A New Perspective on Financial Integration

Measuring Competition in Banking: A Disequilibrium Approach
(with J. O. S. Wilson)

Do Intermediation Returns and Concentration Increase Banking Stability?

The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances(with S. Pellegrini and A. Espasa)

Entry Barriers in Italian Retail Trade (with F. Schivardi)

A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model
(with F. C. Palm and S. Smeekes)

Industry Dynamics and Search in the Labor Market (with E. R. Moen)

Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model
(with A. Silvennoinen)

Portfolio Choices with Near Rational Agents: A Solution to Some International-Finance Puzzles

Competitivity in the banking sector: a comparison between France and Italy

Does the ECB tell the truth? A dynamic probit analysis

Job and Wage Mobility in a Search Model with Non-Compliance (Exemptions) with the Minimum Wage (with Suqin Ge and Barbara Petrongolo)

The Bond Market’s q

Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition

Can Rare Events Explain the Equity Premium Puzzle?

What explains cross-country differences in life-cycle consumption?A comparison between Italy and the United States

Identification and Estimation in an Incoherent Model of Contagion

Making a Case for Businessman Risk
and Employer Stock Ownership