CIPOLLINI, Andrea

CIPOLLINI, Andrea  

Dipartimento di Economia "Marco Biagi"  

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Risultati 1 - 20 di 33 (tempo di esecuzione: 0.047 secondi).
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A note on normalization schemes: The case of generalized forecast error variance decompositions 1-gen-2016 Caloia, F. G.; Cipollini, A.; Muzzioli, S.
A stochastic variance factor model for large datasets and an application to S&P data 1-gen-2008 Cipollini, Andrea; Kapetanios, G.
Climate risk and investment in equities in Europe: a Panel SVAR approach 1-gen-2023 Cipollini, A; Parla, F.
Climate risk definition and measures: asset pricing models and stock returns 1-gen-2024 Capriotti, A.; Cipollini, A.; Muzzioli, S.
Does Inflation Targeting Affect the Trade-Off between Output Gap and Inflation Variability? 1-gen-2002 Arestis, P; Caporale, G; Cipollini, Andrea
Dynamic factor analysis of industry sector default rates and implication for portfolio credit risk modelling 1-gen-2007 Cipollini, A.; Missaglia, G.
Economic value, competition and financial distress in the European banking system 1-gen-2012 Cipollini, Andrea; F., Fiordelisi
Evaluating currency crises: the case of the European monetary system 1-gen-2008 Cipollini, Andrea; Mouratidis, K; Spagnolo, N.
Exchange Rates and Stock Prices in the MENA countries: What Role for Oil? 1-gen-2011 M., Abdelaziz; G. Chortareas, G.; Cipollini, Andrea
Financial connectedness among European volatility risk premia 1-gen-2015 Cipollini, A.; Lo Cascio, I.; Muzzioli, S.
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME-SERIES ANALYSIS 1-gen-2009 Cipollini, Andrea; Fattouh, B; Mouratidis, K.
Forecasting financial crises and contagion in Asia using dynamic factor analysis 1-gen-2008 Cipollini, A.; Kapetanios, G.
Forecasting financial crises and contagion in Asia using dynamic factor analysis 1-gen-2009 Cipollini, Andrea; Kapetanios, G.
Forecasting industry sector default rates through dynamic factor models 1-gen-2008 Cipollini, Andrea; Missaglia, G.
Housing Market Shocks in Italy: a GVAR Approach 1-gen-2018 Cipollini, A.; Parla, F.
Leading indicator properties of US high-yield credit spread 1-gen-2007 Cipollini, A.; Aslanidis, N.
Leading indicator properties of US high-yield credit spreads 1-gen-2010 Nektarios, Aslanidis; Cipollini, Andrea
Measuring bank capital requirements through dynamic factor analysis 1-gen-2008 Cipollini, A.; Missaglia, G.
Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity 1-gen-2005 Caporale, G.; Cipollini, Andrea; Demetriades, P.
On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study 1-gen-2018 Caloia, F.; Cipollini, A.; Muzzioli, S.