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 0 0 2 18 0 0 5 24
COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach 0 0 23 50 1 5 62 100
Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach 3 3 25 25 4 10 54 54
Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market 0 0 0 6 0 2 14 29
Hedge Fund Strategies: A non-Parametric Analysis 0 1 1 20 0 2 18 102
Housing Market Cycles in Large Urban Areas 0 0 0 9 0 2 14 55
Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications 0 0 4 19 0 0 12 27
Modelling Housing Market Cycles in Global Cities 1 2 3 71 3 4 12 216
Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients 0 0 0 25 2 3 10 55
Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors 1 1 10 10 1 2 11 11
The Role of Environmental and Financial Concerns on Energy-Saving Investments: A Stochastic Dominance Analysis 0 1 10 10 6 9 28 28
The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships 0 0 0 149 0 0 1 560
Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All 0 0 2 15 0 3 10 22
Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation 0 0 1 8 1 4 16 24
Total Working Papers 5 8 81 435 18 46 267 1,307


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 20 0 1 4 80
A note on Bartlett correction factor for tests on cointegrating relations 0 0 0 0 0 0 1 11
Comparative international diffusion: Patterns, determinants and policies 0 0 1 89 0 1 8 300
Does faith move stock markets? Evidence from Saudi Arabia 0 0 5 28 0 0 12 113
Dynamic asymmetries in house price cycles: A generalized smooth transition model 0 0 0 16 0 0 6 60
Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach 0 2 2 2 0 6 6 6
Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach 0 0 4 4 1 3 10 10
Financial constraints to innovation in the UK: evidence from CIS2 and CIS3 1 1 4 118 1 3 28 312
Financing Constraints in the Inter Firm Diffusion of New Process Technologies 0 0 0 69 0 6 17 207
Global Cities and Local Housing Market Cycles 0 1 4 5 0 2 19 28
Hedge fund strategies: A non-parametric analysis 0 0 0 2 2 2 12 26
Housing market cycles in large urban areas 0 1 1 1 0 3 19 23
Housing, Housing Finance and Credit Risk 1 1 6 20 7 14 36 89
Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods 0 0 1 50 0 0 2 128
Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects 0 0 1 22 0 0 3 110
Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison 0 0 0 11 1 1 2 62
Wildfire crime, apprehension and social vulnerability in Italy 1 2 4 4 5 10 21 21
e-Business usage across and within firms in the UK: profitability, externalities and policy 0 0 5 66 0 0 14 228
Total Journal Articles 3 8 38 527 17 52 220 1,814


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 4 4
Total Chapters 0 0 0 0 0 0 4 4


Statistics updated 2022-01-05