Stefano d'Addona : Citation Profile


Are you Stefano d'Addona?

Università degli Studi Roma Tre

4

H index

2

i10 index

95

Citations

RESEARCH PRODUCTION:

18

Articles

20

Papers

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 5
   Journals where Stefano d'Addona has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 3 (3.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda130
   Updated: 2021-09-18    RAS profile: 2018-11-22    
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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)

Brière, Marie (3)

Schrimpf, Andreas (3)

Cavallari, Lilia (3)

Campbell, John (2)

van Ours, Jan (2)

Viceira, Luis (2)

Camarero, Mariam (2)

Mora-Valencia, Andrés (2)

Cites to:

Melitz, Marc (20)

Corsetti, Giancarlo (17)

Ghironi, Fabio (17)

Cavallari, Lilia (15)

Pesenti, Paolo (13)

bilbiie, florin (12)

Campbell, John (11)

Bergin, Paul (11)

Weil, Philippe (10)

French, Kenneth (9)

Fama, Eugene (9)

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
Working Papers / CREI Universit degli Studi Roma Tre7
Finance / University Library of Munich, Germany3
MPRA Paper / University Library of Munich, Germany2
Papers / arXiv.org2

Recent works citing Stefano d'Addona (2021 and 2020)


YearTitle of citing document
2021Efekt fiskalny uszczelniania systemu podatkowego w Polsce: próba oszacowania w zakresie podatku CIT. (2021). Oykowski, Aleksander ; Konopczak, Karolina. In: Ekonomista. RePEc:aoq:ekonom:v:1:y:2021:p:25-55.

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2020A Term Structure Model for Dividends and Interest Rates. (2019). Willems, Sander ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1803.02249.

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2021Testing external habits in an asset pricing model. (2021). Goenka, Aditya ; D'Addona, Stefano ; Boschi, Melisso . In: Discussion Papers. RePEc:bir:birmec:21-11.

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2020A term structure model for dividends and interest rates. (2020). Willems, Sander ; Filipovi, Damir. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1461-1496.

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2021Exchange rate induced export quality upgrading: A firm-level perspective. (2021). Parsley, David ; Hu, Cui ; Tan, Yong. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:336-348.

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2020Disagreements with noisy signals and asset pricing. (2020). Cheng, Fengchao ; Ma, Chaoqun ; Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305424.

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2020Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Allard, Anne-Florence ; Smedts, Kristien. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302015.

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2020Tax buoyancy in OECD countries: New empirical evidence. (2020). Sacchi, Agnese ; Liberati, Paolo ; Lagravinese, Raffaele. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070419302836.

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2021Uncertainty Due to Infectious Diseases and Stock–Bond Correlation. (2021). Gkillas, Konstantinos ; Siriopoulos, Costas ; Konstantatos, Christoforos. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:17-:d:539153.

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2020External Shocks, Trade Margins, and Macroeconomic Dynamics. (2020). Cavallari, Lilia ; Daddona, Stefano. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:1:p:6-:d:308520.

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2020Impact of Macroeconomic, Governance and Risk Factors on FDI Intensity—An Empirical Analysis. (2020). Sujit, K S ; Oberoi, Sarbjit Singh ; Kumar, Rajesh B. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:12:p:304-:d:454780.

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2020The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries. (2020). Huong, Hoang Cam ; Ngoc, Thi Bich. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:165-:d:390855.

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2020National Fiscal Rules and Fiscal Discipline in the European Union. (2020). Baret, Kea ; Barbier-Gauchard, Amelie ; Minea, Alexandru. In: Working Papers. RePEc:hal:wpaper:hal-02992219.

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2021Estimating Policy-Corrected Long-Term and Short-Term Tax Elasticities for the United States, Germany, and the United Kingdom. (2021). unal, umut ; Hayo, Bernd ; Mierzwa, Sascha. In: MAGKS Papers on Economics. RePEc:mar:magkse:202112.

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2021Determinants of Foreign Direct Investment in Europe: Bayesian Model Averaging in the Presence of Weak Exogeneity. (2021). Chupryhin, Radzivon. In: MPRA Paper. RePEc:pra:mprapa:107197.

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2020Determinants of FDI for Spanish regions: evidence using stock data. (2020). Tamarit, Cecilio ; Montolio, Laura ; Camarero, Mariam. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01748-8.

