andrea cipollini : Citation Profile

Are you andrea cipollini?

Università degli Studi di Palermo (90% share)
Università degli Studi di Modena e Reggio Emilia (5% share)
Università degli Studi di Modena e Reggio Emilia (5% share)

13

H index

16

i10 index

599

Citations

RESEARCH PRODUCTION:

26

Articles

27

Papers

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 31
   Journals where andrea cipollini has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 9 (1.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pci12
   Updated: 2024-11-04    RAS profile: 2020-11-25    
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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:

Torricelli, Costanza (22)

Kim, Hyeongwoo (18)

Rigobon, Roberto (13)

Caporale, Guglielmo Maria (13)

Spagnolo, Nicola (11)

Piergallini, Alessandro (11)

Flavin, Thomas (7)

Bacchiocchi, Emanuele (7)

Fry-McKibbin, Renee (7)

Shi, Wen (7)

Panopoulou, Ekaterini (7)

Cites to:

Diebold, Francis (48)

Yilmaz, Kamil (32)

Pesaran, Mohammad (31)

Bollerslev, Tim (28)

Reinhart, Carmen (25)

Reichlin, Lucrezia (25)

Forni, Mario (23)

Kaminsky, Graciela (20)

Lippi, Marco (20)

Marcellino, Massimiliano (17)

Kapetanios, George (17)

Main data

Where andrea cipollini has published?

Journals with more than one article published# docs
Journal of Empirical Finance3
International Review of Financial Analysis2
Economic Modelling2
Manchester School2

Working Papers Series with more than one paper published# docs
Center for Economic Research (RECent) / University of Modena and Reggio E., Dept. of Economics "Marco Biagi"6
Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) / Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi"4
Department of Economics / University of Modena and Reggio E., Faculty of Economics "Marco Biagi"3
Working Papers / Universitat Rovira i Virgili, Department of Economics2

Recent works citing andrea cipollini (2024 and 2023)

YearTitle of citing document
2023Forecasting 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.

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2023Bailouts 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.

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2023US Municipal Green Bonds and Financial Integration. (2023). Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10323.

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2023Fiscal 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.

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2023Trade 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.

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2023Frequency 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.

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2023Effects 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.

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2023Parametric 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.

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2023Predictability 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.

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2023Time 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.

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2023Dynamics 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.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2023Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics. (2023). Tsafack, Georges ; Starkey, Christopher Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003794.

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2023Measuring the multi-scale price transmission effects from crude oil to energy stocks: A cascaded view. (2023). Sun, Qingru ; Yu, Jinxiu ; Zhang, Shuo ; Wang, HE ; Zhao, Wenqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004076.

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2023Time-varying bond market integration and the impact of financial crises. (2023). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004258.

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2023The impact of bank FinTech on commercial banks risk-taking in China. (2023). Yang, Keng ; Jin, Tianhe ; Wu, Xin ; Qi, Hanying. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300460x.

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2023Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network. (2023). Li, Zixuan ; Long, Shaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004611.

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2024Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021.

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2023Complete 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.

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2023The 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.

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2023Estimation 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.

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2023Political 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.

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2023Dynamic 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.

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2023Dynamic 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.

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2024An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices. (2024). Balli, Faruk ; Billah, Syed Mabruk ; Kapar, Burcu ; Rana, Faisal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1442-1467.

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2024Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets. (2024). Yeap, Xiu Wei ; Lean, Hooi Hooi ; Gleason, Kimberley ; Alkhazali, Osamah M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:167-186.

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2024Asymmetric spillover effects in energy markets. (2024). Tiwari, Aviral ; Doan, Buhari ; Aikins, Emmanuel Joel ; Wohar, Mark ; Adekoya, Oluwasegun B. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502.

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2024Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis. (2024). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000710.

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2024Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x.

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2023Scalar 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.

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2023Sentiment-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.

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2023Tax 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.

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2023Is 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.

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2023Cryptocurrency 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.

