| Lectures on Probability Theory and Mathematical Statistics M Taboga https://www.statlect.com/, 2012 | 293* | 2012 |
| An assessment of financial sector rescue programmes F Panetta, T Faeh, G Grande, C Ho, M King, A Levy, FM Signoretti, ... | 274 | 2009 |
| Portfolio selection with monotone mean‐variance preferences F Maccheroni, M Marinacci, A Rustichini, M Taboga Mathematical Finance 19 (3), 487-521, 2009 | 156 | 2009 |
| Recent estimates of sovereign risk premia for euro-area countries A Di Cesare, G Grande, M Manna, M Taboga Questioni di Economia e Finanza (Occasional Papers), 2012 | 154 | 2012 |
| Under‐/Over‐Valuation of the Stock Market and Cyclically Adjusted Earnings M Taboga International Finance, 2011 | 75 | 2011 |
| Canonical Term‐Structure Models with Observable Factors and the Dynamics of Bond Risk Premia M Pericoli, M Taboga Journal of Money, Credit and Banking 40 (7), 1471-1488, 2008 | 73 | 2008 |
| Bond risk premia, macroeconomic fundamentals and the exchange rate M Pericoli, M Taboga International Review of Economics & Finance, 2011 | 56 | 2011 |
| Easier said than done? Reforming the prudential treatment of banks’ sovereign exposures M Lanotte, G Manzelli, AM Rinaldi, M Taboga, P Tommasino Reforming the Prudential Treatment of Banks’ Sovereign Exposures (April 14 …, 2016 | 50* | 2016 |
| Portfolio selection with two-stage preferences M Taboga Finance Research Letters 2 (3), 152-164, 2005 | 42 | 2005 |
| What is a prime bank? A Euribor–OIS spread perspective M Taboga International Finance 17 (1), 51-75, 2014 | 38 | 2014 |
| The riskiness of corporate bonds M Taboga Journal of Money, Credit and Banking 46 (4), 693-713, 2014 | 28* | 2014 |
| Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities L Cappiello, F Holm-Hadulla, A Maddaloni, L Arts, N Meme, P Migiakis, ... | 19 | 2021 |
| Option-implied probability distributions: How reliable? How jagged? M Taboga International Review of Economics & Finance 45, 453-469, 2016 | 15 | 2016 |
| Understanding policy rates at the zero lower bound: insights from a Bayesian shadow rate model M Pericoli, M Taboga Bank of Italy Temi di Discussione (Working Paper) No 1023, 2015 | 14 | 2015 |
| Lectures on matrix algebra M Taboga https://www.statlect.com/matrix-algebra/, 2021 | 11* | 2021 |
| Assessing the risks of asset overvaluation: models and challenges S Cecchetti, M Taboga Bank of Italy Temi di Discussione (Working Paper) No 1114, 2017 | 10 | 2017 |
| Macro-finance VARs and bond risk premia: a caveat M Taboga Review of Financial Economics 18 (4), 163-171, 2009 | 9* | 2009 |
| Cross-country differences in the size of venture capital financing rounds: a machine learning approach M Taboga Empirical Economics 62 (3), 991-1012, 2022 | 8 | 2022 |
| Decomposing euro area sovereign spreads: credit, liquidity and convenience M Pericoli, M Taboga Bank of Italy Temi di Discussione (Working Paper) No 1021, 2015 | 7 | 2015 |
| Bayesian analysis of coefficient instability in dynamic regressions E Ciapanna, M Taboga Econometrics 7 (3), 29, 2019 | 6* | 2019 |
Giuseppe GrandeBanca d'ItaliaVerified email at bancaditalia.it
