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Claudio Morana
Claudio Morana
Professor of Economics, Università di Milano Bicocca
Verified email at unimib.it - Homepage
Title
Cited by
Cited by
Year
A semiparametric approach to short-term oil price forecasting
C Morana
Energy economics 23 (3), 325-338, 2001
3672001
Breaks and persistency: macroeconomic causes of stock market volatility
A Beltratti, C Morana
Journal of econometrics 131 (1-2), 151-177, 2006
2892006
International house prices and macroeconomic fluctuations
A Beltratti, C Morana
Journal of Banking & Finance 34 (3), 533-545, 2010
2832010
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach
RT Baillie, C Morana
Journal of Economic Dynamics and Control 33 (8), 1577-1592, 2009
2422009
Monetary policy and the stock market in the euro area
N Cassola, C Morana
Journal of Policy Modeling 26 (3), 387-399, 2004
2252004
Comovements in international stock markets
C Morana, A Beltratti
Journal of International Financial Markets, Institutions and Money 18 (1), 31-45, 2008
2082008
The Great Recession: US dynamics and spillovers to the world economy
FC Bagliano, C Morana
Journal of Banking & Finance 36 (1), 1-13, 2012
1912012
Structural change and long-range dependence in volatility of exchange rates: either, neither or both?
C Morana, A Beltratti
Journal of Empirical Finance 11 (5), 629-658, 2004
1702004
Computing value at risk with high frequency data
A Beltratti, C Morana
Journal of empirical finance 6 (5), 431-455, 1999
1511999
Oil price dynamics, macro-finance interactions and the role of financial speculation
C Morana
Journal of banking & finance 37 (1), 206-226, 2013
1282013
The effects of the introduction of the euro on the volatility of European stock markets
C Morana, A Beltratti
Journal of Banking & Finance 26 (10), 2047-2064, 2002
1172002
Financial development and income distribution inequality in the euro area
D Baiardi, C Morana
Economic Modelling 70, 40-55, 2018
1022018
On the macroeconomic causes of exchange rate volatility
C Morana
International Journal of Forecasting 25 (2), 328-350, 2009
882009
Climate change awareness: Empirical evidence for the European Union
D Baiardi, C Morana
Energy Economics 96, 105163, 2021
832021
Measuring US core inflation: A common trends approach
FC Bagliano, C Morana
Journal of Macroeconomics 25 (2), 197-212, 2003
722003
International macroeconomic dynamics: A factor vector autoregressive approach
FC Bagliano, C Morana
Economic Modelling 26 (2), 432-444, 2009
682009
Climate change implications for the catastrophe bonds market: An empirical analysis
C Morana, G Sbrana
Economic Modelling 81, 274-294, 2019
552019
Regulatory uncertainty and share price volatility: The English and Welsh water industry’s periodic price review
C Morana, JW Sawkins
Journal of Regulatory Economics 17 (1), 87-100, 2000
492000
The financial Kuznets curve: Evidence for the euro area
D Baiardi, C Morana
Journal of Empirical Finance 39, 265-269, 2016
482016
International stock markets comovements: the role of economic and financial integration
C Morana
Empirical Economics 35, 333-359, 2008
472008
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