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 1 308 0 0 4 531
Combination of multivariate volatility forecasts 0 0 0 98 0 0 0 170
Concepts and tools for nonlinear time series modelling 0 0 2 297 0 0 2 329
Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation 0 0 1 104 0 0 1 186
Doubly Multiplicative Error Models with Long- and Short-run Components 0 0 1 30 1 1 4 39
Financial access and household welfare: evidence from Mauritania 0 0 1 29 0 1 5 94
Fiscal Policies and Firms' Performance:A Propensity Score Matching Analysis inDominican Republic 0 0 1 14 0 2 4 63
Fiscal incentives and firm performance: evidence from the Dominican Republic 0 0 9 49 0 1 15 124
Modelling Asymmetries in Unemployment Rate 0 0 0 78 0 0 0 209
On the influence of the U.S. monetary policy on the crude oil price volatility 0 0 1 43 0 0 5 76
The combination of volatility forecasts 0 0 0 0 0 0 1 254
Variabile Selection in Forecasting Models for Corporate Bankruptcy 0 0 1 22 1 1 4 94
Total Working Papers 0 0 18 1,072 2 6 45 2,169


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 2 134
A Model Confidence Set approach to the combination of multivariate volatility forecasts 0 2 4 21 0 4 9 67
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 0 0 4 14
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 0 0 0 1 0 0 1 8
An analysis of the determinants of financial distress in Italy: A competing risks approach 0 0 3 72 0 2 8 199
An evaluation study on students’ international mobility experience 1 2 11 39 2 4 21 119
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 0 0 0 89 0 0 4 354
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model 1 3 8 22 2 5 18 52
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 0 0 1 12 0 0 3 31
Do fiscal policies affect the firms’ growth and performance? Urban versus rural area 0 0 3 6 0 0 7 12
Doubly multiplicative error models with long- and short-run components 0 1 1 1 1 2 7 7
Energy and non–energy Commodities: Spillover Effects on African Stock Markets 0 0 0 14 0 1 2 33
Evaluation of volatility predictions in a VaR framework 0 1 3 9 0 1 4 33
Factors Driving the Credit Card Ownership in Italy 0 0 1 12 0 0 5 74
Fiscal Policies and Performance: Evidence from Dominican Republic firms 0 0 0 7 0 1 5 32
Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach 0 0 1 1 1 2 6 6
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 1 1 17 0 1 1 63
On the asymmetric impact of macro–variables on volatility 0 2 5 55 0 4 12 155
On the influence of US monetary policy on crude oil price volatility 0 0 2 44 0 1 5 140
Predictor distribution and forecast accuracy of threshold models 0 0 0 0 0 0 1 4
Special Issue on Nonlinear Modelling and Financial Econometrics 0 0 0 30 0 0 0 88
The Impact of ESG Scores on Risk Market Performance 0 0 8 9 1 1 24 30
The moments of SETARMA models 0 0 0 23 0 0 1 87
Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction 0 0 0 10 0 0 1 27
Total Journal Articles 2 12 52 552 7 30 151 1,769


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation 0 0 0 0 0 0 0 2
On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS 0 0 0 0 1 2 4 18
Tax Policy and Firms' Financial Choices: Empirical Evidence from the Dominican Republic 0 0 0 3 0 1 5 18
Total Chapters 0 0 0 3 1 3 9 38


Statistics updated 2024-09-04