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Stefano d'Addona

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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:
Location: Roma, Italy
Homepage: http://host.uniroma3.it/centri/crei/
Email:
Phone: 06.57067248
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Postal: Via Ostiense, 161, 00154 ROMA
Handle: RePEc:edi:crro3it (more details at EDIRC)
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  1. Cavallari, Lilia & D'Addona, Stefano, 2013. "Trade margins and exchange rate regimes: new evidence from a panel VAR," MPRA Paper 51585, University Library of Munich, Germany.
  2. M Boschi & S d'Addona & A Goenka, 2012. "Testing external habits in an asset pricing model," CAMA Working Papers 2012-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  3. Cavallari, Lilia & D'Addona, Stefano, 2012. "Business cycle determinants of US foreign direct investments," MPRA Paper 43616, University Library of Munich, Germany.
  4. 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.
  5. Stefano D'Addona & Frode Brevik, 2011. "Rational Ignorance In Long-Run Risk Models," Working Papers 0811, CREI Università degli Studi Roma Tre, revised 2011.
  6. 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.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Stefano d'Addona & Axel H. Kind, 2005. "International Stock-Bond Correlations in a Simple Affine Asset Pricing Model," Finance 0502018, EconWPA.
  14. Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," Finance 0511006, EconWPA, revised 28 Nov 2005.
  15. Mattia Ciprian & Stefano d'Addona, 2005. "Time Varying Sensitivities on a GRID architecture," Finance 0511007, EconWPA.
  1. Stefano d’Addona & Christos Giannikos, 2014. "Asset pricing and the role of macroeconomic volatility," Annals of Finance, Springer, vol. 10(2), pages 197-215, May.
  2. Stefano d’Addona & Axel Kind, 2014. "Forced Manager Turnovers in English Soccer Leagues," Journal of Sports Economics, , vol. 15(2), pages 150-179, April.
  3. Stefano d'Addona & Ilaria Musumeci, 2013. "The British opt-out from the European Monetary Union: empirical evidence from monetary policy rules," Applied Financial Economics, Taylor & Francis Journals, vol. 23(23), pages 1783-1795, December.
  4. Lilia Cavallari & Stefano d'Addona, 2013. "Nominal and real volatility as determinants of FDI," Applied Economics, Taylor & Francis Journals, vol. 45(18), pages 2603-2610, June.
  5. Lilia Cavallari & Stefano D'Addona, 2013. "Business cycle determinants of US foreign direct investments," Applied Economics Letters, Taylor & Francis Journals, vol. 20(10), pages 966-970, July.
  6. PAOLA BRIGHI & STEFANO d'ADDONA & ANTONIO CARLO FRANCESCO DELLA BINA, 2013. "The Determinants of Risk Premia on the Italian Stock Market: Empirical Evidence on Common Factors in Asset Pricing Models," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 42(2), pages 103-133, 07.
  7. Brevik, Frode & d'Addona, Stefano, 2013. "Is Ignorance Bliss? The Cost Of Business-Cycle Uncertainty," Macroeconomic Dynamics, Cambridge University Press, vol. 17(04), pages 728-746, June.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. Stefano D'Addona, 2002. "Problematiche di accesso delle Piccole e Medie Imprese all'innovazione finanziaria: il caso della "securitization"," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2002(2).
15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2011-12-19 2013-01-12
  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-INT: International Trade (2) 2013-01-12 2013-11-29
  11. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-01-01
  12. NEP-MAC: Macroeconomics (6) 2006-01-01 2007-11-24 2011-12-19 2011-12-19 2012-04-10 2013-01-12. Author is listed
  13. NEP-MIC: Microeconomics (1) 2011-12-19
  14. NEP-MON: Monetary Economics (2) 2011-12-19 2012-04-10
  15. NEP-RMG: Risk Management (2) 2005-11-19 2010-05-29
  16. NEP-SPO: Sports & Economics (1) 2012-04-17
  17. NEP-UPT: Utility Models & Prospect Theory (3) 2006-01-01 2007-11-24 2011-12-19

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