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 1 1 4 8 16
A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data 0 0 0 1 0 3 7 15
Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis 0 0 0 339 0 4 5 852
Climate risk and investment in equities in Europe: a Panel SVAR approach 0 0 2 15 4 6 22 55
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 1 109 1 13 16 619
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 1 200 0 6 10 629
Financial connectedness among European volatility risk premia 0 0 0 11 3 5 8 41
Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis 0 0 0 2 2 7 12 31
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 203 1 12 16 537
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 227 1 17 23 526
Housing Market Shocks in Italy: a GVAR approach 0 0 0 67 2 6 6 161
Leading indicator properties of US high-yield credit spreads 0 0 0 18 3 18 21 133
Leading indicator properties of US high-yield credit spreads 0 0 0 156 1 9 12 751
Leading indicator properties of the US corporate spreads 0 0 0 191 0 3 7 769
Measuring bank capital requirements through Dynamic Factor analysis 0 0 2 173 1 4 14 434
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 0 0 0 485 2 6 12 1,575
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 0 3 8 85
Predicting Bond Betas using Macro-Finance Variables 0 0 0 41 0 7 9 101
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 0 0 0 207 0 5 8 463
Testing for Contagion: a Time-Scale Decomposition 0 0 1 57 0 15 22 192
The impact of bank concentration on financial distress: the case of the European banking system 0 0 1 16 1 9 12 62
Volatility co-movements: a time scale decomposition analysis 1 1 1 1 3 4 7 15
Volatility risk premia and financial connectedness 0 0 0 8 4 8 9 69
Total Working Papers 1 1 9 2,563 30 174 274 8,131
6 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 33 0 7 13 124
Asymmetric semi-volatility spillover effects in EMU stock markets 0 0 1 16 1 6 9 67
Can an unglamorous non-event affect prices? The role of newspapers 0 0 0 1 1 7 14 37
Common Shocks and Climate Risk in European Equities 0 0 1 1 0 8 16 16
Credit demand and supply shocks in Italy during the Great Recession 0 0 1 2 3 8 15 40
Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? 0 0 0 6 0 3 7 30
Economic value, competition and financial distress in the European banking system 0 0 0 95 0 2 8 361
Evaluating currency crises: the case of the European monetary system 0 0 0 5 0 3 9 44
Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? 0 0 0 30 0 1 6 117
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME‐SERIES ANALYSIS 0 0 0 29 0 3 7 98
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR 0 0 0 7 1 7 12 36
Forecasting financial crises and contagion in Asia using dynamic factor analysis 0 0 0 122 0 12 18 363
Forecasting industry sector default rates through dynamic factor models 0 0 0 0 0 2 8 16
Government spending and credit market: Evidence from Italian (NUTS 3) provinces 0 0 3 12 2 8 18 45
Housing market shocks in italy: A GVAR approach 0 0 0 19 3 11 16 86
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 0 0 1 22 4 10 21 94
Leading indicator properties of US high-yield credit spreads 0 0 0 39 2 7 13 199
Macro-uncertainty and financial stress spillovers in the Eurozone 0 0 0 12 0 9 21 82
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 0 1 3 134 0 6 14 379
Predicting bond betas using macro-finance variables 0 0 0 7 1 4 7 47
Risk aversion connectedness in five European countries 0 0 0 8 0 2 8 51
Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region 0 0 2 13 1 2 10 84
Switching to floating exchange rates, devaluations, and stock returns in MENA countries 0 0 1 26 0 5 13 141
Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach 0 0 0 0 0 1 4 8
Testing for contagion: a conditional correlation analysis 0 0 0 230 0 2 8 558
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 0 0 0 138 1 5 12 408
The Euro and Monetary Policy Transparency 0 0 0 26 1 5 6 139
The European sovereign debt market: from integration to segmentation 0 0 1 38 2 4 10 105
Threshold Effects in the U.S. Budget Deficit 0 0 1 181 2 5 10 1,017
Volatility co-movements: A time-scale decomposition analysis 0 1 1 11 1 3 10 74
Total Journal Articles 0 2 16 1,263 26 158 343 4,866

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Statistics updated 2026-04-09