Oil price dynamics and speculation: A multivariate financial approach G Cifarelli, G Paladino Energy economics 32 (2), 363-372, 2010 | 384 | 2010 |
Volatility linkages across three major equity markets: A financial arbitrage approach G Cifarelli, G Paladino Journal of International Money and Finance 24 (3), 413-439, 2005 | 49 | 2005 |
Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? G Cifarelli, G Paladino Global Finance Journal 16 (3), 245-263, 2006 | 34 | 2006 |
A dynamic model of hedging and speculation in the commodity futures markets G Cifarelli, G Paladino Journal of Financial Markets 25, 1-15, 2015 | 32 | 2015 |
The impact of the Argentine default on volatility co-movements in emerging bond markets G Cifarelli, G Paladino Emerging Markets Review 5 (4), 427-446, 2004 | 29 | 2004 |
Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework G Cifarelli, G Paladino International Review of Economics & Finance 45, 247-262, 2016 | 15 | 2016 |
Exchange rate regimes and reserve policy: The Italian Lira, 1883–1911 F Cesarano, G Cifarelli, G Toniolo Open Economies Review 23, 253-275, 2012 | 14 | 2012 |
Can oil diversify away the unpriced risk of a portfolio? G Cifarelli, G Paladino International Journal of Finance & Economics 17 (1), 73-88, 2012 | 12 | 2012 |
The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation G Cifarelli, G Paladino Open Economies Review 20, 525-543, 2009 | 11 | 2009 |
Stock market exuberance: linkages between the us and the european markets G Cifarelli, G Paladino LUISS Edizioni., 2000 | 10 | 2000 |
Speculative pricing in the Liverpool cotton futures market: a nonlinear tale of noise traders and fundamentalists from the 1920s G Cifarelli, P Paesani Cliometrica 10, 31-54, 2016 | 9 | 2016 |
An empirical analysis of the co-movement among spreads on emerging-market debt G Cifarelli, G Paladino U of Florence Economics Working Paper, 2002 | 9 | 2002 |
Hedging vs. speculative pressures on commodity futures returns G Cifarelli, G Paladino | 7 | 2011 |
The International Reserves Glut: Is It for Real? G Cifarelli, G Paladino University of Florence Economics Working Paper, 2006 | 7 | 2006 |
Smooth transition regime shifts and oil price dynamics G Cifarelli Energy economics 38, 160-167, 2013 | 6 | 2013 |
Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911 F Cesarano, GD Cifarelli, G Toniolo Available at SSRN 1499251, 2009 | 6 | 2009 |
Exchange rate market efficiency tests and cointegration analysis G Cifarelli Economia Internazionale/International Economics 45 (2), 197-208, 1992 | 6 | 1992 |
An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time? G Cifarelli, P Paesani Dipartimento do Scienze Economiche Universita degli Studi de Firenze Working …, 2012 | 5 | 2012 |
DYNAMIC MECHANISMS OF VOLATILITY TRANSMISSION AMONG NATIONAL STOCK MARKETS. G Cifarelli, K Giannopoulos International Journal of Finance 14 (2), 2002 | 5 | 2002 |
Exchange rates, market efficiency and" news". Model specification and econometric identification G Cifarelli Istituto di Economia, Università di Siena, 1986 | 5 | 1986 |