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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
Roma, Italy

: 06 57335209-5284
06 57335282

RePEc:edi:diro3it (more details at EDIRC)
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  1. Carlo Marinelli & Stefano d'Addona, 2015. "Nonparametric estimates of pricing functionals," Papers 1506.06568,, revised Sep 2017.
  2. Lilia Cavallari & Stefano D’Addona, 2014. "Trade Margins And Exchange Rate Regimes: New Evidence From A Panel Varx Model," Working Papers 0514, CREI Università degli Studi Roma Tre, revised 2014.
  3. 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.
  4. Cavallari, Lilia & D'Addona, Stefano, 2012. "Business cycle determinants of US foreign direct investments," MPRA Paper 43616, University Library of Munich, Germany.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Stefano D'Addona & Frode Brevik, 2011. "Rational Ignorance In Long-Run Risk Models," Working Papers 0811, CREI Università degli Studi Roma Tre, revised 2011.
  10. 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.
  11. Carlo Marinelli & Stefano d'Addona & Svetlozar T. Rachev, 2010. "Multivariate heavy-tailed models for Value-at-Risk estimation," Papers 1005.2862,, revised Dec 2011.
  12. 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.
  13. 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.
  14. 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.
  15. Mattia Ciprian & Stefano d'Addona, 2005. "Time Varying Sensitivities on a GRID architecture," Finance 0511007, EconWPA.
  16. Stefano d'Addona & Axel H. Kind, 2005. "International Stock-Bond Correlations in a Simple Affine Asset Pricing Model," Finance 0502018, EconWPA.
  17. Frode Brevik & Stefano d'Addona, 2005. "Information Quality and Stock Returns Revisited," Finance 0511006, EconWPA, revised 26 Mar 2006.
  1. Cavallari, Lilia & D׳Addona, Stefano, 2015. "Exchange rates as shock absorbers: The role of export margins," Research in Economics, Elsevier, vol. 69(4), pages 582-602.
  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 & Christos Giannikos, 2014. "Asset pricing and the role of macroeconomic volatility," Annals of Finance, Springer, vol. 10(2), pages 197-215, May.
  4. 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, July.
  5. 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.
  6. 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.
  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. 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.
  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. 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.
  11. 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).
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (8) 2006-01-01 2007-11-24 2011-12-19 2011-12-19 2012-04-10 2012-07-08 2013-01-12 2015-05-02. Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (3) 2007-11-24 2011-12-19 2011-12-19
  3. NEP-INT: International Trade (3) 2013-01-12 2013-11-29 2015-05-02
  4. NEP-UPT: Utility Models & Prospect Theory (3) 2006-01-01 2007-11-24 2011-12-19
  5. NEP-BEC: Business Economics (2) 2011-12-19 2013-01-12
  6. NEP-CBA: Central Banking (2) 2011-12-19 2012-04-10
  7. NEP-EEC: European Economics (2) 2011-12-19 2012-04-10
  8. NEP-FIN: Finance (2) 2005-04-16 2006-01-01
  9. NEP-FMK: Financial Markets (2) 2005-11-19 2006-01-01
  10. NEP-MON: Monetary Economics (2) 2011-12-19 2012-04-10
  11. NEP-RMG: Risk Management (2) 2005-11-19 2010-05-29
  12. NEP-CMP: Computational Economics (1) 2005-11-19
  13. NEP-ECM: Econometrics (1) 2015-06-27
  14. NEP-ETS: Econometric Time Series (1) 2010-05-29
  15. NEP-FOR: Forecasting (1) 2011-12-19
  16. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-01-01
  17. NEP-MIC: Microeconomics (1) 2011-12-19
  18. NEP-SPO: Sports & Economics (1) 2012-04-17

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