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 3 4 10
Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 1 19 2 5 6 35
COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach 0 0 1 57 0 1 4 116
Dynamic Relations Between Housing Markets, Stock Markets, and Uncertainty in Global Cities: A Time-Frequency Approach 0 0 1 6 1 3 8 20
Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach 0 0 0 0 0 0 0 0
Environmental Performance and Institutions Quality in Europe: A Bayesian Model Averaging Approach 0 0 3 5 3 5 27 30
Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 0 32 5 7 7 83
Forecasting Ination: A GARCH-in-Mean-Level Model with Time Varying Predictability 0 1 1 56 2 8 10 31
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 7 0 3 3 38
Hedge Fund Strategies: A non-Parametric Analysis 0 0 0 21 1 4 4 114
Housing Market Cycles in Large Urban Areas 0 0 0 10 4 4 6 65
Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications 0 0 0 20 1 2 4 34
Ination Dynamics and Time-Varying Persistence: The Importance of the Uncertainty Channel 0 0 0 55 0 1 1 13
Inflation Synchronization and Shock Transmission Between the Eurozone and the Non-Euro CEE Economies: A Wavelet Quantile Var Approach 0 0 0 2 1 1 4 18
Modelling Dynamic Relationships Between Energy Prices and Inflation in Euro Area Using Wavelets 1 1 2 2 2 2 4 6
Modelling Housing Market Cycles in Global Cities 0 0 0 71 3 3 6 228
Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach 0 1 2 7 0 2 7 18
Navigating Energy Market Cycles: Insights from a Comprehensive Analysis 0 0 0 0 4 6 8 9
Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients 0 0 0 26 1 3 4 63
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 0 10 0 2 2 16
Socio-Economic Risk Factors and Wildfire Crime in Italy: A Quantile Panel Approach 0 0 0 2 1 1 3 9
The Role of Environmental and Financial Concerns on Energy-Saving Investments: A Stochastic Dominance Analysis 0 0 0 15 1 1 2 37
The Role of Environmental and Financial Motivations in the Adoption of EnergySaving Technologies: Evidence from European Union Data 0 0 0 1 3 7 8 10
The Role of Precious Metals in Portfolio Diversification During the Covid19 Pandemic: A Wavelet-Based Quantile Approach 0 0 0 0 1 1 1 1
The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships 0 0 0 149 0 2 2 565
Time-frequency connectedness across housing markets, stock market and uncertainty: A Wavelet-Time Varying Parameter Vector Autoregression 0 0 0 7 2 4 6 31
Two Decades On: Assessing the Impact of the Copenhagen Criteria on Environmental Performance in the 2004 EU Accession Countries 2 3 4 4 12 14 16 16
Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All 0 0 0 17 5 8 10 38
Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation 0 0 0 10 2 5 6 35
Total Working Papers 3 6 15 613 57 108 173 1,689


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 1 2 94
A note on Bartlett correction factor for tests on cointegrating relations 0 0 0 0 2 4 5 17
Comparative international diffusion: Patterns, determinants and policies 0 0 0 90 0 4 15 323
Does faith move stock markets? Evidence from Saudi Arabia 0 0 2 35 7 9 13 138
Dynamic asymmetries in house price cycles: A generalized smooth transition model 0 0 0 17 1 3 4 69
Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach 0 1 3 5 0 4 13 20
Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach 0 0 0 10 0 2 3 27
Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 1 8 0 4 8 31
Financial constraints to innovation in the UK: evidence from CIS2 and CIS3 0 0 2 132 0 2 9 368
Financing Constraints in the Inter Firm Diffusion of New Process Technologies 0 0 0 71 0 4 14 234
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 6 0 2 3 25
Global Cities and Local Housing Market Cycles 0 0 0 5 0 0 4 40
Hedge fund strategies: A non-parametric analysis 0 0 0 5 1 1 1 39
Housing market cycles in large urban areas 0 0 0 5 2 4 12 57
Housing, Housing Finance and Credit Risk 0 0 1 26 2 3 9 137
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods 0 0 0 50 1 3 4 135
Inflation dynamics and persistence: The importance of the uncertainty channel 0 0 0 4 0 1 4 14
Inflation synchronization and shock transmission between the eurozone and the non-euro CEE Economies: A wavelet quantile VAR approach 0 0 1 1 0 1 6 6
Navigating Energy Market Cycles: Insights from a Comprehensive Analysis 0 0 0 1 2 5 9 12
Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects 0 0 0 24 1 4 8 130
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 0 0 1 5 5 6 7 21
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 3 4 14
The role of environmental and financial motivations in the adoption of energy-saving technologies: Evidence from European Union data 0 0 0 1 0 2 7 14
The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach 0 0 0 25 2 9 17 96
Wildfire crime, apprehension and social vulnerability in Italy 0 0 2 16 0 2 6 47
e-Business usage across and within firms in the UK: profitability, externalities and policy 1 1 1 70 1 7 9 251
Total Journal Articles 1 2 14 649 27 90 196 2,421


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 2026-01-09