Juri Marcucci, Ph.D.
Affiliations: | 2005 | University of California, San Diego, La Jolla, CA |
Area:
FinanceGoogle:
"Juri Marcucci"Parents
Sign in to add mentor| Allan G. Timmermann | grad student | 2005 | UCSD | |
| (Essays on financial econometrics.) | ||||
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Publications
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| D'Amuri F, Marcucci J. (2017) The predictive power of Google searches in forecasting unemployment International Journal of Forecasting. 33: 801-816 |
| Busetti F, Marcucci J. (2013) Comparing forecast accuracy: A Monte Carlo investigation International Journal of Forecasting. 29: 13-27 |
| Metghalchia M, Marcucci J, Chang YH. (2012) Are moving average trading rules profitable? Evidence from the European stock markets Applied Economics. 44: 1539-1559 |
| Marcucci J, Quagliariello M. (2009) Asymmetric effects of the business cycle on bank credit risk Journal of Banking and Finance. 33: 1624-1635 |
| Metghalchi M, Chang YH, Marcucci J. (2008) Is the Swedish stock market efficient? Evidence from some simple trading rules International Review of Financial Analysis. 17: 475-490 |
| Marcucci J, Quagliariello M. (2008) Is bank portfolio riskiness procyclical?. Evidence from Italy using a vector autoregression Journal of International Financial Markets, Institutions and Money. 18: 46-63 |
| Lotti F, Marcucci J. (2007) Revisiting the empirical evidence on firms' money demand Journal of Economics and Business. 59: 51-73 |
| Engle RF, Marcucci J. (2006) A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones Journal of Econometrics. 132: 7-42 |
| Marcucci J. (2005) Forecasting stock market volatility with regime-switching GARCH models Studies in Nonlinear Dynamics and Econometrics. 9: 159-213 |