andrea cipollini : Citation Profile


Are you andrea cipollini?

Università degli Studi di Palermo (90% share)
Università degli Studi di Modena e Reggio Emilia (5% share)
Università degli Studi di Modena e Reggio Emilia (5% share)

10

H index

10

i10 index

332

Citations

RESEARCH PRODUCTION:

21

Articles

23

Papers

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 19
   Journals where andrea cipollini has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 6 (1.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pci12
   Updated: 2018-10-13    RAS profile: 2018-06-13    
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Relations with other researchers


Works with:

Muzzioli, Silvia (3)

Christiansen, Charlotte (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with andrea cipollini.

Is cited by:

Rigobon, Roberto (13)

Dungey, Mardi (9)

Piergallini, Alessandro (8)

Caporale, Guglielmo Maria (8)

Panopoulou, Ekaterini (7)

McAleer, Michael (7)

Flavin, Thomas (7)

Torricelli, Costanza (7)

Fry-McKibbin, Renee (7)

Beirne, John (6)

Spagnolo, Nicola (6)

Cites to:

Bollerslev, Tim (29)

Diebold, Francis (26)

Reichlin, Lucrezia (19)

Forni, Mario (17)

Pesaran, M (15)

Lippi, Marco (15)

Bekaert, Geert (14)

Andersen, Torben (14)

Hoerova, Marie (13)

Stock, James (12)

Watson, Mark (12)

Main data


Where andrea cipollini has published?


Journals with more than one article published# docs
Journal of Empirical Finance3
Manchester School2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"6
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) / Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi"4
Working Papers / Universitat Rovira i Virgili, Department of Economics2
Department of Economics / University of Modena and Reggio E., Faculty of Economics "Marco Biagi"2

Recent works citing andrea cipollini (2018 and 2017)


YearTitle of citing document
2017Improving Forecast Accuracy of Financial Vulnerability: PLS Factor Model Approach. (2017). Kim, Hyeongwoo ; Ko, Kyunghwan . In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2017-03.

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2017Improving Forecast Accuracy of Financial Vulnerability: Partial Least Squares Factor Model Approach. (2017). Ko, Kyunghwan . In: Working Papers. RePEc:bok:wpaper:1714.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; Hanson, Jesper ; Giuliodori, Massimo ; de Jong, Frank. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11932.

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2017Bid-to-cover and yield changes around public debt auctions in the euro area. (2017). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20172056.

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2017An Early Warning System for Currency Crisis: A Comparative Study for the Case of Jordan and Egypt. (2017). Al-Assaf, Ghazi . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-7.

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2018The Impact of Profitability on Market Value Added: Evidence from Turkish Informatics and Technology Firms. (2018). AKGUN, Ali Ihsan ; Oztop, Ali Osman ; Samiloglu, Famil. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-13.

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2017Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies?. (2017). Wali, Muammer ; Manzur, Meher ; Chan, Felix. In: Journal of Asian Economics. RePEc:eee:asieco:v:50:y:2017:i:c:p:62-72.

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2017The impacts of competition and shadow banking on profitability: Evidence from the Chinese banking industry. (2017). Tan, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:89-106.

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2017Heterogeneous market structure and systemic risk: Evidence from dual banking systems. (2017). Abedifar, Pejman ; Hashem, Shatha Qamhieh ; Giudici, Paolo. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:96-119.

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2018Risk, competition and efficiency in banking: Evidence from China. (2018). Floros, Christos ; Tan, Yong. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:223-236.

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2018Sovereign credit rating determinants under financial crises. (2018). , Joo ; Jose , ; Manuel, . In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:1-13.

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2017Financial market implications of monetary policy coincidences: Evidence from the UK and Euro Area government-bond markets. (2017). Arestis, Philip ; Phelps, Peter . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:88-102.

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2018Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?. (2018). Aristeidis, Samitas ; Elias, Kampouris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:263-286.

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2018Bid-to-cover and yield changes around public debt auctions in the euro area. (2018). Beetsma, Roel ; de Jong, Frank ; Hanson, Jesper ; Giuliodori, Massimo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:118-134.

