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Andrea Cipollini

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Personal Details

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

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Affiliation

(47%) Centro Studi di Banca e Finanza (CEFIN)
Dipartimento di Economia "Marco Biagi"
Università degli Studi di Modena e Reggio Emilia
Location: Modena, Italy
Homepage: http://www.cefin.unimore.it/
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Postal: v.le Berengario 51, 41100 Modena
Handle: RePEc:edi:cbmodit (more details at EDIRC)
(47%) Center for Economic Research (RECent)
Dipartimento di Economia "Marco Biagi"
Università degli Studi di Modena e Reggio Emilia
Location: Modena, Italy
Homepage: http://www.recent.unimore.it/
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Handle: RePEc:edi:remodit (more details at EDIRC)
(6%) Dipartimento di Scienze Economiche, Aziendali e Statistiche
Università degli Studi di Palermo
Location: Palermo, Italy
Homepage: http://portale.unipa.it/dipartimenti/seas
Email:
Phone: 39 91 6626 319
Fax: 39 91 489346
Postal: Viale delle Scienze Ed.13, 90128 - Palermo
Handle: RePEc:edi:ispalit (more details at EDIRC)

Works

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Working papers

  1. Andrea Cipollini & Iolanda Lo Cascio & Silvia Muzzioli, 2013. "Volatility co-movements: a time scale decomposition analysis," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 13111, Universita di Modena e Reggio Emilia, Facoltà di Economia "Marco Biagi".
  2. Andrea Cipollini & Iolanda Lo Cascio, 2010. "Testing for Contagion: a Time-Scale Decomposition," Center for Economic Research (RECent) 047, University of Modena and Reggio E., Dept. of Economics.
  3. 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".
  4. Andrea Cipollini & George Kapetanios, 2008. "Forecasting Financial Crises and Contagion in Asia using Dynamic Factor Analysis," Center for Economic Research (RECent) 014, University of Modena and Reggio E., Dept. of Economics.
  5. 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.
  6. 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.
  7. Nektarios Aslanidis & Andrea Cipollini, 2007. "Leading indicator properties of the US corporate spreads," Money Macro and Finance (MMF) Research Group Conference 2006 115, Money Macro and Finance Research Group.
  8. 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.
  9. rea cipollini & giuseppe missaglia, 2005. "Business cycle effects on Portfolio Credit Risk: scenario generation through Dynamic Factor analysis," Finance 0502010, EconWPA.
  10. 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.
  11. 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.

Articles

  1. Cipollini, Andrea & Fiordelisi, Franco, 2012. "Economic value, competition and financial distress in the European banking system," Journal of Banking & Finance, Elsevier, vol. 36(11), pages 3101-3109.
  2. Chortareas, Georgios & Cipollini, Andrea & Eissa, Mohamed Abdelaziz, 2012. "Switching to floating exchange rates, devaluations, and stock returns in MENA countries," International Review of Financial Analysis, Elsevier, vol. 21(C), pages 119-127.
  3. Georgios Chortareas & Andrea Cipollini & Mohamed Abdelaziz Eissa, 2011. "Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil?," Review of Development Economics, Wiley Blackwell, vol. 15(4), pages 758-774, November.
  4. Mohamed Abdelaziz Eissa & Georgios Chortareas & Andrea Cipollini, 2010. "Stock Returns and Exchange Rate Volatility Spillovers in the MENA Region," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 9(3), pages 257-284, December.
  5. Aslanidis, Nektarios & Cipollini, Andrea, 2010. "Leading indicator properties of US high-yield credit spreads," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 145-156, March.
  6. 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.
  7. 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.
  8. Andrea Cipollini & Kostas Mouratidis & Nicola Spagnolo, 2008. "Evaluating currency crises: the case of the European monetary system," Empirical Economics, Springer, vol. 35(1), pages 11-27, August.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Philip Arestis & Andrea Cipollini & Bassam Fattouh, 2004. "Threshold Effects in the U.S. Budget Deficit," Economic Inquiry, Western Economic Association International, vol. 42(2), pages 214-222, April.
  14. 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.
  15. 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.
  16. 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.

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 (4) 2007-06-23 2008-10-07 2009-04-13 2010-07-10. Author is listed
  2. NEP-BEC: Business Economics (1) 2008-10-07
  3. NEP-CFN: Corporate Finance (2) 2005-11-05 2008-10-07
  4. NEP-ECM: Econometrics (3) 2006-07-15 2008-10-07 2010-07-10. Author is listed
  5. NEP-EEC: European Economics (1) 2009-04-13
  6. NEP-EFF: Efficiency & Productivity (1) 2009-04-13
  7. NEP-ETS: Econometric Time Series (2) 2006-07-15 2013-11-29
  8. NEP-FIN: Finance (2) 2005-04-16 2005-11-05
  9. NEP-FMK: Financial Markets (3) 2005-11-05 2006-07-15 2009-04-13. Author is listed
  10. NEP-FOR: Forecasting (5) 2006-07-15 2007-04-09 2007-06-23 2008-10-07 2008-10-07. Author is listed
  11. NEP-IFN: International Finance (3) 2005-11-05 2008-10-07 2010-07-10. Author is listed
  12. NEP-MAC: Macroeconomics (3) 2005-04-16 2007-04-09 2008-10-07. Author is listed
  13. NEP-PKE: Post Keynesian Economics (1) 2005-11-05
  14. NEP-RMG: Risk Management (4) 2005-04-16 2007-06-23 2008-10-07 2009-04-13. Author is listed
  15. NEP-SEA: South East Asia (3) 2005-11-05 2006-07-15 2008-10-07. Author is listed

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