Search Results - "FARAGLIA, ELISA"

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  1. 1
    Government Debt Management: The Long and the Short of It

    Government Debt Management: The Long and the Short of It by FARAGLIA, ELISA, MARCET, ALBERT, OIKONOMOU, RIGAS, SCOTT, ANDREW

    Published in The Review of economic studies (01-11-2019)
    “…Standard optimal Debt Management (DM) models prescribe a dominant role for long bonds and advocate against issuing short bonds. They require very large…”
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  2. 2
    Cross country stock market comovement: A macro perspective

    Cross country stock market comovement: A macro perspective by Anagnostopoulos, Alexios, Atesagaoglu, Orhan Erem, Faraglia, Elisa, Giannitsarou, Chryssi

    Published in Journal of monetary economics (01-09-2022)
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  3. 3
    Union debt management

    Union debt management by Equiza-Goñi, Juan, Faraglia, Elisa, Oikonomou, Rigas

    Published in Journal of international money and finance (01-02-2023)
    “…•We study the role of government debt maturity in currency unions.•Can debt management help to hedge their budgets against spending shocks?•Empirically…”
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  4. 4
    The Impact of Debt Levels and Debt Maturity on Inflation

    The Impact of Debt Levels and Debt Maturity on Inflation by Faraglia, Elisa, Marcet, Albert, Oikonomou, Rigas, Scott, Andrew

    Published in The Economic journal (London) (01-02-2013)
    “…We examine the implications for optimal inflation of changes in the level and maturity of government debt under the assumption where fiscal and monetary…”
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  5. 5
    Fiscal Insurance and Debt Management in OECD Economies

    Fiscal Insurance and Debt Management in OECD Economies by Faraglia, Elisa, Marcet, Albert, Scott, Andrew

    Published in The Economic journal (London) (01-03-2008)
    “…Assuming the role of debt management is to provide hedging against fiscal shocks we consider: (i) what indicators can be used to assess the performance of debt…”
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  6. 6
    In search of a theory of debt management

    In search of a theory of debt management by Faraglia, Elisa, Marcet, Albert, Scott, Andrew

    Published in Journal of monetary economics (01-10-2010)
    “…The complete market approach to government debt management argues that a portfolio of non-contingent bonds at different maturities should be chosen so that…”
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  7. 7
    Monetary Shocks in a Model with Skill Loss

    Monetary Shocks in a Model with Skill Loss by ESTEBAN-PRETEL, JULEN, FARAGLIA, ELISA

    Published in Journal of money, credit and banking (01-10-2010)
    “…Unemployment shows persistent and long-lasting responses to nominal and real shocks. Standard real business cycle models with search frictions but a…”
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  8. 8
    Essays on labor market search and the business cycle

    Essays on labor market search and the business cycle by Faraglia, Elisa

    Published 01-01-2005
    “…This thesis comprises three essays on labor market search and the business cycle. The first two essays study the cyclical behavior of gross worker flows in the…”
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  9. 9
    Essays on labor market search and the business cycle

    Essays on labor market search and the business cycle by Faraglia, Elisa

    “…This thesis comprises three essays on labor market search and the business cycle. The first two essays study the cyclical behavior of gross worker flows in the…”
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