andrea cipollini : Citation Profile

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)

13

H index

17

i10 index

635

Citations

RESEARCH PRODUCTION:

30

Articles

28

Papers

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 26
   Journals where andrea cipollini has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 9 (1.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pci12
   Updated: 2025-12-13    RAS profile: 2025-12-10    
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Relations with other researchers

Works with:

Mikaliunaite-Jouvanceau, Ieva (2)

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 (22)

Kim, Hyeongwoo (19)

Caporale, Guglielmo Maria (13)

Rigobon, Roberto (13)

Piergallini, Alessandro (11)

Spagnolo, Nicola (11)

Balli, Faruk (8)

Panopoulou, Ekaterini (7)

Shi, Wen (7)

Bacchiocchi, Emanuele (7)

Flavin, Thomas (7)

Cites to:

Diebold, Francis (48)

Pesaran, Mohammad (33)

Yilmaz, Kamil (32)

Bollerslev, Tim (29)

Reinhart, Carmen (25)

Reichlin, Lucrezia (25)

Forni, Mario (23)

Kaminsky, Graciela (20)

Lippi, Marco (20)

Marcellino, Massimiliano (17)

Kapetanios, George (17)

Main data

Where andrea cipollini has published?

Journals with more than one article published# docs
Journal of Empirical Finance3
Manchester School2
Empirical Economics2
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"5
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 (2025 and 2024)

YearTitle of citing document
2024What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2024-01.

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2024The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war. (2024). Lu, Ran ; Zeng, Hongjun ; Ahmed, Abdullahi D. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:68:y:2024:i:3:p:653-677.

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2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Bagirov, Miramir ; Mateus, Irina. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

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2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

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2024Evaluation of volatility spillovers for asymmetric realized covariance. (2024). Maki, Daiki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001025.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2024Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures. (2024). Gabauer, David ; Cocca, Teodoro ; Pomberger, Stefan. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003888.

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2024How connected is the oil-bank network? Firm-level and high-frequency evidence. (2024). GUPTA, RANGAN ; Gabauer, David ; Zhang, Yunhan ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400392x.

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2024Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021.

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2024Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness. (2024). Billah, Syed ; Naeem, Muhammad Abubakr ; Hoque, Mohammad Enamul ; Kapar, Burcu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003661.

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2024Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677.

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2024Time-varying co-movement of sovereign credit default swaps markets: Evidence from Asia-Pacific countries. (2024). Kim, Hyunseok ; Lee, Hyunchul. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401198x.

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2024International financial stress spillovers during times of unconventional monetary policy interventions. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000445.

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2024What charge-off rates are predictable by macroeconomic latent factors?. (2024). Kim, Hyeongwoo ; Son, Jisoo. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892400086x.

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2025Regional bank failures and volatility transmission. (2025). Wiesen, Thomas ; Lastrapes, William D. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000336.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach N. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2025Will technological advancement affect Bitcoin trading and pricing? Evidence from BRC-20 tokens. (2025). Wang, Ziwei ; Yang, Haijun ; Li, Zhen. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000316.

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2025Forecasting house price growth rates with factor models and spatio-temporal clustering. (2025). Franses, Philip Hans ; Mattera, Raffaele. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:398-417.

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2024Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events. (2024). Chiu, Yi-Bin ; Hsiao, Cody Yu-Ling. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000688.

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2024Confidence spillovers, financial contagion, and stagnation. (2024). Platonov, Konstantin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001505.

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2024Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197.

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2024Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Shaik, Muneer. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001574.

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2025Stock market volatility spillovers from U.S. to China: The pivotal role of Hong Kong. (2025). Chen, Yu-Lun ; Yang, Jimmy J ; Chang, Yu-Ting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000071.

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2025Can the banking union work without common deposit Guarantees? The initial market assessment and policy implications☆. (2025). Ferri, Giovanni ; Pesic, Valerio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003223.

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2024An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices. (2024). Billah, Syed ; Balli, Faruk ; Rana, Faisal ; Kapar, Burcu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1442-1467.

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2024Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets. (2024). Yeap, Xiu Wei ; Lean, Hooi Hooi ; Alkhazali, Osamah M ; Gleason, Kimberley. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:167-186.

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2024Asymmetric spillover effects in energy markets. (2024). Wohar, Mark ; Tiwari, Aviral ; doğan, buhari ; Adekoya, Oluwasegun B ; Aikins, Emmanuel Joel ; Doan, Buhari. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502.

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2024Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Sahabuddin, Mohammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:350-371.

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2024Business and financial cycle across regimes: Does financial stress matter?. (2024). Cucculelli, Marco ; Sullo, Valerio ; Giampaoli, Noemi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006373.

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2025Risk spillovers between the financial market and macroeconomic sectors under mixed-frequency information: A frequency domain perspective. (2025). Zhu, Chen ; Jia, Junsheng ; Ma, Xiaofu ; Li, Mengting. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500139x.

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2024Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis. (2024). Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000710.

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2024Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x.

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2024Exploring Three-style Return Comovements and Contagion Using a Correlation Decomposition GARCH Model. (2024). Mak, Ving-Vunk ; So, Po-Yuk ; Su, Ender. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10405-3.

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2025Time-varying interlinkages between digitalization, globalization, and carbon emission in Vietnam. (2025). Chuong, Pham Hong ; Ha, Le Thanh ; Thanh, To Trung. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04362-5.

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2024How Connected is the Oil-Bank Network? Firm-Level and High-Frequency Evidence. (2024). GUPTA, RANGAN ; Gabauer, David ; Zhang, Yunhan ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202405.

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2024Carbon Emissions Pricing: Linkages Between EU ETS Spot and Future Prices and Completeness of EU ETS Market. (2024). Varghese, Ann Mary ; Chatterjee, Debaleena ; Madhavan, Vinodh ; Pradhan, Rudra P ; Mondal, Saikat. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:4:p:450-470.

