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 10 18
A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data 0 0 0 1 0 1 9 17
Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis 0 0 0 339 0 1 9 857
Climate risk and investment in equities in Europe: a Panel SVAR approach 0 0 1 15 0 0 16 58
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 0 109 0 1 20 624
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 1 1 201 1 2 13 634
Financial connectedness among European volatility risk premia 0 0 0 11 0 1 11 45
Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis 0 0 0 2 0 1 17 36
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 227 2 3 26 532
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 0 156 1 1 16 757
Leading indicator properties of US high-yield credit spreads 0 0 0 18 1 1 33 146
Leading indicator properties of the US corporate spreads 0 0 0 191 1 2 11 774
Measuring bank capital requirements through Dynamic Factor analysis 0 0 1 173 0 0 13 436
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 0 0 0 485 0 1 13 1,578
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 1 2 12 89
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 9 29 201
The impact of bank concentration on financial distress: the case of the European banking system 0 0 0 16 0 0 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 15 75
Total Working Papers 0 1 4 2,564 8 27 346 8,237
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 1 20 131
Asymmetric semi-volatility spillover effects in EMU stock markets 0 0 0 16 0 1 11 71
Can an unglamorous non-event affect prices? The role of newspapers 0 0 0 1 0 2 14 39
Common Shocks and Climate Risk in European Equities 1 1 2 3 1 4 21 24
Credit demand and supply shocks in Italy during the Great Recession 0 0 0 2 1 2 19 49
Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? 0 0 0 6 0 3 11 35
Economic value, competition and financial distress in the European banking system 0 0 0 95 0 2 11 366
Evaluating currency crises: the case of the European monetary system 0 0 0 5 1 1 11 48
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 0 6 99
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR 0 0 1 8 1 2 18 43
Fiscal policy effects on house prices and credit market conditions: empirical evidence from Italian NUTS-2 regional data 0 0 0 0 0 3 5 5
Forecasting financial crises and contagion in Asia using dynamic factor analysis 0 0 0 122 0 2 24 370
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 0 2 20 50
Housing market shocks in italy: A GVAR approach 1 1 1 20 1 2 20 92
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 0 0 0 22 0 4 21 100
Leading indicator properties of US high-yield credit spreads 0 0 0 39 0 0 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 0 1 12 384
Predicting bond betas using macro-finance variables 0 0 0 7 0 0 9 49
Risk aversion connectedness in five European countries 0 0 0 8 0 0 10 55
Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region 0 0 0 13 1 2 9 88
Switching to floating exchange rates, devaluations, and stock returns in MENA countries 0 0 1 27 0 0 15 147
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 0 11 563
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 0 0 0 138 0 1 9 409
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 0 2 12 108
Threshold Effects in the U.S. Budget Deficit 0 0 1 181 0 0 11 1,019
Volatility co-movements: A time-scale decomposition analysis 0 0 1 11 0 2 22 86
Total Journal Articles 2 2 10 1,268 6 39 412 5,000

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Statistics updated 2026-10-11