Marco Taboga
Marco Taboga
Verified email at bancaditalia.it - Homepage
Title
Cited by
Cited by
Year
An assessment of financial sector rescue programmes
F Panetta, T Faeh, G Grande, C Ho, M King, A Levy, FM Signoretti, ...
2442009
Lectures on Probability Theory and Mathematical Statistics
M Taboga
https://www.statlect.com/, 2012
168*2012
Portfolio selection with monotone mean‐variance preferences
F Maccheroni, M Marinacci, A Rustichini, M Taboga
Mathematical Finance 19 (3), 487-521, 2009
1432009
Recent estimates of sovereign risk premia for euro-area countries
A Di Cesare, G Grande, M Manna, M Taboga
Questioni di Economia e Finanza (Occasional Papers), 2012
1372012
Canonical Term‐Structure Models with Observable Factors and the Dynamics of Bond Risk Premia
M Pericoli, M Taboga
Journal of Money, Credit and Banking 40 (7), 1471-1488, 2008
682008
Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings
M Taboga
International Finance, 2011
662011
Bond risk premia, macroeconomic fundamentals and the exchange rate
M Pericoli, M Taboga
International Review of Economics & Finance, 2011
482011
Easier said than done? Reforming the prudential treatment of banks’ sovereign exposures
M Lanotte, G Manzelli, AM Rinaldi, M Taboga, P Tommasino
Reforming the Prudential Treatment of Banks’ Sovereign Exposures (April 14 …, 2016
38*2016
Portfolio selection with two-stage preferences
M Taboga
Finance Research Letters 2 (3), 152-164, 2005
362005
What is a prime bank? A Euribor–OIS spread perspective
M Taboga
International Finance 17 (1), 51-75, 2014
302014
The riskiness of corporate bonds
M Taboga
Journal of Money, Credit and Banking 46 (4), 693-713, 2014
26*2014
Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model
M Pericoli, M Taboga
Bank of Italy Temi di Discussione (Working Paper) No 1023, 2015
132015
Option-implied probability distributions: How reliable? How jagged?
M Taboga
International Review of Economics & Finance 45, 453-469, 2016
112016
Macro-finance VARs and bond risk premia: a caveat
M Taboga
Review of Financial Economics 18 (4), 163-171, 2009
9*2009
Decomposing euro area sovereign spreads: credit, liquidity and convenience
M Pericoli, M Taboga
Bank of Italy Temi di Discussione (Working Paper) No 1021, 2015
72015
Bayesian Analysis of Coefficient Instability in Dynamic Regressions
E Ciapanna, M Taboga
Econometrics 7 (3), 29, 2019
6*2019
Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models
M Pericoli, M Taboga
Bank of Italy Temi di Discussione (Working Paper) No 1189, 2018
42018
Assessing the risks of asset overvaluation: models and challenges
S Cecchetti, M Taboga
Bank of Italy Temi di Discussione (Working Paper) No 1114, 2017
42017
The equity premium in the long-run
M Taboga
Applied Financial Economics 14 (9), 645-650, 2004
4*2004
Cross-country differences in the size of venture capital financing rounds: a machine learning approach
M Taboga
Empirical Economics, 1-22, 2021
12021
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Articles 1–20