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 2 5 536
Adaptive combinations of tail-risk forecasts 0 0 0 3 3 8 11 22
Combination of multivariate volatility forecasts 0 0 0 98 0 2 5 175
Concepts and tools for nonlinear time series modelling 0 0 0 298 4 7 11 341
Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation 0 0 0 104 2 3 4 190
Doubly Multiplicative Error Models with Long- and Short-run Components 0 0 0 30 2 4 8 48
Financial access and household welfare: evidence from Mauritania 0 0 1 31 3 6 9 104
Fiscal Policies and Firms' Performance:A Propensity Score Matching Analysis inDominican Republic 0 0 1 15 1 2 9 74
Fiscal incentives and firm performance: evidence from the Dominican Republic 0 0 1 51 1 6 11 137
Modelling Asymmetries in Unemployment Rate 0 0 0 78 0 1 2 211
On the influence of the U.S. monetary policy on the crude oil price volatility 0 0 3 47 1 1 5 82
The combination of volatility forecasts 0 0 0 0 2 4 6 260
Variabile Selection in Forecasting Models for Corporate Bankruptcy 0 0 0 22 2 6 8 102
Total Working Papers 0 0 6 1,085 22 52 94 2,282


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 0 1 135
A Model Confidence Set approach to the combination of multivariate volatility forecasts 1 1 3 25 2 5 12 81
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 2 2 4 18
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 0 0 0 1 1 1 3 11
An analysis of the determinants of financial distress in Italy: A competing risks approach 0 0 2 75 2 2 6 207
An evaluation study on students’ international mobility experience 0 0 3 43 2 3 16 138
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 0 2 3 92 1 5 9 363
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model 0 0 2 25 0 10 15 70
Comparing multivariate volatility forecasts by direct and indirect approaches 0 0 0 0 0 0 1 1
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 0 0 1 14 2 3 12 46
Do fiscal policies affect the firms’ growth and performance? Urban versus rural area 0 0 0 7 1 4 10 25
Doubly multiplicative error models with long- and short-run components 0 0 2 3 1 1 5 14
Energy and non–energy Commodities: Spillover Effects on African Stock Markets 0 0 2 16 2 2 10 45
Evaluation of volatility predictions in a VaR framework 0 0 0 10 2 2 5 40
Factors Driving the Credit Card Ownership in Italy 0 0 1 14 1 2 6 82
Fiscal Policies and Performance: Evidence from Dominican Republic firms 0 0 1 8 2 5 10 43
Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach 0 0 0 1 6 9 13 24
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 0 17 1 1 2 65
On the asymmetric impact of macro–variables on volatility 0 0 4 60 3 10 19 177
On the influence of US monetary policy on crude oil price volatility 0 0 2 47 0 3 10 151
Predictor distribution and forecast accuracy of threshold models 0 0 0 0 3 3 6 10
Special Issue on Nonlinear Modelling and Financial Econometrics 0 0 0 30 1 1 2 90
The Impact of ESG Scores on Risk Market Performance 0 2 3 13 2 8 16 52
The moments of SETARMA models 0 0 0 23 3 5 7 95
Variable selection in default risk models 0 0 5 5 1 4 10 10
Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction 0 1 1 11 0 4 9 36
Total Journal Articles 1 6 35 598 41 95 219 2,029


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 2 4
On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS 0 0 0 1 0 0 3 22
Tax Policy and Firms' Financial Choices: Empirical Evidence from the Dominican Republic 0 0 2 5 1 5 10 28
Total Chapters 0 0 2 6 1 5 15 54


Statistics updated 2026-01-09