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Margherita Velucchi

Personal Details

First Name:Margherita
Middle Name:
Last Name:Velucchi
Suffix:
RePEc Short-ID:pve128
Terminal Degree:2005 Dipartimento di Economia Politica e Statistics; Facoltà di Economia "Richard M. Goodwin"; Università degli Studi di Siena (from RePEc Genealogy)

Affiliation

(95%) Ambito du Economia
Università Europea di Roma

Roma, Italy
http://www.universitaeuropeadiroma.it/economia

: 06 665431
06 665431
Via degli Aldobrandeschi, 190 - 00163 Rome
RePEc:edi:aeuerit (more details at EDIRC)

(5%) Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti"
Università degli Studi di Firenze

Firenze, Italy
http://www.disia.unifi.it/

: +39 055 2751557
+39 055 4223560
Viale G.B. Morgagni 59, 50134 Firenze
RePEc:edi:dsfirit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2015. "Survive or Die? A Decade of Tough Competition for Foreign Affiliates," Working Papers - Economics wp2015_12.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  2. Giorgia Giovannetti & Marco Sanfilippo, & Margherita Velucchi, 2015. "Divers Twins: The Impact of China on Italian and German Manufacturing Exports," Working Papers - Economics wp2015_07.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  3. Giorgia Giovannetti, Marco Sanfilippo and Margherita Velucchi, 2012. "The impact of China on manufacturing exports of Italy and Germany," RSCAS Working Papers 2012/26, European University Institute.
  4. Giorgia Giovannetti & Marco Sanfilippo & Margherita Velucchi, 2011. "The “China effect” on EU Exports to OECD markets – A focus on Italy," Working Papers - Economics wp2011_17.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  5. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2010. "Heterogeneity in Managerial Strategies and Internationalization of Firms: the case of Italy," Working Papers - Economics wp2010_04.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  6. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2009. "Location, Internationalization and Performance of Firms in Italy: a Multilevel Approach," Working Papers - Economics wp2009_09.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  7. Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2008. "A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets," Econometrics Working Papers Archive wp2008_09, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  8. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2007. "Size, Innovation and Internationalization: A Survival Analysis of Italian Firms," Working Papers - Economics wp2007_07, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
  9. Giampiero Gallo & Margherita Velucchi, 2007. "On the Interaction between Ultra–high Frequency Measures of Volatility," Econometrics Working Papers Archive wp2007_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  10. Margherita Velucchi, 2007. "Regime Switching: Italian Financial Markets over a Century," Econometrics Working Papers Archive wp2007_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

Articles

  1. Giovannetti, Giorgia & Ricchiuti, Giorgio & Velucchi, Margherita, 2017. "Size and technology: The Odd Couple for affiliates survival," Structural Change and Economic Dynamics, Elsevier, vol. 40(C), pages 64-71.
  2. Margherita Velucchi & Alessandro Viviani & Alessandro Zeli, 2014. "Italian Manufacturing and Service Firms Labor Productivity: a Longitudinal Quantile Regression Analysis," Statistica, Department of Statistics, University of Bologna, vol. 74(3), pages 267-293.
  3. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2013. "Location, internationalization and performance of firms in Italy: a multilevel approach," Applied Economics, Taylor & Francis Journals, vol. 45(18), pages 2665-2673, June.
  4. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2013. "Heterogeneity in managerial strategies and internationalization of firms: the case of Italy," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2013(2), pages 51-66.
  5. Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2012. "Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 222-223, February.
  6. Margherita Velucchi & Alessandro Viviani, 2011. "Determinants of the Italian labor productivity: a quantile regression approach," Statistica, Department of Statistics, University of Bologna, vol. 71(2), pages 213-238.
  7. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2011. "Size, innovation and internationalization: a survival analysis of Italian firms," Applied Economics, Taylor & Francis Journals, vol. 43(12), pages 1511-1520.
  8. Giampiero M. Gallo & Margherita Velucchi, 2009. "Market interdependence and financial volatility transmission in East Asia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 24-44.
  9. Margherita Velucchi, 2009. "Regime switching: Italian financial markets over a century," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(1), pages 67-86, March.
  10. Margherita Velucchi, 2002. "Appendice," Rivista di storia economica, Società editrice il Mulino, issue 2, pages 211-216.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Giorgia Giovannetti, Marco Sanfilippo and Margherita Velucchi, 2012. "The impact of China on manufacturing exports of Italy and Germany," RSCAS Working Papers 2012/26, European University Institute.

