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 0 2 1 8 11 18
Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 1 19 0 2 8 37
COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach 0 0 1 57 1 6 8 122
Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach 0 0 0 6 0 3 9 23
Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach 0 0 0 0 1 5 5 5
Environmental Performance and Institutions Quality in Europe: A Bayesian Model Averaging Approach 0 0 0 5 1 8 23 38
Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 0 32 0 1 8 84
Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability 0 0 1 56 1 11 19 42
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 7 0 1 4 39
Hedge Fund Strategies: A non-Parametric Analysis 0 0 0 21 2 6 10 120
Housing Market Cycles in Large Urban Areas 0 0 0 10 5 7 12 72
Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications 0 0 0 20 1 2 6 36
Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel 0 0 0 55 0 2 3 15
Inflation Synchronization and Shock Transmission Between the Eurozone and the Non-Euro CEE Economies: A Wavelet Quantile Var Approach 0 0 0 2 0 10 12 28
Modelling Dynamic Relationships Between Energy Prices and Inflation in Euro Area Using Wavelets 1 1 3 3 1 3 7 9
Modelling Housing Market Cycles in Global Cities 0 0 0 71 1 8 11 236
Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach 0 0 2 7 1 13 17 31
Navigating Energy Market Cycles: Insights from a Comprehensive Analysis 0 0 0 0 1 5 12 14
Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients 0 0 0 26 0 2 5 65
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 0 10 1 7 9 23
Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach 0 0 0 2 1 8 9 17
The Role of Environmental and Financial Concerns on Energy-Saving Investments: A Stochastic Dominance Analysis 0 0 0 15 1 4 6 41
The Role of Environmental and Financial Motivations in the Adoption of EnergySaving Technologies: Evidence from European Union Data 0 0 0 1 2 3 10 13
The Role of Precious Metals in Portfolio Diversification During the Covid19 Pandemic: A Wavelet-Based Quantile Approach 0 0 0 0 1 6 7 7
The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships 0 0 0 149 0 6 8 571
Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression 0 1 1 8 1 8 13 39
Two Decades On: Assessing the Impact of the Copenhagen Criteria on Environmental Performance in the 2004 EU Accession Countries 0 0 4 4 4 9 25 25
Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All 0 0 0 17 3 7 16 45
Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation 0 0 0 10 0 5 11 40
Total Working Papers 1 2 13 615 31 166 304 1,855


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 1 1 3 95
A note on Bartlett correction factor for tests on cointegrating relations 0 0 0 0 0 2 6 19
Comparative international diffusion: Patterns, determinants and policies 0 0 0 90 1 5 17 328
Does faith move stock markets? Evidence from Saudi Arabia 0 0 2 35 1 8 20 146
Dynamic asymmetries in house price cycles: A generalized smooth transition model 0 0 0 17 0 2 5 71
Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach 0 0 3 5 3 5 16 25
Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach 0 0 0 10 0 1 4 28
Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 1 8 0 5 11 36
Financial constraints to innovation in the UK: evidence from CIS2 and CIS3 0 0 2 132 0 5 11 373
Financing Constraints in the Inter Firm Diffusion of New Process Technologies 0 0 0 71 1 3 13 237
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 6 0 8 11 33
Global Cities and Local Housing Market Cycles 0 0 0 5 4 7 11 47
Hedge fund strategies: A non-parametric analysis 0 0 0 5 3 5 6 44
Housing market cycles in large urban areas 0 0 0 5 1 4 12 61
Housing, Housing Finance and Credit Risk 0 0 1 26 1 7 12 144
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods 0 0 0 50 0 6 10 141
Inflation dynamics and persistence: The importance of the uncertainty channel 0 0 0 4 2 6 10 20
Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach 0 0 1 1 0 9 14 15
Navigating Energy Market Cycles: Insights from a Comprehensive Analysis 0 0 0 1 1 5 11 17
Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects 0 0 0 24 2 10 16 140
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 0 5 1 3 9 24
Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison 0 0 0 11 1 4 4 66
Socio-economic risk factors and wildfire crime in Italy: a quantile panel approach 0 0 0 1 3 8 11 22
The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data 0 0 0 1 2 9 15 23
The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach 0 0 0 25 0 3 17 99
Wildfire crime, apprehension and social vulnerability in Italy 0 0 1 16 0 0 3 47
e-Business usage across and within firms in the UK: profitability, externalities and policy 0 0 1 70 0 6 15 257
Total Journal Articles 0 0 12 649 28 137 293 2,558


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 2 2 8
Total Chapters 0 0 0 0 0 2 2 8


Statistics updated 2026-04-09