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 3 10 18
A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data 0 0 0 1 0 1 8 16
Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis 0 0 0 339 0 4 9 856
Climate risk and investment in equities in Europe: a Panel SVAR approach 0 0 1 15 1 6 18 57
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 1 200 0 3 12 632
Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling 0 0 1 109 1 5 20 623
Financial connectedness among European volatility risk premia 0 0 0 11 0 5 9 43
Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis 0 0 0 2 0 6 16 35
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 203 0 3 18 539
Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis 0 0 0 227 1 3 25 528
Housing Market Shocks in Italy: a GVAR approach 0 0 0 67 0 5 9 164
Leading indicator properties of US high-yield credit spreads 0 0 0 156 2 5 16 755
Leading indicator properties of US high-yield credit spreads 0 0 0 18 0 13 30 143
Leading indicator properties of the US corporate spreads 0 0 0 191 0 2 9 771
Measuring bank capital requirements through Dynamic Factor analysis 0 0 2 173 1 3 16 436
Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity 0 0 0 485 0 4 14 1,577
Predicting Bond Betas using Macro-Finance Variables 0 0 0 35 0 1 9 86
Predicting Bond Betas using Macro-Finance Variables 0 0 0 41 0 6 15 107
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 0 0 0 207 0 1 9 464
Testing for Contagion: a Time-Scale Decomposition 0 0 1 57 0 0 22 192
The impact of bank concentration on financial distress: the case of the European banking system 0 0 0 16 0 5 15 66
Volatility co-movements: a time scale decomposition analysis 0 1 1 1 0 7 11 19
Volatility risk premia and financial connectedness 0 0 0 8 1 9 14 74
Total Working Papers 0 1 7 2,563 8 100 334 8,201
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 1 6 19 130
Asymmetric semi-volatility spillover effects in EMU stock markets 0 0 1 16 1 2 10 68
Can an unglamorous non-event affect prices? The role of newspapers 0 0 0 1 0 1 14 37
Common Shocks and Climate Risk in European Equities 0 1 2 2 2 4 20 20
Credit demand and supply shocks in Italy during the Great Recession 0 0 0 2 0 10 18 47
Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? 0 0 0 6 2 2 9 32
Economic value, competition and financial distress in the European banking system 0 0 0 95 0 3 10 364
Evaluating currency crises: the case of the European monetary system 0 0 0 5 0 3 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 1 1 8 99
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR 0 0 0 7 1 4 14 39
Forecasting financial crises and contagion in Asia using dynamic factor analysis 0 0 0 122 2 3 21 366
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 5 19 48
Housing market shocks in italy: A GVAR approach 0 0 0 19 0 6 18 89
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study 0 0 1 22 0 6 23 96
Leading indicator properties of US high-yield credit spreads 0 0 0 39 1 5 16 202
Macro-uncertainty and financial stress spillovers in the Eurozone 0 0 0 12 0 2 23 84
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 0 0 2 134 1 3 14 382
Predicting bond betas using macro-finance variables 0 0 0 7 1 3 9 49
Risk aversion connectedness in five European countries 0 0 0 8 0 3 11 54
Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region 0 0 1 13 0 3 10 86
Switching to floating exchange rates, devaluations, and stock returns in MENA countries 0 0 0 26 3 5 17 146
Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach 0 0 0 0 0 1 5 9
Testing for contagion: a conditional correlation analysis 0 0 0 230 0 4 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 0 3 8 141
The European sovereign debt market: from integration to segmentation 0 0 1 38 0 3 11 106
Threshold Effects in the U.S. Budget Deficit 0 0 1 181 2 4 12 1,019
Volatility co-movements: A time-scale decomposition analysis 0 0 1 11 1 11 20 84
Total Journal Articles 0 1 11 1,264 19 107 406 4,947

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Statistics updated 2026-06-04