10
H index
11
i10 index
378
Citations
"Sapienza" Università di Roma | 10 H index 11 i10 index 378 Citations RESEARCH PRODUCTION: 50 Articles 54 Papers RESEARCH ACTIVITY: 15 years (2005 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pce67 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Roy Cerqueti. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2304.08902. Full description at Econpapers || Download paper |
2023 | Bitcoin: A life in crises. (2023). Houli, Nicolas ; Tarassov, Jevgeni. In: Papers. RePEc:arx:papers:2304.09939. Full description at Econpapers || Download paper |
2023 | An exploration of the mathematical structure and behavioural biases of financial crises. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2307.15402. Full description at Econpapers || Download paper |
2024 | A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875. Full description at Econpapers || Download paper |
2023 | L’exposition des fonds d’investissement français aux risques climatiques de transition. (2023). Kone, Kolotcholoma ; Jourde, Tristan. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2023:248:07. Full description at Econpapers || Download paper |
2023 | Environmental, Social and Governance investing: Does rating matter?. (2023). Quaranta, Anna Grazia ; Pampurini, Francesca ; Pacelli, Vincenzo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:30-41. Full description at Econpapers || Download paper |
2024 | Anatomy of the chimera: Environmental, Social, and Governance ratings beyond the myth. (2024). Severini, Sabrina ; Lucarelli, Caterina. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4198-4217. Full description at Econpapers || Download paper |
2023 | When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?. (2023). Zhang, YI ; Wen, Limin ; Li, Junxue ; Ling, Aifan. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300158x. Full description at Econpapers || Download paper |
2023 | Optimal tax enforcement with productive public inputs. (2023). LEVAGGI, ROSELLA ; Menoncin, Francesco ; Dzhumashev, Ratbek. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002560. Full description at Econpapers || Download paper |
2024 | Dimensional traps in evasion models and their effects on industrial structure. (2024). Scaccia, Luisa ; Michetti, Elisabetta ; Coppier, Raffaella. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000038. Full description at Econpapers || Download paper |
2023 | Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712. Full description at Econpapers || Download paper |
2023 | Bank diversification and ESG activities: A global perspective. (2023). Alshammari, Turki Rashed ; Saha, Asish ; Azeez, Abdul. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:3:s0939362523000237. Full description at Econpapers || Download paper |
2023 | Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329. Full description at Econpapers || Download paper |
2023 | Green transformation of the building industry and the government policy effects: Policy simulation based on the DSGE model. (2023). Zheng, Hongwei ; Xu, Zhehong ; Sun, Chuanwang. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223001159. Full description at Econpapers || Download paper |
2023 | A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning. (2023). Chen, Kaijie ; Tang, Zhenpeng ; Du, Xiaoxu. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223027883. Full description at Econpapers || Download paper |
2023 | Fund ESG performance and downside risk: Evidence from China. (2023). Zong, Zhe ; Zhang, Yue. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300042x. Full description at Econpapers || Download paper |
2023 | Fund flows and performance: New evidence from retail and institutional SRI mutual funds. (2023). Zhao, Yuan ; Klinkowska, Olga. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001126. Full description at Econpapers || Download paper |
2023 | Environmental engagement and stock price crash risk: Evidence from the European banking industry. (2023). Santilli, Gianluca ; Ricci, Ornella ; Fiordelisi, Franco. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002053. Full description at Econpapers || Download paper |
2024 | ESG investment preference and fund vulnerability. (2024). Wang, HU. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005185. Full description at Econpapers || Download paper |
2024 | ESG scores and debt costs: Exploring indebtedness, agency costs, and financial system impact. (2024). Meneses, Lilian Lima ; Alves, Carlos Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001728. Full description at Econpapers || Download paper |
2023 | Do diverse and inclusive workplaces benefit investors? An Empirical Analysis on Europe and the United States. (2023). Bax, Karoline. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006857. Full description at Econpapers || Download paper |
2024 | Social responsibility and bank resiliency. (2024). Gehrig, Thomas ; Unger, Stephan ; Iannino, Maria Chiara. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000918. Full description at Econpapers || Download paper |
2024 | Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Oxley, Les ; Hou, Yang. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000056. Full description at Econpapers || Download paper |
