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 0 1 14 21
Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 0 19 0 1 9 39
COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach 0 1 1 58 1 3 12 127
Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach 0 1 1 7 2 4 16 32
Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach 0 0 0 0 0 1 8 8
Environmental Performance and Institutions Quality in Europe: A Bayesian Model Averaging Approach 0 0 0 5 0 1 24 43
Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 0 32 1 3 12 88
Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability 0 0 1 56 1 1 22 45
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 7 0 0 7 42
Hedge Fund Strategies: A non-Parametric Analysis 0 0 0 21 3 4 20 130
Housing Market Cycles in Large Urban Areas 0 0 0 10 0 0 14 74
Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications 0 0 0 20 0 0 9 40
Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel 0 0 0 55 1 1 9 21
Inflation Synchronization and Shock Transmission Between the Eurozone and the Non-Euro CEE Economies: A Wavelet Quantile Var Approach 0 0 0 2 0 0 15 32
Modelling Dynamic Relationships Between Energy Prices and Inflation in Euro Area Using Wavelets 0 0 2 3 1 1 13 17
Modelling Housing Market Cycles in Global Cities 0 0 0 71 0 0 13 238
Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach 0 0 2 7 1 1 22 37
Navigating Energy Market Cycles: Insights from a Comprehensive Analysis 0 0 0 0 0 1 13 16
Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients 0 0 0 26 0 0 7 67
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 0 10 1 1 11 25
Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach 0 0 0 2 0 1 12 20
The Role of Environmental and Financial Concerns on Energy-Saving Investments: A Stochastic Dominance Analysis 0 0 0 15 0 1 7 43
The Role of Environmental and Financial Motivations in the Adoption of EnergySaving Technologies: Evidence from European Union Data 0 0 0 1 1 3 15 18
The Role of Precious Metals in Portfolio Diversification During the Covid19 Pandemic: A Wavelet-Based Quantile Approach 1 1 1 1 1 4 21 21
The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships 0 0 0 149 0 2 12 575
Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression 0 0 1 8 0 1 15 42
Two Decades On: Assessing the Impact of the Copenhagen Criteria on Environmental Performance in the 2004 EU Accession Countries 0 0 3 4 1 3 28 30
Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All 0 0 0 17 1 2 20 50
Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation 0 0 0 10 1 1 12 42
Total Working Papers 1 3 12 618 17 42 412 1,983


Journal Article 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 0 0 1 5 5
A mixed integer linear programming model for optimal sovereign debt issuance 0 0 0 25 0 0 5 98
A note on Bartlett correction factor for tests on cointegrating relations 0 0 0 0 0 0 10 23
Comparative international diffusion: Patterns, determinants and policies 0 0 0 90 0 3 19 334
Corrigendum to “Environmental performance and institutions quality in Europe: A Bayesian model averaging approach” [N. Am. J. Econ. Financ. 83 (2026) 102591] 0 0 0 0 0 1 1 1
Does faith move stock markets? Evidence from Saudi Arabia 0 0 0 35 0 0 20 149
Dynamic asymmetries in house price cycles: A generalized smooth transition model 0 0 0 17 0 0 7 73
Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach 0 0 1 5 1 3 16 32
Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach 0 0 0 10 10 11 15 40
Environmental performance and institutions quality in Europe: A Bayesian model averaging approach 0 0 0 0 0 1 2 2
Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 0 8 1 2 13 40
Financial constraints to innovation in the UK: evidence from CIS2 and CIS3 0 0 1 133 1 3 16 381
Financing Constraints in the Inter Firm Diffusion of New Process Technologies 0 0 0 71 1 3 13 243
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 6 0 1 12 35
Global Cities and Local Housing Market Cycles 0 0 1 6 1 1 14 54
Hedge fund strategies: A non-parametric analysis 0 0 0 5 0 0 9 47
Housing market cycles in large urban areas 0 0 0 5 0 1 17 69
Housing, Housing Finance and Credit Risk 0 0 0 26 0 0 13 147
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods 0 0 0 50 0 1 13 145
Inflation dynamics and persistence: The importance of the uncertainty channel 0 0 1 5 1 2 14 26
Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach 0 0 0 1 1 1 18 20
Navigating Energy Market Cycles: Insights from a Comprehensive Analysis 0 0 0 1 1 3 22 29
Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects 0 0 0 24 0 0 18 144
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 0 5 0 0 12 27
Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison 0 0 0 11 0 0 6 68
Socio-economic risk factors and wildfire crime in Italy: a quantile panel approach 0 0 0 1 1 4 23 34
The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data 0 0 0 1 2 3 17 27
The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach 0 0 0 25 0 4 19 106
Wildfire crime, apprehension and social vulnerability in Italy 0 0 0 16 0 2 7 52
e-Business usage across and within firms in the UK: profitability, externalities and policy 0 0 1 70 0 1 16 260
Total Journal Articles 0 0 5 652 21 52 392 2,711


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 1 5 11
Total Chapters 0 0 0 0 1 1 5 11


Statistics updated 2026-09-10