Click the hotspots to download PDF copies. These constitute work in progress. Check back for updates, and please don't cite without permission. Comments to
andrea.monticini at unicatt.it welcome.
Does routine supervisory comunication move volatility? Evidence from 285 ECB announcements, September 2026
Managing the chaos: policy challenges in a hyperinflationary environment (with A. Boitani and C. Dragomirescu-Gaina), June 2025
Bootstrap Performance with Heteroskedasticity (with Russell Davidson), November 2023
An Improved Fast Double Bootstrap (with Russell Davidson), April 2018, Revised April 2019, Revised December 2023
The Impact of the ECB Banking Supervision Announcements on the Stock Market (with A. Baglioni and D. Peel), November 2019
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping" (with Russell Davidson), February 2014
