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Information about:
Andrea Cipollini

Personal Details | Affiliation | Works
This is information that was supplied by Andrea Cipollini in registering through RePEc. If you are Andrea Cipollini , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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First Name: Andrea
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Last Name: Cipollini
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RePEc Short-ID: pci12

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Affiliation

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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Andrea Cipollini & Franco Fiordelisi, 2009. "The impact of bank concentration on financial distress: the case of the European banking system," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 09021, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi". [Downloadable!]

  2. Andrea Cipollini & Giuseppe Missaglia, 2008. "Measuring bank capital requirements through Dynamic Factor analysis," Center for Economic Research (RECent) 010, University of Modena and Reggio E., Dept. of Economics. [Downloadable!]

  3. Andrea Cipollini & Nektarios Aslanidis, 2007. "Leading indicator properties of US high-yield credit spreads," Center for Economic Research (RECent) 006, University of Modena and Reggio E., Dept. of Economics. [Downloadable!]

  4. cipollini, andrea & missaglia, giuseppe, 2007. "Dynamic Factor analysis of industry sector default rates and implication for Portfolio Credit Risk Modelling," MPRA Paper 3582, University Library of Munich, Germany. [Downloadable!]
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  5. rea cipollini & giuseppe missaglia, 2005. "Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis," Finance 0502010, EconWPA. [Downloadable!]

  6. Andrea Cipollini & George Kapetanios, 2005. "Forecasting Financial Crises and Contagion in Asia Using Dynamic Factor Analysis," Working Papers 538, Queen Mary, University of London, Department of Economics. [Downloadable!]
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  7. Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo, 2005. "Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis," Economics and Finance Discussion Papers 05-08, Economics and Finance Section, School of Social Sciences, Brunel University. [Downloadable!]
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  8. Andrea Cipollini & George Kapetanios, 2004. "A Stochastic Variance Factor Model for Large Datasets and an Application to S&P Data," Working Papers 506, Queen Mary, University of London, Department of Economics. [Downloadable!]
    Published as:

  9. Andrea Cipollini & George Kapetanios, 2003. "A Dynamic Factor Analysis of Financial Contagion in Asia," Working Papers 498, Queen Mary, University of London, Department of Economics. [Downloadable!]

  10. Guglielmo Maria Caporale & Andrea Cipollini & Panicos Demetriades, 2000. "Monetary Policy and the Exchange Rate During the Asian Crisis Identification Through Heteroscedasticity," Discussion Papers in Economics 00/11, Department of Economics, University of Leicester, revised Feb 2002. [Downloadable!]
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Articles

  1. Cipollini, A. & Kapetanios, G., 2009. "Forecasting financial crises and contagion in Asia using dynamic factor analysis," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 188-200, March. [Downloadable!] (restricted)
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  2. Andrea Cipollini & Bassam Fattouh & Kostas Mouratidis, 2009. "Fiscal Readjustments In The United States: A Nonlinear Time-Series Analysis," Economic Inquiry, Western Economic Association International, vol. 47(1), pages 34-54, 01. [Downloadable!] (restricted)

  3. Cipollini, A. & Kapetanios, G., 2008. "A stochastic variance factor model for large datasets and an application to S&P data," Economics Letters, Elsevier, vol. 100(1), pages 130-134, July. [Downloadable!] (restricted)
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  4. Caporale, Guglielmo Maria & Cipollini, Andrea & Spagnolo, Nicola, 2005. "Testing for contagion: a conditional correlation analysis," Journal of Empirical Finance, Elsevier, vol. 12(3), pages 476-489, June. [Downloadable!] (restricted)

  5. Caporale, Guglielmo Maria & Cipollini, Andrea & Demetriades, Panicos O., 2005. "Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity," Journal of International Money and Finance, Elsevier, vol. 24(1), pages 39-53, February. [Downloadable!] (restricted)
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  6. Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo, 2005. "Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(4), pages 359-367. [Downloadable!]
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  7. Philip Arestis & Andrea Cipollini & Bassam Fattouh, 2004. "Threshold Effects in the U.S. Budget Deficit," Economic Inquiry, Oxford University Press, vol. 42(2), pages 214-222, April. [Downloadable!] (restricted)
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  8. Guglielmo Maria Caporale & Andrea Cipollini, 2002. "The Euro and Monetary Policy Transparency," Eastern Economic Journal, Eastern Economic Association, vol. 28(1), pages 59-70, Winter. [Downloadable!]

  9. Arestis, Philip & Caporale, Guglielmo Maria & Cipollini, Andrea, 2002. "Does Inflation Targeting Affect the Trade-Off between Output Gap and Inflation Variability?," Manchester School, University of Manchester, vol. 70(4), pages 528-45, Special I. [Downloadable!] (restricted)

  10. Cipollini, Andrea, 2001. "Testing for Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach," Manchester School, University of Manchester, vol. 69(6), pages 643-55, December. [Downloadable!] (restricted)

NEP Fields

10 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (3) 2007-06-23 2008-10-07 2009-04-13 Author is listed
  2. NEP-BEC: Business Economics (1) 2008-10-07
  3. NEP-CFN: Corporate Finance (3) 2004-02-15 2005-11-05 2008-10-07 Author is listed
  4. NEP-CMP: Computational Economics (1) 2005-05-23
  5. NEP-ECM: Econometrics (4) 2004-02-20 2005-05-23 2006-07-15 2008-10-07 Author is listed
  6. NEP-EEC: European Economics (1) 2009-04-13
  7. NEP-EFF: Efficiency & Productivity (1) 2009-04-13
  8. NEP-ETS: Econometric Time Series (2) 2003-07-29 2006-07-15
  9. NEP-FIN: Finance (4) 2004-02-15 2005-04-16 2005-05-23 2005-11-05 Author is listed
  10. NEP-FMK: Financial Markets (4) 2004-02-15 2005-11-05 2006-07-15 2009-04-13 Author is listed
  11. NEP-FOR: Forecasting (4) 2006-07-15 2007-06-23 2008-10-07 2008-10-07 Author is listed
  12. NEP-IFN: International Finance (2) 2005-11-05 2008-10-07
  13. NEP-MAC: Macroeconomics (2) 2005-04-16 2008-10-07
  14. NEP-PKE: Post Keynesian Economics (1) 2005-11-05
  15. NEP-RMG: Risk Management (6) 2003-07-29 2004-02-15 2005-04-16 2007-06-23 2008-10-07 2009-04-13 Author is listed
  16. NEP-SEA: South East Asia (3) 2005-11-05 2006-07-15 2008-10-07 Author is listed
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This page was last updated on 2009-10-22.

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