Andrea De Polis

University of Warwick - Warwick Business School

Coventry CV4 7AL

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

885

SSRN CITATIONS

8

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Taming Momentum Crashes

Number of pages: 63 Posted: 09 Aug 2022 Last Revised: 27 Dec 2022
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 594 (69,986)

Abstract:

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Momentum risk, time-varying skewness, volatility-managed portfolios, asset pricing.

2.
Downloads 273 (170,165)
Citation 5

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 273 (169,313)
Citation 3

Abstract:

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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
Downloads 0
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 18 (784,078)
Citation 1

Abstract:

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exchange rates, shadow rates, unconventional policies