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 0 0 1 8
Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis 0 0 0 339 0 0 1 847
Climate risk and investment in equities in Europe: a Panel SVAR approach 1 2 4 12 2 4 17 31
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 0 199 0 0 2 617
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 0 108 0 0 1 603
Financial connectedness among European volatility risk premia 0 0 1 11 1 1 4 33
Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis 0 0 0 2 0 1 1 19
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 203 1 1 2 521
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 227 0 0 0 503
Housing Market Shocks in Italy: a GVAR approach 0 0 1 67 0 1 5 154
Leading indicator properties of US high-yield credit spreads 1 1 1 156 1 1 2 739
Leading indicator properties of US high-yield credit spreads 0 0 0 18 0 1 1 112
Leading indicator properties of the US corporate spreads 0 0 0 190 1 2 3 761
Measuring bank capital requirements through Dynamic Factor analysis 0 0 0 171 0 0 0 420
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 0 0 1 485 0 0 1 1,563
Predicting Bond Betas using Macro-Finance Variables 0 0 2 41 1 1 4 92
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 0 0 0 77
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 0 0 0 207 1 1 1 453
Testing for Contagion: a Time-Scale Decomposition 0 0 0 56 0 0 0 170
The impact of bank concentration on financial distress: the case of the European banking system 1 1 1 15 1 2 5 50
Volatility co-movements: a time scale decomposition analysis 0 0 0 0 0 0 0 8
Volatility risk premia and financial connectedness 0 0 1 8 0 0 2 59
Total Working Papers 3 4 12 2,552 9 16 53 7,848
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 1 33 1 1 2 111
Asymmetric semi-volatility spillover effects in EMU stock markets 0 0 2 15 0 0 4 58
Can an unglamorous non-event affect prices? The role of newspapers 0 0 0 1 1 1 1 23
Credit demand and supply shocks in Italy during the Great Recession 0 0 0 1 0 0 1 24
Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? 0 0 1 6 0 0 8 22
Economic value, competition and financial distress in the European banking system 0 0 1 95 1 1 6 353
Evaluating currency crises: the case of the European monetary system 0 0 0 5 0 1 2 35
Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? 0 0 0 30 0 0 0 111
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME‐SERIES ANALYSIS 0 0 0 29 0 0 1 91
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR 0 0 1 7 0 1 5 23
Forecasting financial crises and contagion in Asia using dynamic factor analysis 0 0 0 122 0 0 1 345
Government spending and credit market: Evidence from Italian (NUTS 3) provinces 0 0 1 9 0 4 8 27
Housing market shocks in italy: A GVAR approach 1 2 4 19 1 2 10 70
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 0 1 2 21 2 3 8 72
Leading indicator properties of US high-yield credit spreads 0 0 0 39 1 1 2 186
Macro-uncertainty and financial stress spillovers in the Eurozone 0 0 1 12 1 2 3 61
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 0 1 3 131 0 1 6 365
Predicting bond betas using macro-finance variables 0 0 0 7 0 0 1 40
Risk aversion connectedness in five European countries 0 0 1 8 0 0 1 43
Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region 0 0 0 11 0 0 0 74
Switching to floating exchange rates, devaluations, and stock returns in MENA countries 0 1 2 25 1 2 5 128
Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach 0 0 0 0 1 1 1 4
Testing for contagion: a conditional correlation analysis 0 0 4 230 0 0 5 550
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 0 0 0 138 0 0 0 395
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 0 1 95
Threshold Effects in the U.S. Budget Deficit 0 0 0 179 0 0 0 1,005
Volatility co-movements: A time-scale decomposition analysis 0 0 0 10 0 0 0 64
Total Journal Articles 1 5 25 1,246 10 21 82 4,508

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Statistics updated 2025-03-03