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 1 13 145
Information Quality and Stock Returns Revisited 0 0 0 65 0 0 6 294
Information Quality and Stock Returns Revisited 0 0 0 169 3 3 13 646
Information processing with recursive utility: some intriguing results 0 0 0 31 1 2 15 170
International Stock-Bond Correlations in a Simple Affine Asset Pricing Model 0 0 0 319 0 2 16 758
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 3 7 19 40
Testing External Habits in an Asset Pricing Model 0 0 0 30 0 0 26 151
The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules 0 0 0 65 1 1 12 215
The Stability of Tax Elasticities over the Business Cycle in European Countries 0 0 1 149 2 4 20 110
Time Varying Sensitivities on a GRID architecture 0 0 0 76 2 5 12 422
Too Small or too Low? New Evidence on the 4-Factor Model 0 0 0 84 1 1 11 348
Trade margins and exchange rate regimes: new evidence from a panel VAR 0 0 0 34 1 1 8 93
Total Working Papers 0 0 1 1,140 14 27 180 3,503

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 1 1 6 1 3 17 37
Asset pricing and the role of macroeconomic volatility 0 0 0 16 1 2 9 92
Business cycle determinants of US foreign direct investments 0 0 0 17 1 2 12 81
Exchange rates as shock absorbers: The role of export margins 0 0 0 21 2 3 15 172
Forced Manager Turnovers in English Soccer Leagues 0 0 0 36 3 4 13 161
IS IGNORANCE BLISS? THE COST OF BUSINESS-CYCLE UNCERTAINTY 0 0 0 11 1 1 11 64
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 0 86 0 1 17 242
LONG-RUN RISK AND MONEY MARKET RATES: AN EMPIRICAL ASSESSMENT 0 0 0 7 2 2 7 33
MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION 0 0 0 0 0 0 11 21
Nominal and real volatility as determinants of FDI 0 0 0 26 2 3 19 124
Nonparametric estimates of pricing functionals 0 0 0 4 2 2 10 48
Output stabilization in fixed and floating regimes: Does trade of new products matter? 0 0 1 9 0 0 14 127
Problematiche di accesso delle Piccole e Medie Imprese all'innovazione finanziaria: il caso della "securitization" 0 0 0 5 2 2 4 31
Rational Ignorance in Long-run Risk Models 0 0 0 12 1 2 14 50
TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE 0 0 0 0 1 1 4 17
The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules 1 1 1 4 1 1 13 57
The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models 0 0 0 5 4 4 10 49
Total Journal Articles 1 2 3 285 24 33 211 1,487

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Statistics updated 2026-11-12