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

510

Citations

RESEARCH PRODUCTION:

26

Articles

27

Papers

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 26
   Journals where andrea cipollini has often published
   Relations with other researchers
   Recent citing documents: 59.    Total self citations: 9 (1.73 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pci12
   Updated: 2022-09-17    RAS profile: 2020-11-25    
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Relations with other researchers


Works with:

Christiansen, Charlotte (3)

Parla, Fabio (3)

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

Is cited by:

Torricelli, Costanza (19)

Kim, Hyeongwoo (16)

Caporale, Guglielmo Maria (12)

Rigobon, Roberto (12)

Piergallini, Alessandro (11)

Dungey, Mardi (9)

Flavin, Thomas (7)

Fry-McKibbin, Renee (7)

Panopoulou, Ekaterini (7)

Spagnolo, Nicola (7)

Shi, Wen (7)

Cites to:

Diebold, Francis (39)

Pesaran, M (31)

Bollerslev, Tim (28)

Yilmaz, Kamil (26)

Reinhart, Carmen (18)

Reichlin, Lucrezia (18)

Lippi, Marco (16)

Forni, Mario (16)

Kaminsky, Graciela (15)

Bekaert, Geert (14)

Watson, Mark (13)

Main data


Where andrea cipollini has published?


Journals with more than one article published# docs
Journal of Empirical Finance3
Manchester School2
Economic Modelling2
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
Department of Economics / University of Modena and Reggio E., Faculty of Economics "Marco Biagi"3
Working Papers / Universitat Rovira i Virgili, Department of Economics2

Recent works citing andrea cipollini (2022 and 2021)


YearTitle of citing document
2022Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10.

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2021The Nexus among Competition, Risk and Performance in Banking Sector of Saudi Arabia. (2021). Hanif, Hasan ; Iqbal, Nadeem ; Iftikhar, Nazish. In: Journal of Economic Impact. RePEc:adx:journl:v:3:y:2021:i:3:p:196-201.

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2021Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:47-59.

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2021CREWS: a CAMELS-based early warning system of systemic risk in the banking sector. (2021). Galan, Jorge E. In: Occasional Papers. RePEc:bde:opaper:2132.

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2021An assessment of how COVID-19 changed the global equity market. (2021). Ky, Van ; Ming, Tee Chwee ; Bach, Dinh Hoang ; Nguyen, Dat Thanh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:480-491.

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2022Leverage, competition and financial distress hazard: Implications for capital structure in the presence of agency costs. (2022). Zeynalov, Ayaz ; Solomon, Edna ; Ugur, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003291.

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2021The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

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2021Can home-biased investors diversify interregionally in the long run?. (2021). Ur, Mobeen ; Narayan, Seema. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:167-181.

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2021Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:45-57.

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2021Are house prices overvalued in Spain? A regional approach. (2021). MiguelGarcia-Posada, ; Alvarez-Roman, Laura. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000882.

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2021COVID-19 and asymmetric volatility spillovers across global stock markets. (2021). Li, Wenqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000954.

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2022The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan ; Elik, Smail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000262.

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2022Givers never lack: Nigerian oil & gas asymmetric network analyses. (2022). Lin, Boqiang ; Okorie, David. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000901.

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2021Is new energy driven by crude oil, high-tech sector or low-carbon notion? New evidence from high-frequency data. (2021). Chen, Yufeng ; Qu, Fang ; Zheng, Biao. In: Energy. RePEc:eee:energy:v:230:y:2021:i:c:s0360544221010185.

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2022Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2021Cyber-attacks, spillovers and contagion in the cryptocurrency markets. (2021). Caporale, Guglielmo Maria ; Spagnolo, Nicola ; Kang, Woo-Young. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000172.

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2022Does bank competition matter for the effects of macroprudential policy on the procyclicality of lending?. (2022). Kowalska, Iwona ; Olszak, Magorzata. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100189x.

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2021Quantifying the impact of the COVID-19 pandemic on US airline stock prices. (2021). Yimga, Jules ; Atems, Bebonchu. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:97:y:2021:i:c:s096969972100123x.

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2021Bank competition and multimarket contact intensity. (2021). Fernández-de-Guevara, Juan ; Cruz-García, Paula ; Maudos, Joaquin ; de Guevara, Juan Fernandez ; Cruz-Garcia, Paula. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560620302941.

