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 0 0 14 144
Information Quality and Stock Returns Revisited 0 0 0 169 1 1 11 643
Information Quality and Stock Returns Revisited 0 0 0 65 0 1 7 294
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 0 1 15 756
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 0 0 12 33
Testing External Habits in an Asset Pricing Model 0 0 0 30 2 4 28 151
The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules 0 0 0 65 1 3 14 214
The Stability of Tax Elasticities over the Business Cycle in European Countries 0 0 1 149 0 0 16 106
Time Varying Sensitivities on a GRID architecture 0 0 0 76 0 1 7 417
Too Small or too Low? New Evidence on the 4-Factor Model 0 0 0 84 0 1 11 347
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 4 13 165 3,476

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 1 1 14 34
Asset pricing and the role of macroeconomic volatility 0 0 0 16 1 2 8 90
Business cycle determinants of US foreign direct investments 0 0 0 17 0 1 13 79
Exchange rates as shock absorbers: The role of export margins 0 0 0 21 0 1 12 169
Forced Manager Turnovers in English Soccer Leagues 0 0 2 36 0 1 14 157
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 2 3 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 1 2 11 21
Nominal and real volatility as determinants of FDI 0 0 0 26 1 2 17 121
Nonparametric estimates of pricing functionals 0 0 0 4 1 2 9 46
Output stabilization in fixed and floating regimes: Does trade of new products matter? 0 0 1 9 1 2 16 127
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 2 2 14 48
TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE 0 0 0 0 1 1 4 16
The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules 0 0 0 3 1 1 14 56
The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models 0 0 0 5 1 2 8 45
Total Journal Articles 0 0 5 283 13 23 202 1,454

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Statistics updated 2026-08-07