Working Papers

Submitted or in Review

• Iacopini, M., Poon, A., Rossini, L. and Zhu, D. (2024), “A Quantile Nelson-Siegel model”. arXiv:2401.09874

• Iacopini, M., Poon, A., Rossini, L. and Zhu, D. (2024), “Money Growth and Inflation: A Quantile Sensitivity Approach”. arXiv:2308.05486 [Previously circulated as “The Distributional Impact of Money Growth and Inflation Disaggregates: A Quantile Sensitivity Analysis”]

• Iacopini, M., Ravazzolo, F. and Rossini, L. (2024), “Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications”. arXiv:2211.16121

• Bassetti, F., Casarin, R. and Iacopini, M. (2024), “A spatiotemporal gamma shot noise Cox process”. arXiv:2308.08481

Others

• Bianchi, D., Rossini, L. and Iacopini, M. (2021), “Stablecoins and cryptocurrency returns: What is the role of Tether?”. SSRN: 3605451

• Iacopini, M. and Santagiustina, C.R.M.A. (2020), “Visualizing and comparing distributions with half-disk density strips”. arXiv:2006.16063

• Guégan, D. and Iacopini, M. (2018), “Nonparametric forecasting of multivariate probability density functions”. arXiv:1803.06823