| . |
Cipollini, Andrea's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
2,907 |
Total
Citations
35 |
|
|
|
|
|
1.
|
|
|
Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Missaglia, Giuseppe
Iccrea Banca
|
|
439
(30,212)
|
2
|
|
| |
|
| |
Risk management, default correlation, Dynamic Factor
|
|
|
2.
|
|
The Impact of Bank Concentration on Financial Distress: The Case of the European Banking System
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Fiordelisi, Franco
Washington University, Saint Louis - Olin Business School
|
|
Posted:
|
|
16 Feb 09
|
|
Last Revised:
|
|
10 Apr 10
|
|
435
(30,572)
|
1
|
|
|
|
|
Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Fiordelisi, Franco
Washington University, Saint Louis - Olin Business School
|
|
130
|
1
|
|
| |
|
| |
EVA, Banking, Panel Probit, GMM
|
|
|
|
|
|
|
Fiordelisi, Franco
Washington University, Saint Louis - Olin Business School Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
|
|
305
|
1
|
|
| |
|
| |
EVA, Banking, Panel Probit, GMM
|
|
|
|
|
|
3.
|
|
|
Arestis, Philip
University of Cambridge - Department of Land Economy Caporale, Guglielmo Maria
London South Bank University Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Spagnolo, Nicola
Brunel University
|
| Posted: |
|
25 Mar 03
|
|
Last Revised:
|
|
18 May 09
|
|
354
(39,534)
|
1
|
|
| |
|
| |
Contagion, Financial crises, Conditional Correlation
|
|
|
4.
|
|
Monetary Policy and the Exchange Rate during the Asian Crisis: Identification through Heteroscedasticity
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Caporale, Guglielmo Maria
London South Bank University Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Demetriades, Panicos
University of Leicester - Department of Economics
|
|
Posted:
|
|
23 Jun 03
|
|
Last Revised:
|
|
05 Dec 05
|
|
325
(43,821)
|
13
|
|
|
|
|
Caporale, Guglielmo Maria
London South Bank University Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Demetriades, Panicos
University of Leicester - Department of Economics
|
|
0
|
|
|
| |
|
| |
Monetary Policy, Financial Crisis, Identification
|
|
|
|
|
|
|
Caporale, Guglielmo Maria
London South Bank University Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Demetriades, Panicos
University of Leicester - Department of Economics
|
|
325
|
13
|
|
| |
|
| |
Monetary Policy, Financial Crisis, Identification
|
|
|
|
|
|
5.
|
|
|
Arestis, Philip
University of Cambridge - Department of Land Economy Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Fattouh, Bassam
University of London - School of Oriental and African Studies (SOAS)
|
|
322
(44,306)
|
5
|
|
| |
|
| |
Government Deficit, Threshold, Unit Root
|
|
|
6.
|
|
|
Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Kapetanios, George
University of London - Queen Mary College - Department of Economics
|
|
299
(48,358)
|
|
|
| |
|
| |
Financial contagion, Dynamic factor model
|
|
|
7.
|
|
|
Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Missaglia, Giuseppe
BNL
|
|
249
(59,449)
|
|
|
| |
|
| |
Factor Model, Forecasting, Stochastic Simulation, Risk Management, Banking
|
|
|
8.
|
|
|
Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Kapetanios, George
University of London - Queen Mary College - Department of Economics
|
| Posted: |
|
23 Aug 05
|
|
Last Revised:
|
|
18 May 09
|
|
217
(68,767)
|
1
|
|
| |
|
| |
Financial contagion, dynamic factor model
|
|
|
9.
|
|
Threshold Effects in the U.S. Budget Deficit
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Arestis, Philip
University of Cambridge - Department of Land Economy Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Fattouh, Bassam
University of London - School of Oriental and African Studies (SOAS)
|
|
Posted:
|
|
19 Mar 03
|
|
Last Revised:
|
|
23 Aug 05
|
|
164
(90,296)
|
5
|
|
|
|
|
Arestis, Philip
University of Cambridge - Department of Land Economy Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Fattouh, Bassam
University of London - School of Oriental and African Studies (SOAS)
|
|
0
|
|
|
| |
|
| |
Government Deficit, Threshold, Unit Root
|
|
|
|
|
|
|
Arestis, Philip
University of Cambridge - Department of Land Economy Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Fattouh, Bassam
University of London - School of Oriental and African Studies (SOAS)
|
|
164
|
5
|
|
| |
|
| |
Government Deficit, Threshold, Unit Root
|
|
|
|
|
|
10.
