Stefano d'Addona
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Stefano |
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d'Addona |
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Contact
Affiliations
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Università degli Studi Roma Tre
/ Dipartimento di Scienze Politiche
Research profile
author of:
- Multivariate heavy-tailed models for Value-at-Risk estimation (RePEc:arx:papers:1005.2862)
by Carlo Marinelli & Stefano d'Addona & Svetlozar T. Rachev - Nonparametric estimates of pricing functionals (RePEc:arx:papers:1506.06568)
by Carlo Marinelli & Stefano d'Addona - The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models (RePEc:bla:ecnote:v:42:y:2013:i:2:p:103-133)
by PAOLA BRIGHI & STEFANO d'ADDONA & ANTONIO CARLO FRANCESCO DELLA BINA - Information Quality and Stock Returns Revisited (RePEc:cup:jfinqa:v:45:y:2011:i:06:p:1419-1446_00)
by Brevik, Frode & d’Addona, Stefano - Is Ignorance Bliss? The Cost Of Business-Cycle Uncertainty (RePEc:cup:macdyn:v:17:y:2013:i:04:p:728-746_00)
by Brevik, Frode & d'Addona, Stefano - Long-Run Risk And Money Market Rates: An Empirical Assessment (RePEc:cup:macdyn:v:21:y:2017:i:04:p:1096-1117_00)
by d'Addona, Stefano - Output stabilization in fixed and floating regimes: Does trade of new products matter? (RePEc:eee:ecmode:v:64:y:2017:i:c:p:365-383)
by Cavallari, Lilia & D'Addona, Stefano - Nonparametric estimates of pricing functionals (RePEc:eee:empfin:v:44:y:2017:i:c:p:19-35)
by Marinelli, Carlo & d’Addona, Stefano - International stock-bond correlations in a simple affine asset pricing model (RePEc:eee:jbfina:v:30:y:2006:i:10:p:2747-2765)
by d'Addona, Stefano & Kind, Axel H. - Exchange rates as shock absorbers: The role of export margins (RePEc:eee:reecon:v:69:y:2015:i:4:p:582-602)
by Cavallari, Lilia & D׳Addona, Stefano - Testing external habits in an asset pricing model (RePEc:een:camaaa:2012-20)
by M Boschi & S d'Addona & A Goenka - The stability of tax elasticities over the business cycle in European countries (RePEc:een:camaaa:2017-44)
by Melisso Boschi & Stefano d'Addona - Problematiche di accesso delle Piccole e Medie Imprese all'innovazione finanziaria: il caso della "securitization" (RePEc:fan:ededed:v:html10.3280/ed2002-002012)
by Stefano D'Addona - Rational Ignorance in Long-run Risk Models (RePEc:ijb:journl:v:17:y:2018:i:1:p:43-54)
by Stefano d¡¦Addona - Asset pricing and the role of macroeconomic volatility (RePEc:kap:annfin:v:10:y:2014:i:2:p:197-215)
by Stefano d’Addona & Christos Giannikos - Business cycle determinants of US foreign direct investments (RePEc:pra:mprapa:43616)
by Cavallari, Lilia & D'Addona, Stefano - Trade margins and exchange rate regimes: new evidence from a panel VAR (RePEc:pra:mprapa:51585)
by Cavallari, Lilia & D'Addona, Stefano - Too Small or too Low? New Evidence on the 4-Factor Model (RePEc:rim:rimwps:31_10)
by Paola Brighi & Stefano d'Addona & Antonio Carlo Francesco Della Bina - The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules (RePEc:rtv:ceisrp:225)
by Stefano d'Addona & Ilaria Musumeci - Forced Manager Turnovers in English Soccer Leagues (RePEc:sae:jospec:v:15:y:2014:i:2:p:150-179)
by Stefano d’Addona & Axel Kind - Business cycle determinants of US foreign direct investments (RePEc:taf:apeclt:v:20:y:2013:i:10:p:966-970)
by Lilia Cavallari & Stefano D'Addona - Unknown item RePEc:taf:apfiec:v:23:y:2013:i:23:p:1783-1795 (article)
- Nominal and real volatility as determinants of FDI (RePEc:taf:applec:v:45:y:2013:i:18:p:2603-2610)
by Lilia Cavallari & Stefano d'Addona - Information Quality and Stock Returns Revisited (RePEc:usg:dp2005:2005-24)
by Frode Brevik & Stefano d'Addona - Information processing with recursive utility: some intriguing results (RePEc:usg:dp2007:2007-40)
by Frode Brevik & Stefano d'Addona - International Stock-Bond Correlations in a Simple Affine Asset Pricing Model (RePEc:wpa:wuwpfi:0502018)
by Stefano d'Addona & Axel H. Kind - Information Quality and Stock Returns Revisited (RePEc:wpa:wuwpfi:0511006)
by Frode Brevik & Stefano d'Addona - Time Varying Sensitivities on a GRID architecture (RePEc:wpa:wuwpfi:0511007)
by Mattia Ciprian & Stefano d'Addona - Time Varying Sensitivities On A Grid Architecture (RePEc:wsi:ijtafx:v:10:y:2007:i:02:n:s0219024907004214)
by Stefano D'Addona & Mattia Ciprian - A Comparison Of Some Univariate Models For Value-At-Risk And Expected Shortfall (RePEc:wsi:ijtafx:v:10:y:2007:i:06:n:s0219024907004548)
by Carlo Marinelli & Stefano D'Addona & Svetlozar T. Rachev - Multivariate Heavy-Tailed Models For Value-At-Risk Estimation (RePEc:wsi:ijtafx:v:15:y:2012:i:04:n:s021902491250029x)
by Carlo Marinelli & Stefano D'Addona & Svetlozar T. Rachev