Stefano d'Addona : Citation Profile


Are you Stefano d'Addona?

Università degli Studi Roma Tre

3

H index

2

i10 index

73

Citations

RESEARCH PRODUCTION:

18

Articles

20

Papers

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 4
   Journals where Stefano d'Addona has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 3 (3.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda130
   Updated: 2020-02-22    RAS profile: 2018-11-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Cavallari, Lilia (6)

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)

Schrimpf, Andreas (3)

Brière, Marie (3)

CHONG, Terence Tai Leung (2)

van Ours, Jan (2)

Skintzi, Vasiliki (2)

Viceira, Luis (2)

Nicolau, Mihaela (2)

KARGI, Bilal (2)

Cites to:

Melitz, Marc (16)

Cavallari, Lilia (14)

Corsetti, Giancarlo (14)

Ghironi, Fabio (13)

Bergin, Paul (11)

Campbell, John (11)

Pesenti, Paolo (10)

Fama, Eugene (9)

French, Kenneth (9)

Weil, Philippe (9)

bilbiie, florin (8)

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

Recent works citing Stefano d'Addona (2018 and 2017)


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

Full description at Econpapers || Download paper

2018Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna. In: BIS Working Papers. RePEc:bis:biswps:761.

Full description at Econpapers || Download paper

2019Determinants of German outward FDI: variable selection using Bayesian statistical. (2019). Tamarit, Cecilio ; Montolio, Laura ; Camarero, Mariam. In: Working Papers. RePEc:eec:wpaper:1906.

Full description at Econpapers || Download paper

2019The evolution of monetary policy effectiveness under macroeconomic instability. (2019). Lopez-Buenache, German. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:221-233.

Full description at Econpapers || Download paper

2019What drives German foreign direct investment? New evidence using Bayesian statistical techniques. (2019). Tamarit, Cecilio ; Montolio, Laura ; Camarero, Mariam. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:326-345.

Full description at Econpapers || Download paper

2018Combining Value-at-Risk forecasts using penalized quantile regressions. (2018). Bayer, Sebastian. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:56-77.

Full description at Econpapers || Download paper

2019Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2019). Skintzi, Vasiliki D. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:20-28.

Full description at Econpapers || Download paper

2018Institutional quality and FDI inflows in Arab economies. (2018). Aziz, Omar Ghazy. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:111-123.

Full description at Econpapers || Download paper

2017The relationship between equity and bond returns: An empirical investigation. (2017). Demirovic, Amer ; Tucker, Jon ; Guermat, Cherif. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:47-64.

Full description at Econpapers || Download paper

2019Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315.

Full description at Econpapers || Download paper

2018News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets. (2018). Gupta, Rangan ; Wohar, Mark E ; Papadamou, Stephanos ; Kollias, Christos. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:76-90.

Full description at Econpapers || Download paper

2018Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis. (2018). Lin, Fu-Lai ; Chen, Yu-Fen ; Marsh, Terry ; Yang, Sheng-Yung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:285-294.

Full description at Econpapers || Download paper

2019Monetary Policy, Price Stability, and Equilibrium Bond Yields: Success and Consequences : a speech at the High-Level Conference on Global Risk, Uncertainty, And Volatility, co-sponsored by the Bank fo. (2019). Clarida, Richard H. In: Speech. RePEc:fip:fedgsq:1102.

Full description at Econpapers || Download paper

2017Is Scientific Performance a Function of Funds?. (2017). Lessmann, Stefan ; Hardle, Wolfgang K ; Zharova, Alona. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-028.

Full description at Econpapers || Download paper

2018Non-Monetary News in Central Bank Communication. (2018). Schrimpf, Andreas ; Cieslak, Anna. In: NBER Working Papers. RePEc:nbr:nberwo:25032.

Full description at Econpapers || Download paper

2018Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets. (2018). Humpe, Andreas ; McMillan, David G. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0091-x.

Full description at Econpapers || Download paper

2017Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2017). Skintzi, Vasiliki. In: MPRA Paper. RePEc:pra:mprapa:78278.

Full description at Econpapers || Download paper

2017The inefficient advantage of experience in the market for football managers. (2017). Szymanski, Stefan ; Peeters, Thomas ; Tervi, Marko. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170116.

Full description at Econpapers || Download paper

2019The impact of the US stock market opening on price discovery of government bond futures. (2019). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:779-802.

Full description at Econpapers || Download paper

2019Policy Uncertainty and FDI Flows: The Role of Institutional Quality and Financial Development. (2019). Furceri, Davide ; Choi, Sangyup ; Yoon, Chansik. In: Working papers. RePEc:yon:wpaper:2019rwp-144.

Full description at Econpapers || Download paper

Works by Stefano d'Addona:


YearTitleTypeCited
2011Multivariate heavy-tailed models for Value-at-Risk estimation In: Papers.
[Full Text][Citation analysis]
paper0
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 another version. Agregated cites: 0
article
2017Nonparametric estimates of pricing functionals In: Papers.
[Full Text][Citation analysis]
paper0
2017Nonparametric estimates of pricing functionals.(2017) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article0
2010Information Quality and Stock Returns Revisited In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article0
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 another version. Agregated cites: 0
paper
2005Information Quality and Stock Returns Revisited.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
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]
article0
2006International stock-bond correlations in a simple affine asset pricing model In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article37
2005International Stock-Bond Correlations in a Simple Affine Asset Pricing Model.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2015Exchange rates as shock absorbers: The role of export margins In: Research in Economics.
[Full Text][Citation analysis]
article2
2012Testing external habits in an asset pricing model In: CAMA Working Papers.
[Full Text][Citation analysis]
paper1
2009TESTING HABITS IN AN ASSET PRICING MODEL.(2009) In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper0
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
2011RATIONAL IGNORANCE IN LONG-RUN RISK MODELS.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Asset pricing and the role of macroeconomic volatility In: Annals of Finance.
[Full Text][Citation analysis]
article1
2011ASSET PRICING AND THE ROLE OF MACROECONOMIC VOLATILITY.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2012Business cycle determinants of US foreign direct investments In: MPRA Paper.
[Full Text][Citation analysis]
paper3
2013Business cycle determinants of US foreign direct investments.(2013) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2013Trade margins and exchange rate regimes: new evidence from a panel VAR In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2014TRADE MARGINS AND EXCHANGE RATE REGIMES: NEW EVIDENCE FROM A PANEL VARX MODEL In: Working Papers.
[Full Text][Citation analysis]
paper1
2011THE BRITISH OPT-OUT FROM THE EUROPEAN MONETARY UNION: EMPIRICAL EVIDENCE FROM MONETARY POLICY RULES In: Working Papers.
[Full Text][Citation analysis]
paper1
2012The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules.(2012) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
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 another version. Agregated cites: 1
article
2011LONG-RUN EVIDENCE USING MULTIFACTOR ASSET PRICING MODELS In: Working Papers.
[Full Text][Citation analysis]
paper0
2011FORCED MANAGER TURNOVERS IN ENGLISH SOCCER LEAGUES: A LONG-TERM PERSPECTIVE In: Working Papers.
[Full Text][Citation analysis]
paper0
2010Too Small or too Low? New Evidence on the 4-Factor Model In: Working Paper series.
[Full Text][Citation analysis]
paper0
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]
article20
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 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).
[Full Text][Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 4 2020. Contact: CitEc Team