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2021Exchange rates, foreign currency exposure and sovereign risk. (2021). Bernoth, Kerstin ; Herwartz, Helmut. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621001054.

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2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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2022Forecasting stock market volatility using commodity futures volatility information. (2022). Guo, Xiaozhu ; Liu, Guangqiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100489x.

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2021Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China. (2021). Wang, Peijin ; Zhang, Hongwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:629-648.

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2021Time-varying comovement of stock and treasury bond markets in Europe: A quantile regression approach. (2021). Lee, Hyunchul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:1-20.

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2021Integration and Disintegration of EMU Government Bond Markets. (2021). Sibbertsen, Philipp ; Voges, Michelle ; Leschinski, Christian. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:13-:d:517289.

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2021Predicting Bank Failures: A Synthesis of Literature and Directions for Future Research. (2021). Sathye, Milind ; Liu, Shuangzhe. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:474-:d:651714.

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2021The Regime-Switching Behaviour of Exchange Rates and Frontier Stock Market Prices in Sub-Saharan Africa. (2021). Giouvris, Evangelos ; Korley, Maud. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:122-:d:517039.

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2021Is the Fiscal Deficit of ASEAN Alarming? Evidence from Fiscal Deficit Consequences and Contribution towards Sustainable Economic Growth. (2021). Khan, Hanana ; Marimuthu, Maran ; Bangash, Romana. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10045-:d:631201.

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2021Sustainable Finance and COVID-19: The Reaction of ESG Funds to the 2020 Crisis. (2021). Pisani, Fabio ; Russo, Giorgia. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:23:p:13253-:d:691546.

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2021Cross-Country Connectedness in Inflation and Unemployment: Measurement and Macroeconomic Consequences. (2021). Sala, Hector ; Pham, Binh Thai. In: IZA Discussion Papers. RePEc:iza:izadps:dp14212.

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2021Economic Policy Uncertainty: Cross-Country Linkages and Spillover Effects on Economic Development in Some Belt and Road Countries. (2021). Dong, Yajing ; Yuan, Jing ; Cai, Zongwu ; Zhai, Weijie. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202110.

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2021Co-movement and Dynamic Correlation of Financial and Energy Markets: An Integrated Framework of Nonlinear Dynamics, Wavelet Analysis and DCC-GARCH. (2021). Jana, R K ; Sanyal, Manas K ; Ghosh, Indranil. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-019-09965-0.

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2022Inferring Causal Interactions in Financial Markets Using Conditional Granger Causality Based on Quantile Regression. (2022). Yang, Tinggan ; Wang, Yihong ; Cheng, Hong. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:2:d:10.1007_s10614-021-10107-8.

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2021The US financial crisis, market volatility, credit risk and stock returns in the Americas. (2021). Mollick, Andre V ; Rodriguez-Nieto, Juan Andres. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:2:d:10.1007_s11408-020-00369-x.

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2022Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation. (2022). Power, David M ; Tantisantiwong, Nongnuch ; Khan, Muhammad Niaz. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:36:y:2022:i:1:d:10.1007_s11408-021-00386-4.

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2021The market price of greenness A factor pricing approach for Green Bonds. (2021). Torricelli, Costanza ; Boero, Gianna ; Bertelli, Beatrice. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0083.

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2022Social Bonds and the “Social Premiumâ€. (2022). Torricelli, Costanza ; Pellati, Eleonora. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0085.

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2022Climate Stress Test: bad (or good) news for the market? An Event Study Analysis on Euro Zone Banks. (2022). Ferrari, Fabio ; Torricelli, Costanza. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0086.

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2021Competition in the banking industry, is it beneficial? Evidence from MENA region. (2021). Bouchemia, Yassine ; Zoghlami, Faten. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:22:y:2021:i:2:d:10.1057_s41261-020-00135-z.

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2022The impact of Philippine monetary policy on domestic prices and output: evaluating the country’s transmission channels. (2022). Parmanand, Sanjeev. In: Philippine Review of Economics. RePEc:phs:prejrn:v:59:y:2022:i:1:p:46-76.

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2022On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data. (2022). GUPTA, RANGAN ; Gabauer, David ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:202212.

