Forecasting the intraday market price of money (with F. Ravazzolo), forthcoming in the Journal of Empirical Finance, June 2014
Is The Leverage of European Commercial Banks Pro-cyclical? (with A. Baglioni, E. Beccalli, A. Boitani), Empirical Economics, December 2013, Volume 45, Issue 3, pp 1251-1266
Why does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis (with A. Baglioni), Journal of Financial Services Research, October 2013, Volume 44, Issue 2, 175 - 186.
The Effect of Underreporting on LIBOR Rates, (with D. Thornton), Journal of Macroeconomics 37, (2013), 345-348
The Importance of the Electoral Rule: Evidence from Italy (with M. Bordignon), Economics Letters 117, (2012), 322–325
The Impact of ECB and FED announcements on the Euro Interest Rates (with D. Peel and G. Vaciago), Economics Letters 113, (2011), 139-142
Tests for cointegration with structural breaks based on subsamples
(with J. Davidson), Computational Statistics and Data Analysis 54, 11, (2010), 2498-2511.
The intraday interest rate under a liquidity crisis: the case of August 2007 (with A. Baglioni), Economics Letters 107, (2010), 198-200.
Testing for Central Bank Independence and Inflation using the wild bootstrap (with D. Peel), Economics Bulletin 29, 3, (2009) 1604-1609
The Intra-day Market Price of Money: evidence from e-mid market (with
A. Baglioni), Journal of Money Credit and Banking 40 (7) (2008) 1533-1540
Implementing the Wild Bootstrap using a Two-points distribution (with
J. Davidson and D. Peel), Economics Letters 96,3 (2007) 309-315