Browsing All of EconStor by Author Cipollini, Andrea
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2002 | Threshold effects in the US budget deficit | Arestis, Philip; Cipollini, Andrea; Fattouh, Bassam |
2003 | Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis | Arestis, Philip; Caporale, Guglielmo Maria; Cipollini, Andrea |
2003 | A dynamic factor analysis of financial contagion in Asia | Cipollini, Andrea; Kapetanios, George |
2004 | A stochastic variance factor model for large datasets and an application to S&P data | Cipollini, Andrea; Kapetanios, George |
2005 | Forecasting financial crises and contagion in Asia using dynamic factor analysis | Cipollini, Andrea; Kapetanios, George |