12
H index
16
i10 index
582
Citations
andrea cipollini : Citation Profile
Università degli Studi di Palermo (90% share) | RESEARCH PRODUCTION: 26 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2001 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with andrea cipollini. | Is cited by:
| Cites to:
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Main data
Where andrea cipollini has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Empirical Finance | 3 |
| International Review of Financial Analysis | 2 |
| Economic Modelling | 2 |
| Manchester School | 2 |
Recent works citing andrea cipollini (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02. Full description at Econpapers || Download paper |
| 2023 | Bailouts and the modeling of bank distress. (2023). Wagner, Wolf ; Shapir, Offer Moshe ; Samuel, Margalit ; Galil, Koresh. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:7-30. Full description at Econpapers || Download paper |
| 2023 | US Municipal Green Bonds and Financial Integration. (2023). Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10323. Full description at Econpapers || Download paper |
| 2023 | Fiscal sustainability, monetary policy and economic growth in the Euro Area: In search of the ultimate causal path. (2023). Vides, Jose Carlos ; Sanchez-Fuentes, Jesus A ; Golpe, Antonio A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1026-1045. Full description at Econpapers || Download paper |
| 2023 | Trade openness and connectedness of national productions: Do financial openness, economic specialization, and the size of the country matter?. (2023). Toure, Adam ; Mao Takongmo, Charles-O., . In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001529. Full description at Econpapers || Download paper |
| 2023 | Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669. Full description at Econpapers || Download paper |
| 2023 | Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621. Full description at Econpapers || Download paper |
| 2023 | Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499. Full description at Econpapers || Download paper |
| 2023 | Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237. Full description at Econpapers || Download paper |
| 2023 | Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249. Full description at Econpapers || Download paper |
| 2023 | Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003584. Full description at Econpapers || Download paper |
| 2023 | Complete subset averaging methods in corporate bond return prediction. (2023). Jia, Zhimin ; Bo, Albert ; Jiang, Shan ; Cheng, Tingting. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001010. Full description at Econpapers || Download paper |
| 2023 | The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846. Full description at Econpapers || Download paper |
| 2023 | Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430. Full description at Econpapers || Download paper |
| 2023 | Political stability and credibility of currency board. (2023). Ho, Wai-Yip Alex ; Fu, Liang ; Feng, Shu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001122. Full description at Econpapers || Download paper |
| 2023 | Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470. Full description at Econpapers || Download paper |
| 2023 | Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988. Full description at Econpapers || Download paper |
| 2023 | Scalar Measures of Volatility and Dependence for the Multivariate Models with Applications to Asian Financial Markets. (2023). Bera, Anil K ; Kim, Sangwhan. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:212-:d:1108433. Full description at Econpapers || Download paper |
| 2023 | Sentiment-based indicators of real estate market stress and systemic risk: international evidence. (2023). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00429-y. Full description at Econpapers || Download paper |
| 2023 | Tax more or spend less? Historical evidence from Switzerland’s federal budget plans. (2023). Schaltegger, Christoph ; Salvi, Michele. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:3:d:10.1007_s10797-021-09716-8. Full description at Econpapers || Download paper |
| 2023 | Is a correlation-based investment strategy beneficial for long-term international portfolio investors?. (2023). Ma, Chaoqun ; Ren, Yi-Shuai ; Ur, Mobeen ; Narayan, Seema Wati. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00471-9. Full description at Econpapers || Download paper |
| 2023 | Cryptocurrency Connectedness: Does Controlling for the Cross-Correlations Matter?. (2023). Wiesen, Thomas ; Bharadwaj, Lakshya. In: Applied Economics Letters. RePEc:taf:apeclt:v:30:y:2023:i:20:p:2873-2880. Full description at Econpapers || Download paper |
Works by andrea cipollini:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Predicting Bond Betas using Macro-Finance Variables In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Predicting bond betas using macro-finance variables.(2019) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2018 | Predicting Bond Betas using Macro-Finance Variables.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2009 | FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME?SERIES ANALYSIS In: Economic Inquiry. [Full Text][Citation analysis] | article | 15 |
| 2001 | Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach In: Manchester School. [Full Text][Citation analysis] | article | 23 |
| 2002 | Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? In: Manchester School. [Full Text][Citation analysis] | article | 17 |
| 2011 | Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? In: Review of Development Economics. [Full Text][Citation analysis] | article | 9 |
