E-LIB Suche - Ergebnisse für: Marcucci, Juri

1

The power of text-based indicators in forecasting Italian e..:

Aprigliano, Valentina ; Emiliozzi, Simone ; Guaitoli, Gabriele...
International Journal of Forecasting. 39 (2023) 2 - p. 791-808 , 2023

Link: https://doi.org/10.1016/..

2

Can we measure inflation expectations using Twitter?:

Angelico, Cristina ; Marcucci, Juri ; Miccoli, Marcello.
Journal of Econometrics. 228 (2022) 2 - p. 259-277 , 2022

Link: https://doi.org/10.1016/..

3

The predictive power of Google searches in forecasting US u..:

D'Amuri, Francesco ; Marcucci, Juri
International Journal of Forecasting. 33 (2017) 4 - p. 801-816 , 2017

Link: https://doi.org/10.1016/..

4

Comparing forecast accuracy: A Monte Carlo investigation:

Busetti, Fabio ; Marcucci, Juri
International Journal of Forecasting. 29 (2013) 1 - p. 13-27 , 2013

Link: https://doi.org/10.1016/..

5

Are moving average trading rules profitable?

, In: Applied economics

evidence from the European stock markets

Metghalchi, Massoud ; Marcucci, Juri. (2012) 10/12 - p. 1539-1559

Exemplare: Zentrale;

6

Are moving average trading rules profitable? Evidence from ..:

Metghalchi, Massoud ; Marcucci, Juri ; Chang, Yung-Ho
Applied Economics. 44 (2011) 12 - p. 1539-1559 , 2011

Link: https://doi.org/10.1080/..

7

Asymmetric effects of the business cycle on bank credit ris:

Marcucci, Juri ; Quagliariello, Mario
Journal of Banking & Finance. 33 (2009) 9 - p. 1624-1635 , 2009

Link: https://doi.org/10.1016/..

8

Stress-testing credit risk: the Italian experience:

, In: Stress-testing the Banking System,

Laviola, Sebastiano ; Marcucci, Juri ; Quagliariello, Mario - p. 133-148 , 2009

Link: https://doi.org/10.1017/..

9

Is the Swedish stock market efficient? Evidence from some s..:

Metghalchi, Massoud ; Chang, Yung-Ho ; Marcucci, Juri
International Review of Financial Analysis. 17 (2008) 3 - p. 475-490 , 2008

Link: https://doi.org/10.1016/..

10

Is bank portfolio riskiness procyclical?:

Marcucci, Juri ; Quagliariello, Mario
Journal of International Financial Markets, Institutions and Money. 18 (2008) 1 - p. 46-63 , 2008

Link: https://doi.org/10.1016/..

11

Revisiting the empirical evidence on firms' money demand:

Lotti, Francesca ; Marcucci, Juri
Journal of Economics and Business. 59 (2007) 1 - p. 51-73 , 2007

Link: https://doi.org/10.1016/..

12

A long-run Pure Variance Common Features model for the comm..:

Engle, Robert F. ; Marcucci, Juri
Journal of Econometrics. 132 (2006) 1 - p. 7-42 , 2006

Link: https://doi.org/10.1016/..

13

Forecasting Stock Market Volatility with Regime-Switching G..:

Marcucci, Juri
Studies in Nonlinear Dynamics & Econometrics. 9 (2005) 4 - p. , 2005

Link: https://doi.org/10.2202/..

14

La domanda di liquidità delle imprese statunitensi

, In: L' Industria

un'analisi panel

Lotti, Francesca ; Marcucci, Juri. (2004) 2 - p. 403-418

Exemplare: Zentrale;

15

Textual analysis of a Twitter corpus during the COVID-19 pa..:

Astuti, Valerio ; Crispino, Marta ; Langiulli, Marco.
4th International Conference on Advanced Research Methods and Analytics (CARMA 2022). , 2022

Link: http://hdl.handle.net/10..