    Cited by:

    1. Lewis, John & De Schryder, Selien, 2015. "Export dynamics since the Great Trade Collapse: a cross-country analysis," Bank of England working papers 535, Bank of England.
    2. Cesare Imbriani & Piergiuseppe Morone & Francesco Renna, 2015. "Innovation and Exporting: Does Quality Matter?," The International Trade Journal, Taylor & Francis Journals, vol. 29(4), pages 273-290, October.

  2. Giorgia Giovannetti & Marco Sanfilippo & Margherita Velucchi, 2011. "The “China effect” on EU Exports to OECD markets – A focus on Italy," Working Papers - Economics wp2011_17.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

    Cited by:

    1. Matteo Bugamelli & Silvia Fabiani & Stefano Federico & Alberto Felettigh & Claire Giordano & Andrea Linarello, 2018. "Back on Track? A micro-macro Narrative of Italian Exports," Working Papers 1, Department of the Treasury, Ministry of the Economy and of Finance.
    2. André Moreira Cunha & Julimar Da Silva Bichara & Marcos Tadeu Caputi Lélis & Julien Marcel Demeulemeester, 2016. "Brazil´S Development Pattern In A Sino-Centred World: An International Political Economy Perspective," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 079, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    3. Sandrina Moreira & Nádia Simões & Nuno Crespo, 2015. "A contribution to a multidimensional analysis of trade competition," Working Papers Series 2 15-01, ISCTE-IUL, Business Research Unit (BRU-IUL).

  3. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2010. "Heterogeneity in Managerial Strategies and Internationalization of Firms: the case of Italy," Working Papers - Economics wp2010_04.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

    Cited by:

    1. Valeria Gattai, 2015. "Internationalisation and performance at the firm-level: what we learn from Italy," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 42(4), pages 475-509, December.

  4. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2009. "Location, Internationalization and Performance of Firms in Italy: a Multilevel Approach," Working Papers - Economics wp2009_09.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

    Cited by:

    1. Eleonora Bertoni & Giorgio Ricchiuti, 2017. "A Multilevel Analysis of Unemployment in Egypt," LABOUR, CEIS, vol. 31(4), pages 494-514, December.
    2. Pietro de Matteis & Filomena Pietrovito & Alberto Franco Pozzolo, 2016. "Determinants of exports: firm heterogeneity and local context," Questioni di Economia e Finanza (Occasional Papers) 352, Bank of Italy, Economic Research and International Relations Area.
    3. Mirko Menghini, 2015. "Le imprese potenzialmente esportatrici," RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO, FrancoAngeli Editore, vol. 2015(2), pages 53-64.
    4. Anna Ferragina & Fernanda Mazzotta, 2015. "Agglomeration economies in Italy: impact on heterogeneous firms’ exit in a multilevel framework," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 42(4), pages 395-440, December.
    5. Giorgia Giovannetti & Enrico Marvasi & Marco Sanfilippo, 2014. "Supply Chains and the Internalization of SMEs: Evidence from Italy," RSCAS Working Papers 2014/62, European University Institute.
    6. De Masi, G. & Giovannetti, G. & Ricchiuti, G., 2013. "Network analysis to detect common strategies in Italian foreign direct investment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(5), pages 1202-1214.
    7. Elena Sapir & Igor Karachev & Mingzhu Zhang, 2016. "Russian Pharmaceutical Companies Export Potential in Emerging Regional Clusters," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(4), pages 1194-1204.
    8. Antonia Mercedes García-Cabrera & María Gracia García-Soto & Sonia María Suárez-Ortega, 2017. "Macro-level spillovers and micro-level capabilities as antecedents of young SMEs’ propensity to export and to become a born global," International Entrepreneurship and Management Journal, Springer, vol. 13(4), pages 1199-1220, December.

  5. Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2008. "A MEM-based Analysis of Volatility Spillovers in East Asian Financial Markets," Econometrics Working Papers Archive wp2008_09, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".

