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IOLANDA LO CASCIO

Curriculum and Research

Subjects

Academic Year Subject identification code Subject name ECTS Course of study
2021/2022 02694 ECONOMETRIA 8 ECONOMIA E FINANZA
2021/2022 18811 ECONOMETRIA C.I. 6 ECONOMIA E FINANZA
2021/2022 18548 MACROECONOMETRIA (MODULO) 3 ECONOMIA E FINANZA
2021/2022 18122 TOPICS IN MACRO AND FINANCIAL ECONOMETRICS 6 SCIENZE ECONOMICHE E FINANZIARIE

Publications

Date Title Type Record
2019 Territorial determinants and NUTS-3 regional performance: a spatial analysis for Italy across the crisis Articolo in rivista Go to
2018 Risk aversion connectedness in five European countries Articolo in rivista Go to
2018 Territorial Capital and Growth over the Great Recession: a Local Analysis for Italy" Articolo in rivista Go to
2015 Volatility co-movements: A time-scale decomposition analysis Articolo in rivista Go to
2015 Financial connectedness among European volatility risk premia Altro Go to
2015 A wavelet analysis of US fiscal sustainability Articolo in rivista Go to
2014 Volatility co-movements: a time scale decomposition analysis Contributo in atti di convegno pubblicato in volume Go to
2014 Volatility risk premia and financial connectedness Altro Go to
2014 Testing for public debt sustainability using band spectrum regression analysis " Proceedings (TIPOLOGIA NON ATTIVA) Go to
2014 An index of financial connectedness applied to variance risk premia Altro Go to
2014 Il capitale territoriale e la crisi: un'analisi provinciale per l'Italia Centro-Meridionale Articolo in rivista Go to
2013 Wavelet analysis of variance risk premium spillovers Proceedings (TIPOLOGIA NON ATTIVA) Go to
2013 Testing for public debt sustainability using a time-scale decomposition analysis Proceedings (TIPOLOGIA NON ATTIVA) Go to
2013 Volatility co-movements: a time scale decomposition analysis Altro Go to
2013 The Decline in U.S. Output Growth Volatility: A Wavelet Analysis Articolo in rivista Go to
2013 Territorial capital and the economic crisis: the role of spatial effects Proceedings (TIPOLOGIA NON ATTIVA) Go to
2013 Wavelet Analysis Of Variance Risk Premium Spillovers Proceedings (TIPOLOGIA NON ATTIVA) Go to
2012 Wavelet analysis of financial contagion Proceedings (TIPOLOGIA NON ATTIVA) Go to
2012 Territorial Capital and the Great Recession: a Nuts-3 Analysis for Central and Southern Italy Proceedings (TIPOLOGIA NON ATTIVA) Go to
2011 Wavelet analysis of asset price misalignments Proceedings (TIPOLOGIA NON ATTIVA) Go to
2011 Testing for contagion: a time-scale decomposition Proceedings (TIPOLOGIA NON ATTIVA) Go to
2011 Wavelet analysis of financial contagion Proceedings (TIPOLOGIA NON ATTIVA) Go to
2010 Testing for contagion: a time-scale decomposition Altro Go to
2008 Comparative economic cycles Articolo in rivista Go to
2007 Spectral Structures in Econometrics: Modern Techniques in Wavelet Analysis and Band Limited Estimation Altro Go to
2007 Wavelet Analysis and Denoising: New Tools for Economists Altro Go to
2006 Non-Dyadic Wavelet Analysis Capitolo o Saggio Go to
2005 Comparative Economic Cycles Proceedings (TIPOLOGIA NON ATTIVA) Go to