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 6 7 541
Combination of multivariate volatility forecasts 0 0 0 98 1 3 6 178
Combining Value-at-Risk and Expected Shortfall forecasts via the Model Confidence Set 0 0 0 3 1 8 16 27
Concepts and tools for nonlinear time series modelling 0 0 0 298 2 10 14 347
Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation 0 0 0 104 2 6 7 194
Doubly Multiplicative Error Models with Long- and Short-run Components 0 0 0 30 0 5 9 51
Financial access and household welfare: evidence from Mauritania 0 0 1 31 13 20 25 121
Fiscal Policies and Firms' Performance:A Propensity Score Matching Analysis inDominican Republic 0 0 0 15 1 3 7 76
Fiscal incentives and firm performance: evidence from the Dominican Republic 0 0 0 51 0 5 12 141
Modelling Asymmetries in Unemployment Rate 0 0 0 78 0 5 6 216
On the influence of the U.S. monetary policy on the crude oil price volatility 0 0 3 47 2 4 7 85
The combination of volatility forecasts 0 0 0 0 1 6 9 264
Variabile Selection in Forecasting Models for Corporate Bankruptcy 0 0 0 22 0 6 11 106
Total Working Papers 0 0 4 1,085 24 87 136 2,347


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 1 7 7 142
A Model Confidence Set approach to the combination of multivariate volatility forecasts 0 1 2 25 2 4 11 83
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 2 8 9 24
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 0 0 0 1 0 2 3 12
An analysis of the determinants of financial distress in Italy: A competing risks approach 0 0 2 75 0 6 9 211
An evaluation study on students’ international mobility experience 0 1 4 44 0 5 14 141
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 0 0 3 92 2 6 13 368
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model 0 1 2 26 2 8 21 78
Comparing multivariate volatility forecasts by direct and indirect approaches 0 0 0 0 0 6 6 7
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 0 0 1 14 0 6 14 50
Do fiscal policies affect the firms’ growth and performance? Urban versus rural area 0 0 0 7 0 4 10 28
Doubly multiplicative error models with long- and short-run components 0 0 2 3 1 3 7 16
Energy and non–energy Commodities: Spillover Effects on African Stock Markets 0 0 0 16 0 5 9 48
Evaluation of volatility predictions in a VaR framework 0 0 0 10 0 5 7 43
Factors Driving the Credit Card Ownership in Italy 0 0 1 14 2 5 9 86
Fiscal Policies and Performance: Evidence from Dominican Republic firms 0 0 1 8 0 6 12 47
Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach 0 0 0 1 0 10 16 28
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 0 17 1 5 5 69
On the asymmetric impact of macro–variables on volatility 0 0 3 60 1 12 25 186
On the influence of US monetary policy on crude oil price volatility 0 0 1 47 0 4 13 155
Predictor distribution and forecast accuracy of threshold models 0 0 0 0 0 4 4 11
Special Issue on Nonlinear Modelling and Financial Econometrics 0 0 0 30 0 8 8 97
The Impact of ESG Scores on Risk Market Performance 0 0 3 13 1 7 18 57
The moments of SETARMA models 0 0 0 23 0 7 10 99
Variable selection in default risk models 0 0 0 5 0 2 5 11
Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction 0 0 1 11 0 6 12 42
Total Journal Articles 0 3 26 600 15 151 277 2,139


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 4
On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS 0 0 0 1 0 1 2 23
Tax Policy and Firms' Financial Choices: Empirical Evidence from the Dominican Republic 0 0 1 5 1 7 14 34
Total Chapters 0 0 1 6 1 8 16 61


Statistics updated 2026-03-04