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 9 12 142
Information Quality and Stock Returns Revisited 0 0 0 169 0 4 7 639
Information Quality and Stock Returns Revisited 0 0 0 65 1 4 5 292
Information processing with recursive utility: some intriguing results 0 0 0 31 1 5 7 161
International Stock-Bond Correlations in a Simple Affine Asset Pricing Model 0 0 0 319 5 9 15 754
Multivariate heavy-tailed models for Value-at-Risk estimation 0 0 0 48 1 6 8 110
Nonparametric estimates of pricing functionals 0 0 0 19 7 11 11 32
Testing external habits in an asset pricing model 0 0 0 30 6 13 17 138
The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules 0 0 1 65 1 6 15 210
The Stability of Tax Elasticities over the Business Cycle in European Countries 0 0 1 149 5 12 17 106
Time Varying Sensitivities on a GRID architecture 0 0 0 76 0 4 5 414
Too Small or too Low? New Evidence on the 4-Factor Model 0 0 1 84 0 5 8 343
Trade margins and exchange rate regimes: new evidence from a panel VAR 0 0 0 34 2 4 4 89
Total Working Papers 0 0 3 1,140 30 92 131 3,430


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 0 5 5 25
Asset pricing and the role of macroeconomic volatility 0 0 0 16 0 3 4 86
Business cycle determinants of US foreign direct investments 0 0 0 17 0 3 8 74
Exchange rates as shock absorbers: The role of export margins 0 0 0 21 2 6 9 165
Forced Manager Turnovers in English Soccer Leagues 0 0 3 36 2 6 13 154
IS IGNORANCE BLISS? THE COST OF BUSINESS-CYCLE UNCERTAINTY 0 0 1 11 0 7 9 60
Information Quality and Stock Returns Revisited 0 0 0 20 0 6 7 77
International stock-bond correlations in a simple affine asset pricing model 0 0 2 86 1 6 11 232
LONG-RUN RISK AND MONEY MARKET RATES: AN EMPIRICAL ASSESSMENT 0 0 1 7 0 2 4 28
MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION 0 0 0 0 0 4 5 15
Nominal and real volatility as determinants of FDI 0 0 0 26 1 7 11 113
Nonparametric estimates of pricing functionals 0 0 0 4 0 1 3 40
Output stabilization in fixed and floating regimes: Does trade of new products matter? 1 1 1 9 3 8 14 122
Problematiche di accesso delle Piccole e Medie Imprese all'innovazione finanziaria: il caso della "securitization" 0 0 0 5 0 0 0 27
Rational Ignorance in Long-run Risk Models 0 0 0 12 0 4 10 43
TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE 0 0 0 0 0 2 3 15
The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules 0 0 0 3 0 7 10 52
The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models 0 0 0 5 0 3 6 42
Total Journal Articles 1 1 8 283 9 80 132 1,370


Statistics updated 2026-03-04