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ECONIS (ZBW)
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1
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
;
Kapetanios, George
- In:
Economics letters
100
(
2008
)
1
,
pp. 130-134
Persistent link: https://www.econbiz.de/10003747500
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2
A stochastic variance factor model for large datasets and an application to S&P data
Cipollini, Andrea
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920657
Saved in:
3
Volatility co-movements : a time-scale decomposition analysis
Cipollini, Andrea
;
Lo Cascio, Iolanda
;
Muzzioli, Silvia
- In:
Journal of empirical finance
34
(
2015
),
pp. 34-44
Persistent link: https://www.econbiz.de/10011556988
Saved in:
4
The euro and monetary policy transparency
Caporale, Guglielmo Maria
;
Cipollini, Andrea
- In:
Eastern economic journal
28
(
2002
)
1
,
pp. 59-70
Persistent link: https://www.econbiz.de/10001671019
Saved in:
5
Switching to floating exchange rates, devaluations, and stock returns in MENA countries
Chortareas, Georgios E.
;
Cipollini, Andrea
;
Eissa, …
- In:
International review of financial analysis
21
(
2012
),
pp. 119-127
Persistent link: https://www.econbiz.de/10009633319
Saved in:
6
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe
;
Cipollini, Andrea
; …
- In:
International review of financial analysis
57
(
2018
),
pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
Saved in:
7
Stock returns and exchange rate volatility spillovers in the MENA region
Eissa, Mohamed Abdelaziz
;
Chortareas, Georgios E.
; …
- In:
Journal of emerging market finance
9
(
2010
)
3
,
pp. 257-284
Persistent link: https://www.econbiz.de/10009156615
Saved in:
8
The elusive persistence : wage and price rigidities, the Phillips curve, and inflation dynamics
Tsoukis, Christopher
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003564851
Saved in:
9
Elusive persistence : wage and price rigidities, the New Keynesian Phillips curve and inflation dynamics
Tsoukis, Christopher
;
Kapetanios, George
;
Pearlman, Joseph
- In:
Journal of economic surveys
25
(
2011
)
4
,
pp. 737-768
Persistent link: https://www.econbiz.de/10009301155
Saved in:
10
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
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