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 3 5 534
Adaptive combinations of tail-risk forecasts 0 0 3 3 0 1 11 11
Combination of multivariate volatility forecasts 0 0 0 98 0 2 2 172
Concepts and tools for nonlinear time series modelling 0 1 1 298 2 4 4 333
Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation 0 0 1 104 0 1 2 187
Doubly Multiplicative Error Models with Long- and Short-run Components 0 0 1 30 0 2 5 42
Financial access and household welfare: evidence from Mauritania 0 0 1 30 0 1 4 96
Fiscal Policies and Firms' Performance:A Propensity Score Matching Analysis inDominican Republic 1 1 1 15 3 4 8 69
Fiscal incentives and firm performance: evidence from the Dominican Republic 0 1 6 51 1 3 12 129
Modelling Asymmetries in Unemployment Rate 0 0 0 78 0 1 1 210
On the influence of the U.S. monetary policy on the crude oil price volatility 0 0 1 44 0 1 5 78
The combination of volatility forecasts 0 0 0 0 0 1 1 255
Variabile Selection in Forecasting Models for Corporate Bankruptcy 0 0 1 22 0 1 4 95
Total Working Papers 1 3 16 1,081 7 25 64 2,211


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 2 135
A Model Confidence Set approach to the combination of multivariate volatility forecasts 1 1 5 23 2 4 10 72
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 0 1 2 15
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 0 0 0 1 0 1 1 9
An analysis of the determinants of financial distress in Italy: A competing risks approach 0 0 2 73 0 1 6 202
An evaluation study on students’ international mobility experience 0 0 8 40 3 5 19 127
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 0 0 0 89 0 1 1 355
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model 1 2 6 24 1 3 11 57
Comparing multivariate volatility forecasts by direct and indirect approaches 0 0 0 0 1 1 1 1
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 0 0 1 13 0 2 6 36
Do fiscal policies affect the firms’ growth and performance? Urban versus rural area 0 1 2 7 3 4 9 18
Doubly multiplicative error models with long- and short-run components 0 0 1 1 0 0 8 9
Energy and non–energy Commodities: Spillover Effects on African Stock Markets 0 2 2 16 1 4 7 39
Evaluation of volatility predictions in a VaR framework 0 0 4 10 0 1 7 36
Factors Driving the Credit Card Ownership in Italy 0 0 1 13 0 1 5 77
Fiscal Policies and Performance: Evidence from Dominican Republic firms 0 0 0 7 1 3 7 35
Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach 0 0 0 1 0 2 10 12
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 1 17 0 1 2 64
On the asymmetric impact of macro–variables on volatility 1 2 5 57 2 4 11 161
On the influence of US monetary policy on crude oil price volatility 1 1 2 46 1 1 3 142
Predictor distribution and forecast accuracy of threshold models 0 0 0 0 1 3 4 7
Special Issue on Nonlinear Modelling and Financial Econometrics 0 0 0 30 0 1 1 89
The Impact of ESG Scores on Risk Market Performance 0 0 4 10 1 4 20 39
The moments of SETARMA models 0 0 0 23 0 2 2 89
Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction 0 0 0 10 1 3 3 30
Total Journal Articles 4 9 44 569 18 54 158 1,856


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 1 2 2 4
On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS 0 1 1 1 0 3 6 21
Tax Policy and Firms' Financial Choices: Empirical Evidence from the Dominican Republic 1 1 1 4 1 2 5 20
Total Chapters 1 2 2 5 2 7 13 45


Statistics updated 2025-03-03