Alessandra Canepa

University of Turin

Associate Professor

Lungo Dora Siena, 100 A,

University of Turin

Torino, TO 10153

Italy

SCHOLARLY PAPERS

11

DOWNLOADS

794

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (11)

1.

Hedge Fund Strategies: A non-Parametric Analysis

Number of pages: 48 Posted: 27 Dec 2019
Alessandra Canepa, Maria Gonzalez and Frank S. Skinner
University of Turin, University of Castilla-La Mancha and Brunel University
Downloads 517 (65,033)

Abstract:

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hedge funds, manipulation proof performance measure, hedge fund strategies, stochastic dominance, bootstrap

2.

COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach

Number of pages: 13 Posted: 19 Jun 2020
Huthaifa Alqaralleh, Alessandra Canepa and Emilio Zanetti Chini
Mutah University - Department of Economics, University of Turin and University of Rome II - Department in Economics, Law and Institutions
Downloads 102 (310,953)

Abstract:

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Financial Market Contagion; COVID-19 Pandemic; Wavelet Analysis; Copula GARCH

3.

Evaluating the Performance of Hedge Fund Strategies: A Non-Parametric Analysis

Number of pages: 50 Posted: 14 Jul 2015 Last Revised: 10 Oct 2015
Alessandra Canepa, Maria Gonzalez and Frank S. Skinner
University of Turin, University of Castilla-La Mancha and Brunel University
Downloads 75 (375,531)

Abstract:

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4.

Dynamic Asymmetries in House Price Cycles: A Generalized Smooth Transition Model

Number of pages: 30 Posted: 17 Sep 2015
Alessandra Canepa and Emilio Zanetti Chini
University of Turin and University of Rome II - Department in Economics, Law and Institutions
Downloads 41 (496,892)
Citation 2

Abstract:

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Nonlinear Models, House Prices, Dynamic Asymmetries, Forecasting

5.

Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation

Number of pages: 30 Posted: 04 Jun 2020
Alessandra Canepa and Federico Drogo
University of Turin and University of Turin - Department of Economics and Statistics
Downloads 18 (628,157)

Abstract:

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Wildfire Crime, Socio-Economic Factors, Fixed Effect Poisson, Quantile Analysis

6.

Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients

EST Working Paper Series, University of Turin
Number of pages: 33 Posted: 12 Feb 2020
University of Turin, Brunel University London - Economics and Finance and The Center for Research and Applications of Nonlinear Systems (CRANS) Department of Mathematics, Division of Applied Analysis, University of Patras
Downloads 14 (656,511)

Abstract:

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Inflation persistence, GARCH-in Mean, structural breaks, Monte Carlo simulations, optimal forecasts

7.

Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market

Number of pages: 32 Posted: 29 Jun 2020
Alessandra Canepa, Emilio Zanetti Chini and Huthaifa Alqaralleh
University of Turin, University of Rome II - Department in Economics, Law and Institutions and Mutah University - Department of Economics
Downloads 9 (693,792)

Abstract:

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house price cycles, dynamic asymmetries, nonlinear models, forecasting

8.

Modelling Housing Market Cycles in Global Cities

Number of pages: 38 Posted: 12 Feb 2020
Alessandra Canepa, Emilio Zanetti Chini and Huthaifa Alqaralleh
University of Turin, University of Rome II - Department in Economics, Law and Institutions and Mutah University - Department of Economics
Downloads 9 (693,792)
Citation 1

Abstract:

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house price cycles, dynamic asymmetries, nonlinear models

9.

Housing Market Cycles in Large Urban Areas

Economic Modelling, Forthcoming
Number of pages: 28 Posted: 12 Feb 2020
Huthaifa Alqaralleh and Alessandra Canepa
Mutah University - Department of Economics and University of Turin
Downloads 6 (716,687)
Citation 1

Abstract:

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Housing Markets, Asymmetric Cycles, Metropolises, Non-Linear Models

10.

A Note on Bartlett Correction Factor for Tests on Cointegrating Relations

Statistics and Probability Letters
Number of pages: 14 Posted: 11 Feb 2020
Alessandra Canepa
University of Turin
Downloads 3 (740,690)

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Cointegration, Bartlett correction factor, bootstrap method

11.

Financial Constraints to Innovation in the UK: Evidence from Cis2 and Cis3

Oxford Economic Papers, Vol. 60, Issue 4, pp. 711-730, 2008
Posted: 02 Oct 2008
Alessandra Canepa and Paul Stoneman
University of Turin and University of Warwick - Marketing & Strategic Management (MSM) Subject Group

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