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Publications

by alumni of

Laboratorio di Ricerca e Didattica avanzata in Statistica (STATLAB)
Dipartimento di Scienze Economiche e Statistiche (DISES)
Università degli Studi di Salerno
Fisciano, Italy

(Laboratory for Research and Advanced Training, Department of Economics and Statistics, University of Salerno)

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2024

  1. Alessandra Amendola & Vincenzo Candila & Antonio Naimoli & Giuseppe Storti, 2024. "Adaptive combinations of tail-risk forecasts," Papers 2406.06235, arXiv.org.

2020

  1. Alessandra Amendola & Vincenzo Candila & Fabrizio Cipollini & Giampiero M. Gallo, 2020. "Doubly Multiplicative Error Models with Long- and Short-run Components," Papers 2006.03458, arXiv.org.

2019

  1. AMENDOLA, Alessandra & BOCCIA, Marinella & MELE, Gianluca & SENSINI, Luca, 2019. "Fiscal Policies and Firms' Performance:A Propensity Score Matching Analysis inDominican Republic," CELPE Discussion Papers 159, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.

2018

  1. Amendola,Alessandra & Boccia,Marinella & Mele,Gianluca & Sensini,Luca, 2018. "Fiscal incentives and firm performance : evidence from the Dominican Republic," Policy Research Working Paper Series 8382, The World Bank.

2016

  1. Amendola,Alessandra & Boccia,Marinella & Mele,Gianluca & Sensini,Luca, 2016. "Financial access and household welfare : evidence from Mauritania," Policy Research Working Paper Series 7533, The World Bank.

2015

  1. Amendola, Alessandra & Candila, Vincenzo & Scognamillo, Antonio, 2015. "On the influence of the U.S. monetary policy on the crude oil price volatility," 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy 207860, Italian Association of Agricultural and Applied Economics (AIEAA).

2014

  1. Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo, 2014. "Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation," Working Papers - Economics wp2014_17.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

2010

  1. Alessandra Amendola & Marialuisa Restaino & Luca Sensini, 2010. "Variabile Selection in Forecasting Models for Corporate Bankruptcy," Working Papers 3_216, Dipartimento di Scienze Economiche e Statistiche, Università degli Studi di Salerno.

2009

  1. Amendola, Alessandra & Storti, Giuseppe, 2009. "Combination of multivariate volatility forecasts," SFB 649 Discussion Papers 2009-007, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
  2. Amendola, Alessandra & Christian, Francq, 2009. "Concepts and tools for nonlinear time series modelling," MPRA Paper 15140, University Library of Munich, Germany.

2006

  1. Alessandra Amendola & Giuseppe Storti, 2006. "The combination of volatility forecasts," Computing in Economics and Finance 2006 496, Society for Computational Economics.

2001

  1. Alessandra Amendola, 2001. "Modelling Asymmetries in Unemployment Rate," CELPE Discussion Papers 60, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.

2000

  1. Giuseppe Storti & Alessandra Amendola, 2000. "A Non Linear Time Series Approach To Modelling Asymmetry In Stock Market Indexes," Computing in Economics and Finance 2000 97, Society for Computational Economics.

Journal articles

Undated material is listed at the end

2024

  1. Amendola, A. & Candila, V. & Cipollini, F. & Gallo, G.M., 2024. "Doubly multiplicative error models with long- and short-run components," Socio-Economic Planning Sciences, Elsevier, vol. 91(C).
  2. Md Samsul Alam & Alessandra Amendola & Vincenzo Candila & Shahram Dehghan Jabarabadi, 2024. "Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach," Econometrics, MDPI, vol. 12(1), pages 1-20, January.

2023

  1. Luigi Aldieri & Alessandra Amendola & Vincenzo Candila, 2023. "The Impact of ESG Scores on Risk Market Performance," Sustainability, MDPI, vol. 15(9), pages 1-16, April.
  2. Alessandra Amendola & Marinella Boccia & Gianluca Mele & Luca Sensini, 2023. "Do fiscal policies affect the firms’ growth and performance? Urban versus rural area," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(1), pages 1-33, March.

2021

  1. Amendola, Alessandra & Candila, Vincenzo & Gallo, Giampiero M., 2021. "Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model," Econometrics and Statistics, Elsevier, vol. 20(C), pages 12-28.

2020

  1. Amendola, Alessandra & Braione, Manuela & Candila, Vincenzo & Storti, Giuseppe, 2020. "A Model Confidence Set approach to the combination of multivariate volatility forecasts," International Journal of Forecasting, Elsevier, vol. 36(3), pages 873-891.
  2. Alessandra Amendola & Vincenzo Candila & Luca Sensini & Giuseppe Storti, 2020. "Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 10(4), pages 1-10.
  3. Alessandra Amendola & Marinella Boccia & Gianluca Mele & Luca Sensini, 2020. "Fiscal Policies and Performance: Evidence from Dominican Republic firms," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 10(5), pages 1-16.
  4. Alessandra Amendola & Marinella Boccia & Vincenzo Candila & Giampiero M. Gallo, 2020. "Energy and non–energy Commodities: Spillover Effects on African Stock Markets," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(4), pages 1-7.

