Access Statistics for Alessandra Amendola

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 NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES 0 0 0 308 1 1 13 547
Combination of multivariate volatility forecasts 1 1 1 99 1 1 8 181
Combining Value-at-Risk and Expected Shortfall forecasts via the Model Confidence Set 0 0 1 4 1 2 25 39
Concepts and tools for nonlinear time series modelling 0 0 0 298 0 1 21 355
Concepts of and tools for Nonlinear Time-Series Modelling 0 0 0 0 0 0 1 1
Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation 0 0 0 104 0 1 10 197
Doubly Multiplicative Error Models with Long- and Short-run Components 0 0 0 30 0 1 13 57
Financial access and household welfare: evidence from Mauritania 0 0 0 31 0 0 27 125
Fiscal Policies and Firms' Performance:A Propensity Score Matching Analysis inDominican Republic 0 0 0 15 0 0 5 77
Fiscal incentives and firm performance: evidence from the Dominican Republic 0 0 0 51 0 0 13 144
Modelling Asymmetries in Unemployment Rate 0 0 0 78 0 1 7 217
On the influence of the U.S. monetary policy on the crude oil price volatility 0 0 0 47 0 0 7 88
Special Issue on Nonlinear Modelling and Financial Econometrics 0 0 0 0 1 3 9 9
The combination of volatility forecasts 0 0 0 0 2 2 13 269
Variabile Selection in Forecasting Models for Corporate Bankruptcy 0 0 1 23 0 1 17 113
Total Working Papers 1 1 3 1,088 6 14 189 2,419

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A GMM procedure for combining volatility forecasts 0 0 0 56 0 1 10 145
A Model Confidence Set approach to the combination of multivariate volatility forecasts 0 0 2 26 1 1 12 88
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 2 2 14 30
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 0 0 0 1 0 0 4 14
An analysis of the determinants of financial distress in Italy: A competing risks approach 0 0 0 75 0 0 9 214
An evaluation study on students’ international mobility experience 0 0 1 44 0 67 80 215
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 0 0 2 92 3 3 17 375
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model 0 0 1 26 1 2 28 88
Comparing multivariate volatility forecasts by direct and indirect approaches 0 0 0 0 0 0 10 11
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 0 0 0 14 0 2 15 58
Do fiscal policies affect the firms’ growth and performance? Urban versus rural area 1 1 1 8 1 3 17 38
Doubly multiplicative error models with long- and short-run components 0 0 0 3 0 0 5 18
Energy and non–energy Commodities: Spillover Effects on African Stock Markets 0 1 2 18 0 1 8 51
Evaluation of volatility predictions in a VaR framework 0 0 0 10 0 1 7 45
Factors Driving the Credit Card Ownership in Italy 0 0 0 14 0 1 13 93
Fiscal Policies and Performance: Evidence from Dominican Republic firms 0 0 0 8 1 1 17 55
Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach 0 1 1 2 1 3 17 32
Measuring inequality in the adoption of ESG scores by small and medium enterprises 0 0 1 1 0 0 22 23
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 0 17 0 1 9 73
On the asymmetric impact of macro–variables on volatility 0 0 2 62 0 1 29 196
On the influence of US monetary policy on crude oil price volatility 0 0 0 47 0 1 15 163
Predictor distribution and forecast accuracy of threshold models 0 0 0 0 2 2 9 16
Special Issue on Nonlinear Modelling and Financial Econometrics 0 0 0 30 0 3 13 102
The Impact of ESG Scores on Risk Market Performance 0 0 2 13 0 2 17 61
The moments of SETARMA models 0 0 0 23 0 0 9 99
Variable selection in default risk models 0 0 0 5 0 1 7 13
Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction 0 1 2 12 0 3 14 46
Total Journal Articles 1 4 17 609 12 102 427 2,362

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Comparison of Variable Selection Methods in Competing Risks Model 0 0 0 0 0 1 3 3
Combining Multivariate Volatility Models 0 0 0 0 0 0 4 4
Evaluation of Volatility Forecasts in a VaR Framework 0 0 0 0 0 0 1 1
Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation 0 0 0 0 0 0 0 4
On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS 0 0 0 1 0 1 4 26
Optimal Cut-Off Points for Multiple Causes of Business Failure Models 0 0 0 0 1 1 2 2
TPPI: Textual Political Polarity Indices. The Case of Italian GDP 0 0 0 0 0 1 4 4
Tax Policy and Firms' Financial Choices: Empirical Evidence from the Dominican Republic 0 0 0 5 1 2 14 37
Variable selection in forecasting models for default risk 0 0 0 0 0 0 4 4
Total Chapters 0 0 0 6 2 6 36 85

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Statistics updated 2026-10-11