• A Quasi Real-Time Leading Indicator for the EU Industrial Production 

      Donadelli, Michael; Paradiso, Antonio; Riedel, Max (2016-01-04)
      We build a quasi real-time leading indicator (LI) for the EU industrial production (IP). Differently from previous studies, the technique developed in this paper gives rise to an ex-ante LI that is immune to “overlapping ...
    • Which Market Integration Measure? 

      Billio, Monica; Donadelli, Michael; Paradiso, Antonio; Riedel, Max (2017-08-04)
      This paper compares the dynamics of the financial integration process as described by different empirical approaches. To this end, a wide range of measures accounting for several dimensions of integration is employed. In ...