Marcello Pericoli
Marcello Pericoli
Verified email at bancaditalia.it
Title
Cited by
Cited by
Year
‘Some contagion, some interdependence’: More pitfalls in tests of financial contagion
G Corsetti, M Pericoli, M Sbracia
Journal of International Money and Finance 24 (8), 1177-1199, 2005
9692005
A primer on financial contagion
M Pericoli, M Sbracia
Journal of economic surveys 17 (4), 571-608, 2003
9662003
Pure or wake‐up‐call contagion? Another look at the EMU sovereign debt crisis
R Giordano, M Pericoli, P Tommasino
International Finance 16 (2), 131-160, 2013
1672013
The impact of news on the exchange rate of the lira and long-term interest rates
F Fornari, C Monticelli, M Pericoli, M Tivegna
Economic Modelling 19 (4), 611-639, 2002
1662002
Correlation analysis of financial contagion: what one should know before running a test
G Corsetti, M Pericoli, M Sbracia
Available at SSRN 274894, 2001
1282001
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
Correlation analysis of financial contagion
G Corsetti, M Pericoli, M Sbracia
Financial contagion: The viral threat to the wealth of nations, 11-20, 2011
552011
Bond risk premia, macroeconomic fundamentals and the exchange rate
M Pericoli, M Taboga
International Review of Economics & Finance 22 (1), 42-65, 2012
482012
Real term structure and inflation compensation in the euro area
M Pericoli
Bank of Italy Temi di Discussione (Working Paper) No 841, 2012
262012
A perspective on empirical studies of contagion and interdependence
G Corsetti, M Pericoli, M Sbracia
Banca d’Italia, 2000
212000
The CAPM and the risk appetite index: theoretical differences, empirical similarities, and implementation problems
M Pericoli, M Sbracia
Empirical Similarities, and Implementation Problems (April 21, 2009), 2009
172009
Expected inflation and inflation risk premium in the euro area and in the United States
M Pericoli
Bank of Italy Temi di Discussione (Working Paper) No 842, 2012
152012
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
Forecaster heterogeneity, surprises and financial markets
M Pericoli, G Veronese
Bank of Italy Temi di Discussione (Working paper) No 1020, 2015
92015
Crowded trades among hedge funds
M Pericoli, M Sbracia
Banca d’Italia working paper, 2010
92010
The CAPM and the Risk Appetite Index: theoretical differences and empirical similarities
M Pericoli, M Sbracia
Bank of Italy Economic Research Paper, 2006
92006
Macroeconomics determinants of the correlation between stocks and bonds
M Pericoli
Bank of Italy Temi di Discussione (Working Paper) No 1198, 2018
82018
The Single Market and Eastern Europe. Specialization Patterns and Prospects for Integration
PC Padoan, M Pericoli
Economic Systems 17 (4), 279-299, 1993
81993
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
Monetary policy surprises over time
M Pericoli, G Veronese
Quarterly Journal of Finance 8 (01), 1840002, 2018
62018
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