Publications
Buccheri, G., Renò, R., and Vocalelli., G., Taking advantage of biased proxies for forecast evaluation, Journal of Econometrics, 2025, 251, 106068.
Grassi, S., Ravazzolo, F., Vespignani, J., and Vocalelli, G., Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach, Journal of Commodity Markets, 2025, 100502.
Buccheri, G., Grassi, S., and Vocalelli, G., Estimating risk in illiquid markets: A model of market frictions with stochastic volatility, Journal of Financial Econometrics, 2024, 531-574.
Miroshnychenko, I., Vocalelli, G., De Massis, A., Grassi, S., and Ravazzolo, F., The Covid-19 Pandemic and Family Business Performance, Small Business Economics, 2024, 213-241.
Policy papers
Adler, M., Camba-Méndez, G., Džaja, T., Manzanares, A., Metra, M., and Vocalelli, G., The valuation haircuts applied to eligible marketable assets for ECB credit operations , ECB Occasional Paper, 2023, No 312.
Working papers
Semiparametric drift, with Buccheri, G. (Under review)
Bank–Fintech Acquisitions: Evidence on Lending, Deposit Growth, and Risk-Taking, with Maurici, F., Perdichizzi, S., Pisicoli, B. (R&R)