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
Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors 1 3 16 16 1 3 19 19
COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach 4 10 27 27 7 21 38 38
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 3 6 6 4 7 15 15
Hedge Fund Strategies: A non-Parametric Analysis 0 0 5 19 3 5 31 84
Housing Market Cycles in Large Urban Areas 0 0 5 9 1 4 19 41
Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications 1 1 15 15 2 4 15 15
Modelling Housing Market Cycles in Global Cities 0 1 2 68 1 3 30 204
Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients 0 1 2 25 0 2 18 45
The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships 1 3 3 149 1 3 7 559
Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All 0 0 13 13 0 0 12 12
Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation 0 1 7 7 3 4 8 8
Total Working Papers 7 23 101 354 23 56 212 1,040


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 2 2 20 0 3 3 76
A note on Bartlett correction factor for tests on cointegrating relations 0 0 0 0 0 0 2 10
Comparative international diffusion: Patterns, determinants and policies 1 1 1 88 1 2 4 292
Does faith move stock markets? Evidence from Saudi Arabia 0 0 1 23 0 0 8 101
Dynamic asymmetries in house price cycles: A generalized smooth transition model 0 1 3 16 0 2 8 54
Financial constraints to innovation in the UK: evidence from CIS2 and CIS3 1 1 4 114 1 4 22 284
Financing Constraints in the Inter Firm Diffusion of New Process Technologies 0 0 1 69 0 1 8 190
Global Cities and Local Housing Market Cycles 0 1 1 1 2 9 9 9
Hedge fund strategies: A non-parametric analysis 0 1 2 2 0 3 14 14
Housing market cycles in large urban areas 0 0 0 0 1 3 4 4
Housing, Housing Finance and Credit Risk 0 0 5 14 2 3 24 53
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods 0 0 0 49 0 0 3 126
Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects 0 0 2 21 1 2 14 107
Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison 0 0 0 11 0 0 9 60
e-Business usage across and within firms in the UK: profitability, externalities and policy 0 0 3 61 0 4 16 214
Total Journal Articles 2 7 25 489 8 36 148 1,594


Statistics updated 2021-01-03