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2017Regionally integrated asset pricing on the African stock markets: Evidence from the Fama French and Carhart models. (2017). Boamah, Nicholas Addai ; Loudon, Geoffrey ; Watts, Edward . In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:29-44.

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2017European equity market integration and joint relationship of conditional volatility and correlations. (2017). Virk, Nader ; Javed, Farrukh . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:53-77.

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2017Intraday industry-specific spillover effect in European equity markets. (2017). Mateus, Cesario ; Chinthalapati, Raju . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:278-298.

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2017Renewables diffusion and contagion effect in Italian regional electricity markets: Assessment and policy implications. (2017). Polinori, Paolo ; Bollino, Carlo Andrea ; Bigerna, Simona ; Ciferri, Davide . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:68:y:2017:i:p1:p:199-211.

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2017Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis. (2017). Kumar, Dilip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:149-167.

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2017What drives dynamic comovements of stock markets in the Pacific Basin region?: A quantile regression approach. (2017). Lee, Hyunchul ; Mo, Seung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:314-327.

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2017The dynamics of the relative global sector effects and contagion in emerging markets equity returns. (2017). Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:433-453.

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2017The impacts of risk-taking behaviour and competition on technical efficiency: Evidence from the Chinese banking industry. (2017). Tan, Yong ; Anchor, John . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:90-104.

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2017Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models. (2017). McAleer, Michael ; Kobayashi, M ; Chen, J. In: Econometric Institute Research Papers. RePEc:ems:eureir:99788.

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2018Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets. (2018). Lee, Kuo-Jung ; Shih, You ; Lu, Su-Lien. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:16-:d:138939.

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2018The Credit Default Swap market contagion during recent crises: International evidence. (2018). Sabkha, Saker ; Hmaied, Dorra ; de Peretti, Christian. In: Post-Print. RePEc:hal:journl:hal-01572510.

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2017The Credit Default Swap market contagion during recent crises: International evidence. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01572510.

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2017Past Income Scarcity and Current Perception of Financial Fragility. (2017). Torricelli, Costanza ; Gallo, Giovanni ; Baldini, Massimo. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0064.

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2018Customer Complaining and Probability of Default in Consumer Credit. (2018). Cosma, Stefano ; Vezzani, Paola ; Pancotto, Francesca . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0068.

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2017Past Income Scarcity and Current Perception of Financial Fragility. (2017). Torricelli, Costanza ; Gallo, Giovanni ; Baldini, Massimo. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:17121.

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2018Customer Complaining and Probability of Default in Consumer Credit. (2018). Cosma, Stefano ; Vezzani, Paola ; Pancotto, Francesca . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:18031.

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2017Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems. (2017). Giudici, Paolo ; Abedifar, Pejman ; Hashem, Shatha . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0134.

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2017Bank Stability and Competition: Evidence from Albanian Banking Market. (2017). Shijaku, Gerti. In: MPRA Paper. RePEc:pra:mprapa:79891.

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2017Is the Thai Government Revenue-Spending Nexus Asymmetric?. (2017). Jiranyakul, Komain. In: MPRA Paper. RePEc:pra:mprapa:83163.

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2018Nonlinear Policy Behavior, Multiple Equilibria and Debt-Deflation Attractors. (2018). Piergallini, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:88336.

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2017Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data. (2017). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue. In: Working Papers. RePEc:pre:wpaper:201759.

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2017How Does Competition Affect Bank Stability After the Global Crises in the Case of the Albanian Banking System?. (2017). Shijaku, Gerti. In: South-Eastern Europe Journal of Economics. RePEc:seb:journl:v:15:y:2017:i:2:p:175-208.

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2018On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis. (2018). Bahmani-Oskooee, Mohsen ; Saha, Sujata. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9388-8.

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2017Dramatic Declines in Higher Education Appropriations: State Conditions for Budget Punctuations. (2017). Li, Amy Y. In: Research in Higher Education. RePEc:spr:reihed:v:58:y:2017:i:4:d:10.1007_s11162-016-9432-0.

