An assessment of financial sector rescue programmes F Panetta, T Faeh, G Grande, C Ho, M King, A Levy, FM Signoretti, ... | 259 | 2009 |
Lectures on Probability Theory and Mathematical Statistics M Taboga https://www.statlect.com/, 2012 | 222* | 2012 |
Portfolio selection with monotone mean‐variance preferences F Maccheroni, M Marinacci, A Rustichini, M Taboga Mathematical Finance 19 (3), 487-521, 2009 | 153 | 2009 |
Recent estimates of sovereign risk premia for euro-area countries A Di Cesare, G Grande, M Manna, M Taboga Questioni di Economia e Finanza (Occasional Papers), 2012 | 149 | 2012 |
Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings M Taboga International Finance, 2011 | 71 | 2011 |
Canonical Term‐Structure Models with Observable Factors and the Dynamics of Bond Risk Premia M Pericoli, M Taboga Journal of Money, Credit and Banking 40 (7), 1471-1488, 2008 | 70 | 2008 |
Bond risk premia, macroeconomic fundamentals and the exchange rate M Pericoli, M Taboga International Review of Economics & Finance, 2011 | 55 | 2011 |
Easier said than done? Reforming the prudential treatment of banks’ sovereign exposures M Lanotte, G Manzelli, AM Rinaldi, M Taboga, P Tommasino Reforming the Prudential Treatment of Banks’ Sovereign Exposures (April 14 …, 2016 | 45* | 2016 |
Portfolio selection with two-stage preferences M Taboga Finance Research Letters 2 (3), 152-164, 2005 | 41 | 2005 |
What is a prime bank? A Euribor–OIS spread perspective M Taboga International Finance 17 (1), 51-75, 2014 | 34 | 2014 |
The riskiness of corporate bonds M Taboga Journal of Money, Credit and Banking 46 (4), 693-713, 2014 | 29* | 2014 |
Option-implied probability distributions: How reliable? How jagged? M Taboga International Review of Economics & Finance 45, 453-469, 2016 | 15 | 2016 |
Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model M Pericoli, M Taboga Bank of Italy Temi di Discussione (Working Paper) No 1023, 2015 | 14 | 2015 |
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities L Cappiello, F Holm-Hadulla, A Maddaloni, L Arts, N Meme, P Migiakis, ... | 13 | 2021 |
Assessing the risks of asset overvaluation: models and challenges S Cecchetti, M Taboga Bank of Italy Temi di Discussione (Working Paper) No 1114, 2017 | 9 | 2017 |
Macro-finance VARs and bond risk premia: a caveat M Taboga Review of Financial Economics 18 (4), 163-171, 2009 | 9* | 2009 |
Decomposing euro area sovereign spreads: credit, liquidity and convenience M Pericoli, M Taboga Bank of Italy Temi di Discussione (Working Paper) No 1021, 2015 | 7 | 2015 |
Bayesian analysis of coefficient instability in dynamic regressions E Ciapanna, M Taboga Econometrics 7 (3), 29, 2019 | 6* | 2019 |
Cross-country differences in the size of venture capital financing rounds: a machine learning approach M Taboga Empirical Economics 62 (3), 991-1012, 2022 | 5 | 2022 |
Nearly Exact Bayesian Estimation of Non-linear No-Arbitrage Term-Structure Models M Pericoli, M Taboga Journal of Financial Econometrics 20 (5), 807-838, 2022 | 4 | 2022 |