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Giulio Cifarelli
Giulio Cifarelli
Verified email at unifi.it
Title
Cited by
Cited by
Year
Oil price dynamics and speculation: A multivariate financial approach
G Cifarelli, G Paladino
Energy economics 32 (2), 363-372, 2010
3842010
Volatility linkages across three major equity markets: A financial arbitrage approach
G Cifarelli, G Paladino
Journal of International Money and Finance 24 (3), 413-439, 2005
492005
Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas?
G Cifarelli, G Paladino
Global Finance Journal 16 (3), 245-263, 2006
342006
A dynamic model of hedging and speculation in the commodity futures markets
G Cifarelli, G Paladino
Journal of Financial Markets 25, 1-15, 2015
322015
The impact of the Argentine default on volatility co-movements in emerging bond markets
G Cifarelli, G Paladino
Emerging Markets Review 5 (4), 427-446, 2004
292004
Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework
G Cifarelli, G Paladino
International Review of Economics & Finance 45, 247-262, 2016
152016
Exchange rate regimes and reserve policy: The Italian Lira, 1883–1911
F Cesarano, G Cifarelli, G Toniolo
Open Economies Review 23, 253-275, 2012
142012
Can oil diversify away the unpriced risk of a portfolio?
G Cifarelli, G Paladino
International Journal of Finance & Economics 17 (1), 73-88, 2012
122012
The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation
G Cifarelli, G Paladino
Open Economies Review 20, 525-543, 2009
112009
Stock market exuberance: linkages between the us and the european markets
G Cifarelli, G Paladino
LUISS Edizioni., 2000
102000
Speculative pricing in the Liverpool cotton futures market: a nonlinear tale of noise traders and fundamentalists from the 1920s
G Cifarelli, P Paesani
Cliometrica 10, 31-54, 2016
92016
An empirical analysis of the co-movement among spreads on emerging-market debt
G Cifarelli, G Paladino
U of Florence Economics Working Paper, 2002
92002
Hedging vs. speculative pressures on commodity futures returns
G Cifarelli, G Paladino
72011
The International Reserves Glut: Is It for Real?
G Cifarelli, G Paladino
University of Florence Economics Working Paper, 2006
72006
Smooth transition regime shifts and oil price dynamics
G Cifarelli
Energy economics 38, 160-167, 2013
62013
Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911
F Cesarano, GD Cifarelli, G Toniolo
Available at SSRN 1499251, 2009
62009
Exchange rate market efficiency tests and cointegration analysis
G Cifarelli
Economia Internazionale/International Economics 45 (2), 197-208, 1992
61992
An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time?
G Cifarelli, P Paesani
Dipartimento do Scienze Economiche Universita degli Studi de Firenze Working …, 2012
52012
DYNAMIC MECHANISMS OF VOLATILITY TRANSMISSION AMONG NATIONAL STOCK MARKETS.
G Cifarelli, K Giannopoulos
International Journal of Finance 14 (2), 2002
52002
Exchange rates, market efficiency and" news". Model specification and econometric identification
G Cifarelli
Istituto di Economia, Università di Siena, 1986
51986
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