    Cited by:

    1. Evzen Kocenda & Vit Bubak & Filip Zikes, 2011. "Volatility Transmission in Emerging European Foreign Exchange Markets," William Davidson Institute Working Papers Series wp1020, William Davidson Institute at the University of Michigan.
    2. John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo, 2009. "Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis," CESifo Working Paper Series 2794, CESifo Group Munich.
    3. Serda Selin Öztürk & Engin Volkan, 2015. "Intraindustry Volatility Spillovers in the MENA Region," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(6), pages 1163-1174, November.
    4. Balli, Faruk & Balli, Hatice O. & Jean Louis, Rosmy & Vo, Tuan Kiet, 2015. "The transmission of market shocks and bilateral linkages: Evidence from emerging economies," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 349-357.
    5. Phurichai Rungcharoenkitkul, 2011. "Risk Sharing and Financial Contagion in Asia; An Asset Price Perspective," IMF Working Papers 11/242, International Monetary Fund.
    6. Andreou, Elena & Matsi, Maria & Savvides, Andreas, 2013. "Stock and foreign exchange market linkages in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 248-268.

  6. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2007. "Size, Innovation and Internationalization: A Survival Analysis of Italian Firms," Working Papers - Economics wp2007_07, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.

    Cited by:

    1. Canfei He & Qi Guo & David Rigby, 2015. "Industry Relatedness, Agglomeration Externalities and Firm Survival in China," Papers in Evolutionary Economic Geography (PEEG) 1528, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Sep 2015.
    2. Fernanda Mazzotta & Ornella Wanda Maietta, 2018. "Firm Survival and Innovation: Knowledge Context Matters!," CSEF Working Papers 496, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    3. Ratbek Dzhumashev & Vinod Mishra & Russell Smyth, 2011. "Exporting, R&D Investment and Firm Survival," Monash Economics Working Papers 39-11, Monash University, Department of Economics.
    4. Iwasaki, Ichiro, 2014. "Global financial crisis, corporate governance, and firm survival:," Journal of Comparative Economics, Elsevier, vol. 42(1), pages 178-211.
    5. Valeria Gattai, 2015. "Internationalisation and performance at the firm-level: what we learn from Italy," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 42(4), pages 475-509, December.
    6. Ferragina, Anna & Pittiglio, Rosanna & Reganati, Filippo, 2012. "Multinational status and firm exit in the Italian manufacturing and service sectors," Structural Change and Economic Dynamics, Elsevier, vol. 23(4), pages 363-372.
    7. Vu, Van Huong, 2012. "Private manufacturing SMEs survival and growth in Vietnam: The role of export participation," MPRA Paper 42489, University Library of Munich, Germany.
    8. Alcina Nunes & Elsa Sarmento, 2010. "Business Demography Dynamics in Portugal: A Non-Parametric Survival Analysis," GEMF Working Papers 2010-09, GEMF, Faculty of Economics, University of Coimbra.
    9. Filippo Randelli & Giorgio Ricchiuti, 2015. "The Survival of Tuscan Firms," Working Papers - Economics wp2015_02.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    10. Iwasaki, Ichiro, 2013. "Global Financial Crisis, Corporate Governance, and Firm Survival: The Russian Experience," RRC Working Paper Series 37, Russian Research Center, Institute of Economic Research, Hitotsubashi University.
    11. Ugur, Mehmet & Trushin, Eshref & Solomon, Edna, 2016. "Inverted-U relationship between R&D intensity and survival: Evidence on scale and complementarity effects in UK data," Research Policy, Elsevier, vol. 45(7), pages 1474-1492.
    12. Aldaba, Rafaelita M., 2012. "Surviving Trade Liberalization in Philippine Manufacturing," Discussion Papers DP 2012-10, Philippine Institute for Development Studies.
    13. Pål Børing, 2015. "The effects of firms’ R&D and innovation activities on their survival: a competing risks analysis," Empirical Economics, Springer, vol. 49(3), pages 1045-1069, November.
    14. A. Arrighetti & R. Brancati & A. Lasagni & A. Maresca, 2015. "Firms’ heterogeneity and performance in manufacturing during the great recession," Economics Department Working Papers 2015-EP03, Department of Economics, Parma University (Italy).