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2021.

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Works by Stefano d'Addona:


YearTitleTypeCited
2011Multivariate heavy-tailed models for Value-at-Risk estimation In: Papers.
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2012MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION.(2012) In: International Journal of Theoretical and Applied Finance (IJTAF).
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This paper has another version. Agregated cites: 0
article
2017Nonparametric estimates of pricing functionals In: Papers.
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paper0
2017Nonparametric estimates of pricing functionals.(2017) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 0
article
2013The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models In: Economic Notes.
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article0
2010Information Quality and Stock Returns Revisited In: Journal of Financial and Quantitative Analysis.
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article1
2005Information Quality and Stock Returns Revisited.(2005) In: University of St. Gallen Department of Economics working paper series 2005.
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This paper has another version. Agregated cites: 1
paper
2005Information Quality and Stock Returns Revisited.(2005) In: Finance.
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This paper has another version. Agregated cites: 1
paper
2013IS IGNORANCE BLISS? THE COST OF BUSINESS-CYCLE UNCERTAINTY In: Macroeconomic Dynamics.
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article0
2017LONG-RUN RISK AND MONEY MARKET RATES: AN EMPIRICAL ASSESSMENT In: Macroeconomic Dynamics.
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article0
2017Output stabilization in fixed and floating regimes: Does trade of new products matter? In: Economic Modelling.
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article1
2006International stock-bond correlations in a simple affine asset pricing model In: Journal of Banking & Finance.
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article41
2005International Stock-Bond Correlations in a Simple Affine Asset Pricing Model.(2005) In: Finance.
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This paper has another version. Agregated cites: 41
paper
2015Exchange rates as shock absorbers: The role of export margins In: Research in Economics.
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article3
2012Testing external habits in an asset pricing model In: CAMA Working Papers.
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paper1
2009TESTING HABITS IN AN ASSET PRICING MODEL.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2017The stability of tax elasticities over the business cycle in European countries In: CAMA Working Papers.
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paper5
2002Problematiche di accesso delle Piccole e Medie Imprese allinnovazione finanziaria: il caso della securitization In: ECONOMIA E DIRITTO DEL TERZIARIO.
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article0
2018Rational Ignorance in Long-run Risk Models In: International Journal of Business and Economics.
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article0
2011RATIONAL IGNORANCE IN LONG-RUN RISK MODELS.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2014Asset pricing and the role of macroeconomic volatility In: Annals of Finance.
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article1
2011ASSET PRICING AND THE ROLE OF MACROECONOMIC VOLATILITY.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2012Business cycle determinants of US foreign direct investments In: MPRA Paper.
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paper4
2013Business cycle determinants of US foreign direct investments.(2013) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 4
article
2013Trade margins and exchange rate regimes: new evidence from a panel VAR In: MPRA Paper.
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paper2
2014TRADE MARGINS AND EXCHANGE RATE REGIMES: NEW EVIDENCE FROM A PANEL VARX MODEL In: Working Papers.
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paper3
2011THE BRITISH OPT-OUT FROM THE EUROPEAN MONETARY UNION: EMPIRICAL EVIDENCE FROM MONETARY POLICY RULES In: Working Papers.
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paper2
2012The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules.(2012) In: CEIS Research Paper.
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This paper has another version. Agregated cites: 2
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2013The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules.(2013) In: Applied Financial Economics.
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article
2011LONG-RUN EVIDENCE USING MULTIFACTOR ASSET PRICING MODELS In: Working Papers.
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paper0
2011FORCED MANAGER TURNOVERS IN ENGLISH SOCCER LEAGUES: A LONG-TERM PERSPECTIVE In: Working Papers.
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2010Too Small or too Low? New Evidence on the 4-Factor Model In: Working Paper series.
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2014Forced Manager Turnovers in English Soccer Leagues In: Journal of Sports Economics.
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article3
2013Nominal and real volatility as determinants of FDI In: Applied Economics.
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article23
2007Information processing with recursive utility: some intriguing results In: University of St. Gallen Department of Economics working paper series 2007.
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2005Time Varying Sensitivities on a GRID architecture In: Finance.
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2007TIME VARYING SENSITIVITIES ON A GRID ARCHITECTURE.(2007) In: International Journal of Theoretical and Applied Finance (IJTAF).
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This paper has another 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).
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article5

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