CIPOLLINI, Andrea
CIPOLLINI, Andrea
Dipartimento di Economia "Marco Biagi"
A note on normalization schemes: The case of generalized forecast error variance decompositions
2016-01-01 Caloia, F. G.; Cipollini, A.; Muzzioli, S.
A stochastic variance factor model for large datasets and an application to S&P data
2008-01-01 Cipollini, Andrea; Kapetanios, G.
Does Inflation Targeting Affect the Trade-Off between Output Gap and Inflation Variability?
2002-01-01 Arestis, P; Caporale, G; Cipollini, Andrea
Dynamic factor analysis of industry sector default rates and implication for portfolio credit risk modelling
2007-01-01 Cipollini, A.; Missaglia, G.
Economic value, competition and financial distress in the European banking system
2012-01-01 Cipollini, Andrea; F., Fiordelisi
Evaluating currency crises: the case of the European monetary system
2008-01-01 Cipollini, Andrea; Mouratidis, K; Spagnolo, N.
Exchange Rates and Stock Prices in the MENA countries: What Role for Oil?
2011-01-01 M., Abdelaziz; G. Chortareas, G.; Cipollini, Andrea
Financial connectedness among European volatility risk premia
2015-01-01 Cipollini, A.; Lo Cascio, I.; Muzzioli, S.
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME-SERIES ANALYSIS
2009-01-01 Cipollini, Andrea; Fattouh, B; Mouratidis, K.
Forecasting financial crises and contagion in Asia using dynamic factor analysis
2008-01-01 Cipollini, A.; Kapetanios, G.
Forecasting financial crises and contagion in Asia using dynamic factor analysis
2009-01-01 Cipollini, Andrea; Kapetanios, G.
Forecasting industry sector default rates through dynamic factor models
2008-01-01 Cipollini, Andrea; Missaglia, G.
Housing Market Shocks in Italy: a GVAR Approach
2018-01-01 Cipollini, A.; Parla, F.
Leading indicator properties of US high-yield credit spread
2007-01-01 Cipollini, A.; Aslanidis, N.
Leading indicator properties of US high-yield credit spreads
2010-01-01 Nektarios, Aslanidis; Cipollini, Andrea
Measuring bank capital requirements through dynamic factor analysis
2008-01-01 Cipollini, A.; Missaglia, G.
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity
2005-01-01 Caporale, G.; Cipollini, Andrea; Demetriades, P.
On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study
2018-01-01 Caloia, F.; Cipollini, A.; Muzzioli, S.
Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region
2010-01-01 Cipollini, Andrea; M. A., Eissa; G., Chortareas
Switching to floating exchange rates, devaluations and stock returns in MENA countries
2012-01-01 M., Abdelaziz; G. Chortareas, G.; Cipollini, Andrea