    15. Giovannetti, Giorgia & Ricchiuti, Giorgio & Velucchi, Margherita, 2017. "Size and technology: The Odd Couple for affiliates survival," Structural Change and Economic Dynamics, Elsevier, vol. 40(C), pages 64-71.
    16. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2010. "Heterogeneity in Managerial Strategies and Internationalization of Firms: the case of Italy," Working Papers - Economics wp2010_04.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    17. De Masi, G. & Giovannetti, G. & Ricchiuti, G., 2013. "Network analysis to detect common strategies in Italian foreign direct investment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(5), pages 1202-1214.
    18. Trung Dang Le & Paul Shaffer, 2017. "Assessing the Efficiency Costs of Vietnam's ‘Missing’ Small and Medium Sized Enterprises: A Panel Data Investigation," Asia and the Pacific Policy Studies, Wiley Blackwell, vol. 4(1), pages 50-69, January.
    19. Valeria Gattai & Valentina Trovato, 2014. "Estimating sourcing premia with Italian regional data," Working Papers 276, University of Milano-Bicocca, Department of Economics, revised Jun 2014.
    20. Chun Yang & Bart Bossink & Peter Peverelli, 2017. "High-tech start-up firm survival originating from a combined use of internal resources," Small Business Economics, Springer, vol. 49(4), pages 799-824, December.
    21. Anna Ferragina & Fernanda Mazzotta, 2014. "FDI spillovers on firm survival in Italy: absorptive capacity matters!," The Journal of Technology Transfer, Springer, vol. 39(6), pages 859-897, December.
    22. Stephanie Fernhaber, 2013. "Untangling the relationship between new venture internationalization and performance," Journal of International Entrepreneurship, Springer, vol. 11(3), pages 220-242, September.
    23. Francisco Puig & Miguel González-Loureiro & Pervez N. Ghauri, 2014. "Internationalisation for Survival: The Case of New Ventures," Management International Review, Springer, vol. 54(5), pages 653-673, October.
    24. Paulo Maçãs Nunes & Zélia Serrasqueiro & Jacinto Vidigal da Silva, 2014. "Family-owned and non family-owned SMEs: empirical evidence of survival determinants," Economics and Business Letters, Oviedo University Press, vol. 3(1), pages 68-76.
    25. Anna Maria Ferragina & Fernanda Mazzotta & Erol Taymaz & Kamil Yilmaz, 2013. "The Impact Of Fdi On Firm Survival And Employment: A Comparative Analysis For Turkey And Italy," ERSA conference papers ersa13p1211, European Regional Science Association.
    26. Deng, Ziliang & Guo, Honglin & Zhang, Weifu & Wang, Chengqi, 2014. "Innovation and survival of exporters: A contingency perspective," International Business Review, Elsevier, vol. 23(2), pages 396-406.
    27. Rafaelita M. Aldaba, . "Understanding the Relationship Between Globalization and Survival of Philippine SMEs," Chapters, Economic Research Institute for ASEAN and East Asia (ERIA).
    28. Valeria Gattai, 2015. "Foreign exposure and heterogeneous performance of Italian firms: A survey of the empirical literature (1992-2014)," Working Papers 300, University of Milano-Bicocca, Department of Economics, revised Apr 2015.
    29. Chang-Gyu Yang & Silvana Trimi & Sang-Gun Lee & Joon-Sun Yang, 2017. "A Survival Analysis of Business Insolvency in ICT and Automobile Industries," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 16(06), pages 1523-1548, November.
    30. Huong Vu & Steven Lim, 2013. "Exports and Firm survival: The first evidence from Vietnam private manufacturing SMEs," Economics Bulletin, AccessEcon, vol. 33(2), pages 1259-1268.

Articles

  1. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2013. "Location, internationalization and performance of firms in Italy: a multilevel approach," Applied Economics, Taylor & Francis Journals, vol. 45(18), pages 2665-2673, June.
    See citations under working paper version above.
  2. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2013. "Heterogeneity in managerial strategies and internationalization of firms: the case of Italy," ECONOMIA E POLITICA INDUSTRIALE, FrancoAngeli Editore, vol. 2013(2), pages 51-66.
    See citations under working paper version above.
  3. Robert F. Engle & Giampiero M. Gallo & Margherita Velucchi, 2012. "Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach," The Review of Economics and Statistics, MIT Press, vol. 94(1), pages 222-223, February.

