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ANDREA CIPOLLINI

Curriculum e ricerca

Insegnamenti

Anno accademico Codice della materia Nome della materia CFU Corso di studi
2020/2021 21346 CONOSCENZE INFORMATICHE C.I. 6 ECONOMIA E FINANZA
2020/2021 15532 ECONOMIC ANALYSIS 8 SCIENZE ECONOMICHE E FINANZIARIE
2020/2021 19770 INTERNATIONAL ECONOMIC SCENARIOS (MODULO) 3 COOPERAZIONE, SVILUPPO E MIGRAZIONI
2020/2021 19771 INTERNATIONAL ECONOMIC SCENARIOS - APPLIED ECONOMICS C.I. 9 COOPERAZIONE, SVILUPPO E MIGRAZIONI
2020/2021 21344 SOFTWARE PER ANALISI DATI 1 (MODULO) 3 ECONOMIA E FINANZA
2020/2021 18122 TOPICS IN MACRO AND FINANCIAL ECONOMETRICS 6 STATISTICA E DATA SCIENCE
2020/2021 18122 TOPICS IN MACRO AND FINANCIAL ECONOMETRICS 6 SCIENZE ECONOMICHE E FINANZIARIE
2020/2021 19946 TOPICS IN MACRO AND FINANCIAL ECONOMETRICS (MODULO) 6 STATISTICA E DATA SCIENCE

Pubblicazioni

Data Titolo Tipologia Scheda
2020 Macro-uncertainty and financial stress spillovers in the Eurozone Articolo in rivista Vai
2019 How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study Articolo in rivista Vai
2019 Predicting bond betas using macro-finance variables Articolo in rivista Vai
2018 Risk aversion connectedness in five European countries Articolo in rivista Vai
2018 Credit demand and supply shocks in Italy during the Great Recession Articolo in rivista Vai
2018 Asymmetric semi-volatility spillover effects in EMU stock markets Articolo in rivista Vai
2016 Can an unglamorous non-event affect prices? The role of newspapers Articolo in rivista Vai
2016 A note on normalization schemes: The case of generalized forecast error variance decompositions Altro Vai
2015 Financial connectedness among European volatility risk premia Altro Vai
2015 Volatility co-movements: A time-scale decomposition analysis Articolo in rivista Vai
2015 The European sovereign debt market: from integration to segmentation Articolo in rivista Vai
2014 An index of financial connectedness applied to variance risk premia Altro Vai
2014 Volatility risk premia and financial connectedness Altro Vai
2014 Testing for public debt sustainability using band spectrum regression analysis " Proceedings (TIPOLOGIA NON ATTIVA) Vai
2013 Volatility co-movements: a time scale decomposition analysis Altro Vai
2012 Economic value, competition and financial distress in the European banking system Articolo in rivista Vai
2012 Switching to floating exchange rates, devaluations and stock returns in MENA countries Articolo in rivista Vai
2011 Exchange Rates and Stock Prices in the MENA countries: What Role for Oil? Articolo in rivista Vai
2010 Leading indicator properties of US high-yield credit spreads. Articolo in rivista Vai
2010 Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region Articolo in rivista Vai
2009 Forecasting financial crises and contagion in Asia using dynamic factor analysis Articolo in rivista Vai
2009 FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME-SERIES ANALYSIS Articolo in rivista Vai
2008 Evaluating currency crises: the case of the European monetary system Articolo in rivista Vai
2008 A stochastic variance factor model for large datasets and an application to S&P data. Articolo in rivista Vai
2008 Forecasting industry sector default rates through dynamic factor models Articolo in rivista Vai
2005 Testing for contagion: a conditional correlation analysis Articolo in rivista Vai
2005 Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis Articolo in rivista Vai
2005 Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity Articolo in rivista Vai
2004 Threshold Effects in the U.S. Budget Deficit. ECONOMIC INQUIRY Articolo in rivista Vai
2002 Does Inflation Targeting Affect the Trade-off Between Output Gap and Inflation Variability? Articolo in rivista Vai
2002 The Euro and Monetary Policy Transparency Articolo in rivista Vai
2001 Testing for Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach Articolo in rivista Vai