2024 | Exploring multilevel data with deep learning and XAI: The effect of personal-care advertising spending on subjective happiness. (2024). Messner, Wolfgang. In: International Business Review. RePEc:eee:iburev:v:33:y:2024:i:1:s0969593123001038. Full description at Econpapers || Download paper |
2023 | Did cryptomarket chaos unleash Silvergates bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse. (2023). Esparcia, Carlos ; Escribano, Ana ; Jareo, Francisco. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001191. Full description at Econpapers || Download paper |
2023 | The contingency impact of culture on health security capacities for pandemic preparedness: A moderated Bayesian inference analysis. (2023). Messner, Wolfgang. In: Journal of International Management. RePEc:eee:intman:v:29:y:2023:i:5:s1075425323000534. Full description at Econpapers || Download paper |
2023 | Does ESG impact systemic risk? Evidencing an inverted U-shape relationship for major energy firms. (2023). Migliavacca, Milena ; Goodell, John W ; Anwer, Zaheer ; Paltrinieri, Andrea. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:10-25. Full description at Econpapers || Download paper |
2023 | Modeling the exploitation of common oil and gas resources under different conditions of resource distribution and extraction power: A game theory approach. (2023). Salimian, Salah ; Mamipour, Siab. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005731. Full description at Econpapers || Download paper |
2023 | Designing a decision support tool for integrating ESG into the natural resource extraction industry for sustainable development using the ordinal priority approach. (2023). Omoruyi, Osayuwamen ; Chen, Wei ; Hu, Weihao ; Mahmoudi, Amin ; Bai, Chunguang ; Quayson, Matthew. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006992. Full description at Econpapers || Download paper |
2023 | Promoting mineral resources consumption efficiency: Evidence from technology of big data. (2023). Ren, Daowen ; Yu, Huaying ; Wang, Jing ; Zhang, Jocelyn. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009212. Full description at Econpapers || Download paper |
2023 | Revealing stock liquidity determinants by means of explainable AI: The role of ESG before and during the COVID-19 pandemic. (2023). Kissa, David ; Sokolova, Tatiana ; Teplova, Tamara. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009649. Full description at Econpapers || Download paper |
2023 | An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). Menzies, Max ; James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008117. Full description at Econpapers || Download paper |
2023 | A Benford’s Law view of inspections’ reasonability. (2023). Arezzo, Maria Felice ; Cerqueti, Roy. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:632:y:2023:i:p1:s037843712300849x. Full description at Econpapers || Download paper |
2024 | Social trust and the support for universal basic income. (2024). Gubello, Michele. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001398. Full description at Econpapers || Download paper |
2023 | Uncertain mean–variance portfolio model with inflation taking linear uncertainty distributions. (2023). Choe, Kwang-Il ; Ma, DI ; Huang, Xiaoxia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:203-217. Full description at Econpapers || Download paper |
2024 | Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis. (2024). Wu, You ; Yin, Libo ; Wan, Jieru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:397-428. Full description at Econpapers || Download paper |
2024 | The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714. Full description at Econpapers || Download paper |
2024 | Do ESG scores affect financial systemic risk? Evidence from European banks and insurers. (2024). Vioto, Davide ; Onorato, Grazia ; Gianfrancesco, Igor ; Curcio, Domenico. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000436. Full description at Econpapers || Download paper |
2023 | A Point Processes approach to bicycle sharing systems’ design and management. (2023). Foschi, Rachele. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012123001088. Full description at Econpapers || Download paper |
2023 | Identifying ESG investment key indicators and selecting investment trust companies by using a Z-fuzzy-based decision-making model. (2023). Lin, Sheng-Wei ; Lo, Huai-Wei. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:90:y:2023:i:c:s0038012123002719. Full description at Econpapers || Download paper |
2024 | Modeling the resilience of interdependent networks: The role of function dependency in metro and bus systems. (2024). Xie, Chi ; Lu, Qing-Chang ; Xu, Peng-Cheng ; Cheong, Taesu. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:179:y:2024:i:c:s0965856423003270. Full description at Econpapers || Download paper |
2023 | A Hybrid Approach for the Assessment of Risk Spillover to ESG Investment in Financial Networks. (2023). Wu, Desheng ; Qin, Kun ; Li, Lei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:6123-:d:1114244. Full description at Econpapers || Download paper |
2023 | The Impact of News Related Covid-19 on Exchange Rate Volatility:A New Evidence From Generalized Autoregressive Score Model. (2023). Erer, Deniz. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2023:i:38:p:105-126. Full description at Econpapers || Download paper |