    Cited by:

    1. Huo, Rui & Ahmed, Abdullahi D., 2017. "Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect," Economic Modelling, Elsevier, vol. 61(C), pages 260-272.
    2. Alexander Karmann & Rodrigo Herrera, 2014. "Special Issue: Issues in Asia. Guest Editor: Laixun Zhao," Review of Development Economics, Wiley Blackwell, vol. 18(2), pages 354-371, May.
    3. Zheng, Tingguo & Zuo, Haomiao, 2013. "Reexamining the time-varying volatility spillover effects: A Markov switching causality approach," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 643-662.
    4. Dimitrios Louzis, 2015. "Measuring spillover effects in Euro area financial markets: a disaggregate approach," Empirical Economics, Springer, vol. 49(4), pages 1367-1400, December.
    5. Afonso, António & Gomes, Pedro & Taamouti, Abderrahim, 2014. "Sovereign credit ratings, market volatility, and financial gains," Working Paper Series 1654, European Central Bank.
    6. Clements, A.E. & Hurn, A.S. & Volkov, V.V., 2015. "Volatility transmission in global financial markets," Journal of Empirical Finance, Elsevier, vol. 32(C), pages 3-18.
    7. Barunik, Jozef & Krehlik, Tomas, 2016. "Measuring the frequency dynamics of financial and macroeconomic connectedness," FinMaP-Working Papers 54, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    8. Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018. "Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach," Cardiff Economics Working Papers E2018/6, Cardiff University, Cardiff Business School, Economics Section.
    9. Gilles de Truchis & Benjamin Keddad, 2014. "Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities," Working Papers 2014-382, Department of Research, Ipag Business School.
    10. Harald Schmidbauer & Angi Rösch & Erhan Uluceviz & Narod Erkol, 2016. "The Russian Stock Market during the Ukrainian Crisis: A Network Perspective," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(6), pages 478-509, December.
    11. Khalifa, Ahmed A. & Alsarhan, Abdulwahab A. & Bertuccelli, Pietro, 2017. "Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 307-314.
    12. Timothy Krause & Sina Ehsani & Donald Lien, 2014. "Exchange-traded funds, liquidity and volatility," Applied Financial Economics, Taylor & Francis Journals, vol. 24(24), pages 1617-1630, December.
    13. Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2012. "Intra-daily volatility spillovers between the US and German stock markets," Economics Working Papers 2012-06, Christian-Albrechts-University of Kiel, Department of Economics.
    14. Marcel Aloy & Gilles de Truchis & Gilles Dufrénot & Benjamin Keddad, 2014. "Shift-Volatility Transmission in East Asian Equity Markets," AMSE Working Papers 1402, Aix-Marseille School of Economics, Marseille, France, revised Mar 2014.
    15. Fabrizio Cipollini & Giampiero M. Gallo, 2009. "Automated Variable Selection in Vector Multiplicative Error Models," Econometrics Working Papers Archive wp2009_02, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    16. Giampiero M. Gallo & Edoardo Otranto, 2012. "Volatility Swings in the US Financial Markets," Econometrics Working Papers Archive 2012_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Jul 2012.
    17. Golosnoy, Vasyl & Gribisch, Bastian & Liesenfeld, Roman, 2015. "Intra-daily volatility spillovers in international stock markets," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 95-114.
    18. Apostolou, Apostolos & Beirne, John, 2017. "Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies," Working Paper Series 2044, European Central Bank.
    19. Xu, Yongdeng & Taylor, Nick & Lu, Wenna, 2018. "Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 208-220.
    20. Dimitrios P. Louzis, 2013. "Measuring return and volatility spillovers in euro area financial markets," Working Papers 154, Bank of Greece.
    21. Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2011. "Multiplicative Error Models," Econometrics Working Papers Archive 2011_03, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", revised Apr 2011.
    22. Jozef Barunik & Tomas Krehlik, 2015. "Measuring the frequency dynamics of financial connectedness and systemic risk," Papers 1507.01729, arXiv.org, revised Dec 2017.
    23. Gilles Truchis & Benjamin Keddad, 2016. "Long-Run Comovements in East Asian Stock Market Volatility," Open Economies Review, Springer, vol. 27(5), pages 969-986, November.
    24. Balli, Faruk & Hajhoj, Hassan Rafdan & Basher, Syed Abul & Ghassan, Hassan Belkacem, 2015. "An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 311-325.
    25. António Afonso & João Tovar Jalles, 2016. "Economic Volatility and Sovereign Yields’ Determinants: a Time-Varying Approach," Working Papers Department of Economics 2016/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    26. Fabrizio Cipollini & Giampiero Gallo & Andrea Ugolini, 2016. "Median Response to Shocks: A Model for VaR Spillovers in East Asia," Econometrics Working Papers Archive 2016_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
    27. Nicholas Taylor, 2015. "Realized volatility forecasting in an international context," Applied Economics Letters, Taylor & Francis Journals, vol. 22(6), pages 503-509, April.
    28. Sohel Azad, A.S.M. & Batten, Jonathan A. & Fang, Victor & Wickramanayake, Jayasinghe, 2015. "International swap market contagion and volatility," Economic Modelling, Elsevier, vol. 47(C), pages 355-371.