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Works by andrea cipollini:

YearTitleTypeCited
2017Predicting Bond Betas using Macro-Finance Variables In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2019Predicting bond betas using macro-finance variables.(2019) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2018Predicting Bond Betas using Macro-Finance Variables.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2009FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME-SERIES ANALYSIS In: Economic Inquiry.
[Full Text][Citation analysis]		article15
2001Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach In: Manchester School.
[Full Text][Citation analysis]		article24
2002Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? In: Manchester School.
[Full Text][Citation analysis]		article17
2011Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? In: Review of Development Economics.
[Full Text][Citation analysis]		article9
2018Risk aversion connectedness in five European countries In: Economic Modelling.
[Full Text][Citation analysis]		article5
2020Macro-uncertainty and financial stress spillovers in the Eurozone In: Economic Modelling.
[Full Text][Citation analysis]		article7
2008A stochastic variance factor model for large datasets and an application to S&P data In: Economics Letters.
[Full Text][Citation analysis]		article12
2004A 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
2005Testing for contagion: a conditional correlation analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article163
2009Forecasting financial crises and contagion in Asia using dynamic factor analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article27
2008Forecasting 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
2005Forecasting 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
2006Forecasting 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
2015Volatility co-movements: A time-scale decomposition analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article28
2013Volatility co-movements: a time scale decomposition analysis.(2013) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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This paper has nother version. Agregated cites: 28		paper
2019How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study In: Energy Economics.
[Full Text][Citation analysis]		article20
2012Switching to floating exchange rates, devaluations, and stock returns in MENA countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2018Asymmetric semi-volatility spillover effects in EMU stock markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article14
2012Economic value, competition and financial distress in the European banking system In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article31
2020Housing market shocks in italy: A GVAR approach In: Journal of Housing Economics.
[Full Text][Citation analysis]		article10
2018Housing Market Shocks in Italy: a GVAR approach.(2018) In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance).
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This paper has nother version. Agregated cites: 10		paper
2005Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article58
2002Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity.(2002) In: Discussion Papers in Economics.
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This paper has nother version. Agregated cites: 58		paper
2010Leading indicator properties of US high-yield credit spreads In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2007Leading indicator properties of US high-yield credit spreads.(2007) In: Center for Economic Research (RECent).
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This paper has nother version. Agregated cites: 0		paper
2009Leading indicator properties of US high-yield credit spreads.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2002The Euro and Monetary Policy Transparency In: Eastern Economic Journal.
[Full Text][Citation analysis]		article4
2005Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article6
2007Leading indicator properties of the US corporate spreads In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]		paper0
2014Volatility risk premia and financial connectedness In: Department of Economics.
[Full Text][Citation analysis]		paper1
2016A note on normalization schemes:The case of generalized forecast error variance decompositions In: Department of Economics.
[Full Text][Citation analysis]		paper2
2018On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study In: Department of Economics.
[Full Text][Citation analysis]		paper0
2007Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling In: Center for Economic Research (RECent).
[Full Text][Citation analysis]		paper1
2007Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling.(2007) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1		paper
2008Measuring bank capital requirements through Dynamic Factor analysis In: Center for Economic Research (RECent).
[Full Text][Citation analysis]		paper1
2010Testing for Contagion: a Time-Scale Decomposition In: Center for Economic Research (RECent).
[Full Text][Citation analysis]		paper0
2014Volatility risk premia and financial connectedness In: Center for Economic Research (RECent).
[Full Text][Citation analysis]		paper1
2009The 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]		paper43
2015Financial 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]		paper11
2004Threshold Effects in the U.S. Budget Deficit In: Economic Inquiry.
[Full Text][Citation analysis]		article37
2003A Dynamic Factor Analysis of Financial Contagion in Asia In: Working Papers.
[Full Text][Citation analysis]		paper0
2003A Dynamic Factor Analysis of Financial Contagion in Asia In: Working Papers.
[Full Text][Citation analysis]		paper1
2004A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data In: Working Papers.
[Full Text][Citation analysis]		paper3
2005Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article7
2008Evaluating currency crises: the case of the European monetary system In: Empirical Economics.
[Full Text][Citation analysis]		article8
2018Credit demand and supply shocks in Italy during the Great Recession In: Applied Economics.
[Full Text][Citation analysis]		article1
2015The European sovereign debt market: from integration to segmentation In: The European Journal of Finance.
[Full Text][Citation analysis]		article20
2016Can an unglamorous non-event affect prices? The role of newspapers In: Cogent Economics & Finance.
[Full Text][Citation analysis]		article0
2005Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis In: Finance.
[Full Text][Citation analysis]		paper3

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