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 0 3 534
Adaptive combinations of tail-risk forecasts 0 0 0 3 4 7 8 18
Combination of multivariate volatility forecasts 0 0 0 98 1 1 4 174
Concepts and tools for nonlinear time series modelling 0 0 1 298 1 1 6 335
Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation 0 0 0 104 0 0 1 187
Doubly Multiplicative Error Models with Long- and Short-run Components 0 0 0 30 0 2 5 44
Financial access and household welfare: evidence from Mauritania 0 0 1 31 0 0 3 98
Fiscal Policies and Firms' Performance:A Propensity Score Matching Analysis inDominican Republic 0 0 1 15 0 1 7 72
Fiscal incentives and firm performance: evidence from the Dominican Republic 0 0 1 51 2 4 7 133
Modelling Asymmetries in Unemployment Rate 0 0 0 78 0 0 1 210
On the influence of the U.S. monetary policy on the crude oil price volatility 0 0 4 47 0 0 5 81
The combination of volatility forecasts 0 0 0 0 2 3 4 258
Variabile Selection in Forecasting Models for Corporate Bankruptcy 0 0 0 22 4 4 6 100
Total Working Papers 0 0 8 1,085 14 23 60 2,244


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 0 0 2 24 1 2 9 77
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 0 0 2 16
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 0 0 0 1 0 1 2 10
An analysis of the determinants of financial distress in Italy: A competing risks approach 0 0 2 75 0 1 4 205
An evaluation study on students’ international mobility experience 0 0 4 43 0 0 14 135
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 1 1 2 91 1 1 5 359
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model 0 0 3 25 8 8 15 68
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 0 1 9 43
Do fiscal policies affect the firms’ growth and performance? Urban versus rural area 0 0 1 7 0 0 8 21
Doubly multiplicative error models with long- and short-run components 0 0 2 3 0 0 5 13
Energy and non–energy Commodities: Spillover Effects on African Stock Markets 0 0 2 16 0 0 9 43
Evaluation of volatility predictions in a VaR framework 0 0 0 10 0 0 3 38
Factors Driving the Credit Card Ownership in Italy 0 1 1 14 0 1 4 80
Fiscal Policies and Performance: Evidence from Dominican Republic firms 0 0 1 8 2 3 8 40
Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach 0 0 0 1 0 1 5 15
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 0 17 0 0 1 64
On the asymmetric impact of macro–variables on volatility 0 2 5 60 6 9 16 173
On the influence of US monetary policy on crude oil price volatility 0 0 3 47 2 3 10 150
Predictor distribution and forecast accuracy of threshold models 0 0 0 0 0 0 3 7
Special Issue on Nonlinear Modelling and Financial Econometrics 0 0 0 30 0 0 1 89
The Impact of ESG Scores on Risk Market Performance 1 1 2 12 2 4 11 46
The moments of SETARMA models 0 0 0 23 0 1 3 90
Variable selection in default risk models 0 0 5 5 2 2 8 8
Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction 0 0 0 10 2 2 7 34
Total Journal Articles 2 5 36 594 26 40 164 1,960


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 1 1 0 0 4 22
Tax Policy and Firms' Financial Choices: Empirical Evidence from the Dominican Republic 0 1 2 5 2 3 7 25
Total Chapters 0 1 3 6 2 3 13 51


Statistics updated 2025-11-08