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
Comparing forecast accuracy: A Monte Carlo investigation 37 37 37 37 15 15 15 15
Credit risk and business cycle over different regimes 5 18 97 151 15 45 181 238
Is Bank Portfolio Riskiness Procyclical? Evidence from Italy using a Vector Autoregression 4 7 49 274 7 16 93 680
Revisiting the empirical evidence on firmsÂ’ money demand 0 0 11 47 0 2 33 165
Total Working Papers 46 62 194 509 37 78 322 1,098


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 67 5 8 42 150
Asymmetric effects of the business cycle on bank credit risk 8 14 14 14 28 35 35 35
Forecasting Stock Market Volatility with Regime-Switching GARCH Models 1 20 93 435 2 40 188 844
Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression 6 10 34 50 9 16 65 109
Is the Swedish stock market efficient? Evidence from some simple trading rules 3 6 30 36 5 11 59 84
Revisiting the empirical evidence on firms' money demand 0 2 12 31 1 5 23 77
Total Journal Articles 19 55 199 633 50 115 412 1,299


Statistics updated 2009-11-04