2023 | Do Gas Price and Uncertainty Indices Forecast Crude Oil Prices? Fresh Evidence Through XGBoost Modeling. (2023). Nsaibi, Mariem ; Hakimi, Abdelaziz ; Zaghdoudi, Taha ; Tissaoui, Kais. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10305-y. Full description at Econpapers || Download paper |
2023 | Media Bias and Tax Compliance: Experimental Evidence. (2020). Sabatini, Fabio ; Reggiani, Tommaso ; Špalek, Jiřà ; Fišar, Miloš ; Fiar, Milo. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2020-01. Full description at Econpapers || Download paper |
2023 | Minimum wage and tolerance for inequality. (2022). Reggiani, Tommaso ; Fazio, Andrea. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2022-07. Full description at Econpapers || Download paper |
2023 | ESG Transformation: A Roadmap for Russia’s Sustainable Development /– Tallinn : OPEN EUROPEAN ACADEMY OF PUBLIC SCIENCES OÜ, 2023.. (2023). Kudryashov, Alexander. In: OSF Preprints. RePEc:osf:osfxxx:6j8ux. Full description at Econpapers || Download paper |
2023 | A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league “Serie A. (2023). Vardei, Ciro Hosseini ; Cerqueti, Roy ; Ficcadenti, Valerio. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04609-3. Full description at Econpapers || Download paper |
2023 | Time-varying higher moments in Bitcoin. (2023). Laurini, Marcio Poletti ; Vieira, Leonardo Ieracitano. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-022-00072-8. Full description at Econpapers || Download paper |
2023 | Is analytical tax research alive and kicking? Insights from 2000 until 2022. (2023). Sailer, Mariana ; Niemann, Rainer. In: Journal of Business Economics. RePEc:spr:jbecon:v:93:y:2023:i:6:d:10.1007_s11573-023-01157-5. Full description at Econpapers || Download paper |
2023 | The weighted cross-shareholding complex network: a copula approach to concentration and control in financial markets. (2023). Rotundo, Giulia ; Cerqueti, Roy. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:2:d:10.1007_s11403-022-00364-7. Full description at Econpapers || Download paper |
2023 | Does natural resource abundance breed corruption? The role of political institutions. (2023). Ahmed, Monir Uddin ; Munim, Mohammad Abdul. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:9:d:10.1007_s43546-023-00545-x. Full description at Econpapers || Download paper |
2023 | Do lower environmental, social, and governance (ESG) rated companies have higher systemic impact? Empirical evidence from Europe and the United States. (2023). Paterlini, Sandra ; Bonaccolto, Giovanni ; Bax, Karoline. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:3:p:1406-1420. Full description at Econpapers || Download paper |
2023 | Green finance instruments: Exploring minibonds issuance in Italy. (2023). Storani, Saverio ; Deffainscrapsky, Catherine ; Cerqueti, Roy. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:4:p:1965-1986. Full description at Econpapers || Download paper |
2023 | Do investors incorporate financial materiality? Remapping the environmental information in corporate sustainability reporting. (2023). Xie, Jun ; Managi, Shunsuke ; Fujii, Hidemichi ; Keeley, Alexander Ryota ; Tanaka, Yoshitaka. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:30:y:2023:i:6:p:2924-2952. Full description at Econpapers || Download paper |
2023 | Who benefits from corruption; the private individual or the public purse?. (2023). Zakari, Abdulrasheed ; Tawiah, Vincent ; Xede, James. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2900-2914. Full description at Econpapers || Download paper |
2023 | The impact of ethnic fractionalisation on labor productivity: Does firm size matter?. (2023). Amin, Mohammad ; Khalid, Usman. In: Journal of International Development. RePEc:wly:jintdv:v:35:y:2023:i:7:p:2213-2249. Full description at Econpapers || Download paper |
2023 | Protests, Long-term Preferences, and Populism. Evidence from 1968 in Europe. (2023). Fazio, Andrea. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1329. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Benfords law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions In: Papers. [Full Text][Citation analysis] | paper | 17 |
2014 | Assessing the Inequalities of Wealth in Regions: the Italian Case In: Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data In: Papers. [Full Text][Citation analysis] | paper | 16 |
2015 | Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data.(2015) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2015 | Cross Ranking of Cities and Regions: Population vs. Income In: Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | Studies on Regional Wealth Inequalities: the case of Italy In: Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benfords Law In: Papers. [Full Text][Citation analysis] | paper | 9 |
2016 | Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall In: Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Data science for assessing possible tax income manipulation: The case of Italy In: Papers. [Full Text][Citation analysis] | paper | 8 |
2017 | Data science for assessing possible tax income manipulation: The case of Italy.(2017) In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2018 | Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 In: Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Investigating the configurations in cross-shareholding: a joint copula-entropy approach In: Papers. [Full Text][Citation analysis] | paper | 9 |
