Laura Sigalotti
Economics and Econometrics · 2017
A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 5 citations into it
- Finance — 5 citations into it
Whom Laura Sigalotti trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Laura Sigalotti overall
Papers from Laura Sigalotti's perspective
Ordered by how strongly the researchers Laura Sigalotti trusts endorse each paper. Same corpus, a different order for every researcher.
- The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
- An Introduction to Copulas
- A Practical Guide to Splines
- Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach
- Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area than in the United States?
- Convergence and Anchoring of Yield Curves in the Euro Area (Review of Economics and Statistics)
- Anchoring of Inflation Expectations in the Euro Area: Recent Evidence Based on Survey Data (Social Science Research Network)
- Chapter 8 – Modelling Dependence with Copulas and Applications to Risk Management
- The Fed and Interest Rates - A High-Frequency Identification
- Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
Their papers
- Tail Co-Movement in Inflation Expectations as an Indicator of Anchoring (2017) — 119 citations