CIPOLLINI, Andrea
CIPOLLINI, Andrea
Scienze Economiche, Aziendali e Statistiche
A note on normalization schemes: The case of generalized forecast error variance decompositions
2016-01-01 Caloia, F.; Cipollini, A.;Muzzioli, S.
A stochastic variance factor model for large datasets and an application to S&P data.
2008-01-01 Kapetanios, G.; Cipollini, A.
An index of financial connectedness applied to variance risk premia
2014-01-01 LO CASCIO, I; CIPOLLINI, A
Asymmetric semi-volatility spillover effects in EMU stock markets
2018-01-01 Caloia, Francesco Giuseppe; Cipollini, Andrea; Muzzioli, Silvia
Can an unglamorous non-event affect prices? The role of newspapers
2016-01-01 Ferretti, R.; Cipollini, A.; Pattarin, F.
Climate risk and investment in equities in Europe: a Panel SVAR approach
2023-09-01 Cipollini, Andrea; Parla, Fabio
Credit demand and supply shocks in Italy during the Great Recession
2018-01-01 Cipollini, Andrea; Parla, Fabio
Does Inflation Targeting Affect the Trade-off Between Output Gap and Inflation Variability?
2002-01-01 ARESTIS, P; CAPORALE, G; CIPOLLINI, A
Economic value, competition and financial distress in the European banking system
2012-01-01 Fiordelisi, F; Cipollini, A
Evaluating currency crises: the case of the European monetary system
2008-01-01 Mouratidis, K.; Spagnolo N.; Cipollini, A.
Exchange Rates and Stock Prices in the MENA countries: What Role for Oil?
2011-01-01 Chortareas, G; Cipollini, A; Eissa, MA
Financial connectedness among European volatility risk premia
2015-01-01 Cipollini, A.; Lo Cascio I.; Muzzioli, S.
Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR
2021-08-01 Cipollini A.; Mikaliunaite I.
Fiscal policy effects on house prices and credit market conditions: empirical evidence from Italian NUTS-2 regional data
2025-03-17 Cipollini, Andrea; Frangiamore, Francesco
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME-SERIES ANALYSIS
2009-01-01 Cipollini, A; Fattouh, B; Mouratidis K
Forecasting financial crises and contagion in Asia using dynamic factor analysis
2009-01-01 Kapetanios, G; Cipollini, A
Forecasting industry sector default rates through dynamic factor models
2008-01-01 Missaglia, G.; Cipollini, A.
Government spending and credit market: Evidence from Italian (NUTS 3) provinces
2023-01-24 Andrea Cipollini; Francesco frangiamore
Housing market shocks in italy: A GVAR approach
2020-01-01 Cipollini A.; Parla F.
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.