Andrea De Polis

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

3

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1,566

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in Total Papers Citations

16

CROSSREF CITATIONS

13

Scholarly Papers (3)

1.

Taming Momentum Crashes

Number of pages: 73 Posted: 09 Aug 2022 Last Revised: 24 Apr 2024
School of Economics and Finance, Queen Mary University of London, University of Warwick - Warwick Business School and University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group
Downloads 1,053 (40,008)
Citation 1

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Time-varying skewness, Momentum investing, Risk-return trade-off, Asset pricing.

2.
Downloads 447 (121,589)
Citation 14

Modeling and Forecasting Macroeconomic Downside Risk

Bank of Italy Temi di Discussione (Working Paper) No. 1324
Number of pages: 100 Posted: 25 May 2021
Bank of Italy, University of Warwick - Warwick Business School and University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group
Downloads 447 (120,271)
Citation 19

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business cycle, financial conditions, downside risk, skewness, score driven models

Modeling and Forecasting Macroeconomic Downside Risk

CEPR Discussion Paper No. DP15109
Number of pages: 100 Posted: 18 Aug 2020 Last Revised: 29 Mar 2022
University of Warwick - Warwick Business School, Bank of Italy and University of WarwickUniversity of Warwick - Warwick Business SchoolUniversity of Warwick - Finance Group
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Citation 2
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Business cycle, Downside risk, financial conditions, score driven models, Skewness

3.

Exchange Rate Dynamics and Unconventional Monetary Policies: It’s All in the Shadows

Bank of Italy Temi di Discussione (Working Paper) No. 1231, July 2019
Number of pages: 37 Posted: 10 Aug 2019
Andrea De Polis and Mario Pietrunti
University of Warwick - Warwick Business School and Bank of Italy
Downloads 66 (625,426)
Citation 1

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exchange rates, shadow rates, unconventional policies