4
H index
2
i10 index
105
Citations
Università degli Studi Roma Tre | 4 H index 2 i10 index 105 Citations RESEARCH PRODUCTION: 18 Articles 13 Papers RESEARCH ACTIVITY:
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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: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Theoretical and Applied Finance (IJTAF) | 3 |
Macroeconomic Dynamics | 2 |
Working Papers Series with more than one paper published | # docs |
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Finance / University Library of Munich, Germany | 3 |
Papers / arXiv.org | 2 |
MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document |
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2021 | Efekt 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. Full description at Econpapers || Download paper |
2022 | 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 |
2021 | Testing external habits in an asset pricing model. (2021). Goenka, Aditya ; D'Addona, Stefano ; Boschi, Melisso . In: Discussion Papers. RePEc:bir:birmec:21-11. Full description at Econpapers || Download paper |
2022 | Exchange 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. Full description at Econpapers || Download paper |
2021 | Policy 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. Full description at Econpapers || Download paper |
2022 | R&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. Full description at Econpapers || Download paper |
2021 | Short 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. Full description at Econpapers || Download paper |
2021 | Exchange 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. Full description at Econpapers || Download paper |
2022 | Can 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. Full description at Econpapers || Download paper |
2021 | Uncertainty 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. Full description at Econpapers || Download paper |
2021 | National fiscal rules and fiscal discipline in the European Union. (2021). Minea, Alexandru ; Baret, Kea ; Barbier-Gauchard, Amelie. In: Post-Print. RePEc:hal:journl:hal-03160610. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2021 | Estimating 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. Full description at Econpapers || Download paper |
2021 | Determinants 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. Full description at Econpapers || Download paper |
2022 | Determinants 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. Full description at Econpapers || Download paper |
2021 | Inward 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. Full description at Econpapers || Download paper |
2022 | Reforming 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. Full description at Econpapers || Download paper |
2022 | Reforming 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Multivariate heavy-tailed models for Value-at-Risk estimation In: Papers. [Full Text][Citation analysis] | paper | 0 |
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 another version. Agregated cites: 0 | 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 another 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 another version. Agregated cites: 2 | paper | |
2005 | Information Quality and Stock Returns Revisited.(2005) In: Finance. [Full Text][Citation analysis] This paper has another 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 | 1 |
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 another 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 | 9 |
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 another 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 | 4 |
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 | 30 |
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 another 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 April, 29 2023. Contact: CitEc Team