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 2 3 14 144
Information Quality and Stock Returns Revisited 0 0 0 65 0 2 6 293
Information Quality and Stock Returns Revisited 0 0 0 169 0 3 10 642
Information processing with recursive utility: some intriguing results 0 0 0 31 3 7 13 167
International Stock-Bond Correlations in a Simple Affine Asset Pricing Model 0 0 0 319 1 6 16 755
Multivariate heavy-tailed models for Value-at-Risk estimation 0 0 0 48 1 2 9 111
Nonparametric estimates of pricing functionals 0 0 0 19 1 8 12 33
Testing External Habits in an Asset Pricing Model 0 0 0 30 3 15 25 147
The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules 0 0 1 65 1 2 14 211
The Stability of Tax Elasticities over the Business Cycle in European Countries 0 0 1 149 0 5 16 106
Time Varying Sensitivities on a GRID architecture 0 0 0 76 2 2 6 416
Too Small or too Low? New Evidence on the 4-Factor Model 0 0 1 84 2 3 11 346
Trade margins and exchange rate regimes: new evidence from a panel VAR 0 0 0 34 2 5 7 92
Total Working Papers 0 0 3 1,140 18 63 159 3,463

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 0 0 0 5 5 8 13 33
Asset pricing and the role of macroeconomic volatility 0 0 0 16 2 2 6 88
Business cycle determinants of US foreign direct investments 0 0 0 17 4 4 12 78
Exchange rates as shock absorbers: The role of export margins 0 0 0 21 1 5 11 168
Forced Manager Turnovers in English Soccer Leagues 0 0 2 36 1 4 13 156
IS IGNORANCE BLISS? THE COST OF BUSINESS-CYCLE UNCERTAINTY 0 0 0 11 2 3 11 63
Information Quality and Stock Returns Revisited 0 0 0 20 3 4 11 81
International stock-bond correlations in a simple affine asset pricing model 0 0 2 86 5 7 17 238
LONG-RUN RISK AND MONEY MARKET RATES: AN EMPIRICAL ASSESSMENT 0 0 1 7 2 3 7 31
MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION 0 0 0 0 3 4 9 19
Nominal and real volatility as determinants of FDI 0 0 0 26 5 7 16 119
Nonparametric estimates of pricing functionals 0 0 0 4 4 4 7 44
Output stabilization in fixed and floating regimes: Does trade of new products matter? 0 1 1 9 3 6 16 125
Problematiche di accesso delle Piccole e Medie Imprese all'innovazione finanziaria: il caso della "securitization" 0 0 0 5 2 2 2 29
Rational Ignorance in Long-run Risk Models 0 0 0 12 3 3 13 46
TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE 0 0 0 0 0 0 3 15
The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules 0 0 0 3 3 3 13 55
The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models 0 0 0 5 1 1 6 43
Total Journal Articles 0 1 6 283 49 70 186 1,431

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06