Stefano dQvQAddona : Citation Profile

Are you Stefano dQvQAddona?

Università degli Studi Roma Tre

4

H index

2

i10 index

103

Citations

RESEARCH PRODUCTION:

18

Articles

13

Papers

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 6
   Journals where Stefano dQvQAddona has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 2 (1.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pda130
   Updated: 2023-03-25    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 dQvQAddona.

Is cited by:

nicet - chenaf, dalila (5)

Szafarz, Ariane (4)

ROUGIER, ERIC (4)

Schrimpf, Andreas (3)

Tamarit, Cecilio (3)

Camarero, Mariam (3)

Cavallari, Lilia (3)

Brière, Marie (3)

Nicolau, Mihaela (2)

van Ours, Jan (2)

Furceri, Davide (2)

Cites to:

Melitz, Marc (24)

Ghironi, Fabio (21)

Campbell, John (18)

Corsetti, Giancarlo (15)

bilbiie, florin (14)

Cavallari, Lilia (14)

Pesenti, Paolo (11)

Weil, Philippe (10)

Fama, Eugene (10)

Bergin, Paul (10)

French, Kenneth (10)

Main data

Where Stefano dQvQAddona 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 dQvQAddona (2022 and 2021)

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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2022Non-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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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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2022Exchange rate uncertainty and foreign direct investment in Africa: Does financial development matter?. (2022). Adu, Frank ; Alagidede, Imhotep Paul ; Asamoah, Michael Effah. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:2:p:878-898.

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2021Policy uncertainty and foreign direct investment. (2021). Furceri, Davide ; Choi, Sangyup ; Yoon, Chansik. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:2:p:195-227.

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2022R&D information quality and stock returns. (2022). Zhu, Ning ; Wu, Fei ; Li, Junye ; Huang, Tao. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s1386418120300689.

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2021Short and long run environmental tax buoyancy in EU-28: a panel study. (2021). Conto, Francesco ; Fiore, Mariantonietta ; de Pascale, Gianluigi. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:1-9.

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2021Exchange rate uncertainty and the timing of Chinese Outward Direct Investment. (2021). Zhang, Zhaoyong ; Liu, Hui ; Qi, Jianhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1193-1204.

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2022Can digital transformation alleviate corporate tax stickiness: The mediation effect of tax avoidance. (2022). Ji, Hannah ; Zhou, Peiyan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:184:y:2022:i:c:s0040162522005492.

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

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2022The Impact of the Real Interest Rate, the Exchange Rate and Political Stability on Foreign Direct Investment Inflows: A Comparative Analysis of G7 and GCC Countries. (2022). Alshubiri, Faris. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:3:d:10.1007_s10690-022-09360-0.

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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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2022Determinants of the VAT Gap in EU Member States from 2000 to 2016. (2022). Kelm, Robert. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:14:y:2022:i:4:p:351-379.

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2021Inward foreign direct investment in Bangladesh: Do we need to rethink about some of the macro-level quantitative determinants?. (2021). Hossain, Mohammad Razib. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:3:d:10.1007_s43546-021-00050-z.

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2022Reforming International Investment Agreements: The Case of China and Foreign Direct Investment. (2022). Chaisse, Julien ; Leibrecht, Markus ; Bellak, Christian. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp328.

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2022Reforming International Investment Agreements: The Case of China and Foreign Direct Investment. (2022). Leibrecht, Markus ; Bellak, Christian ; Chaisse, Julien. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:26021124.

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Works by Stefano dQvQAddona:

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.
[Full Text][Citation analysis]		paper1
2017Nonparametric estimates of pricing functionals.(2017) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 1		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]		article0
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.
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2005Information Quality and Stock Returns Revisited.(2005) In: Finance.
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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]		article1
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.
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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.
[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]		paper8
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.
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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.
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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.
[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.
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This paper has another version. Agregated cites: 1		article
2014Forced Manager Turnovers in English Soccer Leagues In: Journal of Sports Economics.
[Full Text][Citation analysis]		article3
2013Nominal and real volatility as determinants of FDI In: Applied Economics.
[Full Text][Citation analysis]		article30
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.
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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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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]		article5

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