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 0 0 0 8
A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data 0 0 0 1 0 0 0 8
Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis 0 0 0 339 0 0 1 847
Climate risk and investment in equities in Europe: a Panel SVAR approach 0 0 5 14 0 3 19 42
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 0 108 0 0 0 603
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 0 199 0 0 3 620
Financial connectedness among European volatility risk premia 0 0 0 11 0 0 2 34
Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis 0 0 0 2 0 0 1 19
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 203 0 0 1 521
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 227 1 1 1 504
Housing Market Shocks in Italy: a GVAR approach 0 0 1 67 0 0 4 155
Leading indicator properties of US high-yield credit spreads 0 0 1 156 0 1 2 740
Leading indicator properties of US high-yield credit spreads 0 0 0 18 0 0 2 113
Leading indicator properties of the US corporate spreads 0 0 1 191 1 1 4 763
Measuring bank capital requirements through Dynamic Factor analysis 0 0 0 171 2 2 2 422
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 0 0 0 485 0 1 1 1,564
Predicting Bond Betas using Macro-Finance Variables 0 0 1 41 0 1 4 93
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 0 0 0 77
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 0 0 0 207 0 2 5 457
Testing for Contagion: a Time-Scale Decomposition 0 1 1 57 0 2 2 172
The impact of bank concentration on financial distress: the case of the European banking system 0 0 2 16 0 1 6 52
Volatility co-movements: a time scale decomposition analysis 0 0 0 0 0 1 1 9
Volatility risk premia and financial connectedness 0 0 0 8 0 0 1 60
Total Working Papers 0 1 12 2,557 4 16 62 7,883
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 0 1 111
Asymmetric semi-volatility spillover effects in EMU stock markets 0 1 1 16 0 2 3 60
Can an unglamorous non-event affect prices? The role of newspapers 0 0 0 1 0 2 3 25
Credit demand and supply shocks in Italy during the Great Recession 0 0 1 2 0 1 6 30
Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? 0 0 0 6 0 0 2 23
Economic value, competition and financial distress in the European banking system 0 0 0 95 0 1 5 355
Evaluating currency crises: the case of the European monetary system 0 0 0 5 1 1 4 37
Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? 0 0 0 30 0 2 2 113
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME‐SERIES ANALYSIS 0 0 0 29 0 2 2 93
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR 0 0 0 7 0 0 4 25
Forecasting financial crises and contagion in Asia using dynamic factor analysis 0 0 0 122 0 1 2 346
Government spending and credit market: Evidence from Italian (NUTS 3) provinces 0 0 3 11 0 1 8 30
Housing market shocks in italy: A GVAR approach 0 0 3 19 0 0 4 71
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 0 1 2 22 1 6 11 79
Leading indicator properties of US high-yield credit spreads 0 0 0 39 0 1 2 187
Macro-uncertainty and financial stress spillovers in the Eurozone 0 0 0 12 0 3 5 64
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 0 1 3 133 1 4 9 372
Predicting bond betas using macro-finance variables 0 0 0 7 0 0 0 40
Risk aversion connectedness in five European countries 0 0 0 8 1 2 2 45
Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region 0 1 2 13 1 3 5 79
Switching to floating exchange rates, devaluations, and stock returns in MENA countries 0 0 2 26 1 2 5 131
Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach 0 0 0 0 0 0 1 4
Testing for contagion: a conditional correlation analysis 0 0 2 230 1 1 4 552
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 0 0 0 138 0 3 4 399
The Euro and Monetary Policy Transparency 0 0 0 26 0 0 0 133
The European sovereign debt market: from integration to segmentation 0 0 1 37 1 1 2 96
Threshold Effects in the U.S. Budget Deficit 0 0 1 180 0 1 3 1,008
Volatility co-movements: A time-scale decomposition analysis 0 0 0 10 0 0 0 64
Total Journal Articles 0 4 21 1,257 8 40 99 4,572

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Statistics updated 2025-09-05