Stefano d'Addona
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
Working papers
- Stefano D'Addona & Frode Brevik, 2011. "Rational Ignorance In Long-Run Risk Models," Working Papers 0811, CREI Università degli Studi Roma Tre, revised 2011.
- 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.
- 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.
- Stefano d'Addona & Ilaria Musumeci, 2012. "The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules," CEIS Research Paper 225, Tor Vergata University, CEIS, revised 26 Mar 2012.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- Frode Brevik & Stefano d'Addona, 2005.
"Information Quality and Stock Returns Revisited,"
Finance
0511006, EconWPA, revised 28 Nov 2005.
- 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.
- Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," University of St. Gallen Department of Economics working paper series 2005 2005-24, Department of Economics, University of St. Gallen.
- Stefano d'Addona & Axel H. Kind, 2005.
"International Stock-Bond Correlations in a Simple Affine Asset Pricing Model,"
Finance
0502018, EconWPA.
- 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.
- Mattia Ciprian & Stefano d'Addona, 2005.
"Time Varying Sensitivities on a GRID architecture,"
Finance
0511007, EconWPA.
- 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.
Articles
- 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.
- 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.
- 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.
- 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.
- Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," University of St. Gallen Department of Economics working paper series 2005 2005-24, Department of Economics, University of St. Gallen.
- Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," Finance 0511006, EconWPA, revised 28 Nov 2005.
- 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.
- Mattia Ciprian & Stefano d'Addona, 2005. "Time Varying Sensitivities on a GRID architecture," Finance 0511007, EconWPA.
- 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.
- 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.
- Stefano d'Addona & Axel H. Kind, 2005. "International Stock-Bond Correlations in a Simple Affine Asset Pricing Model," Finance 0502018, EconWPA.
NEP Fields
14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-BEC: Business Economics (1) 2011-12-19
- NEP-CBA: Central Banking (2) 2011-12-19 2012-04-10
- NEP-CMP: Computational Economics (1) 2005-11-19
- NEP-DGE: Dynamic General Equilibrium (3) 2007-11-24 2011-12-19 2011-12-19
- NEP-EEC: European Economics (2) 2011-12-19 2012-04-10
- NEP-ETS: Econometric Time Series (1) 2010-05-29
- NEP-FIN: Finance (2) 2005-04-16 2006-01-01
- NEP-FMK: Financial Markets (2) 2005-11-19 2006-01-01
- NEP-FOR: Forecasting (1) 2011-12-19
- NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-01-01
- 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
- NEP-MIC: Microeconomics (1) 2011-12-19
- NEP-MON: Monetary Economics (2) 2011-12-19 2012-04-10
- NEP-RMG: Risk Management (2) 2005-11-19 2010-05-29
- NEP-SPO: Sports & Economics (1) 2012-04-17
- NEP-UPT: Utility Models & Prospect Theory (3) 2006-01-01 2007-11-24 2011-12-19
Statistics
Most cited item
- Stefano d'Addona & Axel H. Kind, 2005. "International Stock-Bond Correlations in a Simple Affine Asset Pricing Model," Finance 0502018, EconWPA.
Most downloaded item (past 12 months)
- Stefano D'Addona & Frode Brevik, 2011. "Rational Ignorance In Long-Run Risk Models," Working Papers 0811, CREI Università degli Studi Roma Tre, revised 2011.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
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