Fabio Verona


AuthID: R-001-G83

Confirmed Publications: 13



1
TITLE: The Economic Value of Frequency-Domain Information
AUTHORS: Faria, Goncalo; Verona, Fabio ;
PUBLISHED: 2025, SOURCE: JOURNAL OF PORTFOLIO MANAGEMENT, VOLUME: 51, ISSUE: 4
INDEXED IN: Scopus WOS
2
TITLE: Forecasting Inflation with the New Keynesian Phillips Curve: Frequencies Matter  Full Text
AUTHORS: Martins, Manuel M. F. ; Verona, Fabio ;
PUBLISHED: 2024, SOURCE: OXFORD BULLETIN OF ECONOMICS AND STATISTICS, VOLUME: 86, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef: 3 Unpaywall
3
TITLE: Investment dynamics and forecast: Mind the frequency
AUTHORS: Kilponen, Juha; Verona, Fabio ;
PUBLISHED: 2022, SOURCE: FINANCE RESEARCH LETTERS, VOLUME: 49
INDEXED IN: Scopus WOS
4
TITLE: Investment, Tobin's Q, and Cash Flow Across Time and Frequencies
AUTHORS: Fabio Verona ;
PUBLISHED: 2020, SOURCE: OXFORD BULLETIN OF ECONOMICS AND STATISTICS, VOLUME: 82, ISSUE: 2
INDEXED IN: Scopus WOS
5
TITLE: The yield curve and the stock market: Mind the long run  Full Text
AUTHORS: Goncalo Faria; Fabio Verona ;
PUBLISHED: 2020, SOURCE: JOURNAL OF FINANCIAL MARKETS, VOLUME: 50
INDEXED IN: Scopus WOS
6
TITLE: Time-frequency forecast of the equity premium  Full Text
AUTHORS: Goncalo Faria; Fabio Verona ;
PUBLISHED: 2020, SOURCE: QUANTITATIVE FINANCE
INDEXED IN: Scopus WOS
7
TITLE: Forecasting stock market returns by summing the frequency-decomposed parts  Full Text
AUTHORS: Goncalo Faria; Fabio Verona ;
PUBLISHED: 2018, SOURCE: JOURNAL OF EMPIRICAL FINANCE, VOLUME: 45
INDEXED IN: WOS
8
TITLE: Financial shocks, financial stability, and optimal Taylor rules  Full Text
AUTHORS: Fabio Verona ; Manuel M F Martins ; Ines Drumond;
PUBLISHED: 2017, SOURCE: JOURNAL OF MACROECONOMICS, VOLUME: 54
INDEXED IN: Scopus WOS CrossRef: 34
9
TITLE: Time-frequency characterization of the US financial cycle  Full Text
AUTHORS: Fabio Verona ;
PUBLISHED: 2016, SOURCE: ECONOMICS LETTERS, VOLUME: 144
INDEXED IN: Scopus WOS CrossRef
10
TITLE: Investment Dynamics with Information Costs  Full Text
AUTHORS: FABIO VERONA ;
PUBLISHED: 2014, SOURCE: Journal of Money, Credit and Banking, VOLUME: 46, ISSUE: 8
INDEXED IN: CrossRef
Page 1 of 2. Total results: 13.

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