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2017Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models. (2017). McAleer, Michael ; Kobayashi, Masahito ; Chen, Jinghui . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170022.

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2017Testing for volatility co-movement in bivariate stochastic volatility models. (2017). McAleer, Michael ; Chen, Jinghui ; Kobayashi, Masahito . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1710.

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Works by andrea cipollini:


YearTitleTypeCited
2017Predicting Bond Betas using Macro-Finance Variables In: CREATES Research Papers.
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2018Predicting Bond Betas using Macro-Finance Variables.(2018) In: Working Papers.
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2009FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME-SERIES ANALYSIS In: Economic Inquiry.
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article10
2001Testing for Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach. In: Manchester School.
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article15
2002Does Inflation Targeting Affect the Trade-Off between Output Gap and Inflation Variability? In: Manchester School.
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article18
2011Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? In: Review of Development Economics.
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article2
2018Risk aversion connectedness in five European countries In: Economic Modelling.
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article0
2008A stochastic variance factor model for large datasets and an application to S&P data In: Economics Letters.
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article10
2004A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data.(2004) In: Working Papers.
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2005Testing for contagion: a conditional correlation analysis In: Journal of Empirical Finance.
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article122
2009Forecasting financial crises and contagion in Asia using dynamic factor analysis In: Journal of Empirical Finance.
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article11
2008Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis.(2008) In: Center for Economic Research (RECent).
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2005Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis.(2005) In: Working Papers.
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2006Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis.(2006) In: Computing in Economics and Finance 2006.
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2015Volatility co-movements: A time-scale decomposition analysis In: Journal of Empirical Finance.
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article1
2012Switching to floating exchange rates, devaluations, and stock returns in MENA countries In: International Review of Financial Analysis.
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2018Asymmetric semi-volatility spillover effects in EMU stock markets In: International Review of Financial Analysis.
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2012Economic value, competition and financial distress in the European banking system In: Journal of Banking & Finance.
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article14
2005Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity In: Journal of International Money and Finance.
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article43
2002Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity.(2002) In: Discussion Papers in Economics.
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2010Leading indicator properties of US high-yield credit spreads In: Journal of Macroeconomics.
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2007Leading indicator properties of US high-yield credit spreads.(2007) In: Center for Economic Research (RECent).
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2009Leading indicator properties of US high-yield credit spreads.(2009) In: Working Papers.
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2002The Euro and Monetary Policy Transparency In: Eastern Economic Journal.
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article4
2005Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis In: International Journal of Finance & Economics.
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article1
2007Leading indicator properties of the US corporate spreads In: Money Macro and Finance (MMF) Research Group Conference 2006.
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2014Volatility risk premia and financial connectedness In: Department of Economics.
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2016A note on normalization schemes:The case of generalized forecast error variance decompositions In: Department of Economics.
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2007Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling In: Center for Economic Research (RECent).
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2007Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling.(2007) In: MPRA Paper.
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2008Measuring bank capital requirements through Dynamic Factor analysis In: Center for Economic Research (RECent).
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2010Testing for Contagion: a Time-Scale Decomposition In: Center for Economic Research (RECent).
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2014Volatility risk premia and financial connectedness In: Center for Economic Research (RECent).
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2009The impact of bank concentration on financial distress: the case of the European banking system In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2013Volatility co-movements: a time scale decomposition analysis In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2015Financial connectedness among European volatility risk premia In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2018Housing Market Shocks in Italy: a GVAR approach In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2004Threshold Effects in the U.S. Budget Deficit In: Economic Inquiry.
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article25
2003A Dynamic Factor Analysis of Financial Contagion in Asia In: Working Papers.
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paper1
2010Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region In: Journal of Emerging Market Finance.
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2008Evaluating currency crises: the case of the European monetary system In: Empirical Economics.
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article7
2015The European sovereign debt market: from integration to segmentation In: The European Journal of Finance.
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article9
2016Can an unglamorous non-event affect prices? The role of newspapers In: Cogent Economics & Finance.
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2005Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis In: Finance.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2th 2018. Contact: CitEc Team