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 2 2 2 10
Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis 0 0 0 339 0 1 1 848
Climate risk and investment in equities in Europe: a Panel SVAR approach 0 0 4 14 1 1 18 43
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 1 1 109 0 1 1 604
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 1 1 200 1 2 5 622
Financial connectedness among European volatility risk premia 0 0 0 11 2 2 4 36
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 0 3 3 506
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 1 156 0 1 3 741
Leading indicator properties of US high-yield credit spreads 0 0 0 18 1 1 3 114
Leading indicator properties of the US corporate spreads 0 0 1 191 0 1 4 763
Measuring bank capital requirements through Dynamic Factor analysis 0 1 1 172 2 5 5 425
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 0 0 0 485 0 1 2 1,565
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 0 0 0 77
Predicting Bond Betas using Macro-Finance Variables 0 0 0 41 0 0 3 93
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 0 0 0 207 0 0 5 457
Testing for Contagion: a Time-Scale Decomposition 0 0 1 57 0 0 2 172
The impact of bank concentration on financial distress: the case of the European banking system 0 0 2 16 0 0 4 52
Volatility co-movements: a time scale decomposition analysis 0 0 0 0 0 0 1 9
Volatility risk premia and financial connectedness 0 0 0 8 0 0 1 60
Total Working Papers 0 3 12 2,560 9 21 71 7,900
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 3 4 114
Asymmetric semi-volatility spillover effects in EMU stock markets 0 0 1 16 0 0 2 60
Can an unglamorous non-event affect prices? The role of newspapers 0 0 0 1 0 0 3 25
Credit demand and supply shocks in Italy during the Great Recession 0 0 1 2 0 0 6 30
Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? 0 0 0 6 1 2 4 25
Economic value, competition and financial distress in the European banking system 0 0 0 95 0 0 4 355
Evaluating currency crises: the case of the European monetary system 0 0 0 5 2 3 5 39
Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? 0 0 0 30 0 0 2 113
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME‐SERIES ANALYSIS 0 0 0 29 1 1 3 94
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR 0 0 0 7 1 1 4 26
Forecasting financial crises and contagion in Asia using dynamic factor analysis 0 0 0 122 0 0 2 346
Government spending and credit market: Evidence from Italian (NUTS 3) provinces 1 1 3 12 1 1 8 31
Housing market shocks in italy: A GVAR approach 0 0 2 19 0 1 4 72
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 0 0 2 22 1 2 11 80
Leading indicator properties of US high-yield credit spreads 0 0 0 39 0 0 2 187
Macro-uncertainty and financial stress spillovers in the Eurozone 0 0 0 12 4 4 9 68
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 0 0 3 133 0 1 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 0 1 2 45
Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region 0 0 2 13 2 3 7 81
Switching to floating exchange rates, devaluations, and stock returns in MENA countries 0 0 2 26 0 2 6 132
Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach 0 0 0 0 1 1 2 5
Testing for contagion: a conditional correlation analysis 0 0 1 230 3 4 6 555
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 0 0 0 138 2 3 7 402
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 0 1 2 96
Threshold Effects in the U.S. Budget Deficit 1 1 2 181 1 1 4 1,009
Volatility co-movements: A time-scale decomposition analysis 0 0 0 10 4 4 4 68
Total Journal Articles 2 2 20 1,259 27 39 122 4,603

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Statistics updated 2025-11-08