5
H index
3
i10 index
118
Citations
Stefano d'Addona : Citation Profile
Università degli Studi Roma Tre | RESEARCH PRODUCTION: 18 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2002 - 2018). 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:
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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 Dynamics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Finance / University Library of Munich, Germany | 3 |
| Papers / arXiv.org | 2 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Stefano d'Addona (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Non-parametric estimates of option prices via Hermite basis functions. (2022). D'Addona, Stefano ; Marinelli, Carlo. In: Papers. RePEc:arx:papers:2209.09656. Full description at Econpapers || Download paper |
| 2023 | Fiscal 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. Full description at Econpapers || Download paper |
| 2023 | Fiscal 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. Full description at Econpapers || Download paper |
| 2023 | Heterogeneous 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. Full description at Econpapers || Download paper |
| 2023 | Estimating 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. Full description at Econpapers || Download paper |
| 2023 | Tertiary 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. Full description at Econpapers || Download paper |
| 2023 | Investment 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. Full description at Econpapers || Download paper |
Works by Stefano d'Addona:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Multivariate heavy-tailed models for Value-at-Risk estimation In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | MULTIVARIATE 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: 1 | article | |
| 2017 | Nonparametric estimates of pricing functionals In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Nonparametric estimates of pricing functionals.(2017) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2013 | The 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] | article | 0 |
| 2010 | Information Quality and Stock Returns Revisited In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 2 |
| 2005 | Information 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 | |
| 2005 | Information Quality and Stock Returns Revisited.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | IS IGNORANCE BLISS? THE COST OF BUSINESS-CYCLE UNCERTAINTY In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2017 | LONG-RUN RISK AND MONEY MARKET RATES: AN EMPIRICAL ASSESSMENT In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Output stabilization in fixed and floating regimes: Does trade of new products matter? In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
| 2006 | International stock-bond correlations in a simple affine asset pricing model In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 41 |
| 2005 | International 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 | |
| 2015 | Exchange rates as shock absorbers: The role of export margins In: Research in Economics. [Full Text][Citation analysis] | article | 3 |
| 2012 | Testing external habits in an asset pricing model In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | The stability of tax elasticities over the business cycle in European countries In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2002 | Problematiche di accesso delle Piccole e Medie Imprese allinnovazione finanziaria: il caso della securitization In: ECONOMIA E DIRITTO DEL TERZIARIO. [Full Text][Citation analysis] | article | 0 |
| 2018 | Rational Ignorance in Long-run Risk Models In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Asset pricing and the role of macroeconomic volatility In: Annals of Finance. [Full Text][Citation analysis] | article | 1 |
| 2012 | Business cycle determinants of US foreign direct investments In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Business 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 | |
| 2013 | Trade margins and exchange rate regimes: new evidence from a panel VAR In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Too Small or too Low? New Evidence on the 4-Factor Model In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Forced Manager Turnovers in English Soccer Leagues In: Journal of Sports Economics. [Full Text][Citation analysis] | article | 8 |
| 2013 | The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Nominal and real volatility as determinants of FDI In: Applied Economics. [Full Text][Citation analysis] | article | 33 |
| 2007 | Information processing with recursive utility: some intriguing results In: University of St. Gallen Department of Economics working paper series 2007. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Time Varying Sensitivities on a GRID architecture In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2007 | TIME 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 | |
| 2007 | A 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] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team