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 6 7 15
A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data 0 0 0 1 0 5 7 15
Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis 0 0 0 339 3 4 5 852
Climate risk and investment in equities in Europe: a Panel SVAR approach 0 0 3 15 0 5 20 51
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 1 200 3 6 12 629
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 1 109 4 12 15 618
Financial connectedness among European volatility risk premia 0 0 0 11 0 2 5 38
Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis 0 0 0 2 1 9 10 29
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 203 4 12 15 536
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 227 3 18 22 525
Housing Market Shocks in Italy: a GVAR approach 0 0 0 67 0 4 5 159
Leading indicator properties of US high-yield credit spreads 0 0 0 18 6 16 18 130
Leading indicator properties of US high-yield credit spreads 0 0 0 156 5 9 11 750
Leading indicator properties of the US corporate spreads 0 0 1 191 2 4 8 769
Measuring bank capital requirements through Dynamic Factor analysis 0 1 2 173 1 7 13 433
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 0 0 0 485 2 7 10 1,573
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 1 8 8 85
Predicting Bond Betas using Macro-Finance Variables 0 0 0 41 3 8 9 101
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 0 0 0 207 3 6 10 463
Testing for Contagion: a Time-Scale Decomposition 0 0 1 57 6 17 22 192
The impact of bank concentration on financial distress: the case of the European banking system 0 0 1 16 3 8 11 61
Volatility co-movements: a time scale decomposition analysis 0 0 0 0 0 3 4 12
Volatility risk premia and financial connectedness 0 0 0 8 2 5 6 65
Total Working Papers 0 1 10 2,562 52 181 253 8,101
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 10 13 124
Asymmetric semi-volatility spillover effects in EMU stock markets 0 0 1 16 1 5 8 66
Can an unglamorous non-event affect prices? The role of newspapers 0 0 0 1 2 8 13 36
Common Shocks and Climate Risk in European Equities 0 0 1 1 0 10 16 16
Credit demand and supply shocks in Italy during the Great Recession 0 0 1 2 3 7 13 37
Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? 0 0 0 6 1 5 8 30
Economic value, competition and financial distress in the European banking system 0 0 0 95 1 3 8 361
Evaluating currency crises: the case of the European monetary system 0 0 0 5 2 4 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 1 4 7 98
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR 0 0 0 7 0 6 12 35
Forecasting financial crises and contagion in Asia using dynamic factor analysis 0 0 0 122 0 14 18 363
Forecasting industry sector default rates through dynamic factor models 0 0 0 0 1 4 8 16
Government spending and credit market: Evidence from Italian (NUTS 3) provinces 0 0 3 12 1 7 16 43
Housing market shocks in italy: A GVAR approach 0 0 0 19 3 9 13 83
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 0 0 1 22 2 9 18 90
Leading indicator properties of US high-yield credit spreads 0 0 0 39 1 6 11 197
Macro-uncertainty and financial stress spillovers in the Eurozone 0 0 0 12 2 11 21 82
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 0 1 3 134 2 7 14 379
Predicting bond betas using macro-finance variables 0 0 0 7 1 3 6 46
Risk aversion connectedness in five European countries 0 0 0 8 0 3 8 51
Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region 0 0 2 13 0 1 9 83
Switching to floating exchange rates, devaluations, and stock returns in MENA countries 0 0 1 26 0 6 13 141
Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach 0 0 0 0 0 3 4 8
Testing for contagion: a conditional correlation analysis 0 0 0 230 1 3 8 558
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 0 0 0 138 0 5 12 407
The Euro and Monetary Policy Transparency 0 0 0 26 2 5 5 138
The European sovereign debt market: from integration to segmentation 0 1 1 38 1 4 8 103
Threshold Effects in the U.S. Budget Deficit 0 0 2 181 0 6 10 1,015
Volatility co-movements: A time-scale decomposition analysis 0 1 1 11 0 4 9 73
Total Journal Articles 0 3 17 1,263 28 173 324 4,840

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Statistics updated 2026-03-04