Access Statistics for Alessandra Canepa

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Unified Theory for Arma Models with Varying Coefficients: One Solution Fits All 0 0 1 2 1 3 5 10
Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 1 19 1 3 4 33
COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach 0 0 1 57 1 1 4 116
Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach 0 0 1 6 0 3 7 19
Environmental Performance and Institutions Quality in Europe: A Bayesian Model Averaging Approach 0 0 5 5 0 8 27 27
Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 0 32 0 2 3 78
Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability 1 1 1 56 4 6 9 29
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 7 2 3 3 38
Hedge Fund Strategies: A non-Parametric Analysis 0 0 0 21 3 3 3 113
Housing Market Cycles in Large Urban Areas 0 0 0 10 0 1 2 61
Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications 0 0 0 20 1 2 3 33
Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel 0 0 0 55 1 1 2 13
Inflation Synchronization and Shock Transmission Between the Eurozone and the Non-Euro CEE Economies: A Wavelet Quantile Var Approach 0 0 0 2 0 0 4 17
Modelling Dynamic Relationships Between Energy Prices and Inflation in Euro Area Using Wavelets 0 0 1 1 0 0 4 4
Modelling Housing Market Cycles in Global Cities 0 0 0 71 0 0 3 225
Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach 1 2 2 7 2 3 7 18
Navigating Energy Market Cycles: Insights from a Comprehensive Analysis 0 0 0 0 2 2 5 5
Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients 0 0 0 26 1 2 4 62
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 0 10 0 2 2 16
Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach 0 0 0 2 0 0 2 8
The Role of Environmental and Financial Concerns on Energy-Saving Investments: A Stochastic Dominance Analysis 0 0 0 15 0 0 1 36
The Role of Environmental and Financial Motivations in the Adoption of EnergySaving Technologies: Evidence from European Union Data 0 0 0 1 4 4 5 7
The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships 0 0 0 149 2 2 3 565
Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression 0 0 0 7 2 2 4 29
Two Decades On: Assessing the Impact of the Copenhagen Criteria on Environmental Performance in the 2004 EU Accession Countries 1 1 2 2 2 2 4 4
Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All 0 0 0 17 3 3 5 33
Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation 0 0 0 10 2 3 4 33
Total Working Papers 3 4 15 610 34 61 129 1,632


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A mixed integer linear programming model for optimal sovereign debt issuance 0 0 0 25 0 1 3 94
A note on Bartlett correction factor for tests on cointegrating relations 0 0 0 0 0 2 3 15
Comparative international diffusion: Patterns, determinants and policies 0 0 0 90 1 8 15 323
Does faith move stock markets? Evidence from Saudi Arabia 0 0 2 35 2 2 7 131
Dynamic asymmetries in house price cycles: A generalized smooth transition model 0 0 0 17 0 2 3 68
Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach 1 1 3 5 3 4 13 20
Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach 0 0 0 10 1 2 3 27
Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 1 8 1 4 8 31
Financial constraints to innovation in the UK: evidence from CIS2 and CIS3 0 0 2 132 1 3 11 368
Financing Constraints in the Inter Firm Diffusion of New Process Technologies 0 0 0 71 0 4 15 234
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 6 2 2 3 25
Global Cities and Local Housing Market Cycles 0 0 0 5 0 0 4 40
Hedge fund strategies: A non-parametric analysis 0 0 0 5 0 0 0 38
Housing market cycles in large urban areas 0 0 0 5 1 3 11 55
Housing, Housing Finance and Credit Risk 0 0 1 26 0 1 8 135
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods 0 0 0 50 0 2 3 134
Inflation dynamics and persistence: The importance of the uncertainty channel 0 0 1 4 1 2 5 14
Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach 0 0 1 1 1 4 6 6
Navigating Energy Market Cycles: Insights from a Comprehensive Analysis 0 0 0 1 2 3 7 10
Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects 0 0 0 24 3 3 7 129
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 1 5 1 1 2 16
Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison 0 0 0 11 0 0 0 62
Socio-economic risk factors and wildfire crime in Italy: a quantile panel approach 0 0 0 1 3 3 5 14
The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data 0 0 0 1 1 4 7 14
The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach 0 0 0 25 5 7 16 94
Wildfire crime, apprehension and social vulnerability in Italy 0 0 2 16 2 2 6 47
e-Business usage across and within firms in the UK: profitability, externalities and policy 0 0 0 69 6 6 8 250
Total Journal Articles 1 1 14 648 37 75 179 2,394


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financing Constraints in the Inter Firm Diffusion of New Process Technologies 0 0 0 0 0 0 0 6
Total Chapters 0 0 0 0 0 0 0 6


Statistics updated 2025-12-06