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 2 9 17
A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data 0 0 0 1 1 1 8 16
Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis 0 0 0 339 4 7 9 856
Climate risk and investment in equities in Europe: a Panel SVAR approach 0 0 2 15 1 5 22 56
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 1 200 3 6 12 632
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 1 109 3 8 19 622
Financial connectedness among European volatility risk premia 0 0 0 11 2 5 9 43
Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis 0 0 0 2 4 7 16 35
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 227 1 5 24 527
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 203 2 7 18 539
Housing Market Shocks in Italy: a GVAR approach 0 0 0 67 3 5 9 164
Leading indicator properties of US high-yield credit spreads 0 0 0 156 2 8 14 753
Leading indicator properties of US high-yield credit spreads 0 0 0 18 10 19 31 143
Leading indicator properties of the US corporate spreads 0 0 0 191 2 4 9 771
Measuring bank capital requirements through Dynamic Factor analysis 0 0 2 173 1 3 15 435
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 0 0 0 485 2 6 14 1,577
Predicting Bond Betas using Macro-Finance Variables 0 0 0 41 6 9 15 107
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 1 2 9 86
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 0 0 0 207 1 4 9 464
Testing for Contagion: a Time-Scale Decomposition 0 0 1 57 0 6 22 192
The impact of bank concentration on financial distress: the case of the European banking system 0 0 0 16 4 8 15 66
Volatility co-movements: a time scale decomposition analysis 0 1 1 1 4 7 11 19
Volatility risk premia and financial connectedness 0 0 0 8 4 10 13 73
Total Working Papers 0 1 8 2,563 62 144 332 8,193
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 5 5 18 129
Asymmetric semi-volatility spillover effects in EMU stock markets 0 0 1 16 0 2 9 67
Can an unglamorous non-event affect prices? The role of newspapers 0 0 0 1 0 3 14 37
Common Shocks and Climate Risk in European Equities 1 1 2 2 2 2 18 18
Credit demand and supply shocks in Italy during the Great Recession 0 0 1 2 7 13 22 47
Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? 0 0 0 6 0 1 7 30
Economic value, competition and financial distress in the European banking system 0 0 0 95 3 4 10 364
Evaluating currency crises: the case of the European monetary system 0 0 0 5 3 5 11 47
Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? 0 0 0 30 0 0 6 117
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME‐SERIES ANALYSIS 0 0 0 29 0 1 7 98
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR 0 0 0 7 2 3 14 38
Forecasting financial crises and contagion in Asia using dynamic factor analysis 0 0 0 122 1 1 19 364
Forecasting industry sector default rates through dynamic factor models 0 0 0 0 0 1 7 16
Government spending and credit market: Evidence from Italian (NUTS 3) provinces 0 0 1 12 3 6 19 48
Housing market shocks in italy: A GVAR approach 0 0 0 19 3 9 19 89
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 0 0 1 22 2 8 23 96
Leading indicator properties of US high-yield credit spreads 0 0 0 39 2 5 15 201
Macro-uncertainty and financial stress spillovers in the Eurozone 0 0 0 12 2 4 23 84
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 0 0 2 134 2 4 14 381
Predicting bond betas using macro-finance variables 0 0 0 7 1 3 8 48
Risk aversion connectedness in five European countries 0 0 0 8 3 3 11 54
Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region 0 0 1 13 2 3 11 86
Switching to floating exchange rates, devaluations, and stock returns in MENA countries 0 0 1 26 2 2 15 143
Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach 0 0 0 0 1 1 5 9
Testing for contagion: a conditional correlation analysis 0 0 0 230 4 5 11 562
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 0 0 0 138 0 1 12 408
The Euro and Monetary Policy Transparency 0 0 0 26 2 5 8 141
The European sovereign debt market: from integration to segmentation 0 0 1 38 1 4 11 106
Threshold Effects in the U.S. Budget Deficit 0 0 1 181 0 2 10 1,017
Volatility co-movements: A time-scale decomposition analysis 0 0 1 11 9 10 19 83
Total Journal Articles 1 1 13 1,264 62 116 396 4,928

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06