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 0 5 12 546
Combination of multivariate volatility forecasts 0 0 0 98 0 2 7 180
Combining Value-at-Risk and Expected Shortfall forecasts via the Model Confidence Set 0 1 1 4 1 7 26 37
Concepts and tools for nonlinear time series modelling 0 0 0 298 1 3 20 354
Concepts of and tools for Nonlinear Time-Series Modelling 0 0 0 0 0 0 1 1
Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation 0 0 0 104 1 2 9 196
Doubly Multiplicative Error Models with Long- and Short-run Components 0 0 0 30 0 5 14 56
Financial access and household welfare: evidence from Mauritania 0 0 0 31 0 4 28 125
Fiscal Policies and Firms' Performance:A Propensity Score Matching Analysis inDominican Republic 0 0 0 15 0 1 6 77
Fiscal incentives and firm performance: evidence from the Dominican Republic 0 0 0 51 1 3 15 144
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 0 2 7 88
Special Issue on Nonlinear Modelling and Financial Econometrics 0 0 0 0 1 5 6 6
The combination of volatility forecasts 0 0 0 0 0 3 12 267
Variabile Selection in Forecasting Models for Corporate Bankruptcy 0 1 1 23 0 5 16 112
Total Working Papers 0 2 2 1,087 5 47 185 2,405

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 9 144
A Model Confidence Set approach to the combination of multivariate volatility forecasts 1 1 2 26 4 4 13 87
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 0 3 12 28
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 0 0 0 1 0 1 5 14
An analysis of the determinants of financial distress in Italy: A competing risks approach 0 0 0 75 0 3 10 214
An evaluation study on students’ international mobility experience 0 0 1 44 0 6 14 148
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 0 0 2 92 1 3 15 372
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model 0 0 1 26 0 5 26 86
Comparing multivariate volatility forecasts by direct and indirect approaches 0 0 0 0 0 4 10 11
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 0 0 0 14 0 5 15 56
Do fiscal policies affect the firms’ growth and performance? Urban versus rural area 0 0 0 7 2 7 15 35
Doubly multiplicative error models with long- and short-run components 0 0 1 3 0 1 6 18
Energy and non–energy Commodities: Spillover Effects on African Stock Markets 0 1 1 17 0 2 9 50
Evaluation of volatility predictions in a VaR framework 0 0 0 10 0 0 6 44
Factors Driving the Credit Card Ownership in Italy 0 0 1 14 3 6 14 92
Fiscal Policies and Performance: Evidence from Dominican Republic firms 0 0 1 8 1 4 18 54
Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach 0 0 0 1 0 0 15 29
Measuring inequality in the adoption of ESG scores by small and medium enterprises 0 0 1 1 2 8 23 23
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 0 17 0 3 8 72
On the asymmetric impact of macro–variables on volatility 1 2 4 62 1 6 31 195
On the influence of US monetary policy on crude oil price volatility 0 0 0 47 1 4 16 162
Predictor distribution and forecast accuracy of threshold models 0 0 0 0 0 2 7 14
Special Issue on Nonlinear Modelling and Financial Econometrics 0 0 0 30 0 2 10 99
The Impact of ESG Scores on Risk Market Performance 0 0 2 13 1 2 17 59
The moments of SETARMA models 0 0 0 23 0 0 10 99
Variable selection in default risk models 0 0 0 5 0 1 6 12
Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction 0 0 1 11 0 0 11 43
Total Journal Articles 2 4 18 605 16 83 351 2,260

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Comparison of Variable Selection Methods in Competing Risks Model 0 0 0 0 0 1 2 2
Combining Multivariate Volatility Models 0 0 0 0 0 2 4 4
Evaluation of Volatility Forecasts in a VaR Framework 0 0 0 0 0 1 1 1
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 2 3 25
Optimal Cut-Off Points for Multiple Causes of Business Failure Models 0 0 0 0 0 1 1 1
TPPI: Textual Political Polarity Indices. The Case of Italian GDP 0 0 0 0 0 2 3 3
Tax Policy and Firms' Financial Choices: Empirical Evidence from the Dominican Republic 0 0 1 5 0 1 13 35
Variable selection in forecasting models for default risk 0 0 0 0 1 3 4 4
Total Chapters 0 0 1 6 1 13 31 79

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Statistics updated 2026-07-10