Access Statistics for Stefano d'Addona

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
Business cycle determinants of US foreign direct investments 0 0 0 51 1 1 14 145
Information Quality and Stock Returns Revisited 0 0 0 65 0 1 6 294
Information Quality and Stock Returns Revisited 0 0 0 169 0 1 11 643
Information processing with recursive utility: some intriguing results 0 0 0 31 0 1 14 168
International Stock-Bond Correlations in a Simple Affine Asset Pricing Model 0 0 0 319 1 1 16 757
Multivariate heavy-tailed models for Value-at-Risk estimation 0 0 0 48 0 0 9 111
Nonparametric estimates of pricing functionals 0 0 0 19 1 1 13 34
Testing External Habits in an Asset Pricing Model 0 0 0 30 0 3 27 151
The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules 0 0 0 65 0 1 14 214
The Stability of Tax Elasticities over the Business Cycle in European Countries 0 0 1 149 1 1 17 107
Time Varying Sensitivities on a GRID architecture 0 0 0 76 1 2 8 418
Too Small or too Low? New Evidence on the 4-Factor Model 0 0 0 84 0 1 10 347
Trade margins and exchange rate regimes: new evidence from a panel VAR 0 0 0 34 0 0 7 92
Total Working Papers 0 0 1 1,140 5 14 166 3,481

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL 1 1 1 6 1 2 15 35
Asset pricing and the role of macroeconomic volatility 0 0 0 16 1 3 9 91
Business cycle determinants of US foreign direct investments 0 0 0 17 0 0 12 79
Exchange rates as shock absorbers: The role of export margins 0 0 0 21 1 1 13 170
Forced Manager Turnovers in English Soccer Leagues 0 0 2 36 0 0 13 157
IS IGNORANCE BLISS? THE COST OF BUSINESS-CYCLE UNCERTAINTY 0 0 0 11 0 0 11 63
Information Quality and Stock Returns Revisited 0 0 0 20 0 0 11 81
International stock-bond correlations in a simple affine asset pricing model 0 0 1 86 0 2 17 241
LONG-RUN RISK AND MONEY MARKET RATES: AN EMPIRICAL ASSESSMENT 0 0 1 7 0 0 7 31
MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION 0 0 0 0 0 1 11 21
Nominal and real volatility as determinants of FDI 0 0 0 26 1 2 17 122
Nonparametric estimates of pricing functionals 0 0 0 4 0 2 9 46
Output stabilization in fixed and floating regimes: Does trade of new products matter? 0 0 1 9 0 1 15 127
Problematiche di accesso delle Piccole e Medie Imprese all'innovazione finanziaria: il caso della "securitization" 0 0 0 5 0 0 2 29
Rational Ignorance in Long-run Risk Models 0 0 0 12 1 3 14 49
TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE 0 0 0 0 0 1 4 16
The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules 0 0 0 3 0 1 13 56
The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models 0 0 0 5 0 2 6 45
Total Journal Articles 1 1 6 284 5 21 199 1,459

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Statistics updated 2026-09-10