Zobrazeno 1 - 10
of 34
pro vyhledávání: '"Stefano d'Addona"'
Autor:
Stefano D’Addona, Lilia Cavallari
Publikováno v:
Economies, Vol 8, Iss 1, p 6 (2020)
This paper studies the role of the exchange rate regime for trade of new products. It first provides VAR evidence that a rise in external productivity shifts trade away from new products and more so in fixed regimes. Then, it presents a model with fi
Externí odkaz:
https://doaj.org/article/ef17f78d28bf4c179a4208714a96296e
Autor:
Stefano d’Addona, Najrin Khanom
Publikováno v:
International Review of Economics & Finance. 82:241-260
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c64d88f69b174da1f97386e6aca57df0
https://doi.org/10.1016/j.iref.2022.05.012
https://doi.org/10.1016/j.iref.2022.05.012
Publikováno v:
Neural Computing and Applications. 34:14327-14339
Credit risk assessment is at the core of modern economies. Traditionally, it is measured by statistical methods and manual auditing. Recent advances in financial artificial intelligence stemmed from a new wave of machine learning (ML)-driven credit r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4b350fa46b996ab346071371391c9cfd
https://doi.org/10.1007/s00521-022-07472-2
https://doi.org/10.1007/s00521-022-07472-2
Autor:
Stefano d'Addona, Carlo Marinelli
Publikováno v:
Journal of Empirical Finance. 44:19-35
We analyze the empirical performance of several non-parametric estimators of the pricing functional for European options, using historical put and call prices on the S&P500 during the year 2012. Two main families of estimators are considered, obtaine
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a730b260f8b5860d39459e79eea1816c
https://doi.org/10.1016/j.jempfin.2017.07.005
https://doi.org/10.1016/j.jempfin.2017.07.005
Autor:
Lilia Cavallari, Stefano d'Addona
We use 4-digit data to document the role of world shocks for intensive and extensive margin of exports. We estimate a VAR model, where the endogenous bloc comprises bilateral export margins and relative GDP, and the exogenous bloc comprises disaggreg
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::792db9f9d4f7819184aa074c53efc494
https://hdl.handle.net/11590/357639
https://hdl.handle.net/11590/357639
Autor:
Lilia Cavallari, Stefano d'Addona
Publikováno v:
Applied Economics Letters. 20:966-970
This paper investigates the role of output fluctuations and exchange rate volatility in driving US foreign direct investments (FDI). Using a sample of 46 economies over the period 1982-2009, we provide evidence of a positive relation between US FDI a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2b696b4b7091d62311b03c7df4803548
https://doi.org/10.1080/13504851.2013.767971
https://doi.org/10.1080/13504851.2013.767971
Publikováno v:
Economic Notes. 42:103-133
We study the pricing factor structure of Italian equity returns using 25 years of data. A two-step empirical analysis is provided where first we estimate an unrestricted multifactor model to test if there is any evidence of misspecification. Then, we
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2ed4948f36a6f156d09b00e7123a62b0
https://doi.org/10.1111/j.1468-0300.2013.12004.x
https://doi.org/10.1111/j.1468-0300.2013.12004.x
Autor:
Melisso Boschi, Stefano d'Addona
Publikováno v:
SSRN Electronic Journal.
The change of national income brings about tax revenue change. This relationship is embodied in the tax elasticity and usefully estimated both for the long-run and the short-run. In this paper we show that the short-run tax elasticity - the percent c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::140f3657974d4728c5f01a500673dd58
https://doi.org/10.2139/ssrn.2967524
https://doi.org/10.2139/ssrn.2967524
Autor:
Stefano d'Addona, Lilia Cavallari
This paper studies the dynamics of output and export margins in the aftermath of global shocks in fixed and floating exchange rate regimes. Using a panel vector autoregressive model with exogenous factors, it traces the mean responses of output, term
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bdf9b568ff2e940558295ce968f9c6ce
https://hdl.handle.net/11590/315458
https://hdl.handle.net/11590/315458