Access Statistics for Alessandra Canepa

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 Unified Theory for Arma Models with Varying Coefficients: One Solution Fits All 0 0 0 2 3 7 10 17
Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 1 19 0 4 8 37
COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach 0 0 1 57 2 5 8 121
Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach 0 0 0 6 1 4 9 23
Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach 0 0 0 0 3 4 4 4
Environmental Performance and Institutions Quality in Europe: A Bayesian Model Averaging Approach 0 0 1 5 2 10 27 37
Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 0 32 0 6 8 84
Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability 0 0 1 56 4 12 18 41
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 7 0 1 4 39
Hedge Fund Strategies: A non-Parametric Analysis 0 0 0 21 3 5 8 118
Housing Market Cycles in Large Urban Areas 0 0 0 10 0 6 7 67
Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications 0 0 0 20 0 2 5 35
Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel 0 0 0 55 1 2 3 15
Inflation Synchronization and Shock Transmission Between the Eurozone and the Non-Euro CEE Economies: A Wavelet Quantile Var Approach 0 0 0 2 7 11 12 28
Modelling Dynamic Relationships Between Energy Prices and Inflation in Euro Area Using Wavelets 0 1 2 2 1 4 6 8
Modelling Housing Market Cycles in Global Cities 0 0 0 71 0 10 10 235
Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach 0 0 2 7 4 12 18 30
Navigating Energy Market Cycles: Insights from a Comprehensive Analysis 0 0 0 0 0 8 11 13
Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients 0 0 0 26 0 3 5 65
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 0 10 3 6 8 22
Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach 0 0 0 2 2 8 9 16
The Role of Environmental and Financial Concerns on Energy-Saving Investments: A Stochastic Dominance Analysis 0 0 0 15 1 4 5 40
The Role of Environmental and Financial Motivations in the Adoption of EnergySaving Technologies: Evidence from European Union Data 0 0 0 1 0 4 8 11
The Role of Precious Metals in Portfolio Diversification During the Covid19 Pandemic: A Wavelet-Based Quantile Approach 0 0 0 0 2 6 6 6
The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships 0 0 0 149 1 6 8 571
Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression 0 1 1 8 1 9 12 38
Two Decades On: Assessing the Impact of the Copenhagen Criteria on Environmental Performance in the 2004 EU Accession Countries 0 2 4 4 2 17 21 21
Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All 0 0 0 17 0 9 13 42
Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation 0 0 0 10 1 7 11 40
Total Working Papers 0 4 13 614 44 192 282 1,824


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A mixed integer linear programming model for optimal sovereign debt issuance 0 0 0 25 0 0 2 94
A note on Bartlett correction factor for tests on cointegrating relations 0 0 0 0 0 4 7 19
Comparative international diffusion: Patterns, determinants and policies 0 0 0 90 1 4 16 327
Does faith move stock markets? Evidence from Saudi Arabia 0 0 2 35 3 14 19 145
Dynamic asymmetries in house price cycles: A generalized smooth transition model 0 0 0 17 0 3 5 71
Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach 0 0 3 5 0 2 13 22
Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach 0 0 0 10 0 1 4 28
Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 1 8 3 5 12 36
Financial constraints to innovation in the UK: evidence from CIS2 and CIS3 0 0 2 132 1 5 11 373
Financing Constraints in the Inter Firm Diffusion of New Process Technologies 0 0 0 71 1 2 13 236
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 6 2 8 11 33
Global Cities and Local Housing Market Cycles 0 0 0 5 1 3 7 43
Hedge fund strategies: A non-parametric analysis 0 0 0 5 0 3 3 41
Housing market cycles in large urban areas 0 0 0 5 0 5 11 60
Housing, Housing Finance and Credit Risk 0 0 1 26 0 8 12 143
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods 0 0 0 50 2 7 10 141
Inflation dynamics and persistence: The importance of the uncertainty channel 0 0 0 4 1 4 8 18
Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach 0 0 1 1 3 9 15 15
Navigating Energy Market Cycles: Insights from a Comprehensive Analysis 0 0 0 1 2 6 10 16
Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects 0 0 0 24 1 9 14 138
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 0 5 0 7 8 23
Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison 0 0 0 11 1 3 3 65
Socio-economic risk factors and wildfire crime in Italy: a quantile panel approach 0 0 0 1 1 5 8 19
The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data 0 0 0 1 2 7 14 21
The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach 0 0 0 25 1 5 19 99
Wildfire crime, apprehension and social vulnerability in Italy 0 0 2 16 0 0 6 47
e-Business usage across and within firms in the UK: profitability, externalities and policy 0 1 1 70 0 7 15 257
Total Journal Articles 0 1 13 649 26 136 276 2,530


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financing Constraints in the Inter Firm Diffusion of New Process Technologies 0 0 0 0 1 2 2 8
Total Chapters 0 0 0 0 1 2 2 8


Statistics updated 2026-03-04