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The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy
with Leonardo Melosi (University of Warwick) and Ivan Petrella (Collegio Carlo Alberto).
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The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy
Time-Varying Skewness and Momentum Crashes
with Daniele Bianchi (Queen Mary) and Ivan Petrella (Collegio Carlo Alberto). Revision requested at Review of Asset Pricing Studies
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Time-Varying Skewness and Momentum Crashes
Testing for Conditional Skewness with _Epsilon-Skew-t_ Distributions.
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Testing for Conditional Skewness with _Epsilon-Skew-t_ Distributions.
Exchange Rate Dynamics and Unconventional Monetary Policies: It's All in the Shadows
with Mario Pietrunti (former Bank of Italy).
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Exchange Rate Dynamics and Unconventional Monetary Policies: It's All in the Shadows