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 1 3 14 21
Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 1 19 0 1 9 38
COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach 1 1 2 58 1 3 11 125
Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach 1 1 1 7 2 7 15 30
Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach 0 0 0 0 1 3 8 8
Environmental Performance and Institutions Quality in Europe: A Bayesian Model Averaging Approach 0 0 0 5 0 4 26 42
Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 0 32 2 3 11 87
Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability 0 0 1 56 0 2 21 44
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 7 0 3 7 42
Hedge Fund Strategies: A non-Parametric Analysis 0 0 0 21 0 6 16 126
Housing Market Cycles in Large Urban Areas 0 0 0 10 0 2 14 74
Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications 0 0 0 20 0 4 10 40
Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel 0 0 0 55 0 5 8 20
Inflation Synchronization and Shock Transmission Between the Eurozone and the Non-Euro CEE Economies: A Wavelet Quantile Var Approach 0 0 0 2 0 4 16 32
Modelling Dynamic Relationships Between Energy Prices and Inflation in Euro Area Using Wavelets 0 0 2 3 0 7 13 16
Modelling Housing Market Cycles in Global Cities 0 0 0 71 0 2 13 238
Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach 0 0 2 7 0 5 22 36
Navigating Energy Market Cycles: Insights from a Comprehensive Analysis 0 0 0 0 1 2 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 2 7 67
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 0 10 0 1 10 24
Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach 0 0 0 2 1 3 12 20
The Role of Environmental and Financial Concerns on Energy-Saving Investments: A Stochastic Dominance Analysis 0 0 0 15 1 2 8 43
The Role of Environmental and Financial Motivations in the Adoption of EnergySaving Technologies: Evidence from European Union Data 0 0 0 1 2 4 14 17
The Role of Precious Metals in Portfolio Diversification During the Covid19 Pandemic: A Wavelet-Based Quantile Approach 0 0 0 0 2 12 19 19
The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships 0 0 0 149 2 4 12 575
Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression 0 0 1 8 0 2 14 41
Two Decades On: Assessing the Impact of the Copenhagen Criteria on Environmental Performance in the 2004 EU Accession Countries 0 0 3 4 2 4 28 29
Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All 0 0 0 17 1 4 20 49
Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation 0 0 0 10 0 1 11 41
Total Working Papers 2 2 13 617 19 105 402 1,960


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 1 5 5 5
A mixed integer linear programming model for optimal sovereign debt issuance 0 0 0 25 0 3 6 98
A note on Bartlett correction factor for tests on cointegrating relations 0 0 0 0 0 4 10 23
Comparative international diffusion: Patterns, determinants and policies 0 0 0 90 2 5 18 333
Does faith move stock markets? Evidence from Saudi Arabia 0 0 0 35 0 3 20 149
Dynamic asymmetries in house price cycles: A generalized smooth transition model 0 0 0 17 0 2 7 73
Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach 0 0 1 5 2 6 17 31
Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach 0 0 0 10 0 1 4 29
Environmental performance and institutions quality in Europe: A Bayesian model averaging approach 0 0 0 0 1 2 2 2
Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 1 8 0 2 13 38
Financial constraints to innovation in the UK: evidence from CIS2 and CIS3 0 1 2 133 1 6 15 379
Financing Constraints in the Inter Firm Diffusion of New Process Technologies 0 0 0 71 1 4 16 241
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 6 1 2 12 35
Global Cities and Local Housing Market Cycles 0 1 1 6 0 6 16 53
Hedge fund strategies: A non-parametric analysis 0 0 0 5 0 3 9 47
Housing market cycles in large urban areas 0 0 0 5 1 8 20 69
Housing, Housing Finance and Credit Risk 0 0 1 26 0 3 14 147
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods 0 0 0 50 1 4 13 145
Inflation dynamics and persistence: The importance of the uncertainty channel 0 1 1 5 0 4 12 24
Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach 0 0 1 1 0 4 18 19
Navigating Energy Market Cycles: Insights from a Comprehensive Analysis 0 0 0 1 1 10 21 27
Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects 0 0 0 24 0 4 19 144
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 0 5 0 3 12 27
Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison 0 0 0 11 0 2 6 68
Socio-economic risk factors and wildfire crime in Italy: a quantile panel approach 0 0 0 1 1 9 20 31
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 16 24
The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach 0 0 0 25 1 4 19 103
Wildfire crime, apprehension and social vulnerability in Italy 0 0 0 16 0 3 5 50
e-Business usage across and within firms in the UK: profitability, externalities and policy 0 0 1 70 1 3 18 260
Total Journal Articles 0 3 9 652 15 116 383 2,674


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 2 4 10
Total Chapters 0 0 0 0 0 2 4 10


Statistics updated 2026-07-10