Access Statistics for Andrea Cipollini

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 Dynamic Factor Analysis of Financial Contagion in Asia 0 0 0 0 0 0 1 3
A Dynamic Factor Analysis of Financial Contagion in Asia 0 0 0 243 1 1 8 585
A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data 0 0 0 207 0 0 1 560
A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data 0 0 0 0 0 0 1 2
Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis 0 0 0 338 0 1 4 835
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 1 2 104 3 8 21 578
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 2 196 3 5 17 604
Financial connectedness among European volatility risk premia 1 1 2 9 2 2 7 19
Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis 0 0 0 0 0 0 6 10
Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis 0 0 1 145 0 1 10 385
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 3 202 0 1 10 511
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 225 2 3 17 489
Housing Market Shocks in Italy: a GVAR approach 1 2 9 46 4 8 43 99
Leading indicator properties of US high-yield credit spreads 0 1 1 151 0 2 9 715
Leading indicator properties of US high-yield credit spreads 0 0 0 17 0 0 4 103
Leading indicator properties of the US corporate spreads 0 0 1 190 1 3 18 755
Measuring bank capital requirements through Dynamic Factor analysis 0 0 0 169 3 3 4 413
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 0 0 1 483 6 16 40 1,549
Predicting Bond Betas using Macro-Finance Variables 0 1 7 37 0 2 16 71
Predicting Bond Betas using Macro-Finance Variables 0 1 2 35 0 1 10 71
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 1 2 3 206 1 3 8 448
Testing for Contagion: a Time-Scale Decomposition 0 0 0 56 0 0 3 169
The impact of bank concentration on financial distress: the case of the European banking system 0 0 2 7 3 4 13 24
Volatility co-movements: a time scale decomposition analysis 0 0 0 0 0 0 1 3
Volatility risk premia and financial connectedness 0 0 0 7 0 1 4 53
Total Working Papers 3 9 36 3,073 29 65 276 9,054
3 registered items for which data could not be found


Journal Article File Downloads Abstract Views
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 32 0 0 0 101
Asymmetric semi-volatility spillover effects in EMU stock markets 0 0 4 12 1 2 14 44
Can an unglamorous non-event affect prices? The role of newspapers 0 0 0 1 1 1 9 18
Credit demand and supply shocks in Italy during the Great Recession 0 0 0 0 1 1 7 11
Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? 0 0 0 0 0 1 2 2
Economic value, competition and financial distress in the European banking system 0 1 6 84 3 7 23 299
Evaluating currency crises: the case of the European monetary system 0 0 0 5 0 0 0 26
Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? 0 0 0 29 0 1 3 107
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME‐SERIES ANALYSIS 0 0 0 28 0 0 1 84
Forecasting financial crises and contagion in Asia using dynamic factor analysis 0 0 1 120 0 1 8 334
Housing market shocks in italy: A GVAR approach 1 1 1 1 6 8 8 8
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 0 1 7 7 1 4 18 18
Leading indicator properties of US high-yield credit spreads 0 0 0 38 0 1 3 173
Macro-uncertainty and financial stress spillovers in the Eurozone 0 0 2 2 3 9 22 22
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 0 0 4 120 0 3 12 332
Predicting bond betas using macro-finance variables 0 0 0 2 0 0 11 21
Risk aversion connectedness in five European countries 0 0 0 5 1 2 10 35
Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region 0 0 0 11 3 8 11 68
Switching to floating exchange rates, devaluations, and stock returns in MENA countries 0 0 1 22 0 1 7 114
Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach 0 0 0 0 0 0 0 0
Testing for contagion: a conditional correlation analysis 1 2 9 213 4 8 27 515
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 0 1 1 137 0 1 10 382
The Euro and Monetary Policy Transparency 0 0 0 24 0 0 2 130
The European sovereign debt market: from integration to segmentation 0 0 0 35 0 2 5 91
Threshold Effects in the U.S. Budget Deficit 0 0 1 178 1 2 10 985
Volatility co-movements: A time-scale decomposition analysis 0 0 0 10 0 0 1 57
Total Journal Articles 2 6 37 1,116 25 63 224 3,977


Statistics updated 2021-01-03