Working papers
Bucci A., Palomba G., and Rossi, E. (2019) "Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach"
Bacchiocchi E., Bastianin A., Missale A. and Rossi, E. (2018) “Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows”.