Sfoglia per Autore
Financial connectedness among European volatility risk premia
2015-01-01 Cipollini, A.; Lo Cascio I.; Muzzioli, S.
Volatility co-movements: A time-scale decomposition analysis
2015-01-01 Cipollini, A.; Lo Cascio, I.; Muzzioli, S.
The European sovereign debt market: from integration to segmentation
2015-01-01 Coakley, J; Lee, H; Cipollini, A
A note on normalization schemes: The case of generalized forecast error variance decompositions
2016-01-01 Caloia, F.; Cipollini, A.;Muzzioli, S.
Can an unglamorous non-event affect prices? The role of newspapers
2016-01-01 Ferretti, R.; Cipollini, A.; Pattarin, F.
Asymmetric semi-volatility spillover effects in EMU stock markets
2018-01-01 Caloia, Francesco Giuseppe; Cipollini, Andrea; Muzzioli, Silvia
Credit demand and supply shocks in Italy during the Great Recession
2018-01-01 Cipollini, Andrea; Parla, Fabio
Risk aversion connectedness in five European countries
2018-01-01 Cipollini, Andrea; Lo Cascio, Iolanda; Muzzioli, Silvia
How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study
2019-01-01 Caloia F.G.; Cipollini A.; Muzzioli S.
Predicting bond betas using macro-finance variables
2019-01-01 Aslanidis, Nektarios; Christiansen, Charlotte; Cipollini, Andrea
Housing market shocks in italy: A GVAR approach
2020-01-01 Cipollini A.; Parla F.
Macro-uncertainty and financial stress spillovers in the Eurozone
2020-01-01 Cipollini A.; Mikaliunaite I.
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR
2021-08-01 Cipollini A.; Mikaliunaite I.
Climate risk and investment in equities in Europe: a Panel SVAR approach
2023-09-01 Cipollini, Andrea; Parla, Fabio
Testing for public debt sustainability using band spectrum regression analysis "
CIPOLLINI A; LO CASCIO I
| Data di pubblicazione | Titolo | Autori | Tipologia | Autore(i) | File |
|---|---|---|---|---|---|
| 1-gen-2015 | Financial connectedness among European volatility risk premia | CIPOLLINI, AndreaLO CASCIO, Iolanda + | 09 - Altro::9.1 Altro | Cipollini, A.; Lo Cascio I.; Muzzioli, S. | |
| 1-gen-2015 | Volatility co-movements: A time-scale decomposition analysis | CIPOLLINI, AndreaLO CASCIO, Iolanda + | 01 - Contributo in rivista::1.01 Articolo in rivista | Cipollini, A.; Lo Cascio, I.; Muzzioli, S. | |
| 1-gen-2015 | The European sovereign debt market: from integration to segmentation | CIPOLLINI, Andrea + | 01 - Contributo in rivista::1.01 Articolo in rivista | Coakley, J; Lee, H; Cipollini, A | |
| 1-gen-2016 | A note on normalization schemes: The case of generalized forecast error variance decompositions | CIPOLLINI, Andrea + | 09 - Altro::9.1 Altro | Caloia, F.; Cipollini, A.;Muzzioli, S. | |
| 1-gen-2016 | Can an unglamorous non-event affect prices? The role of newspapers | CIPOLLINI, Andrea + | 01 - Contributo in rivista::1.01 Articolo in rivista | Ferretti, R.; Cipollini, A.; Pattarin, F. | |
| 1-gen-2018 | Asymmetric semi-volatility spillover effects in EMU stock markets | Cipollini, Andrea + | 01 - Contributo in rivista::1.01 Articolo in rivista | Caloia, Francesco Giuseppe; Cipollini, Andrea; Muzzioli, Silvia | |
| 1-gen-2018 | Credit demand and supply shocks in Italy during the Great Recession | Cipollini, AndreaParla, Fabio | 01 - Contributo in rivista::1.01 Articolo in rivista | Cipollini, Andrea; Parla, Fabio | |
| 1-gen-2018 | Risk aversion connectedness in five European countries | Cipollini, AndreaLo Cascio, Iolanda + | 01 - Contributo in rivista::1.01 Articolo in rivista | Cipollini, Andrea; Lo Cascio, Iolanda; Muzzioli, Silvia | |
| 1-gen-2019 | How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study | Cipollini A. + | 01 - Contributo in rivista::1.01 Articolo in rivista | Caloia F.G.; Cipollini A.; Muzzioli S. | |
| 1-gen-2019 | Predicting bond betas using macro-finance variables | Cipollini, Andrea + | 01 - Contributo in rivista::1.01 Articolo in rivista | Aslanidis, Nektarios; Christiansen, Charlotte; Cipollini, Andrea | |
| 1-gen-2020 | Housing market shocks in italy: A GVAR approach | Cipollini A.Parla F. | 01 - Contributo in rivista::1.01 Articolo in rivista | Cipollini A.; Parla F. | |
| 1-gen-2020 | Macro-uncertainty and financial stress spillovers in the Eurozone | Cipollini A.Mikaliunaite I. | 01 - Contributo in rivista::1.01 Articolo in rivista | Cipollini A.; Mikaliunaite I. | |
| 1-ago-2021 | Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR | Cipollini A.Mikaliunaite I. | 01 - Contributo in rivista::1.01 Articolo in rivista | Cipollini A.; Mikaliunaite I. | |
| 1-set-2023 | Climate risk and investment in equities in Europe: a Panel SVAR approach | Cipollini, AndreaParla, Fabio | 03 - Monografia::3.1 Monografia | Cipollini, Andrea; Parla, Fabio | |
| - | Testing for public debt sustainability using band spectrum regression analysis " | CIPOLLINI, AndreaLO CASCIO, Iolanda | 06 - Intervento a convegno non pubblicato::6.1 Paper non pubblicato | CIPOLLINI A; LO CASCIO I |
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