Access Statistics for Andrea Cipollini

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 Dynamic Factor Analysis of Financial Contagion in Asia 2 3 13 196 5 8 38 433
A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data 1 4 15 158 5 15 46 414
Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis 3 8 38 305 7 15 88 711
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 3 5 30 147 9 19 112 368
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 3 9 24 26 15 33 96 101
Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis 0 2 11 108 2 4 23 193
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 2 6 35 180 8 14 81 358
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 4 11 63 103 11 21 99 113
Leading indicator properties of US high-yield credit spreads 0 3 25 28 7 25 121 139
Measuring bank capital requirements through Dynamic Factor analysis 3 5 61 87 10 26 114 127
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 4 11 41 401 20 47 155 1,215
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 3 8 25 170 4 12 51 328
The impact of bank concentration on financial distress: the case of the European banking system 4 10 69 69 6 18 53 53
Total Working Papers 32 85 450 1,978 109 257 1,077 4,553


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A stochastic variance factor model for large datasets and an application to S&P data 1 1 1 5 2 3 11 33
Does Inflation Targeting Affect the Trade-Off between Output Gap and Inflation Variability? 0 2 19 121 4 8 41 342
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME-SERIES ANALYSIS 0 0 1 1 1 1 6 6
Forecasting financial crises and contagion in Asia using dynamic factor analysis 2 11 30 30 9 25 66 66
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 0 2 8 75 2 6 18 181
Testing for Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach 0 0 6 60 0 1 16 135
Testing for contagion: a conditional correlation analysis 1 4 17 60 2 8 41 165
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 3 5 25 78 5 12 56 209
The Euro and Monetary Policy Transparency 0 1 2 12 1 3 12 72
Threshold Effects in the U.S. Budget Deficit 1 4 21 140 3 21 185 795
Total Journal Articles 8 30 130 582 29 88 452 2,004


Statistics updated 2009-11-04