Alessandra Amendola
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Alessandra |
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Amendola |
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Affiliations
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Università degli Studi di Salerno
/ Dipartimento di Scienze Economiche e Statistiche (DISES)
Research profile
author of:
- On the influence of the U.S. monetary policy on the crude oil price volatility (RePEc:ags:aiea15:207860)
by Amendola, Alessandra & Candila, Vincenzo & Scognamillo, Antonio - Doubly Multiplicative Error Models with Long- and Short-run Components (RePEc:arx:papers:2006.03458)
by Alessandra Amendola & Vincenzo Candila & Fabrizio Cipollini & Giampiero M. Gallo - Adaptive combinations of tail-risk forecasts (RePEc:arx:papers:2406.06235)
by Alessandra Amendola & Vincenzo Candila & Antonio Naimoli & Giuseppe Storti - Special Issue on Nonlinear Modelling and Financial Econometrics (RePEc:eee:csdana:v:51:y:2006:i:4:p:2115-2117)
by Amendola, Alessandra & Francq, Christian & Koopman, Siem Jan - A GMM procedure for combining volatility forecasts (RePEc:eee:csdana:v:52:y:2008:i:6:p:3047-3060)
by Amendola, Alessandra & Storti, Giuseppe - On the asymmetric impact of macro–variables on volatility (RePEc:eee:ecmode:v:76:y:2019:i:c:p:135-152)
by Amendola, Alessandra & Candila, Vincenzo & Gallo, Giampiero M. - Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model (RePEc:eee:ecosta:v:20:y:2021:i:c:p:12-28)
by Amendola, Alessandra & Candila, Vincenzo & Gallo, Giampiero M. - A Model Confidence Set approach to the combination of multivariate volatility forecasts (RePEc:eee:intfor:v:36:y:2020:i:3:p:873-891)
by Amendola, Alessandra & Braione, Manuela & Candila, Vincenzo & Storti, Giuseppe - An analysis of the determinants of financial distress in Italy: A competing risks approach (RePEc:eee:reveco:v:37:y:2015:i:c:p:33-41)
by Amendola, Alessandra & Restaino, Marialuisa & Sensini, Luca - Doubly multiplicative error models with long- and short-run components (RePEc:eee:soceps:v:91:y:2024:i:c:s0038012123002768)
by Amendola, A. & Candila, V. & Cipollini, F. & Gallo, G.M. - The moments of SETARMA models (RePEc:eee:stapro:v:76:y:2006:i:6:p:625-633)
by Amendola, Alessandra & Niglio, Marcella & Vitale, Cosimo - Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation (RePEc:frz:wpaper:wp2014_17.rdf)
by Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo - Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach (RePEc:gam:jecnmx:v:12:y:2024:i:1:p:2-:d:1314080)
by Md Samsul Alam & Alessandra Amendola & Vincenzo Candila & Shahram Dehghan Jabarabadi - The Impact of ESG Scores on Risk Market Performance (RePEc:gam:jsusta:v:15:y:2023:i:9:p:7183-:d:1132776)
by Luigi Aldieri & Alessandra Amendola & Vincenzo Candila - Combination of multivariate volatility forecasts (RePEc:hum:wpaper:sfb649dp2009-007)
by Alessandra Amendola & Giuseppe Storti - Factors Driving the Credit Card Ownership in Italy (RePEc:ibn:ibrjnl:v:9:y:2016:i:6:p:131-142)
by Alessandra Amendola & Alfonso Pellecchia & Luca Sensini - An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania (RePEc:ibn:ijbmjn:v:12:y:2017:i:9:p:77)
by Alessandra Amendola & Marinella Boccia & Gianluca Mele & Luca Sensini - Corporate Financial Distress And Bankruptcy: A Comparative Analysis In France, Italy And Spain (RePEc:ntu:ntugeo:vol1-iss2-13-131)
by Alessandra Amendola & Marialuisa Restaino & Luca Sensini - Concepts and tools for nonlinear time series modelling (RePEc:pra:mprapa:15140)
by Amendola, Alessandra & Christian, Francq - Tax Policy and Firms' Financial Choices: Empirical Evidence from the Dominican Republic (RePEc:prp:micp20:253-263)
