Paolo Zaffaroni

45 papers and 1.1k indexed citations i.

Paolo Zaffaroni has authored 45 papers that have received a total of 1.1k indexed citations. This includes 40 papers in Finance, 31 papers in Economics and Econometrics and 18 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (22 papers), Monetary Policy and Economic Impact (18 papers) and Stochastic processes and financial applications (14 papers). Paolo Zaffaroni is often cited by papers focused on Financial Risk and Volatility Modeling (22 papers), Monetary Policy and Economic Impact (18 papers) and Stochastic processes and financial applications (14 papers) and collaborates with scholars based in United Kingdom, Italy and United States. Paolo Zaffaroni's co-authors include M. Hashem Pesaran, Mario Forni, Marco Lippi, Raman Uppal and Marc Hallin and has published in prestigious journals such as Review of Financial Studies, Journal of Econometrics and The Annals of Statistics