Details about Alessandra Amendola

Access statistics for papers by Alessandra Amendola.

Last updated 2016-07-26. Update your information in the RePEc Author Service.

Short-id: pam108

Working Papers

2016

1. Financial access and household welfare: evidence from Mauritania
   Policy Research Working Paper Series, The World Bank

2015

2. On the influence of the U.S. monetary policy on the crude oil price volatility
   2015 Fourth Congress, June 11-12, 2015, Ancona, Italy, Italian Association of Agricultural and Applied Economics (AIEAA)

2014

3. Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation
   Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa

2010

4. VARIABLE SELECTION IN FORECASTING MODELS FOR CORPORATE BANKRUPTCY
   Working Papers, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno

2009

5. Combination of multivariate volatility forecasts
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (10)
6. Concepts and tools for nonlinear time series modelling
   MPRA Paper, University Library of Munich, Germany View citations (2)

2006

7. The combination of volatility forecasts
   Computing in Economics and Finance 2006, Society for Computational Economics

2001

8. Modelling Asymmetries in Unemployment Rate
   CELPE Discussion Papers, CELPE - Centre of Labour Economics and Economic Policy, University of Salerno, Italy

2000

9. A NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES
   Computing in Economics and Finance 2000, Society for Computational Economics View citations (2)

Journal Articles

2016

1. Factors Driving the Credit Card Ownership in Italy
   International Business Research, 2016, 9, (6), 131-142

2015

2. An analysis of the determinants of financial distress in Italy: A competing risks approach
   International Review of Economics & Finance, 2015, 37, (C), 33-41 View citations (1)
3. Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction
   Journal of Forecasting, 2015, 34, (2), 83-91

2013

4. CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN
   Global Economic Observer, 2013, 1, (2), 131-142

2008

5. A GMM procedure for combining volatility forecasts
   Computational Statistics & Data Analysis, 2008, 52, (6), 3047-3060 View citations (4)

2006

6. Special Issue on Nonlinear Modelling and Financial Econometrics
   Computational Statistics & Data Analysis, 2006, 51, (4), 2115-2117 View citations (1)
7. The moments of SETARMA models
   Statistics & Probability Letters, 2006, 76, (6), 625-633 View citations (4)