2018 | SME investment best strategies. Outliers for assessing how to optimize performance In: Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | SME investment best strategies. Outliers for assessing how to optimize performance.(2018) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2018 | Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective In: Papers. [Full Text][Citation analysis] | paper | 7 |
2020 | Systemic risk assessment through high order clustering coefficient In: Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | Segregation with Social Linkages: Evaluating Schellings Model with Networked Individuals In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling In: Papers. [Full Text][Citation analysis] | paper | 25 |
2020 | Anxiety for the pandemic and trust in financial markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Simple approaches on how to discover promising strategies for efficient enterprise performance, at time of crisis in the case of SMEs : Voronoi clustering and outlier effects perspective In: Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity In: The B.E. Journal of Theoretical Economics. [Full Text][Citation analysis] | article | 1 |
2018 | Regular paths in financial markets: Investigating the Benfords law In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 8 |
2009 | Tax revenues, fiscal corruption and shame costs In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2011 | Economic growth, corruption and tax evasion In: Economic Modelling. [Full Text][Citation analysis] | article | 24 |
2011 | Economic growth, corruption and tax evasion.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
2010 | Economic growth, corruption and tax evasion.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2011 | The optimal bid/ask spread in a Specialist System In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2013 | Economic interactions and social tolerance: A dynamic perspective In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
2013 | A Tabu Search heuristic procedure in Markov chain bootstrapping In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
2014 | Mean–Variance portfolio selection in presence of infrequently traded stocks In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 7 |
2016 | Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
2017 | Relevant states and memory in Markov chain bootstrapping and simulation In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
2013 | Relevant States and Memory in Markov Chain Bootstrapping and Simulation.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2019 | Long run analysis of crude oil portfolios In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
2020 | Optimal concession contracts for oil exploitation In: Energy Policy. [Full Text][Citation analysis] | article | 3 |
2020 | Words ranking and Hirsch index for identifying the core of the hapaxes in political texts In: Journal of Informetrics. [Full Text][Citation analysis] | article | 4 |
2009 | A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 3 |
2011 | Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
2017 | Long-range properties and data validity for hydrogeological time series: The case of the Paglia river In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
2018 | Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
2019 | A Generalized Error Distribution Copula-based method for portfolios risk assessment In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
2016 | Risk measures on networks and expected utility In: Reliability Engineering and System Safety. [Full Text][Citation analysis] | article | 1 |
2019 | Measuring network resilience through connection patterns In: Reliability Engineering and System Safety. [Full Text][Citation analysis] | article | 10 |
2008 | On the asymptotic behaviour of random matrices in a multivariate statistical model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
2016 | Innovation, imitation and policy inaction In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 2 |
2015 | On the coexistence of innovators and imitators In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 9 |
2017 | Civic capital and support for the welfare state In: EERI Research Paper Series. [Full Text][Citation analysis] | paper | 16 |
2017 | Civic capital and support for the welfare state.(2017) In: Econometica Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2016 | Civic capital and support for the welfare state.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2019 | Civic capital and support for the welfare state.(2019) In: Social Choice and Welfare. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2017 | Civic capital and support for the welfare state.(2017) In: EconStor Preprints. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2019 | Macro Asset Allocation with Social Impact Investments In: Sustainability. [Full Text][Citation analysis] | article | 8 |
2019 | Rational expectations and stochastic systems In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 0 |