by Alessandra Amendola & Marinella Boccia & Gianluca Mele & Luca Sensini - Fiscal Policies and Firms' Performance:A Propensity Score Matching Analysis inDominican Republic (RePEc:sal:celpdp:0159)
by AMENDOLA, Alessandra & BOCCIA, Marinella & MELE, Gianluca & SENSINI, Luca - Modelling Asymmetries in Unemployment Rate (RePEc:sal:celpdp:60)
by Alessandra Amendola - A Non Linear Time Series Approach To Modelling Asymmetry In Stock Market Indexes (RePEc:sce:scecf0:97)
by Giuseppe Storti & Alessandra Amendola - The combination of volatility forecasts (RePEc:sce:scecfa:496)
by Alessandra Amendola & Giuseppe Storti - Variabile Selection in Forecasting Models for Corporate Bankruptcy (RePEc:sep:wpaper:3_216)
by Alessandra Amendola & Marialuisa Restaino & Luca Sensini - On the influence of US monetary policy on crude oil price volatility (RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1069-5)
by Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo - Do fiscal policies affect the firms’ growth and performance? Urban versus rural area (RePEc:spr:eurase:v:13:y:2023:i:1:d:10.1007_s40822-022-00223-7)
by Alessandra Amendola & Marinella Boccia & Gianluca Mele & Luca Sensini - An evaluation study on students’ international mobility experience (RePEc:spr:qualqt:v:51:y:2017:i:2:d:10.1007_s11135-016-0421-3)
by Alessandra Amendola & Marialuisa Restaino - On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS (RePEc:spr:sprchp:978-3-030-78965-7_2)
by Alessandra Amendola & Vincenzo Candila & Fabrizio Cipollini & Giampiero M. Gallo - Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation (RePEc:spr:sprchp:978-88-470-0704-8_1)
by Alessandra Amendola & Marcella Niglio & Cosimo Vitale - A non-linear time series approach to modelling asymmetry in stock market indexes (RePEc:spr:stmapp:v:11:y:2002:i:2:d:10.1007_bf02511487)
by Alessandra Amendola & Giuseppe Storti - Predictor distribution and forecast accuracy of threshold models (RePEc:spr:stmapp:v:13:y:2004:i:1:d:10.1007_s10260-003-0072-0)
by Alessandra Amendola & Marcella Niglio - Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy (RePEc:spt:admaec:v:10:y:2020:i:4:f:10_4_10)
by Alessandra Amendola & Vincenzo Candila & Luca Sensini & Giuseppe Storti - Fiscal Policies and Performance: Evidence from Dominican Republic firms (RePEc:spt:apfiba:v:10:y:2020:i:5:f:10_5_16)
by Alessandra Amendola & Marinella Boccia & Gianluca Mele & Luca Sensini - Energy and non–energy Commodities: Spillover Effects on African Stock Markets (RePEc:spt:stecon:v:9:y:2020:i:4:f:9_4_7)
by Alessandra Amendola & Marinella Boccia & Vincenzo Candila & Giampiero M. Gallo - Evaluation of volatility predictions in a VaR framework (RePEc:taf:quantf:v:16:y:2016:i:5:p:695-709)
by A. Amendola & V. Candila - Financial access and household welfare : evidence from Mauritania (RePEc:wbk:wbrwps:7533)
by Amendola,Alessandra & Boccia,Marinella & Mele,Gianluca & Sensini,Luca - Fiscal incentives and firm performance : evidence from the Dominican Republic (RePEc:wbk:wbrwps:8382)
by Amendola,Alessandra & Boccia,Marinella & Mele,Gianluca & Sensini,Luca - Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction (RePEc:wly:apsmbi:v:33:y:2017:i:4:p:355-368)
by Alessandra Amendola & Francesco Giordano & Maria Lucia Parrella & Marialuisa Restaino - Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction (RePEc:wly:jforec:v:34:y:2015:i:2:p:83-91)
by Alessandra Amendola & Giuseppe Storti - Combination of multivariate volatility forecasts (RePEc:zbw:sfb649:sfb649dp2009-007)
by Amendola, Alessandra & Storti, Giuseppe