Marco Taboga
Economics and Econometrics · 2008–2012
A researcher in the Science corpus: 5 papers; trusts 8 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 50 citations into it; #5,569 of 23,481 by trust here, #2,438 by citations
- Finance — 38 citations into it; #3,115 of 10,518 by trust here, #2,066 by citations
- Management Science and Operations Research — 10 citations into it
- General Decision Sciences — 7 citations into it
- Statistics and Probability — 6 citations into it
Whom Marco Taboga trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Marco Taboga overall
- M. Affinito
- Guglielmo Barone
- James D. Hamilton
- Stefano Federico
- Francesco D’Amuri
- S. Mocetti
- A. Socio
- Guido Blasio
- F. Busetti
- Raffaello Bronzini
Papers from Marco Taboga's perspective
Ordered by how strongly the researchers Marco Taboga trusts endorse each paper. Same corpus, a different order for every researcher.
- Robust Control and Model Uncertainty
- Dynamic variational preferences (Journal of Economics Theory)
- Modelling and forecasting government bond spreads in the euro area: A GVAR model
- End This Depression Now
- Sovereign risk contagion in the Eurozone
- Term premia and interest rate forecasts in affine models
- Specification Analysis of Affine Term Structure Models
- The Pricing of Options and Corporate Liabilities
- Generalized autoregressive conditional heteroskedasticity
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
Their papers
- Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premia (2008) — 132 citations
- PORTFOLIO SELECTION WITH MONOTONE MEAN‐VARIANCE PREFERENCES (2009) — 336 citations
- Recent Estimates of Sovereign Risk Premia for Euro-Area Countries (2012) — 122 citations
- Under/Over-Valuation of the Stock Market and Cyclically Adjusted Earnings (2010) — 154 citations
- An Assessment of Financial Sector Rescue Programmes (2009) — 197 citations