2013, 2, pp. 85 - 100 [Scientific article]

N., Apergis; A., Gabrielsen; J. E., Payne; Zagaglia, Paolo, 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 [Scientific article]

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

Gabrielsen, Alexandros; Marzo, Massimiliano; Zagaglia, Paolo, Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues, «JOURNAL OF FINANCE AND INVESTMENT ANALYSIS», 2012, 1, pp. 89 - 129 [Scientific article]

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