|
|
|
Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Fattouh, Bassam
University of London - School of Oriental and African Studies (SOAS) Mouratidis, Kostas
Swansea University
|
|
52
(196,850)
|
1
|
|
| |
|
| |
Deficit sustainability, threshold cointegration
|
|
|
11.
|
|
|
Arestis, Philip
University of Cambridge - Department of Land Economy Caporale, Guglielmo Maria
London South Bank University Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
|
|
25
(257,979)
|
6
|
|
| |
|
| |
|
|
|
12.
|
|
|
Grimwade, Nigel
South Bank University London Hantrais, Linda
Loughborough University Ugur, Mehmet
University of Greenwich Jones, Erik
Johns Hopkins University - Bologna Center Widgren, Mika
Turku School of Economics - Department of Economics Wiessala, Georg
University of Central Lancashire Wise, Mark
University of Plymouth Morgan, Roger
European University Institute Harding, Rebecca
London Business School Blazyca, George
University of Paisley Statham, Paul
University of Leeds - Centre for European Political Communications (EurPolCom) Ladrech, Robert
Keele University Begg, Iain
European Institute, London School of Economics Jones, Lewis
University of Central England Sjursen, Helene
Universitetet i Oslo Bulmer, Simon
University of Manchester - School of Social Sciences Schelkle, Waltraud
London School of Economics & Political Science (LSE) ILIRJANI, Altin
University of North Carolina Metcalfe, Les
Universiteit Maastricht Parker, Noel
affiliation not provided to SSRN Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics George, Stephen A.
University of Sheffield - Department of Politics Hadjiemmanuil, Christos
London School of Economics & Political Science (LSE) Adamson, Kay
University of Sunderland
|
|
23
(264,737)
|
|
|
| |
|
| |
|
|
|
13.
|
|
|
Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Fattouh, Bassam
University of London - School of Oriental and African Studies (SOAS) Mouratidis, Kostas
Swansea University
|
|
2
(335,682)
|
|
|
| |
|
| |
|
|
|
14.
|
|
|
Chortareas, Georgios E.
University of Athens - Faculty of Economics Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Eissa, Mohamed Abdelaziz
affiliation not provided to SSRN
|
|
1
(343,102)
|
|
|
| |
|
| |
|
|
|
15.
|
|
Forecasting Industry Sector Default Rates through Dynamic Factor Models
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Missaglia, Giuseppe
BNL Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
|
|
|
|
|
|
|
|
Missaglia, Giuseppe
BNL Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
|
|
0
|
|
|
| |
|
| |
Dynamic Factor Model, Forecasting, Stochastic Simulation, Risk Management, Banking
|
|
|
|
|
|
|
Missaglia, Giuseppe
BNL Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
|
|
0
|
|
|
| |
|
| |
Dynamic Factor Model, Forecasting, Stochastic Simulation, Risk Management, Banking
|
|
|
|
|
|
16.
|
|
|
Kapetanios, George
University of London - Queen Mary College - Department of Economics Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
|
|
|
|
|
| |
|
| |
Stochastic volatility, Factor models, Principal components
|
|
|
17.
|
|
|
Mouratidis, Kostas
Swansea University Spagnolo, Nicola
Brunel University Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
|
|
|
|
|
| |
|
| |
|
|
|
18.
|
|
|
Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Caporale, Guglielmo Maria
London South Bank University
|
|
|
|
|
| |
|
| |
|
|
|
19.
|
|
|
Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics
|
|
|
|
|
| |
|
| |
|
|
|
20.
|
|
|
Spagnolo, Nicola
Brunel University Cipollini, Andrea
Università degli studi di Modena e Reggio Emilia (UNIMORE) - Faculty of Business and Economics Caporale, Guglielmo Maria
London South Bank University
|
|
|
|
|
| |
|
| |
Contagion, Financial crises, Conditional correlation
|
|
