Stefano d'Addona : Citation Profile

Are you Stefano d'Addona?

Università degli Studi Roma Tre

5

H index

3

i10 index

130

Citations

RESEARCH PRODUCTION:

18

Articles

13

Papers

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 8
   Journals where Stefano d'Addona has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 2 (1.52 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pda130
   Updated: 2024-11-08    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Stefano d'Addona.

Is cited by:

nicet - chenaf, dalila (5)

Szafarz, Ariane (4)

ROUGIER, ERIC (4)

Camarero, Mariam (3)

Brière, Marie (3)

Cavallari, Lilia (3)

Bellak, Christian (3)

Tamarit, Cecilio (3)

Schrimpf, Andreas (3)

Choi, Sangyup (2)

Zhang, Yang (2)

Cites to:

Melitz, Marc (24)

Ghironi, Fabio (21)

Campbell, John (21)

Corsetti, Giancarlo (15)

bilbiie, florin (14)

Cavallari, Lilia (14)

Pesenti, Paolo (11)

French, Kenneth (10)

Hansen, Lars (10)

Weil, Philippe (10)

Fama, Eugene (10)

Main data

Where Stefano d'Addona has published?

Journals with more than one article published# docs
International Journal of Theoretical and Applied Finance (IJTAF)3
Macroeconomic Dynamics2

Working Papers Series with more than one paper published# docs
Finance / University Library of Munich, Germany3
MPRA Paper / University Library of Munich, Germany2
Papers / arXiv.org2

Recent works citing Stefano d'Addona (2024 and 2023)

YearTitle of citing document
2023Non-parametric estimates of option prices via Hermite basis functions. (2022). D'Addona, Stefano ; Marinelli, Carlo. In: Papers. RePEc:arx:papers:2209.09656.

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2024Risk analysis of Spanish companies. (2024). Fernandezmartin, Miguel ; Vallelado, Eleuterio ; Rodriguezsanz, Juan Antonio. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s1:p:76-91.

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2023Fiscal policy, macroeconomic performance and industry structure in a small open economy. (2023). Strom, Birger ; Skretting, Julia ; Kolsrud, Dag ; Hungnes, Hvard ; Hammersland, Roger ; Cappelen, Dne ; von Brasch, Thomas ; Boug, PL ; Vigtel, Trond C. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000241.

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2023Forecasting the Stability and Growth Pact compliance using Machine Learning. (2023). Papadimitriou, Theophilos ; Barbier-Gauchard, Amelie ; Baret, Kea. In: Post-Print. RePEc:hal:journl:hal-03121966.

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2023Nonparametric estimates of option prices via Hermite basis functions. (2023). Daddona, Stefano ; Marinelli, Carlo. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:4:d:10.1007_s10436-023-00431-4.

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2024On certain representations of pricing functionals. (2024). Marinelli, Carlo. In: Annals of Finance. RePEc:kap:annfin:v:20:y:2024:i:1:d:10.1007_s10436-024-00438-5.

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2023Fiscal Stabilization in the United States: Lessons for Monetary Unions. (2023). PASIMENI, PAOLO ; Nikolov, Plamen. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-022-09664-8.

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2023Heterogeneous tail generalized common factor modeling. (2023). Polak, Pawe ; Paolella, Marc S ; Naf, Jeffrey ; Hediger, Simon. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-023-00083-z.

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2023Estimating policy-corrected long-term and short-term tax elasticities for the USA, Germany, and the United Kingdom. (2023). unal, umut ; Hayo, Bernd ; Mierzwa, Sascha. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02252-2.

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2023Tertiary Levels of Education and Foreign Direct Investment: Evidence from Europe. (2023). Pantelopoulos, George. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:2:d:10.1007_s13132-022-00931-0.

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2023Investment policy reform as a driver of foreign direct investment: Evidence from China. (2023). Bellak, Christian ; Leibrecht, Markus. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:31:y:2023:i:4:p:1035-1053.

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Works by Stefano d'Addona:

YearTitleTypeCited
2011Multivariate heavy-tailed models for Value-at-Risk estimation In: Papers.
[Full Text][Citation analysis]		paper2
2012MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION.(2012) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2017Nonparametric estimates of pricing functionals In: Papers.
[Full Text][Citation analysis]		paper3
2017Nonparametric estimates of pricing functionals.(2017) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2013The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models In: Economic Notes.
[Full Text][Citation analysis]		article1
2010Information Quality and Stock Returns Revisited In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article2
2005Information Quality and Stock Returns Revisited.(2005) In: University of St. Gallen Department of Economics working paper series 2005.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2005Information Quality and Stock Returns Revisited.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2013IS IGNORANCE BLISS? THE COST OF BUSINESS-CYCLE UNCERTAINTY In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2017LONG-RUN RISK AND MONEY MARKET RATES: AN EMPIRICAL ASSESSMENT In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article0
2017Output stabilization in fixed and floating regimes: Does trade of new products matter? In: Economic Modelling.
[Full Text][Citation analysis]		article2
2006International stock-bond correlations in a simple affine asset pricing model In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article41
2005International Stock-Bond Correlations in a Simple Affine Asset Pricing Model.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2015Exchange rates as shock absorbers: The role of export margins In: Research in Economics.
[Full Text][Citation analysis]		article3
2012Testing external habits in an asset pricing model In: CAMA Working Papers.
[Full Text][Citation analysis]		paper1
2017The stability of tax elasticities over the business cycle in European countries In: CAMA Working Papers.
[Full Text][Citation analysis]		paper17
2002Problematiche di accesso delle Piccole e Medie Imprese allinnovazione finanziaria: il caso della securitization In: ECONOMIA E DIRITTO DEL TERZIARIO.
[Full Text][Citation analysis]		article0
2018Rational Ignorance in Long-run Risk Models In: International Journal of Business and Economics.
[Full Text][Citation analysis]		article0
2014Asset pricing and the role of macroeconomic volatility In: Annals of Finance.
[Full Text][Citation analysis]		article1
2012Business cycle determinants of US foreign direct investments In: MPRA Paper.
[Full Text][Citation analysis]		paper4
2013Business cycle determinants of US foreign direct investments.(2013) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2013Trade margins and exchange rate regimes: new evidence from a panel VAR In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2010Too Small or too Low? New Evidence on the 4-Factor Model In: Working Paper series.
[Full Text][Citation analysis]		paper0
2012The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules In: CEIS Research Paper.
[Full Text][Citation analysis]		paper1
2013The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules.(2013) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2014Forced Manager Turnovers in English Soccer Leagues In: Journal of Sports Economics.
[Full Text][Citation analysis]		article9
2013Nominal and real volatility as determinants of FDI In: Applied Economics.
[Full Text][Citation analysis]		article35
2007Information processing with recursive utility: some intriguing results In: University of St. Gallen Department of Economics working paper series 2007.
[Full Text][Citation analysis]		paper0
2005Time Varying Sensitivities on a GRID architecture In: Finance.
[Full Text][Citation analysis]		paper0
2007TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE.(2007) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2007A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article6

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