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 2 2 0 0 7 7
Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 0 18 0 0 0 29
COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach 0 0 0 56 0 2 2 114
Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach 0 0 1 6 0 1 2 14
Environmental Performance and Institutions Quality in Europe: A Bayesian Model Averaging Approach 0 2 5 5 0 9 15 15
Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 0 32 0 0 3 76
Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability 0 0 0 55 0 0 4 23
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 7 0 0 0 35
Hedge Fund Strategies: A non-Parametric Analysis 0 0 0 21 0 0 0 110
Housing Market Cycles in Large Urban Areas 0 0 0 10 0 1 1 60
Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications 0 0 0 20 0 0 0 30
Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel 0 0 0 55 0 0 2 12
Inflation Synchronization and Shock Transmission Between the Eurozone and the Non-Euro CEE Economies: A Wavelet Quantile Var Approach 0 0 2 2 0 1 16 16
Modelling Dynamic Relationships Between Energy Prices and Inflation in Euro Area Using Wavelets 1 1 1 1 1 1 3 3
Modelling Housing Market Cycles in Global Cities 0 0 0 71 0 2 3 225
Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach 0 0 2 5 0 3 6 14
Navigating Energy Market Cycles: Insights from a Comprehensive Analysis 0 0 0 0 1 1 3 3
Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients 0 0 0 26 0 1 2 60
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 0 10 0 0 1 14
Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach 0 0 0 2 0 2 2 8
The Role of Environmental and Financial Concerns on Energy-Saving Investments: A Stochastic Dominance Analysis 0 0 0 15 0 0 0 35
The Role of Environmental and Financial Motivations in the Adoption of EnergySaving Technologies: Evidence from European Union Data 0 0 0 1 0 1 1 3
The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships 0 0 0 149 0 0 2 563
Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression 0 0 1 7 0 1 2 26
Two Decades On: Assessing the Impact of the Copenhagen Criteria on Environmental Performance in the 2004 EU Accession Countries 0 0 0 0 0 0 0 0
Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All 0 0 0 17 0 0 4 29
Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation 0 0 1 10 0 0 1 29
Total Working Papers 1 3 15 603 2 26 82 1,553


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 1 25 0 0 2 92
A note on Bartlett correction factor for tests on cointegrating relations 0 0 0 0 0 1 2 13
Comparative international diffusion: Patterns, determinants and policies 0 0 0 90 3 6 9 314
Does faith move stock markets? Evidence from Saudi Arabia 0 0 0 33 0 0 3 126
Dynamic asymmetries in house price cycles: A generalized smooth transition model 0 0 0 17 0 1 2 66
Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach 0 0 1 2 2 3 7 11
Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach 0 0 0 10 0 0 0 24
Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 0 7 0 2 2 25
Financial constraints to innovation in the UK: evidence from CIS2 and CIS3 0 0 0 130 0 2 9 362
Financing Constraints in the Inter Firm Diffusion of New Process Technologies 0 0 1 71 0 4 8 224
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 6 1 1 3 23
Global Cities and Local Housing Market Cycles 0 0 0 5 0 0 3 36
Hedge fund strategies: A non-parametric analysis 0 0 1 5 0 0 2 38
Housing market cycles in large urban areas 0 0 0 5 0 2 9 49
Housing, Housing Finance and Credit Risk 0 0 3 25 0 3 20 132
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods 0 0 0 50 0 0 1 131
Inflation dynamics and persistence: The importance of the uncertainty channel 0 0 4 4 0 0 10 10
Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach 0 0 0 0 0 1 1 1
Navigating Energy Market Cycles: Insights from a Comprehensive Analysis 0 0 1 1 0 3 6 6
Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects 0 0 1 24 1 3 5 125
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 3 5 0 0 3 15
Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison 0 0 0 11 0 0 0 62
Socio-economic risk factors and wildfire crime in Italy: a quantile panel approach 0 0 0 1 0 1 10 11
The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data 0 0 0 1 0 1 4 8
The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach 0 0 0 25 1 4 9 83
Wildfire crime, apprehension and social vulnerability in Italy 0 1 1 15 0 3 4 44
e-Business usage across and within firms in the UK: profitability, externalities and policy 0 0 0 69 0 0 2 242
Total Journal Articles 0 1 17 637 8 41 136 2,273


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 0 0 0 6
Total Chapters 0 0 0 0 0 0 0 6


Statistics updated 2025-05-12