Stefano d'Addona : Citation Profile

Università degli Studi Roma Tre

5

H index

4

i10 index

133

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: 9.    Total self citations: 2 (1.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda130
   Updated: 2025-04-19    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)

ROUGIER, ERIC (4)

Szafarz, Ariane (4)

Tamarit, Cecilio (3)

Camarero, Mariam (3)

Bellak, Christian (3)

Brière, Marie (3)

Cavallari, Lilia (3)

Schrimpf, Andreas (3)

Furceri, Davide (2)

Nicolau, Mihaela (2)

Cites to:

Melitz, Marc (24)

Ghironi, Fabio (21)

Campbell, John (21)

Corsetti, Giancarlo (15)

Cavallari, Lilia (14)

bilbiie, florin (14)

Pesenti, Paolo (11)

Weil, Philippe (10)

Bergin, Paul (10)

Hansen, Lars (10)

French, Kenneth (10)

Main data

Production by document typearticlepaper2002200320042005200620072008200920102011201220132014201520162017201802.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20022003200420052006200720082009201020112012201320142015201620172018010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200820092010201120122013201420152016201720182019202020212022202320242025051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200520062007200820092010201120122013201420152016201720180204060Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents12345670204060Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

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
Papers / arXiv.org2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Stefano d'Addona (2025 and 2024)

Year  ↓Title of citing document  ↓
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.

Full description at Econpapers || Download paper

2024Special ones? The effect of head coaches on football team performance. (2024). Farnell, Alex ; Bryson, Alex ; Simmons, Rob ; Buraimo, Babatunde. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:3:p:295-322.

Full description at Econpapers || Download paper

2024Do tax revenues track economic growth? Comparing panel data estimators. (2024). Corrales, Juan Sebastian ; Angel, Juan Pablo ; Cornevin, Antoine. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002244.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Works by Stefano d'Addona:

Year  ↓Title  ↓Type  ↓Cited  ↓
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]		paper18
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]		article10
2013Nominal and real volatility as determinants of FDI In: Applied Economics.
[Full Text][Citation analysis]		article36
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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