WORKING PAPERS
Coming Soon
WORKING PAPERS
Coming Soon
PUBLISHED AND FORTHCOMING ARTICLES
Comovement and Instability in Cryptocurrency Markets, with Jayant Rao (Claremont Graduate University). International Review of Economics and Finance. Volume 83, pp. 173-200. January 2023. Working Paper Complete Results DOI Link
The International Spread of COVID-19 Stock Market Collapses, with Silvio Contessi (Monash Business School). Finance Research Letters, Volume 42. October 2021, 101894. Working Paper DOI Link
Mildly Explosive Dynamics in U.S. Fixed Income Markets, with Silvio Contessi (Monash Business School) and Massimo Guidolin (Bocconi University). Previously circulated as Near-Explosive Dynamics and Risk Migration in U.S. Fixed Income Markets. European Journal of Operational Research, Volume 287, Issue 2, pp. 712-724. December 2020. Working Paper DOI Link
Co-Movement of Major Energy, Agricultural, and Food Commodity Price Returns: A Time-Series Assessment, with Francesca de Nicola (The World Bank) and Manuel A. Hernandez (International Food Policy Research Institute, IFPRI). Also circulated as Co-Movement of Major Commodity Price Returns: A Time-Series Assessment and as Co-Movement of Major Commodity Price Returns: Time-Series Assessment. Energy Economics, Volume 57, pp. 28-41. June 2016. Working Paper DOI Link
The Time-Varying Leading Properties of the High Yield Spread in the United States, with Kyle D. Weber (Pomona College). International Journal of Forecasting, Volume 32, Issue 1, pp. 203-230. January-March 2016. Working Paper Complete Results DOI Link
How Did the Financial Crisis Alter the Correlations of U.S. Yield Spreads?, with Silvio Contessi (Federal Reserve Bank of St. Louis) and Massimo Guidolin (Bocconi University). Journal of Empirical Finance, Volume 28, pp. 362-385. September 2014. Working Paper DOI Link
An International Perspective on the Recent Behavior of Inflation, with Silvio Contessi (Federal Reserve Bank of St. Louis) and Li Li (Federal Reserve Bank of St. Louis). Federal Reserve Bank of St. Louis Review, Third Quarter 2014, Volume 96, No. 3, pp. 267-294. September 2014. Link
High Yield Spreads, Real Economic Activity, and the Financial Accelerator, with Kyle D. Weber (Pomona College). Economics Letters, Volume 121, Issue 3, pp. 346-355. December 2013. Working Paper Complete Results DOI Link
Currency Union, Free Trade Areas, and Business Cycle Synchronization. Macroeconomic Dynamics, Volume 17, Issue 3, pp. 646-680. April 2013. Working Paper Technical Appendix Complete Results DOI Link
The Cyclical Properties of Disaggregated Capital Flows, with Silvio Contessi (Federal Reserve Bank of St. Louis) and Johanna Francis (Fordham University). Journal of International Money and Finance, Volume 32, Issue C, pp. 528-555. February 2013. Working Paper Appendix DOI Link
Gross Domestic Product Growth Predictions through the Yield Spread: Time-Variation and Structural Breaks. Previously circulated as GDP Growth Predictions through the Yield Spread. Time-Variation and Structural Breaks. International Journal of Finance and Economics, Volume 18, Issue 1, pp. 1-24. January 2013. Working Paper Technical Appendix Complete Results DOI Link
(Non-)Resiliency of Foreign Direct Investment in the United States during the 2007-2009 Financial Crisis, with Silvio Contessi (Federal Reserve Bank of St. Louis). Previously circulated as The (Non-)Resiliency of Foreign Direct Investment in the United States during the 2007-2009 Financial Crisis. Pacific Economic Review, Volume 17, Issue 3, pp. 368-390. August 2012. Working Paper DOI Link
Changes in the Second-Moment Properties of Disaggregated Capital Flows, with Silvio Contessi (Federal Reserve Bank of St. Louis) and Johanna Francis (Fordham University). Economics Letters, Volume 115, Issue 1, pp. 122-127. April 2012. Working Paper DOI Link
Do European Capital Flows Comove?, with Silvio Contessi (Federal Reserve Bank of St. Louis). The North American Journal of Economics and Finance, Volume 20, Issue 2, pp. 145-161. August 2009. Working Paper DOI Link
BOOK CHAPTERS
An Enlarged Economic and Monetary Union: Effects and Policy Implications, with Carlo Altomonte (Bocconi University) - Published as a chapter in the book “The Economics of EU Enlargement. Economia dell’Allargamento dell’Unione Europea”, by Franco Praussello, Edizioni Franco Angeli; in: “Parte II. La governance dell’UEM”; pp. 77-112. November 2003. Working Paper (August 2003)
SOFTWARE COMPONENTS
HFUL_HLIM: Stata Module for Heteroskedasticity-Robust Version of the Fuller Estimator and Jackknife Version of the Limited-Information Maximum Likelihood Estimator, with John Chao, Xiduo Chen, and Tiemen Woutersen. 2022. Link
NON-ACADEMIC WRITING (in Italian)
Partite Correnti e Disavanzo della Bilancia Commerciale. Aspetti Teorici e Soluzioni Pratiche per l'Economia USA. From Epistemes.org. Link
Contributions to Epistemes.org. Salari, maledetti salari (February 2008). Salari e politica economica (November 2007). Un mercato legale di organi. Alcuni dati e stime (September 2007). Un mercato legale di organi. La discussione si accende (August 2007). La strana etica occidentale. Lavoro minorile e soluzioni (July 2007). Tassi in ascesa e mutui in pericolo (June 2007). Legalizzare il mercato degli organi? Se ne può e se ne deve parlare (June 2007). I perchè di un mercato legale di organi (June 2007). Il nodo dei salari e la produttività che cala (April 2007). Come utilizzare l’extra gettito fiscale (April 2007). La sfida italiana all’Europa: la via delle riforme (March 2007). Contro il monopolio intellettuale (II): l’evidenza empirica nel mercato della musica (February 2007). Contro il monopolio intellettuale: il caso delle grandi major della musica (February 2007). Tasse e lavoro (II): fondamenti teorici (January 2007). Il risparmio nazionale: variabile chiave per la crescita futura (December 2006). Un mercato legale di organi: risolvere il problema dell’eccesso di domanda incentivando l’offerta (November 2006). Tasse e lavoro: la differenza tra USA ed Europa (November 2006). Gli effetti economici della legalizzazione delle droghe - Evidenza dagli Stati Uniti d’America (October 2006). Ticket al pronto soccorso: una misura condivisibile, ma… (October 2006). DISCUSSION PAPER: “Partite Correnti e Disavanzo della Bilancia Commerciale. Aspetti Teorici e Soluzioni Pratiche per l’Economia USA” (October 2006). Partite correnti e bilancia commerciale. Possibili soluzioni per il deficit statunitense (October 2006). Soru contro Briatore, ovvero imposte sul lusso in Sardegna. Davvero una buona idea? (September 2006).
Contributions to noiseFromAmerika.org. Salari, maledetti salari (February 2008). Legalizzare il mercato degli organi? Se ne può e se ne deve parlare (June 2007).