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 3 5 534
Adaptive combinations of tail-risk forecasts 0 0 3 3 0 1 11 11
Combination of multivariate volatility forecasts 0 0 0 98 0 2 2 172
Concepts and tools for nonlinear time series modelling 0 1 1 298 2 4 4 333
Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation 0 0 1 104 0 1 2 187
Doubly Multiplicative Error Models with Long- and Short-run Components 0 0 1 30 0 2 5 42
Financial access and household welfare: evidence from Mauritania 0 0 1 30 0 1 4 96
Fiscal Policies and Firms' Performance:A Propensity Score Matching Analysis inDominican Republic 1 1 1 15 3 4 8 69
Fiscal incentives and firm performance: evidence from the Dominican Republic 0 1 6 51 1 3 12 129
Modelling Asymmetries in Unemployment Rate 0 0 0 78 0 1 1 210
On the influence of the U.S. monetary policy on the crude oil price volatility 0 0 1 44 0 1 5 78
The combination of volatility forecasts 0 0 0 0 0 1 1 255
Variabile Selection in Forecasting Models for Corporate Bankruptcy 0 0 1 22 0 1 4 95
Total Working Papers 1 3 16 1,081 7 25 64 2,211

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 2 135
A Model Confidence Set approach to the combination of multivariate volatility forecasts 1 1 5 23 2 4 10 72
A non-linear time series approach to modelling asymmetry in stock market indexes 0 0 0 2 0 1 2 15
An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania 0 0 0 1 0 1 1 9
An analysis of the determinants of financial distress in Italy: A competing risks approach 0 0 2 73 0 1 6 202
An evaluation study on students’ international mobility experience 0 0 8 40 3 5 19 127
CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN 0 0 0 89 0 1 1 355
Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model 1 2 6 24 1 3 11 57
Comparing multivariate volatility forecasts by direct and indirect approaches 0 0 0 0 1 1 1 1
Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy 0 0 1 13 0 2 6 36
Do fiscal policies affect the firms’ growth and performance? Urban versus rural area 0 1 2 7 3 4 9 18
Doubly multiplicative error models with long- and short-run components 0 0 1 1 0 0 8 9
Energy and non–energy Commodities: Spillover Effects on African Stock Markets 0 2 2 16 1 4 7 39
Evaluation of volatility predictions in a VaR framework 0 0 4 10 0 1 7 36
Factors Driving the Credit Card Ownership in Italy 0 0 1 13 0 1 5 77
Fiscal Policies and Performance: Evidence from Dominican Republic firms 0 0 0 7 1 3 7 35
Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach 0 0 0 1 0 2 10 12
Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction 0 0 1 17 0 1 2 64
On the asymmetric impact of macro–variables on volatility 1 2 5 57 2 4 11 161
On the influence of US monetary policy on crude oil price volatility 1 1 2 46 1 1 3 142
Predictor distribution and forecast accuracy of threshold models 0 0 0 0 1 3 4 7
Special Issue on Nonlinear Modelling and Financial Econometrics 0 0 0 30 0 1 1 89
The Impact of ESG Scores on Risk Market Performance 0 0 4 10 1 4 20 39
The moments of SETARMA models 0 0 0 23 0 2 2 89
Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction 0 0 0 10 1 3 3 30
Total Journal Articles 4 9 44 569 18 54 158 1,856

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 1 2 2 4
On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS 0 1 1 1 0 3 6 21
Tax Policy and Firms' Financial Choices: Empirical Evidence from the Dominican Republic 1 1 1 4 1 2 5 20
Total Chapters 1 2 2 5 2 7 13 45

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03