| 2018 | Risk aversion connectedness in five European countries In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2020 | Macro-uncertainty and financial stress spillovers in the Eurozone In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
| 2008 | A stochastic variance factor model for large datasets and an application to S&P data In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 2004 | A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2005 | Testing for contagion: a conditional correlation analysis In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 161 |
| 2009 | Forecasting financial crises and contagion in Asia using dynamic factor analysis In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 27 |
| 2008 | Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis.(2008) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2005 | Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2006 | Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis.(2006) In: Computing in Economics and Finance 2006. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2015 | Volatility co-movements: A time-scale decomposition analysis In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 28 |
| 2013 | Volatility co-movements: a time scale decomposition analysis.(2013) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2019 | How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study In: Energy Economics. [Full Text][Citation analysis] | article | 14 |
| 2012 | Switching to floating exchange rates, devaluations, and stock returns in MENA countries In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
| 2018 | Asymmetric semi-volatility spillover effects in EMU stock markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 12 |
| 2012 | Economic value, competition and financial distress in the European banking system In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 29 |
| 2020 | Housing market shocks in italy: A GVAR approach In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 10 |
| 2018 | Housing Market Shocks in Italy: a GVAR approach.(2018) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2005 | Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 58 |
| 2002 | Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity.(2002) In: Discussion Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
| 2010 | Leading indicator properties of US high-yield credit spreads In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 2007 | Leading indicator properties of US high-yield credit spreads.(2007) In: Center for Economic Research (RECent). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | Leading indicator properties of US high-yield credit spreads.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2002 | The Euro and Monetary Policy Transparency In: Eastern Economic Journal. [Full Text][Citation analysis] | article | 4 |
| 2005 | Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 6 |
| 2007 | Leading indicator properties of the US corporate spreads In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Volatility risk premia and financial connectedness In: Department of Economics. [Full Text][Citation analysis] | paper | 1 |
| 2016 | A note on normalization schemes:The case of generalized forecast error variance decompositions In: Department of Economics. [Full Text][Citation analysis] | paper | 2 |
| 2018 | On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study In: Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling In: Center for Economic Research (RECent). [Full Text][Citation analysis] | paper | 1 |
| 2007 | Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Measuring bank capital requirements through Dynamic Factor analysis In: Center for Economic Research (RECent). [Full Text][Citation analysis] | paper | 1 |
| 2010 | Testing for Contagion: a Time-Scale Decomposition In: Center for Economic Research (RECent). [Full Text][Citation analysis] | paper | 0 |
| 2014 | Volatility risk premia and financial connectedness In: Center for Economic Research (RECent). [Full Text][Citation analysis] | paper | 1 |
| 2009 | The impact of bank concentration on financial distress: the case of the European banking system In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] | paper | 43 |
| 2015 | Financial connectedness among European volatility risk premia In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). [Full Text][Citation analysis] | paper | 11 |
| 2004 | Threshold Effects in the U.S. Budget Deficit In: Economic Inquiry. [Full Text][Citation analysis] | article | 35 |
| 2003 | A Dynamic Factor Analysis of Financial Contagion in Asia In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | A Dynamic Factor Analysis of Financial Contagion in Asia In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2005 | Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 7 |
| 2008 | Evaluating currency crises: the case of the European monetary system In: Empirical Economics. [Full Text][Citation analysis] | article | 8 |
| 2018 | Credit demand and supply shocks in Italy during the Great Recession In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | The European sovereign debt market: from integration to segmentation In: The European Journal of Finance. [Full Text][Citation analysis] | article | 19 |
| 2016 | Can an unglamorous non-event affect prices? The role of newspapers In: Cogent Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2005 | Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis In: Finance. [Full Text][Citation analysis] | paper | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team