  4. Margherita Velucchi & Alessandro Viviani, 2011. "Determinants of the Italian labor productivity: a quantile regression approach," Statistica, Department of Statistics, University of Bologna, vol. 71(2), pages 213-238.

    Cited by:

    1. Francesco Bogliacino & Matteo Lucchese & Leopoldo Nascia & Mario Pianta, 2015. "The virtuous circle of innovation in Italian firms," Working Papers 1504, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2015.
    2. Tariq Mahmood, 2015. "Mediating Effect of Advertising Expenditure on Labour Productivity - A Case of Manufacturing Industries in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 54(1), pages 1-15.

  5. Giorgia Giovannetti & Giorgio Ricchiuti & Margherita Velucchi, 2011. "Size, innovation and internationalization: a survival analysis of Italian firms," Applied Economics, Taylor & Francis Journals, vol. 43(12), pages 1511-1520.
    See citations under working paper version above.
  6. Giampiero M. Gallo & Margherita Velucchi, 2009. "Market interdependence and financial volatility transmission in East Asia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 24-44.

    Cited by:

    1. Małgorzata Doman & Ryszard Doman, 2013. "Dynamic linkages between stock markets: the effects of crises and globalization," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 12(2), pages 87-112, August.
    2. Zheng, Tingguo & Zuo, Haomiao, 2013. "Reexamining the time-varying volatility spillover effects: A Markov switching causality approach," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 643-662.
    3. Khalifa, Ahmed A. & Alsarhan, Abdulwahab A. & Bertuccelli, Pietro, 2017. "Causes and consequences of energy price shocks on petroleum-based stock market using the spillover asymmetric multiplicative error model," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 307-314.
    4. Khalifa, Ahmed A.A. & Hammoudeh, Shawkat & Otranto, Edoardo, 2014. "Patterns of volatility transmissions within regime switching across GCC and global markets," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 512-524.
    5. Abbas, Qaisar & Khan, Sabeen & Shah, Syed Zulfiqar Ali, 2013. "Volatility transmission in regional Asian stock markets," Emerging Markets Review, Elsevier, vol. 16(C), pages 66-77.
    6. Dufrénot, Gilles & Keddad, Benjamin, 2014. "Spillover effects of the 2008 global financial crisis on the volatility of the Indian equity markets: Coupling or uncoupling? A study on sector-based data," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 17-32.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 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-INT: International Trade (5) 2009-09-26 2012-01-03 2012-07-14 2015-10-25 2015-12-12. Author is listed
  2. NEP-CSE: Economics of Strategic Management (4) 2007-10-27 2009-09-26 2010-04-11 2015-12-12
  3. NEP-EEC: European Economics (3) 2007-10-27 2012-01-03 2015-10-25
  4. NEP-BEC: Business Economics (2) 2007-10-27 2015-12-12
  5. NEP-EUR: Microeconomic European Issues (2) 2012-01-03 2012-07-14
  6. NEP-SBM: Small Business Management (2) 2009-09-26 2010-04-11
  7. NEP-CNA: China (1) 2015-10-25
  8. NEP-ECM: Econometrics (1) 2007-06-11
  9. NEP-ENT: Entrepreneurship (1) 2007-10-27
  10. NEP-ETS: Econometric Time Series (1) 2007-06-11
  11. NEP-HIS: Business, Economic & Financial History (1) 2007-06-11
  12. NEP-INO: Innovation (1) 2007-10-27
  13. NEP-MIC: Microeconomics (1) 2007-10-27
  14. NEP-MST: Market Microstructure (1) 2007-06-11
  15. NEP-TID: Technology & Industrial Dynamics (1) 2007-10-27
  16. NEP-URE: Urban & Real Estate Economics (1) 2009-09-26

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