Access Statistics for Juri Marcucci

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
Credit risk and business cycle over different regimes 27 40 40 40 15 26 26 26
Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression 1 10 42 219 12 34 110 566
Revisiting the empirical evidence on firmsÂ’ money demand 0 0 6 35 0 4 28 127
Total Working Papers 28 50 88 294 27 64 164 719


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones 1 3 16 48 1 10 32 102
Forecasting Stock Market Volatility with Regime-Switching GARCH Models 9 29 118 324 20 54 222 630
Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression 2 2 11 11 3 12 30 30
Is the Swedish stock market efficient? Evidence from some simple trading rules 2 5 5 5 8 13 13 13
Revisiting the empirical evidence on firms' money demand 0 1 6 18 0 4 14 49
Total Journal Articles 14 40 156 406 32 93 311 824


Statistics updated 2008-09-04