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 3 4 4 12
A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data 0 0 0 1 2 4 4 12
Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis 0 0 0 339 0 0 1 848
Climate risk and investment in equities in Europe: a Panel SVAR approach 0 1 4 15 3 7 21 49
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 1 109 0 2 3 606
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 1 200 0 2 6 623
Financial connectedness among European volatility risk premia 0 0 0 11 0 2 4 36
Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis 0 0 0 2 4 5 6 24
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 203 1 4 5 525
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 227 2 3 6 509
Housing Market Shocks in Italy: a GVAR approach 0 0 0 67 0 0 2 155
Leading indicator properties of US high-yield credit spreads 0 0 0 18 1 2 4 115
Leading indicator properties of US high-yield credit spreads 0 0 1 156 1 1 4 742
Leading indicator properties of the US corporate spreads 0 0 1 191 1 3 7 766
Measuring bank capital requirements through Dynamic Factor analysis 1 1 2 173 4 7 10 430
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 0 0 0 485 3 4 6 1,569
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 5 5 5 82
Predicting Bond Betas using Macro-Finance Variables 0 0 0 41 1 1 3 94
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 0 0 0 207 1 1 6 458
Testing for Contagion: a Time-Scale Decomposition 0 0 1 57 2 5 7 177
The impact of bank concentration on financial distress: the case of the European banking system 0 0 2 16 0 1 4 53
Volatility co-movements: a time scale decomposition analysis 0 0 0 0 2 2 3 11
Volatility risk premia and financial connectedness 0 0 0 8 1 1 2 61
Total Working Papers 1 2 13 2,562 37 66 123 7,957
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 3 6 7 117
Asymmetric semi-volatility spillover effects in EMU stock markets 0 0 1 16 0 1 3 61
Can an unglamorous non-event affect prices? The role of newspapers 0 0 0 1 2 5 8 30
Common Shocks and Climate Risk in European Equities 0 0 1 1 2 5 8 8
Credit demand and supply shocks in Italy during the Great Recession 0 0 1 2 2 2 8 32
Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? 0 0 0 6 2 3 5 27
Economic value, competition and financial distress in the European banking system 0 0 0 95 1 4 7 359
Evaluating currency crises: the case of the European monetary system 0 0 0 5 1 4 7 41
Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? 0 0 0 30 0 3 5 116
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME‐SERIES ANALYSIS 0 0 0 29 1 2 4 95
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR 0 0 0 7 0 4 7 29
Forecasting financial crises and contagion in Asia using dynamic factor analysis 0 0 0 122 2 5 6 351
Forecasting industry sector default rates through dynamic factor models 0 0 0 0 2 5 14 14
Government spending and credit market: Evidence from Italian (NUTS 3) provinces 0 1 3 12 1 7 14 37
Housing market shocks in italy: A GVAR approach 0 0 1 19 1 3 6 75
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 0 0 1 22 3 5 14 84
Leading indicator properties of US high-yield credit spreads 0 0 0 39 1 5 7 192
Macro-uncertainty and financial stress spillovers in the Eurozone 0 0 0 12 2 9 13 73
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 0 0 3 133 1 1 9 373
Predicting bond betas using macro-finance variables 0 0 0 7 0 3 3 43
Risk aversion connectedness in five European countries 0 0 0 8 1 4 6 49
Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region 0 0 2 13 0 3 8 82
Switching to floating exchange rates, devaluations, and stock returns in MENA countries 0 0 1 26 1 4 9 136
Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach 0 0 0 0 2 3 4 7
Testing for contagion: a conditional correlation analysis 0 0 0 230 1 4 6 556
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 0 0 0 138 1 3 8 403
The Euro and Monetary Policy Transparency 0 0 0 26 1 1 1 134
The European sovereign debt market: from integration to segmentation 1 1 1 38 2 5 6 101
Threshold Effects in the U.S. Budget Deficit 0 1 2 181 3 4 7 1,012
Volatility co-movements: A time-scale decomposition analysis 0 0 0 10 2 7 7 71
Total Journal Articles 1 3 17 1,261 41 120 217 4,708

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Statistics updated 2026-01-09