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2024A joint impulse response function for vector autoregressive models. (2024). Wiesen, Thomas ; Beaumont, Paul. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02496-6.

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2024Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model. (2024). Yousaf, Imran ; Youssef, Manel ; Gubareva, Mariya. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00570-7.

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2025Global Risk Aversion: Driving Force of Future Real Economic Activity. (2025). Cho, Hoon ; Kim, Jinhwan ; Ryu, Doojin. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:706-729.

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Works by andrea cipollini:

YearTitleTypeCited
2017Predicting Bond Betas using Macro-Finance Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2019Predicting bond betas using macro-finance variables.(2019) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2018Predicting Bond Betas using Macro-Finance Variables.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2009FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME‐SERIES ANALYSIS In: Economic Inquiry.
[Full Text][Citation analysis]		article16
2001Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach In: Manchester School.
[Full Text][Citation analysis]		article24
2002Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? In: Manchester School.
[Full Text][Citation analysis]		article17
2023Government spending and credit market: Evidence from Italian (NUTS 3) provinces In: Papers in Regional Science.
[Full Text][Citation analysis]		article0
2011Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? In: Review of Development Economics.
[Full Text][Citation analysis]		article9
2018Risk aversion connectedness in five European countries In: Economic Modelling.
[Full Text][Citation analysis]		article6
2020Macro-uncertainty and financial stress spillovers in the Eurozone In: Economic Modelling.
[Full Text][Citation analysis]		article12
2008A stochastic variance factor model for large datasets and an application to S&P data In: Economics Letters.
[Full Text][Citation analysis]		article12
2004A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2005Testing for contagion: a conditional correlation analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article166
2009Forecasting financial crises and contagion in Asia using dynamic factor analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article28
2008Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis.(2008) In: Center for Economic Research (RECent).
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This paper has nother version. Agregated cites: 28		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2015Volatility co-movements: A time-scale decomposition analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article28
2013Volatility co-movements: a time scale decomposition analysis.(2013) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2019How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study In: Energy Economics.
[Full Text][Citation analysis]		article35
2012Switching to floating exchange rates, devaluations, and stock returns in MENA countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2018Asymmetric semi-volatility spillover effects in EMU stock markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article18
2012Economic value, competition and financial distress in the European banking system In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article31
2020Housing market shocks in italy: A GVAR approach In: Journal of Housing Economics.
[Full Text][Citation analysis]		article11
2018Housing Market Shocks in Italy: a GVAR approach.(2018) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2005Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article59
2002Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity.(2002) In: Discussion Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2010Leading indicator properties of US high-yield credit spreads In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2007Leading indicator properties of US high-yield credit spreads.(2007) In: Center for Economic Research (RECent).
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This paper has nother version. Agregated cites: 0		paper
2009Leading indicator properties of US high-yield credit spreads.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2002The Euro and Monetary Policy Transparency In: Eastern Economic Journal.
[Full Text][Citation analysis]		article4
2005Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article6
2007Leading indicator properties of the US corporate spreads In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]		paper0
2014Volatility risk premia and financial connectedness In: Department of Economics.
[Full Text][Citation analysis]		paper1
2016A note on normalization schemes:The case of generalized forecast error variance decompositions In: Department of Economics.
[Full Text][Citation analysis]		paper2
2018On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study In: Department of Economics.
[Full Text][Citation analysis]		paper0
2007Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling In: Center for Economic Research (RECent).
[Full Text][Citation analysis]		paper1
2007Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling.(2007) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1		paper
2008Measuring bank capital requirements through Dynamic Factor analysis In: Center for Economic Research (RECent).
[Full Text][Citation analysis]		paper1
2010Testing for Contagion: a Time-Scale Decomposition In: Center for Economic Research (RECent).
[Full Text][Citation analysis]		paper0
2014Volatility risk premia and financial connectedness In: Center for Economic Research (RECent).
[Full Text][Citation analysis]		paper1
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).
[Full Text][Citation analysis]		paper43
2015Financial connectedness among European volatility risk premia In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
[Full Text][Citation analysis]		paper11
2023Climate risk and investment in equities in Europe: a Panel SVAR approach In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
[Full Text][Citation analysis]		paper0
2004Threshold Effects in the U.S. Budget Deficit In: Economic Inquiry.
[Full Text][Citation analysis]		article37
2003A Dynamic Factor Analysis of Financial Contagion in Asia In: Working Papers.
[Full Text][Citation analysis]		paper0
2003A Dynamic Factor Analysis of Financial Contagion in Asia In: Working Papers.
[Full Text][Citation analysis]		paper1
2004A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data In: Working Papers.
[Full Text][Citation analysis]		paper3
2005Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis In: Working Papers.
[Full Text][Citation analysis]		paper1
Forecasting industry sector default rates through dynamic factor models In: Journal of Risk Model Validation.
[Full Text][Citation analysis]		article0
2010Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article8
2008Evaluating currency crises: the case of the European monetary system In: Empirical Economics.
[Full Text][Citation analysis]		article8
2021Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR In: Empirical Economics.
[Full Text][Citation analysis]		article1
2018Credit demand and supply shocks in Italy during the Great Recession In: Applied Economics.
[Full Text][Citation analysis]		article1
2015The European sovereign debt market: from integration to segmentation In: The European Journal of Finance.
[Full Text][Citation analysis]		article22
2016Can an unglamorous non-event affect prices? The role of newspapers In: Cogent Economics & Finance.
[Full Text][Citation analysis]		article0
2025Common Shocks and Climate Risk in European Equities In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2005Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis In: Finance.
[Full Text][Citation analysis]		paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team