Access Statistics for Andrea Cipollini

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Dynamic Factor Analysis of Financial Contagion in Asia	0	0	0	1	0	1	10	18
A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data	0	0	0	1	0	0	8	16
Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis	0	0	0	339	0	0	9	856
Climate risk and investment in equities in Europe: a Panel SVAR approach	0	0	1	15	0	2	16	58
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling	0	0	1	200	0	0	12	632
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling	0	0	1	109	1	2	21	624
Financial connectedness among European volatility risk premia	0	0	0	11	0	1	10	44
Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis	0	0	0	2	0	0	16	35
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis	0	0	0	227	0	2	26	529
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis	0	0	0	203	0	0	18	539
Housing Market Shocks in Italy: a GVAR approach	0	0	0	67	0	0	9	164
Leading indicator properties of US high-yield credit spreads	0	0	0	18	0	2	32	145
Leading indicator properties of US high-yield credit spreads	0	0	0	156	0	3	16	756
Leading indicator properties of the US corporate spreads	0	0	0	191	0	1	10	772
Measuring bank capital requirements through Dynamic Factor analysis	0	0	2	173	0	1	16	436
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity	0	0	0	485	0	0	13	1,577
Predicting Bond Betas using Macro-Finance Variables	0	0	0	35	0	1	10	87
Predicting Bond Betas using Macro-Finance Variables	0	0	0	41	0	0	14	107
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS	0	0	0	207	0	0	7	464
Testing for Contagion: a Time-Scale Decomposition	0	0	0	57	1	1	21	193
The impact of bank concentration on financial distress: the case of the European banking system	0	0	0	16	0	1	15	67
Volatility co-movements: a time scale decomposition analysis	0	0	1	1	0	0	10	19
Volatility risk premia and financial connectedness	0	0	0	8	0	1	14	74
Total Working Papers	0	0	6	2,563	2	19	333	8,212

6 registered items for which data could not be found

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A stochastic variance factor model for large datasets and an application to S&P data	0	0	0	33	1	2	20	131
Asymmetric semi-volatility spillover effects in EMU stock markets	0	0	0	16	1	4	11	71
Can an unglamorous non-event affect prices? The role of newspapers	0	0	0	1	1	1	13	38
Common Shocks and Climate Risk in European Equities	0	0	1	2	3	5	21	23
Credit demand and supply shocks in Italy during the Great Recession	0	0	0	2	0	0	17	47
Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability?	0	0	0	6	3	5	12	35
Economic value, competition and financial distress in the European banking system	0	0	0	95	2	2	11	366
Evaluating currency crises: the case of the European monetary system	0	0	0	5	0	0	11	47
Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil?	0	0	0	30	0	0	4	117
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME‐SERIES ANALYSIS	0	0	0	29	0	1	6	99
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR	0	1	1	8	1	4	17	42
Forecasting financial crises and contagion in Asia using dynamic factor analysis	0	0	0	122	0	4	22	368
Forecasting industry sector default rates through dynamic factor models	0	0	0	0	0	0	7	16
Government spending and credit market: Evidence from Italian (NUTS 3) provinces	0	0	1	12	1	1	19	49
Housing market shocks in italy: A GVAR approach	0	0	0	19	1	2	20	91
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study	0	0	0	22	3	3	21	99
Leading indicator properties of US high-yield credit spreads	0	0	0	39	0	2	16	203
Macro-uncertainty and financial stress spillovers in the Eurozone	0	0	0	12	0	0	20	84
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity	0	0	1	134	1	3	13	384
Predicting bond betas using macro-finance variables	0	0	0	7	0	1	9	49
Risk aversion connectedness in five European countries	0	0	0	8	0	1	11	55
Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region	0	0	0	13	0	0	8	86
Switching to floating exchange rates, devaluations, and stock returns in MENA countries	0	1	1	27	0	4	17	147
Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach	0	0	0	0	0	0	5	9
Testing for contagion: a conditional correlation analysis	0	0	0	230	0	1	12	563
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis	0	0	0	138	1	1	10	409
The Euro and Monetary Policy Transparency	0	0	0	26	0	0	8	141
The European sovereign debt market: from integration to segmentation	0	0	1	38	2	2	13	108
Threshold Effects in the U.S. Budget Deficit	0	0	1	181	0	2	11	1,019
Volatility co-movements: A time-scale decomposition analysis	0	0	1	11	1	2	21	85
Total Journal Articles	0	2	8	1,266	22	53	406	4,981

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Statistics updated 2026-08-07