Discussion paper DP19030 Taming Momentum Crashes Daniele Bianchi Andrea De Polis Ivan Petrella 29 Apr 2024 Asset Pricing G10
Discussion paper DP18437 Unveiling the Dance of Commodity Prices and the Global Financial Cycle Luciana Juvenal Ivan Petrella 8 Sep 2023 International Macroeconomics and Finance F41 F44 E32
Discussion paper DP17984 Asset Market Participation, Redistribution, and Asset Pricing Francesco Saverio Gaudio Ivan Petrella Emiliano Santoro 13 Mar 2023 Monetary Economics and Fluctuations Asset Pricing D31 E13 E21 E25 E32 E44 G12 G51
Discussion paper DP17800 Advances in Nowcasting Economic Activity: The Role of Heterogeneous Dynamics and Fat Tails Juan Antolin-Diaz Thomas Drechsel Ivan Petrella 11 Jan 2023 International Macroeconomics and Finance Monetary Economics and Fluctuations E32 E23 O47 C32 E01
Discussion paper DP17162 Aggregate Skewness and the Business Cycle Martin Iseringhausen Ivan Petrella Konstantinos Theodoridis 30 Mar 2022 Monetary Economics and Fluctuations C22 C38 E32
Discussion paper DP15109 Modeling and Forecasting Macroeconomic Downside Risk Davide Delle Monache Andrea De Polis Ivan Petrella 17 Feb 2022 Monetary Economics and Fluctuations E32 E44 C53
Discussion paper DP16613 Dividend Momentum and Stock Return Predictability: A Bayesian Approach Juan Antolin-Diaz Ivan Petrella Juan Francisco Rubio-RamÃrez 5 Oct 2021 Financial Economics C32 C53 E47
Discussion paper DP15926 Advances in Nowcasting Economic Activity: Secular Trends, Large Shocks and New Data Juan Antolin-Diaz Thomas Drechsel Ivan Petrella 15 Mar 2021 Monetary Economics and Fluctuations E32 E23 O47 C32 E01
Discussion paper DP14594 Terms-of-Trade Shocks are Not all Alike Federico Di Pace Luciana Juvenal Ivan Petrella 11 Nov 2020 International Macroeconomics and Finance Monetary Economics and Fluctuations F41 F44 E32
Discussion paper DP14107 Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model Davide Delle Monache Ivan Petrella Fabrizio Venditti 7 Nov 2019 Financial Economics Monetary Economics and Fluctuations C32 C51 C53 E44 G12
Discussion paper DP13831 Bank Assets, Liquidity and Credit Cycles Federico Lubello Ivan Petrella Emiliano Santoro 28 Jun 2019 Monetary Economics and Fluctuations E32 E44 G21 G28
Discussion paper DP13027 Time-varying Price Flexibility and Inflation Dynamics Ivan Petrella Emiliano Santoro Lasse de la Porte Simonsen 1 Jul 2018 Monetary Economics and Fluctuations E30 E31 E37 C22