Sfoglia per Autore
Testing for Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach
2001 Cipollini, Andrea
The Euro and Monetary Policy Transparency
2002 Caporale, G; Cipollini, Andrea
Does Inflation Targeting Affect the Trade-Off between Output Gap and Inflation Variability?
2002 Arestis, P; Caporale, G; Cipollini, Andrea
Threshold Effects in the U.S. Budget Deficit
2004 Arestis, P.; Cipollini, Andrea; Fattouh, B.
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity
2005 Caporale, G.; Cipollini, Andrea; Demetriades, P.
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis
2005 Arestis, P.; Caporale, G.; Cipollini, Andrea; Spagnolo, N.
Testing for contagion: a conditional correlation analysis
2005 Caporale, G.; Cipollini, Andrea; Spagnolo, N.
Dynamic factor analysis of industry sector default rates and implication for portfolio credit risk modelling
2007 Cipollini, A.; Missaglia, G.
Leading indicator properties of US high-yield credit spread
2007 Cipollini, A.; Aslanidis, N.
Measuring bank capital requirements through dynamic factor analysis
2008 Cipollini, A.; Missaglia, G.
Forecasting financial crises and contagion in Asia using dynamic factor analysis
2008 Cipollini, A.; Kapetanios, G.
A stochastic variance factor model for large datasets and an application to S&P data
2008 Cipollini, Andrea; Kapetanios, G.
Forecasting industry sector default rates through dynamic factor models
2008 Cipollini, Andrea; Missaglia, G.
Evaluating currency crises: the case of the European monetary system
2008 Cipollini, Andrea; Mouratidis, K; Spagnolo, N.
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME-SERIES ANALYSIS
2009 Cipollini, Andrea; Fattouh, B; Mouratidis, K.
Forecasting financial crises and contagion in Asia using dynamic factor analysis
2009 Cipollini, Andrea; Kapetanios, G.
The impact of bank concentration on financial distress: them case of the European banking system
2009 Cipollini, A.; Fiordelisi, F.
Testing for Contagion: a Time-Scale Decomposition
2010 Cipollini, A.; Lo Cascio, I.
Leading indicator properties of US high-yield credit spreads
2010 Nektarios, Aslanidis; Cipollini, Andrea
Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region
2010 Cipollini, Andrea; M. A., Eissa; G., Chortareas
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