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Stefano d'Addona

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This is information that was supplied by Stefano d'Addona in registering through RePEc. If you are Stefano d'Addona , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Stefano
Middle Name:
Last Name: d'Addona
Suffix:

RePEc Short-ID: pda130

Email:
Homepage: http://www.daddona.it
Postal Address:
Phone:

Affiliation

Centro di Ricerca sull'Economia delle Istituzioni (CREI)
Università degli Studi di Roma 3
Location: Roma, Italy
Homepage: http://host.uniroma3.it/centri/crei/
Email:
Phone: 06.57067248
Fax:
Postal: Via Ostiense, 161, 00154 ROMA
Handle: RePEc:edi:crro3it (more details at EDIRC)

Works

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Working papers

  1. Stefano D'Addona & Frode Brevik, 2011. "Rational Ignorance In Long-Run Risk Models," Working Papers 0811, CREI Università degli Studi Roma Tre, revised 2011.
  2. Stefano D'Addona & Axel Kind, 2011. "Forced Manager Turnovers In English Soccer Leagues: A Long-Term Perspective," Working Papers 1011, CREI Università degli Studi Roma Tre, revised 2011.
  3. Stefano D'Addona & Ilaria Musumeci, 2011. "The British Opt-Out From The European Monetary Union: Empirical Evidence From Monetary Policy Rules," Working Papers 0611, CREI Università degli Studi Roma Tre, revised 2011.
  4. Stefano D'Addona & Paola Brighi & Antonio Carlo Francesca Della Bina, 2011. "Long-Run Evidence Using Multifactor Asset Pricing Models," Working Papers 0911, CREI Università degli Studi Roma Tre, revised 2011.
  5. Stefano D'Addona & Christos Giannikos, 2011. "Asset Pricing And The Role Of Macroeconomic Volatility," Working Papers 0711, CREI Università degli Studi Roma Tre, revised 2011.
  6. Paola Brighi & Stefano d’Addona & Antonio Carlo Francesco Della Bina, 2010. "Too Small or too Low? New Evidence on the 4-Factor Model," Working Paper Series 31_10, The Rimini Centre for Economic Analysis.
  7. Carlo Marinelli & Stefano d'Addona & Svetlozar T. Rachev, 2010. "Multivariate heavy-tailed models for Value-at-Risk estimation," Papers 1005.2862, arXiv.org, revised Dec 2011.
  8. Melisso Boschi & Stefano d'Addona & Aditya Goenka, 2009. "Testing Habits In An Asset Pricing Model," Working Papers 0509, CREI Università degli Studi Roma Tre, revised 2009.
  9. Frode Brevik & Stefano d'Addona, 2007. "Information processing with recursive utility: some intriguing results," University of St. Gallen Department of Economics working paper series 2007 2007-40, Department of Economics, University of St. Gallen.
  10. Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," Finance 0511006, EconWPA, revised 28 Nov 2005.
  11. Stefano d'Addona & Axel H. Kind, 2005. "International Stock-Bond Correlations in a Simple Affine Asset Pricing Model," Finance 0502018, EconWPA.
  12. Mattia Ciprian & Stefano d'Addona, 2005. "Time Varying Sensitivities on a GRID architecture," Finance 0511007, EconWPA.

Articles

  1. Lilia Cavallari & Stefano d'Addona, 2013. "Nominal and real volatility as determinants of FDI," Applied Economics, Taylor and Francis Journals, vol. 45(18), pages 2603-2610, June.
  2. Carlo Marinelli & Stefano D'Addona & Svetlozar T. Rachev, 2012. "Multivariate Heavy-Tailed Models For Value-At-Risk Estimation," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1250029-1-1.
  3. Brevik, Frode & d’Addona, Stefano, 2011. "Information Quality and Stock Returns Revisited," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 45(06), pages 1419-1446, January.
  4. Stefano D'Addona & Mattia Ciprian, 2007. "Time Varying Sensitivities On A Grid Architecture," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 307-329.
  5. Carlo Marinelli & Stefano D'Addona & Svetlozar T. Rachev, 2007. "A Comparison Of Some Univariate Models For Value-At-Risk And Expected Shortfall," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 10(06), pages 1043-1075.
  6. d'Addona, Stefano & Kind, Axel H., 2006. "International stock-bond correlations in a simple affine asset pricing model," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2747-2765, October.

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2011-12-19
  2. NEP-CBA: Central Banking (2) 2011-12-19 2012-04-10
  3. NEP-CMP: Computational Economics (1) 2005-11-19
  4. NEP-DGE: Dynamic General Equilibrium (3) 2007-11-24 2011-12-19 2011-12-19
  5. NEP-EEC: European Economics (2) 2011-12-19 2012-04-10
  6. NEP-ETS: Econometric Time Series (1) 2010-05-29
  7. NEP-FIN: Finance (2) 2005-04-16 2006-01-01
  8. NEP-FMK: Financial Markets (2) 2005-11-19 2006-01-01
  9. NEP-FOR: Forecasting (1) 2011-12-19
  10. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-01-01
  11. NEP-MAC: Macroeconomics (6) 2006-01-01 2007-11-24 2011-12-19 2011-12-19 2012-04-10 2012-07-08. Author is listed
  12. NEP-MIC: Microeconomics (1) 2011-12-19
  13. NEP-MON: Monetary Economics (2) 2011-12-19 2012-04-10
  14. NEP-RMG: Risk Management (2) 2005-11-19 2010-05-29
  15. NEP-SPO: Sports & Economics (1) 2012-04-17
  16. NEP-UPT: Utility Models & Prospect Theory (3) 2006-01-01 2007-11-24 2011-12-19

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