IDEAS home Printed from
MyIDEAS: Login to follow this author

Stefano d'Addona

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
RePEc Short-ID:pda130
Postal Address:
Location: Roma, Italy
Phone: 06.57067248
Postal: Via Ostiense, 161, 00154 ROMA
Handle: RePEc:edi:crro3it (more details at EDIRC)
in new window

  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. Cavallari, Lilia & D'Addona, Stefano, 2012. "Business cycle determinants of US foreign direct investments," MPRA Paper 43616, University Library of Munich, Germany.
  3. 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.
  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. 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 & 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.
  8. Stefano D'Addona & Frode Brevik, 2011. "Rational Ignorance In Long-Run Risk Models," Working Papers 0811, 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,, 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. Mattia Ciprian & Stefano d'Addona, 2005. "Time Varying Sensitivities on a GRID architecture," Finance 0511007, EconWPA.
  14. Stefano d'Addona & Axel H. Kind, 2005. "International Stock-Bond Correlations in a Simple Affine Asset Pricing Model," Finance 0502018, EconWPA.
  15. Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," Finance 0511006, EconWPA, revised 28 Nov 2005.
  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. 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.
  4. 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.
  5. 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.
  6. 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.
  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 (7) 2006-01-01 2007-11-24 2011-12-19 2011-12-19 2012-04-10 2012-07-08 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

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Stefano d'Addona should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.