Details about Alessandra Amendola

Access statistics for papers by Alessandra Amendola.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pam108

Working Papers

2020

1. Doubly Multiplicative Error Models with Long- and Short-run Components
   Papers, arXiv.org View citations (1)
   See also Journal Article Doubly multiplicative error models with long- and short-run components, Socio-Economic Planning Sciences, Elsevier (2024) (2024)

2019

2. Fiscal Policies and Firms' Performance:A Propensity Score Matching Analysis inDominican Republic
   CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy

2018

3. Fiscal incentives and firm performance: evidence from the Dominican Republic
   Policy Research Working Paper Series, The World Bank View citations (1)

2016

4. Financial access and household welfare: evidence from Mauritania
   Policy Research Working Paper Series, The World Bank View citations (4)

2015

5. 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)
   See also Journal Article On the influence of US monetary policy on crude oil price volatility, Empirical Economics, Springer (2017) View citations (15) (2017)

2014

6. 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

7. Variabile Selection in Forecasting Models for Corporate Bankruptcy
   Working Papers, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno

2009

8. Combination of multivariate volatility forecasts
   SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 View citations (13)
9. Concepts and tools for nonlinear time series modelling
   MPRA Paper, University Library of Munich, Germany View citations (5)

2006

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

2001

11. Modelling Asymmetries in Unemployment Rate
    CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy

2000

12. 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 (3)
    See also Journal Article A non-linear time series approach to modelling asymmetry in stock market indexes, Statistical Methods & Applications, Springer (2002) View citations (3) (2002)

Journal Articles

2024

1. Doubly multiplicative error models with long- and short-run components
   Socio-Economic Planning Sciences, 2024, 91, (C)
   See also Working Paper Doubly Multiplicative Error Models with Long- and Short-run Components, Papers (2020) View citations (1) (2020)
2. Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach
   Econometrics, 2024, 12, (1), 1-20

2023

3. Do fiscal policies affect the firms’ growth and performance? Urban versus rural area
   Eurasian Economic Review, 2023, 13, (1), 1-33
4. The Impact of ESG Scores on Risk Market Performance
   Sustainability, 2023, 15, (9), 1-16

2021

5. Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model
   Econometrics and Statistics, 2021, 20, (C), 12-28 View citations (6)

2020

6. A Model Confidence Set approach to the combination of multivariate volatility forecasts
   International Journal of Forecasting, 2020, 36, (3), 873-891 View citations (9)
7. Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy
   Advances in Management and Applied Economics, 2020, 10, (4), 10 View citations (3)
8. Energy and non–energy Commodities: Spillover Effects on African Stock Markets
   Journal of Statistical and Econometric Methods, 2020, 9, (4), 7 View citations (1)
9. Fiscal Policies and Performance: Evidence from Dominican Republic firms
   Journal of Applied Finance & Banking, 2020, 10, (5), 16 View citations (1)

2019

10. On the asymmetric impact of macro–variables on volatility
    Economic Modelling, 2019, 76, (C), 135-152 View citations (13)

2017

11. An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania
    International Journal of Business and Management, 2017, 12, (9), 77 View citations (1)
12. An evaluation study on students’ international mobility experience
    Quality & Quantity: International Journal of Methodology, 2017, 51, (2), 525-544 View citations (1)
13. On the influence of US monetary policy on crude oil price volatility
    Empirical Economics, 2017, 52, (1), 155-178 View citations (15)
    See also Working Paper On the influence of the U.S. monetary policy on the crude oil price volatility, 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy (2015) (2015)
14. Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction
    Applied Stochastic Models in Business and Industry, 2017, 33, (4), 355-368 View citations (6)

2016

15. Evaluation of volatility predictions in a VaR framework
    Quantitative Finance, 2016, 16, (5), 695-709 View citations (8)
16. Factors Driving the Credit Card Ownership in Italy
    International Business Research, 2016, 9, (6), 131-142 View citations (1)

2015

17. 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 (18)
18. Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction
    Journal of Forecasting, 2015, 34, (2), 83-91 View citations (11)

2013

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

2008

20. A GMM procedure for combining volatility forecasts
    Computational Statistics & Data Analysis, 2008, 52, (6), 3047-3060 View citations (9)

2006

21. Special Issue on Nonlinear Modelling and Financial Econometrics
    Computational Statistics & Data Analysis, 2006, 51, (4), 2115-2117 View citations (3)
22. The moments of SETARMA models
    Statistics & Probability Letters, 2006, 76, (6), 625-633 View citations (8)

2004

23. Predictor distribution and forecast accuracy of threshold models
    Statistical Methods & Applications, 2004, 13, (1), 3-14 View citations (2)

2002

24. A non-linear time series approach to modelling asymmetry in stock market indexes
    Statistical Methods & Applications, 2002, 11, (2), 201-216 View citations (3)
    See also Working Paper A NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES, Computing in Economics and Finance 2000 (2000) View citations (3) (2000)

Chapters

2021

1. On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS
   Springer

2020

2. Tax Policy and Firms' Financial Choices: Empirical Evidence from the Dominican Republic
   University of Primorska Press

2008

3. Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation
   Springer