Marco Taboga - Central Bank Research Hub

Papers by year: All | 2017 | 2015 | 2013 | 2011 | 2010 | 2009

Title Other author(s)

Assessing the risks of asset overvaluation: models and challenges

Bank of Italy Working Papers [View] (Paper: 1114, 03.05.2017)

JEL: B26, C02

Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model

Bank of Italy Working Papers [View] (Paper: 1023, 21.07.2015)

JEL: C32, E43, G12

Decomposing euro area sovereign spreads: credit, liquidity and convenience

Bank of Italy Working Papers [View] (Paper: 1021, 15.07.2015)

JEL: G12

Sectoral differences in managers' compensation: insights from a matching model

Bank of Italy Working Papers [View] (Paper: 1000, 13.04.2015)

JEL: C73, D31, J63, J64

What is a prime bank? A Euribor - OIS spread perspective

Bank of Italy Working Papers [View] (Paper: 895, 31.01.2013)

Bayesian analysis of coefficient instability in dynamic regressions

Bank of Italy Working Papers [View] (Paper: 836, 13.12.2011)

Under/over-valuation of the stock market and cyclically adjusted earnings

Bank of Italy Working Papers [View] (Paper: 780, 13.12.2010)

The riskiness of corporate bonds

Bank of Italy Working Papers [View] (Paper: 730, 09.11.2009)

An assessment of financial sector rescue programmes

Bank of Italy Occasional Papers [View] (Paper: 47, 12.08.2009)

JEL: E58, E65, G14, G18, G21, G28, G32, G34

Bond risk premia, macroeconomic fundamentals and the exchange rate

Bank of Italy Working Papers [View] (Paper: 699, 01.02.2009)

Papers by year: All | 2017 | 2015 | 2013 | 2011 | 2010 | 2009