Marco Taboga

Bank of Italy — Italy

Economics, Econometrics and Finance · Social Sciences

25h-index2.4kcitations62works3.02yr avg
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Research Topics

Monetary Policy and Economic Impact(26), Financial Markets and Investment Strategies(19), Banking stability, regulation, efficiency(12), Credit Risk and Financial Regulations(12), Stochastic processes and financial applications(11)

Publications62 total

Natural-gas storage modelling by deep reinforcement learning
2025Open Access
A Composite Indicator of Sovereign Bond Market Liquidity in the Euro Area
International Finance·2025· 2 citedOpen Access
The impact of Trump’s victory on equity markets: The power of proximity
Economics Letters·2025· 14 cited
Carbon Pricing in the EU: Fundamentals or Market Sentiment?
SSRN Electronic Journal·2025Open Access
<span>The Impact of Trump's Victory on Equity Markets: The Power of Proximity</span>
SSRN Electronic Journal·2024· 1 citedOpen Access
The Impact of Trump's Victory on Equity Markets: The Power of Proximity
SSRN Electronic Journal·2024· 1 citedOpen Access
The Role of Rating Agencies: Implications for the Financial System and Central Banks’ Efforts to Reduce their Reliance
Contributions to finance and accounting·2023
Lectures on linear algebra
2021
Cross-country differences in the size of venture capital financing rounds: a machine learning approach
Empirical Economics·2021· 72 citedOpen Access
Non-Bank Financial Intermediation in the Euro Area: Implications for Monetary Policy Transmission and Key Vulnerabilities
SSRN Electronic Journal·2021· 28 citedOpen Access
Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities
Occasional paper series·2021
A Composite Indicator of Sovereign Bond Market Liquidity in the Euro Area
SSRN Electronic Journal·2021· 6 citedOpen Access
Nearly Exact Bayesian Estimation of Non-linear No-Arbitrage Term-Structure Models
Journal of Financial Econometrics·2020· 76 citedOpen Access
Bayesian Analysis of Coefficient Instability in Dynamic Regressions
Econometrics·2019Open Access
Assessing the risks of asset overvaluation: models and challenges
RePEc: Research Papers in Economics·2017Open Access
Assessing the Risks of Asset Overvaluation: Models and Challenges
SSRN Electronic Journal·2017· 26 citedOpen Access
Option-implied probability distributions: How reliable? How jagged?
International Review of Economics & Finance·2016· 11 cited
Easier said than done? Reforming the prudential treatment of banks’ sovereign exposures
RePEc: Research Papers in Economics·2016· 7 cited
Easier said than done? Reforming the prudential treatment of banks� sovereign exposures
Questioni di Economia e Finanza (Occasional Papers)·2016· 2 cited
Easier Said than Done? Reforming the Prudential Treatment of Bankss Sovereign Exposures
SSRN Electronic Journal·2016· 14 citedOpen Access
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Frequent Co-authors

Marcello Pericoli(11), Giusèppe Grande(4), Andrea Giovanni Gazzani(4), Fabio Maccheroni(3), Mássimo Marinacci(3), Aldo Rustichini(3), Andrea Zaghini(3), Emanuela Ciapanna(3), Michele Lanotte(3), Giacomo Manzelli(3), Anna Maria Rinaldi(3), Fabrizio Ferriani(3), Antonio Di Cesare(2), Michele Manna(2), Thomas Faeh(2), Corrinne Ho(2), Michael R. King(2), Aviram Levy(2), Fabio Panetta(2), Federico Maria Signoretti(2)