Browsing by Author "GALLO, Giampiero M."

Title: Exchange Market Pressure: Some Caveats in Empirical Applications Author(s): BERTOLI, Simone; GALLO, Giampiero M.; RICCHIUTI, Giorgio Date: 2010 Type of Publication: Article Abstract: The Exchange Market Pressure (EMP) index, developed by Eichengreen et al. (1994), is widely used as a tool to signal whether pressure on a currency is softened or warded off through monetary authorities' interventions or, ...

Title: Frontiers in time series analysis: introduction Author(s): BANERJEE, Anindya; GALLO, Giampiero M.; OTRANTO, Edoardo Date: 2006 Type of Publication: Article

Title: Early News Is Good News: the Effects of Market Opening on Market Volatility Author(s): GALLO, Giampiero M.; PACINI, Barbara Date: 1998 Type of Publication: Article Abstract: In this paper, we examine the characteristics of market opening news and its impact on the estimated coefficients of the conditional volatility models of the GARCH class. We find that the differences between the opening ...

Title: Early News is Good News: The Effects of Market Opening on Market Volatility Author(s): GALLO, Giampiero M.; PACINI, Barbara Date: 1998 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: In Plato's Cave: Sharpening the Shadows of Monetary Announcements Author(s): GALLO, Giampiero M.; MARCELLINO, Massimiliano Date: 1996 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Cointegration, Codependence and Economic Fluctuations Author(s): GALLO, Giampiero M.; KEMPF, Hubert Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Risk-related Asymmetries in Foreign Exchange Markets Author(s): GALLO, Giampiero M.; PACINI, Barbara Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: Time-varying/Sign-switching Risk Perception on Foreign Exchange Markets Author(s): GALLO, Giampiero M.; PACINI, Barbara Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: On the Nature of Commitment in Flexible Target Zones and the Measurement of Credibility: The 1993 ERM Crisis Author(s): AVESANI, Renzo G.; GALLO, Giampiero M.; SALMON, Mark Date: 1995 Type of Publication: Working Paper Series/Report no.: EUI ECO

Title: On the Evolution of Credibility and Flexible Exchange Rate Target Zones Author(s): AVESANI, Renzo G.; GALLO, Giampiero M.; SALMON, Mark Date: 1994 Type of Publication: Working Paper Series/Report no.: EUI ECO

Browsing by Author "GALLO, Giampiero M."

DSpace/Manakin Repository

Browsing by Author "GALLO, Giampiero M."

Browse

All of Cadmus

My Account

About the EUI

Programmes & Fellowships

Departments & Centres

Research

Services & Admin