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 5 6 12 546
Combination of multivariate volatility forecasts 0 0 0 98 2 3 8 180
Combining Value-at-Risk and Expected Shortfall forecasts via the Model Confidence Set 0 0 0 3 4 8 23 34
Concepts and tools for nonlinear time series modelling 0 0 0 298 2 8 19 353
Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation 0 0 0 104 1 3 8 195
Doubly Multiplicative Error Models with Long- and Short-run Components 0 0 0 30 2 2 11 53
Financial access and household welfare: evidence from Mauritania 0 0 0 31 3 16 27 124
Fiscal Policies and Firms' Performance:A Propensity Score Matching Analysis inDominican Republic 0 0 0 15 1 2 6 77
Fiscal incentives and firm performance: evidence from the Dominican Republic 0 0 0 51 2 2 14 143
Modelling Asymmetries in Unemployment Rate 0 0 0 78 0 0 6 216
On the influence of the U.S. monetary policy on the crude oil price volatility 0 0 0 47 1 4 6 87
The combination of volatility forecasts 0 0 0 0 2 3 11 266
Variabile Selection in Forecasting Models for Corporate Bankruptcy 0 0 0 22 4 5 15 111
Total Working Papers 0 0 0 1,085 29 62 166 2,385

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 3 9 144
A Model Confidence Set approach to the combination of multivariate volatility forecasts 0 0 1 25 0 2 10 83
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 3 6 12 28
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 0 0 0 1 1 2 5 14
An analysis of the determinants of financial distress in Italy: A competing risks approach 0 0 1 75 3 3 11 214
An evaluation study on students’ international mobility experience 0 0 4 44 6 7 18 148
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 0 0 3 92 2 5 16 371
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model 0 0 1 26 2 7 24 83
Comparing multivariate volatility forecasts by direct and indirect approaches 0 0 0 0 4 4 10 11
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 0 0 0 14 5 6 16 56
Do fiscal policies affect the firms’ growth and performance? Urban versus rural area 0 0 0 7 2 2 10 30
Doubly multiplicative error models with long- and short-run components 0 0 2 3 1 3 9 18
Energy and non–energy Commodities: Spillover Effects on African Stock Markets 1 1 1 17 2 2 10 50
Evaluation of volatility predictions in a VaR framework 0 0 0 10 0 1 6 44
Factors Driving the Credit Card Ownership in Italy 0 0 1 14 1 3 10 87
Fiscal Policies and Performance: Evidence from Dominican Republic firms 0 0 1 8 3 6 18 53
Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach 0 0 0 1 0 1 15 29
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 0 17 3 4 8 72
On the asymmetric impact of macro–variables on volatility 1 1 4 61 4 8 30 193
On the influence of US monetary policy on crude oil price volatility 0 0 1 47 3 6 16 161
Predictor distribution and forecast accuracy of threshold models 0 0 0 0 2 3 7 14
Special Issue on Nonlinear Modelling and Financial Econometrics 0 0 0 30 2 2 10 99
The Impact of ESG Scores on Risk Market Performance 0 0 3 13 0 1 18 57
The moments of SETARMA models 0 0 0 23 0 0 10 99
Variable selection in default risk models 0 0 0 5 0 0 5 11
Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction 0 0 1 11 0 1 13 43
Total Journal Articles 2 2 24 602 50 88 326 2,212

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 2 2 4 25
Tax Policy and Firms' Financial Choices: Empirical Evidence from the Dominican Republic 0 0 1 5 1 2 15 35
Total Chapters 0 0 1 6 3 4 19 64

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Statistics updated 2026-05-06