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 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.
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.
Leading indicator properties of US high-yield credit spreads.
2010-01-01 Cipollini, A; Aslanidis, N
Macro-uncertainty and financial stress spillovers in the Eurozone
2020-01-01 Cipollini A.; Mikaliunaite I.
| Data di pubblicazione | Titolo | Autori | Tipologia | Autore(i) | File |
|---|---|---|---|---|---|
| 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-2008 | A stochastic variance factor model for large datasets and an application to S&P data. | CIPOLLINI, Andrea + | 01 - Contributo in rivista::1.01 Articolo in rivista | Kapetanios, G.; Cipollini, A. | |
| 1-gen-2014 | An index of financial connectedness applied to variance risk premia | LO CASCIO, IolandaCIPOLLINI, Andrea | 09 - Altro::9.1 Altro | LO CASCIO, I; CIPOLLINI, A | |
| 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-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-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 | |
| 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-2002 | Does Inflation Targeting Affect the Trade-off Between Output Gap and Inflation Variability? | CIPOLLINI, Andrea + | 01 - Contributo in rivista::1.01 Articolo in rivista | ARESTIS, P; CAPORALE, G; CIPOLLINI, A | |
| 1-gen-2012 | Economic value, competition and financial distress in the European banking system | CIPOLLINI, Andrea + | 01 - Contributo in rivista::1.01 Articolo in rivista | Fiordelisi, F; Cipollini, A | |
| 1-gen-2008 | Evaluating currency crises: the case of the European monetary system | CIPOLLINI, Andrea + | 01 - Contributo in rivista::1.01 Articolo in rivista | Mouratidis, K.; Spagnolo N.; Cipollini, A. | |
| 1-gen-2011 | Exchange Rates and Stock Prices in the MENA countries: What Role for Oil? | CIPOLLINI, Andrea + | 01 - Contributo in rivista::1.01 Articolo in rivista | Chortareas, G; Cipollini, A; Eissa, MA | |
| 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-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-gen-2009 | FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME-SERIES ANALYSIS | CIPOLLINI, Andrea + | 01 - Contributo in rivista::1.01 Articolo in rivista | Cipollini, A; Fattouh, B; Mouratidis K | |
| 1-gen-2009 | Forecasting financial crises and contagion in Asia using dynamic factor analysis | CIPOLLINI, Andrea + | 01 - Contributo in rivista::1.01 Articolo in rivista | Kapetanios, G; Cipollini, A | |
| 1-gen-2008 | Forecasting industry sector default rates through dynamic factor models | CIPOLLINI, Andrea + | 01 - Contributo in rivista::1.01 Articolo in rivista | Missaglia, G.; Cipollini, A. | |
| 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-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-2010 | Leading indicator properties of US high-yield credit spreads. | CIPOLLINI, Andrea + | 01 - Contributo in rivista::1.01 Articolo in rivista | Cipollini, A; Aslanidis, N | |
| 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. |