3
H index
1
i10 index
37
Citations
University of Warwick | 3 H index 1 i10 index 37 Citations RESEARCH PRODUCTION: 4 Articles 1 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 Alessandro Palandri. | Is cited by: | Cites to: |
Year | Title of citing document |
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2021 | The Good and Bad Volatility: A New Class of Asymmetric Heteroskedastic Models. (2021). BenSaïda, Ahmed. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:540-570. Full description at Econpapers || Download paper |
2021 | Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188. Full description at Econpapers || Download paper |
2021 | A dynamic conditional approach to forecasting portfolio weights. (2021). Palandri, Alessandro ; Gallo, Giampiero M ; Cipollini, Fabrizio. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1111-1126. Full description at Econpapers || Download paper |
2021 | How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748. Full description at Econpapers || Download paper |
2022 | Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019). (2022). Vogl, Markus. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00359-3. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2009 | The Effects of Interest Rate Movements on Assets’ Conditional Second Moments In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Sequential conditional correlations: Inference and evaluation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 20 |
2014 | Risk-free rate effects on conditional variances and conditional correlations of stock returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
2015 | Do negative and positive equity returns share the same volatility dynamics? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
2013 | When Do Managers Seek Private Equity Backing in Public-to-Private Transactions? In: Review of Finance. [Full Text][Citation analysis] | article | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team