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d'Addona, Stefano's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,070 |
Total
Citations
6 |
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1.
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Marinelli, Carlo
University of Bonn - Institut fuer Angewandte Mathematik d'Addona, Stefano
University of Rome 3 Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie
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360
(38,674)
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1
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VaR, expected shortfall, stable Paretian laws, extreme value theory
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2.
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Brighi, Paola
University of Bologna - Department of Management d'Addona, Stefano
University of Rome 3 Della Bina, Antonio Carlo Francesco
University of Bologna - Department of Management
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114
(122,697)
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The Fama-French Factors, Size Effect, Value Premium, GMM, Momentum Anomaly
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3.
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Marinelli, Carlo
University of Bonn - Institut fuer Angewandte Mathematik d'Addona, Stefano
University of Rome 3 Rachev, Svetlozar
University of Karlsruhe - Institut für Statistik und Mathematische Wirtschaftstheorie
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17 May 10
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Last Revised:
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19 Dec 11
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109
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4.
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d'Addona, Stefano
University of Rome 3 Giannikos, Christos I.
CUNY - Baruch College
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06 Mar 08
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Last Revised:
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29 Jul 11
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84
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5.
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Brevik, Frode
University of Saint Gallen - SEPS: Economics and Political Sciences d'Addona, Stefano
University of Rome 3
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05 Mar 07
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Last Revised:
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03 Nov 08
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62
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3
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Consumption Based Asset Pricing, Information Quality, Business Cycle, Regime Switching
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6.
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The British Opt-Out from the European Monetary Union: Empirical Evidence from Monetary Policy Rules
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d'Addona, Stefano
University of Rome 3 Musumeci, Ilaria
University of Rome III
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Posted:
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28 Jul 11
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Last Revised:
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26 Mar 12
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59
(185,059)
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d'Addona, Stefano
University of Rome 3 Musumeci, Ilaria
University of Rome III
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28
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Taylor rule, European monetary integration, Regime switching models, Interest rate smoothing
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d'Addona, Stefano
University of Rome 3 Musumeci, Ilaria
University of Rome III
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28 Jul 11
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Last Revised:
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10 Mar 12
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31
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Taylor rule; European monetary integration; Regime switching models; Interest rate smoothing.
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7.
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Cavallari, Lilia
University of Rome III - DIPES d'Addona, Stefano
University of Rome 3
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17 Feb 11
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Last Revised:
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25 Nov 11
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57
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1
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FDI, business cycle, output volatility, interest rate volatility, exchange rate volatility
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8.
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d'Addona, Stefano
University of Rome 3 Ciprian, Mattia
Università degli Studi di Trieste
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54
(193,208)
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Time Varying Beta, Kalman Filter, GRID Computing, Value at Risk
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9.
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Testing Habits in an Asset Pricing Model
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Versions (2)
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d'Addona, Stefano
University of Rome 3 Boschi, Melisso
University of Rome 3 Goenka, Aditya
affiliation not provided to SSRN
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Posted:
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15 Mar 10
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Last Revised:
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16 Mar 12
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39
(221,542)
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1
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d'Addona, Stefano
University of Rome 3 Boschi, Melisso
University of Rome 3 Goenka, Aditya
affiliation not provided to SSRN
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10
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1
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Habit formation, Equity premium, Business cycles, Markov-switching models, Regime-dependent impulse response functions
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Boschi, Melisso
University of Rome 3 d'Addona, Stefano
University of Rome 3 Goenka, Aditya
affiliation not provided to SSRN
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15 Mar 10
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Last Revised:
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17 Mar 11
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29
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Habit formation, Equity premium, Business cycles, Markov-switching VAR models
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10.
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Brighi, Paola
University of Bologna - Department of Management d'Addona, Stefano
University of Rome 3 Della Bina, Antonio Carlo Francesco
University of Bologna - Department of Management
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35
(230,461)
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Fama-French factors, GMM, Asset Pricing, Carhart model
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11.
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d'Addona, Stefano
University of Rome 3 Brevik, Frode
University of Saint Gallen - SEPS: Economics and Political Sciences
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35
(230,461)
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Recursive preferences, Epstein-Zin preferences, Uncertainty aversion, Information processing, Time inconsistency
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12.
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d'Addona, Stefano
University of Rome 3 Kind, Axel H.
University of Basel
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27
(251,488)
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Managers’ Turnover, Firing Decision, Governance Mechanisms, Logit Models, Duration Models
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13.
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Brevik, Frode
VU Amsterdam d'Addona, Stefano
University of Rome 3
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15
(292,437)
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14.
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Cavallari, Lilia
University of Rome III - DIPES d'Addona, Stefano
University of Rome 3
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13
(299,697)
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FDI, business cycle, cyclical output, exchange rate volatility
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15.
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Boschi, Melisso
University of Rome 3 d'Addona, Stefano
University of Rome 3 Goenka, Aditya
affiliation not provided to SSRN
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7
(319,197)
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Habit formation, Equity premium, Business cycles, Markov-switching models,Time-varying VAR, Regime-dependent impulse response functions
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16.
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d'Addona, Stefano
University of Rome 3 Kind, Axel H.
University of Basel
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23 Feb 05
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Last Revised:
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17 Apr 13
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Affine Pricing Models, Stock-Bond Correlations, G-7 Countries
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