2019

  1. Amendola, Alessandra & Candila, Vincenzo & Gallo, Giampiero M., 2019. "On the asymmetric impact of macro–variables on volatility," Economic Modelling, Elsevier, vol. 76(C), pages 135-152.

2017

  1. Alessandra Amendola & Marinella Boccia & Gianluca Mele & Luca Sensini, 2017. "An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania," International Journal of Business and Management, Canadian Center of Science and Education, vol. 12(9), pages 1-77, August.
  2. Alessandra Amendola & Vincenzo Candila & Antonio Scognamillo, 2017. "On the influence of US monetary policy on crude oil price volatility," Empirical Economics, Springer, vol. 52(1), pages 155-178, February.
  3. Alessandra Amendola & Marialuisa Restaino, 2017. "An evaluation study on students’ international mobility experience," Quality & Quantity: International Journal of Methodology, Springer, vol. 51(2), pages 525-544, March.
  4. Alessandra Amendola & Francesco Giordano & Maria Lucia Parrella & Marialuisa Restaino, 2017. "Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 33(4), pages 355-368, August.

2016

  1. Alessandra Amendola & Alfonso Pellecchia & Luca Sensini, 2016. "Factors Driving the Credit Card Ownership in Italy," International Business Research, Canadian Center of Science and Education, vol. 9(6), pages 131-142, June.
  2. A. Amendola & V. Candila, 2016. "Evaluation of volatility predictions in a VaR framework," Quantitative Finance, Taylor & Francis Journals, vol. 16(5), pages 695-709, May.

2015

  1. Amendola, Alessandra & Restaino, Marialuisa & Sensini, Luca, 2015. "An analysis of the determinants of financial distress in Italy: A competing risks approach," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 33-41.
  2. Alessandra Amendola & Giuseppe Storti, 2015. "Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(2), pages 83-91, March.

2013

  1. Alessandra Amendola & Marialuisa Restaino & Luca Sensini, 2013. "Corporate Financial Distress And Bankruptcy: A Comparative Analysis In France, Italy And Spain," Global Economic Observer, "Nicolae Titulescu" University of Bucharest, Faculty of Economic Sciences;Institute for World Economy of the Romanian Academy, vol. 1(2), pages 131-142, November.

2008

  1. Amendola, Alessandra & Storti, Giuseppe, 2008. "A GMM procedure for combining volatility forecasts," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3047-3060, February.

2006

  1. Amendola, Alessandra & Francq, Christian & Koopman, Siem Jan, 2006. "Special Issue on Nonlinear Modelling and Financial Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 51(4), pages 2115-2117, December.
  2. Amendola, Alessandra & Niglio, Marcella & Vitale, Cosimo, 2006. "The moments of SETARMA models," Statistics & Probability Letters, Elsevier, vol. 76(6), pages 625-633, March.

2004

  1. Alessandra Amendola & Marcella Niglio, 2004. "Predictor distribution and forecast accuracy of threshold models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 13(1), pages 3-14, April.

2002

  1. Alessandra Amendola & Giuseppe Storti, 2002. "A non-linear time series approach to modelling asymmetry in stock market indexes," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 11(2), pages 201-216, June.

Undated

  1. Alessandra Amendola & Vincenzo Candila, . "Comparing multivariate volatility forecasts by direct and indirect approaches," Journal of Risk, Journal of Risk.
  2. Alessandra Amendola & Marialuisa Restaino & Luca Sensini, . "Variable selection in default risk models," Journal of Risk Model Validation, Journal of Risk Model Validation.

Chapters

2021

  1. Alessandra Amendola & Vincenzo Candila & Fabrizio Cipollini & Giampiero M. Gallo, 2021. "On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS," Springer Books, in: Marco Corazza & Manfred Gilli & Cira Perna & Claudio Pizzi & Marilena Sibillo (ed.), Mathematical and Statistical Methods for Actuarial Sciences and Finance, pages 7-13, Springer.

2020

  1. Alessandra Amendola & Marinella Boccia & Gianluca Mele & Luca Sensini, 2020. "Tax Policy and Firms' Financial Choices: Empirical Evidence from the Dominican Republic," MIC 2020: The 20th Management International Conference,, University of Primorska Press.

2008

  1. Alessandra Amendola & Marcella Niglio & Cosimo Vitale, 2008. "Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 1-9, Springer.

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