Concepedia

Massimiliano Marzo

MM

9

Publications

233

Citations

9

H-Index

2005

Active since

Affiliations

University of Bologna(Current)

Stockholm University

Economic Research Centre

Massimiliano Marzo is an author at University of Bologna specializing in business, economics, and finance.

Top concepts

BusinessEconomicsFinanceMacroeconomicsAsset PricingMonetary PolicyEconomic AnalysisFinancial EconomicsVolatility ModelingLiquidity

Publications per year

2005–2012

9

Publications

9

Gold and the U.S. dollar: tales from the turmoil

Paolo Zagaglia, Massimiliano Marzo · Quantitative Finance · 2012 · 60 citations

Volatility Modeling, U.s. Dollar, Economic Fluctuation +16

An inventory of simple monetary policy rules in a New Keynesian macroeconomic model

Thomas A. Lubik, Massimiliano Marzo · International Review of Economics & Finance · 2005 · 49 citations

Monetary Policy, Economics, Open Economy Macroeconomics +8

Volatility forecasting for crude oil futures

Massimiliano Marzo, Paolo Zagaglia · Applied Economics Letters · 2010 · 37 citations

Forecasting Methodology, Volatility Modeling, Engineering +19

Measuring market liquidity: An introductory survey

Alexandros Gabrielsen, Massimiliano Marzo, Paolo Zagaglia · AMS Acta (University of Bologna) · 2011 · 20 citations · Full text

Market Microstructure, Empirical Finance, Economics +12

A note on the conditional correlation between energy prices: Evidence from future markets

Massimiliano Marzo, Paolo Zagaglia · Energy Economics · 2008 · 20 citations

Economics, Asset Pricing, Finance +12

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