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2021RELATIONSHIP BETWEEN INTEREST RATE AND EXCHANGE RATE IN NIGERIA: DOES THE BANKING SECTOR DEBT LEVEL MATTER?. (2021). Sanusi, Aliyu Rafindadi ; Musa, Abdulhamid Auyo. In: Ilorin Journal of Economic Policy. RePEc:ris:ilojep:0052.

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2022Action for Action: Mad COVID-19, Falling Markets and Rising Volatility of SAARC Region. (2022). Saleem, Asima. In: Annals of Data Science. RePEc:spr:aodasc:v:9:y:2022:i:1:d:10.1007_s40745-021-00349-6.

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2021Return and volatility spillovers to African equity markets and their determinants. (2021). Mougoue, Mbodja ; Etoundi, Eric Martial. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01881-9.

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2022Cross-country connectedness in inflation and unemployment: measurement and macroeconomic consequences. (2022). Sala, Hector ; Pham, Binh Thai. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02052-0.

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2021Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers. (2021). Saeed, Tareq ; Kristoufek, Ladislav ; Bouri, Elie ; Hussain, Syed Jawad. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00228-2.

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2021Do the RMB exchange rate and global commodity prices have asymmetric or symmetric effects on China’s stock prices?. (2021). Wu, Shuyu ; Li, Keaobo ; Zhang, Mengxue ; Long, Shaobo. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00262-0.

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2021Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies. (2021). Umar, Zaghum ; Aharon, David Y ; Vo, Xuan Vinh. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00274-w.

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2022Uncertainty index and stock volatility prediction: evidence from international markets. (2022). Li, Zhe ; Xu, Weijun ; Zhang, Wei Guo ; Gong, Xue. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00361-6.

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2021Analysis of financial contagion in influential African stock markets. (2021). Olaniran, Oladotun Daniel ; Aderajo, Oluwatosin Mary. In: Future Business Journal. RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-021-00054-z.

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2021Direct Forecasting for Applied Regional Analysis. (2021). Brady, Ryan R. In: Departmental Working Papers. RePEc:usn:usnawp:67.

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2021Interest rate as the last link of chain during crisis. (2021). Kudar, Alibey. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:3189-3203.

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2021The contagion phenomena of the Brexit process on main stock markets. (2021). Iiguez, Cristina ; Escribano, Ana. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4462-4481.

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2022Global equity market volatility forecasting: New evidence. (2022). Ma, Feng ; Lei, Likun ; Wei, YU ; Liang, Chao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:594-609.

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2021Forecasting financial vulnerability in the USA: A factor model approach. (2021). Kim, Hyeongwoo ; Shi, Wen. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:3:p:439-457.

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2022Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt. (2022). Beetsma, Roel ; R. M. W. J. BEETSMA, ; J. J. M. VAN SPRONSEN, . In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:1:p:169-202.

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Works by andrea cipollini:


YearTitleTypeCited
2017Predicting Bond Betas using Macro-Finance Variables In: CREATES Research Papers.
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2019Predicting bond betas using macro-finance variables.(2019) In: Finance Research Letters.
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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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article15
2001Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach In: Manchester School.
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article22
2002Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? In: Manchester School.
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article4
2011Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? In: Review of Development Economics.
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article6
2018Risk aversion connectedness in five European countries In: Economic Modelling.
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article3
2020Macro-uncertainty and financial stress spillovers in the Eurozone In: Economic Modelling.
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article3
2008A stochastic variance factor model for large datasets and an application to S&P data In: Economics Letters.
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article9
2004A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data.(2004) In: Working Papers.
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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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article155
2009Forecasting financial crises and contagion in Asia using dynamic factor analysis In: Journal of Empirical Finance.
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article25
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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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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article26
2013Volatility co-movements: a time scale decomposition analysis.(2013) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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This paper has another version. Agregated cites: 26
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2019How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study In: Energy Economics.
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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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article9
2012Economic value, competition and financial distress in the European banking system In: Journal of Banking & Finance.
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article26
2020Housing market shocks in italy: A GVAR approach In: Journal of Housing Economics.
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article7
2018Housing Market Shocks in Italy: a GVAR approach.(2018) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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2005Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity In: Journal of International Money and Finance.
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article54
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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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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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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2018On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study 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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