Alessandra Canepa

University of Turin

Associate Professor

Lungo Dora Siena, 100 A,

University of Turin

Torino, TO 10153

Italy

SCHOLARLY PAPERS

10

DOWNLOADS

455

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (10)

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 314 (103,391)

Abstract:

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

2.

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 73 (343,859)

Abstract:

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3.

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 (449,072)
Citation 1

Abstract:

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Nonlinear Models, House Prices, Dynamic Asymmetries, Forecasting

4.

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 12 (608,865)

Abstract:

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

5.

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 7 (642,825)

Abstract:

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house price cycles, dynamic asymmetries, nonlinear models

6.

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 5 (656,861)

Abstract:

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

7.

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 2 (681,165)

Abstract:

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Cointegration, Bartlett correction factor, bootstrap method

8.

Housing, Housing Finance and Credit Risk

Number of pages: 2
Alessandra Canepa and Fawaz Khaled
University of Turin and University of Reading - Department of Economics
Downloads 1

Abstract:

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G21, G28, C23

9.

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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10.

Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation

Number of pages: 30
Alessandra Canepa and Federico Drogo
University of Turin and University of Turin - Department of Economics and Statistics
Downloads 0

Abstract:

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wildfire crime, socio-economic factors, fixed effect Poisson, Quantile analysis