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 4 6 7 540
Adaptive combinations of tail-risk forecasts 0 0 0 3 4 8 15 26
Combination of multivariate volatility forecasts 0 0 0 98 2 3 5 177
Concepts and tools for nonlinear time series modelling 0 0 0 298 4 10 14 345
Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation 0 0 0 104 2 5 5 192
Doubly Multiplicative Error Models with Long- and Short-run Components 0 0 0 30 3 7 9 51
Financial access and household welfare: evidence from Mauritania 0 0 1 31 4 10 12 108
Fiscal Policies and Firms' Performance:A Propensity Score Matching Analysis inDominican Republic 0 0 1 15 1 3 9 75
Fiscal incentives and firm performance: evidence from the Dominican Republic 0 0 0 51 4 8 13 141
Modelling Asymmetries in Unemployment Rate 0 0 0 78 5 6 6 216
On the influence of the U.S. monetary policy on the crude oil price volatility 0 0 3 47 1 2 5 83
The combination of volatility forecasts 0 0 0 0 3 5 8 263
Variabile Selection in Forecasting Models for Corporate Bankruptcy 0 0 0 22 4 6 11 106
Total Working Papers 0 0 5 1,085 41 79 119 2,323


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 6 6 6 141
A Model Confidence Set approach to the combination of multivariate volatility forecasts 0 1 3 25 0 4 11 81
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 4 6 7 22
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 0 0 0 1 1 2 3 12
An analysis of the determinants of financial distress in Italy: A competing risks approach 0 0 2 75 4 6 9 211
An evaluation study on students’ international mobility experience 1 1 4 44 3 6 17 141
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 0 1 3 92 3 7 11 366
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model 1 1 3 26 6 8 20 76
Comparing multivariate volatility forecasts by direct and indirect approaches 0 0 0 0 6 6 7 7
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 0 0 1 14 4 7 14 50
Do fiscal policies affect the firms’ growth and performance? Urban versus rural area 0 0 0 7 3 7 13 28
Doubly multiplicative error models with long- and short-run components 0 0 2 3 1 2 6 15
Energy and non–energy Commodities: Spillover Effects on African Stock Markets 0 0 0 16 3 5 10 48
Evaluation of volatility predictions in a VaR framework 0 0 0 10 3 5 7 43
Factors Driving the Credit Card Ownership in Italy 0 0 1 14 2 4 7 84
Fiscal Policies and Performance: Evidence from Dominican Republic firms 0 0 1 8 4 7 13 47
Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach 0 0 0 1 4 13 16 28
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 0 17 3 4 4 68
On the asymmetric impact of macro–variables on volatility 0 0 4 60 8 12 26 185
On the influence of US monetary policy on crude oil price volatility 0 0 2 47 4 5 14 155
Predictor distribution and forecast accuracy of threshold models 0 0 0 0 1 4 5 11
Special Issue on Nonlinear Modelling and Financial Econometrics 0 0 0 30 7 8 8 97
The Impact of ESG Scores on Risk Market Performance 0 1 3 13 4 10 18 56
The moments of SETARMA models 0 0 0 23 4 9 10 99
Variable selection in default risk models 0 0 5 5 1 3 11 11
Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction 0 1 1 11 6 8 13 42
Total Journal Articles 2 6 35 600 95 164 286 2,124


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 1 4
On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS 0 0 0 1 1 1 2 23
Tax Policy and Firms' Financial Choices: Empirical Evidence from the Dominican Republic 0 0 2 5 5 8 14 33
Total Chapters 0 0 2 6 6 9 17 60


Statistics updated 2026-02-12