Research

PUBLISHED PAPERS  full-lenght journals - letters - policy work



Oil price shocks in real time

Journal of Monetary Economics, Volume 144, May 2024, 103547

with Fabrizio Venditti & Giovanni Veronese

[Online Appendix] [Codes for real-time decomposition of oil prices] [Daily shocks updated Dec-2023]


The invasion of Ukraine and the energy crisis: comparative advantages in equity valuations

Finance Research Letters, Volume 58, Part D, December 2023, 104604

with Fabrizio Ferriani


Macroeconomic news, the financial cycle and the commodity cycle: The Chinese footprint

Economics Letters, Volume 231, October 2023, 111269

with Flavia Corneli & Fabrizio Ferriani


Are the Effects of Uncertainty Shocks Big or Small?

European Economic Review, Volume 158, September 2023, 104525

with Piergiorgio Alessandri & Alejandro Vicondoa

[Appendix]


The impact of the war in Ukraine on energy prices: consequences for firms’ financial performance

International Economics, Volume 174, August 2023, Pages 221-230 

with Fabrizio Ferriani


Labor adjustment and productivity in the OECD

Review of Economic Dynamics, Volume 47, January 2023, Pages 111-130

with Maarten Dossche & Vivien Lewis


Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM Index

Economics Letters, Volume 216, July 2022 

with Stefano Antonelli, Flavia Corneli & Fabrizio Ferriani


Financial conditions indices for emerging market economies: can Google help? 

Economics Letters, Volume 216, July 2022

with Fabrizio Ferriani


News and Noise Bubbles in the Housing Market 

Review of Economic Dynamics, Volume 36, April 2020, Pages 46-72

[Online Appendix]