2019 | Rational expectations and stochastic systems.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2019 | Rational expectations and stochastic systems.(2019) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2009 | Why is the Tax Evasion so Persistent? In: ISAE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | A Discrete Model for Patent Valuation In: ISAE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Non parametric Fractional Cointegration Analysis In: ISAE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
2008 | A dynamic stochastic model of asset pricing with heterogeneous beliefs.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2012 | Illegal finance and usurers behaviour In: European Journal of Law and Economics. [Full Text][Citation analysis] | article | 4 |
2015 | Corruptibility and tax evasion In: European Journal of Law and Economics. [Full Text][Citation analysis] | article | 1 |
2012 | Corruption, growth and ethnic fractionalization: a theoretical model In: Journal of Economics. [Full Text][Citation analysis] | article | 11 |
2011 | Corruption, Growth and Ethnic Fractionalization: a Theoretical Model.(2011) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2008 | A stochastic model for financiers In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | New panel tests to assess inflation persistence In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | A Disutility-Based Drift Control for Exchange Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Corruption, growth and ethnolinguistic fractionalization: a theoretical model In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2010 | Roots and Effects of Investments Misperception In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order. In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes. In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Testing for rational bubbles. In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | Change in persistence tests for panels In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Change in persistence tests for panels: An update and some new results In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | FDR Control in the Presence of an Unknown Correlation Structure In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | A copula-based analysis of false discovery rate control under dependence assumptions In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | A new family of nonexchangeable copulas for positive dependence In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Consistent Risk Acceptance Criteria through Networks In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Total positivity for a class of non-exchangeable copulas In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | A Universal Rank-Size Law In: PLOS ONE. [Full Text][Citation analysis] | article | 9 |
2017 | Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
2012 | On the dynamics of innovators and imitators In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2015 | Over consumption. A horse race of Bayesian DSGE models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | Does social capital explain the Solow residual? A DSGE approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2020 | The Resilience of the Socially Responsible Investment Networks In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 1 |
2020 | ESG Investing: A Chance To Reduce Systemic Risk In: CEIS Research Paper. [Full Text][Citation analysis] | paper | 49 |
2016 | A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
2016 | Forecasting macroeconomic fundamentals in economic crises In: Annals of Operations Research. [Full Text][Citation analysis] | article | 4 |
2017 | A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2020 | Exploring the financial risk of a temperature index: a fractional integrated approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 2 |
2020 | The Skew Normal multivariate risk measurement framework In: Computational Management Science. [Full Text][Citation analysis] | article | 1 |
2012 | Financing policies via stochastic control: a dynamic programming approach In: Journal of Global Optimization. [Full Text][Citation analysis] | article | 1 |
2016 | Optimal Investment in Research and Development Under Uncertainty In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 3 |
2013 | Roots and effects of financial misperception in a stochastic dominance framework In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 4 |
2014 | A quantitative view on policymakers’ goal, institutions and tax evasion In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 1 |
2015 | A review of aggregation techniques for agent-based models: understanding the presence of long-term memory In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 1 |
2015 | Statistical assessment of regional wealth inequalities: the Italian case In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 8 |
2019 | A Network-Based Measure of the Socio-Economic Roots of the Migration Flows In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 2 |
2019 | Panel stationary tests against changes in persistence In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
2018 | Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
2010 | OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES In: New Mathematics and Natural Computation (NMNC). [Full Text][Citation analysis] | article | 0 |
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