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Details about Alessandra Canepa

E-mail:
Homepage:http://www.est-en.unito.it/do/docenti.pl/Alias?alessandra.canepa#profilo
Workplace:Dipartimento di Economia e Statistica "Cognetti de Martiis" (Cognetti de Martiis Department of Economics and Statistics), Università degli Studi di Torino (University of Turin), (more information at EDIRC)

Access statistics for papers by Alessandra Canepa.

Last updated 2021-11-08. Update your information in the RePEc Author Service.

Short-id: pca166


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Working Papers

2021

  1. Financial Contagion During the Covid-19 Pandemic: A Wavelet-Copula-GARCH Approach
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin Downloads
  2. Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin Downloads
  3. The Role of Environmental and Financial Concerns on Energy-Saving Investments: A Stochastic Dominance Analysis
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin Downloads

2020

  1. Bootstrap Bartlett Adjustment for Hypotheses Testing on Cointegrating Vectors
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin Downloads View citations (1)
  2. COVID-19 Pandemic and Stock Market Contagion: A Wavelet-Copula GARCH Approach
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin Downloads
  3. Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin Downloads View citations (1)
  4. Improvement on the LR Test Statistic on the Cointegrating Relations in VAR Models: Bootstrap Methods and Applications
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin Downloads
  5. Unified Theory for the Large Family of Time Varying Models with Arma Representations: One Solution Fits All
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin Downloads

2019

  1. Hedge Fund Strategies: A non-Parametric Analysis
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin Downloads View citations (1)
    See also Journal Article in International Review of Financial Analysis (2020)
  2. Housing Market Cycles in Large Urban Areas
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin Downloads
    See also Journal Article in Economic Modelling (2020)
  3. Modelling Housing Market Cycles in Global Cities
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin Downloads
  4. Second Order Time Dependent Inflation Persistence in the United States: a GARCH-in-Mean Model with Time Varying Coefficients
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin Downloads
  5. Wildfire Crime and Social Vulnerability in Italy: A Panel Investigation
    Department of Economics and Statistics Cognetti de Martiis. Working Papers, University of Turin Downloads

2000

  1. The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society Downloads

Journal Articles

2021

  1. Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach
    International Journal of Energy Economics and Policy, 2021, 11, (5), 130-137 Downloads
  2. Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach
    JRFM, 2021, 14, (7), 1-18 Downloads View citations (1)
  3. Wildfire crime, apprehension and social vulnerability in Italy
    Forest Policy and Economics, 2021, 122, (C) Downloads

2020

  1. Global Cities and Local Housing Market Cycles
    The Journal of Real Estate Finance and Economics, 2020, 61, (4), 671-697 Downloads View citations (1)
  2. Hedge fund strategies: A non-parametric analysis
    International Review of Financial Analysis, 2020, 67, (C) Downloads
    See also Working Paper (2019)
  3. Housing market cycles in large urban areas
    Economic Modelling, 2020, 92, (C), 257-267 Downloads
    See also Working Paper (2019)

2018

  1. Housing, Housing Finance and Credit Risk
    IJFS, 2018, 6, (2), 1-23 Downloads View citations (1)

2016

  1. A note on Bartlett correction factor for tests on cointegrating relations
    Statistics & Probability Letters, 2016, 110, (C), 296-304 Downloads View citations (2)
  2. Dynamic asymmetries in house price cycles: A generalized smooth transition model
    Journal of Empirical Finance, 2016, 37, (C), 91-103 Downloads View citations (10)

2014

  1. Does faith move stock markets? Evidence from Saudi Arabia
    The Quarterly Review of Economics and Finance, 2014, 54, (4), 538-550 Downloads View citations (13)
  2. Real estate market and financial stability in US metropolitan areas: A dynamic model with spatial effects
    Regional Science and Urban Economics, 2014, 49, (C), 129-146 Downloads View citations (10)

2011

  1. A mixed integer linear programming model for optimal sovereign debt issuance
    European Journal of Operational Research, 2011, 214, (3), 749-758 Downloads View citations (5)

2009

  1. e-Business usage across and within firms in the UK: profitability, externalities and policy
    Research Policy, 2009, 38, (1), 133-143 Downloads View citations (30)

2008

  1. Financial constraints to innovation in the UK: evidence from CIS2 and CIS3
    Oxford Economic Papers, 2008, 60, (4), 711-730 Downloads View citations (76)

2007

  1. Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods
    Journal of Time Series Analysis, 2007, 28, (3), 434-453 Downloads View citations (2)

2006

  1. Small sample corrections for linear restrictions on cointegrating vectors: A Monte Carlo comparison
    Economics Letters, 2006, 91, (3), 330-336 Downloads View citations (5)

2005

  1. Financing Constraints in the Inter Firm Diffusion of New Process Technologies
    The Journal of Technology Transfer, 2005, 30, (2_2), 159-169 Downloads View citations (19)
    See also Chapter (2005)

2004

  1. Comparative international diffusion: Patterns, determinants and policies
    Economics of Innovation and New Technology, 2004, 13, (3), 279-298 Downloads View citations (25)

Chapters

2005

  1. Financing Constraints in the Inter Firm Diffusion of New Process Technologies
    Springer View citations (1)
    See also Journal Article in The Journal of Technology Transfer (2005)
 
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