andrea cipollini
Names
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andrea |
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cipollini |
Identifer
Contact
Affiliations
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Università degli Studi di Palermo
/ Dipartimento di Scienze Economiche, Aziendali e Statistiche (weight: 90%)
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Università degli Studi di Modena e Reggio Emilia
/ Dipartimento di Economia "Marco Biagi"
/ Centro Studi di Banca e Finanza (CEFIN) (weight: 5%)
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Università degli Studi di Modena e Reggio Emilia
/ Dipartimento di Economia "Marco Biagi"
/ Center for Economic Research (RECent) (weight: 5%)
Research profile
author of:
- Predicting Bond Betas using Macro-Finance Variables (RePEc:aah:create:2017-01)
by Nektarios Aslanidis & Charlotte Christiansen & Andrea Cipollini - Fiscal Readjustments In The United States: A Nonlinear Time‐Series Analysis (RePEc:bla:ecinqu:v:47:y:2009:i:1:p:34-54)
by Andrea Cipollini & Bassam Fattouh & Kostas Mouratidis - Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach (RePEc:bla:manchs:v:69:y:2001:i:6:p:643-655)
by Andrea Cipollini - Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? (RePEc:bla:manchs:v:70:y:2002:i:4:p:528-545)
by Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini - Government spending and credit market: Evidence from Italian (NUTS 3) provinces (RePEc:bla:presci:v:102:y:2023:i:1:p:3-30)
by Andrea Cipollini & Francesco Frangiamore - Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? (RePEc:bla:rdevec:v:15:y:2011:i:4:p:758-774)
by Georgios Chortareas & Andrea Cipollini & Mohamed Abdelaziz Eissa - Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis (RePEc:bru:bruedp:05-08)
by Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo - Risk aversion connectedness in five European countries (RePEc:eee:ecmode:v:71:y:2018:i:c:p:68-79)
by Cipollini, Andrea & Lo Cascio, Iolanda & Muzzioli, Silvia - Macro-uncertainty and financial stress spillovers in the Eurozone (RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558)
by Cipollini, Andrea & Mikaliunaite, Ieva - A stochastic variance factor model for large datasets and an application to S&P data (RePEc:eee:ecolet:v:100:y:2008:i:1:p:130-134)
by Cipollini, A. & Kapetanios, G. - Testing for contagion: a conditional correlation analysis (RePEc:eee:empfin:v:12:y:2005:i:3:p:476-489)
by Caporale, Guglielmo Maria & Cipollini, Andrea & Spagnolo, Nicola - Forecasting financial crises and contagion in Asia using dynamic factor analysis (RePEc:eee:empfin:v:16:y:2009:i:2:p:188-200)
by Cipollini, A. & Kapetanios, G. - Volatility co-movements: A time-scale decomposition analysis (RePEc:eee:empfin:v:34:y:2015:i:c:p:34-44)
by Cipollini, Andrea & Cascio, Iolanda Lo & Muzzioli, Silvia - How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study (RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303317)
by Caloia, Francesco Giuseppe & Cipollini, Andrea & Muzzioli, Silvia - Switching to floating exchange rates, devaluations, and stock returns in MENA countries (RePEc:eee:finana:v:21:y:2012:i:c:p:119-127)
by Chortareas, Georgios & Cipollini, Andrea & Eissa, Mohamed Abdelaziz - Asymmetric semi-volatility spillover effects in EMU stock markets (RePEc:eee:finana:v:57:y:2018:i:c:p:221-230)
by Caloia, Francesco Giuseppe & Cipollini, Andrea & Muzzioli, Silvia - Predicting bond betas using macro-finance variables (RePEc:eee:finlet:v:29:y:2019:i:c:p:193-199)
by Aslanidis, Nektarios & Christiansen, Charlotte & Cipollini, Andrea - Economic value, competition and financial distress in the European banking system (RePEc:eee:jbfina:v:36:y:2012:i:11:p:3101-3109)
by Cipollini, Andrea & Fiordelisi, Franco - Housing market shocks in italy: A GVAR approach (RePEc:eee:jhouse:v:50:y:2020:i:c:s1051137720300437)
by Cipollini, Andrea & Parla, Fabio - Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity (RePEc:eee:jimfin:v:24:y:2005:i:1:p:39-53)
by Caporale, Guglielmo Maria & Cipollini, Andrea & Demetriades, Panicos O. - Leading indicator properties of US high-yield credit spreads (RePEc:eee:jmacro:v:32:y:2010:i:1:p:145-156)
by Aslanidis, Nektarios & Cipollini, Andrea - The Euro and Monetary Policy Transparency (RePEc:eej:eeconj:v:28:y:2002:i:1:p:59-70)
by Guglielmo Maria Caporale & Andrea Cipollini - Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis (RePEc:ijf:ijfiec:v:10:y:2005:i:4:p:359-367)
by Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo - Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity (RePEc:lec:leecon:00/11)
by Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades - Leading indicator properties of the US corporate spreads (RePEc:mmf:mmfc06:115)
by Nektarios Aslanidis & Andrea Cipollini - Volatility risk premia and financial connectedness (RePEc:mod:depeco:0047)
by Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli - A note on normalization schemes:The case of generalized forecast error variance decompositions (RePEc:mod:depeco:0092)
by Francesco Giuseppe Caloia & Andrea Cipollini & Silvia Muzzioli - On the financial connectedness of the commodity market: a replication of the Diebold and Yilmaz (2012) study (RePEc:mod:depeco:0131)
by Francesco Caloia & Andrea Cipollini & Silvia Muzzioli - Leading indicator properties of US high-yield credit spreads (RePEc:mod:recent:006)
by Andrea Cipollini & Nektarios Aslanidis - Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling (RePEc:mod:recent:007)
by Andrea Cipollini & Giuseppe Missaglia - Measuring bank capital requirements through Dynamic Factor analysis (RePEc:mod:recent:010)
by Andrea Cipollini & Giuseppe Missaglia - Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis (RePEc:mod:recent:014)
by Andrea Cipollini & George Kapetanios - Testing for Contagion: a Time-Scale Decomposition (RePEc:mod:recent:047)
by Andrea Cipollini & Iolanda Lo Cascio - Volatility risk premia and financial connectedness (RePEc:mod:recent:109)
by Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli - The impact of bank concentration on financial distress: the case of the European banking system (RePEc:mod:wcefin:0014)
by Andrea Cipollini & Franco Fiordelisi - Volatility co-movements: a time scale decomposition analysis (RePEc:mod:wcefin:0044)
by Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli - Financial connectedness among European volatility risk premia (RePEc:mod:wcefin:0058)
by Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli - Housing Market Shocks in Italy: a GVAR approach (RePEc:mod:wcefin:0069)
by Andrea Cipollini & Fabio Parla - Climate risk and investment in equities in Europe: a Panel SVAR approach (RePEc:mod:wcefin:0093)
by Andrea Cipollini & Fabio Parla - Threshold Effects in the U.S. Budget Deficit (RePEc:oup:ecinqu:v:42:y:2004:i:2:p:214-222)
by Philip Arestis & Andrea Cipollini & Bassam Fattouh - Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling (RePEc:pra:mprapa:3582)
by Cipollini, Andrea & Missaglia, Giuseppe - A Dynamic Factor Analysis of Financial Contagion in Asia (RePEc:qmw:qmwecw:498)
by Andrea Cipollini & George Kapetanios - A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data (RePEc:qmw:qmwecw:506)
by Andrea Cipollini & George Kapetanios - Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis (RePEc:qmw:qmwecw:538)
by Andrea Cipollini & George Kapetanios - Unknown item RePEc:qmw:qmwecw:wp498 (paper)
- Unknown item RePEc:qmw:qmwecw:wp506 (paper)
- Unknown item RePEc:qmw:qmwecw:wp538 (paper)
- Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region (RePEc:sae:emffin:v:9:y:2010:i:3:p:257-284)
by Mohamed Abdelaziz Eissa & Georgios Chortareas & Andrea Cipollini - Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis (RePEc:sce:scecfa:477)
by Andrea Cipollini & George Kapetanios - Evaluating currency crises: the case of the European monetary system (RePEc:spr:empeco:v:35:y:2008:i:1:p:11-27)
by Andrea Cipollini & Kostas Mouratidis & Nicola Spagnolo - Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR (RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01888-2)
by Andrea Cipollini & Ieva Mikaliunaite - Credit demand and supply shocks in Italy during the Great Recession (RePEc:taf:applec:v:50:y:2018:i:53:p:5795-5813)
by Andrea Cipollini & Fabio Parla - The European sovereign debt market: from integration to segmentation (RePEc:taf:eurjfi:v:21:y:2015:i:2:p:111-128)
by Andrea Cipollini & Jerry Coakley & Hyunchul Lee - Can an unglamorous non-event affect prices? The role of newspapers (RePEc:taf:oaefxx:v:4:y:2016:i:1:p:1142847)
by Riccardo Ferretti & Andrea Cipollini & Francesco Pattarin - Leading indicator properties of US high-yield credit spreads (RePEc:urv:wpaper:2072/15810)
by Aslanidis, Nektarios & Cipollini, Andrea - Predicting Bond Betas using Macro-Finance Variables (RePEc:urv:wpaper:2072/306546)
by Aslanidis, Nektarios, & Christiansen, Charlotte & Cipollini, Andrea & Bons -- Models matemàtics - Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis (RePEc:wpa:wuwpfi:0502010)
by rea cipollini & giuseppe missaglia