Working Papers Series 2018-2020

2020

#193 (10-20) – Ahelegbey D.F. “Statistical Modelling of Downside Risk Spillovers”

#192 (09-20) – Ahelegbey D.F., Giudici P., “NetVIX – A Network Volatility Index of Financial Markets”

#191 (09-20) – Ahelegbey D.F., Ibhagui O.W., “Interconnected Deviations from Covered Interest Parity

#190 (05-20) – Fasani S., Mumtaz H., Rossi L., “Monetary Policy Uncertainty and Firm Dynamics”

#189 (05-20) – Mojtahedi F., Mojaverian S.M., Ahelegbey D.F., Giudici P. “Tail Risk Transmission: A Study of Iran Food Industry

#188 (05-20) – Ahelegbey D.F., Giudici P. “Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises”

#187 (04-20) – Crea G., Beretta V. “Chronic diseases in Italy: Does socioeconomic status carry  weight? “

#186 (03-20) – Ahelegbey D.F., Giudici P., Mojtahedi F. “Tail Risk Measurement In Crypto-Asset Markets”

#185 (03-20) – Agosto A., Giudici P. “A Poisson autoregressive model to understand COVID-19 contagion dynamics”

#184 (02-20) – Superti Furga F. “La nuova povertà”

#183 (02-20) – Giudici P., Leach T., Pagnottoni P. “Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers”

#182 (02-20) – Ahelegbey D.F., Fianu E.S., Grossi L. “Modeling Risk Contagion in the Italian Zonal Electricity Market”

#181 (02-20) – Ahelegbey D.F., Carvalho L., Kolaczyk E.D. “A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series”

#180 (02-20) – Agosto A., Ahelegbey D.F. “Default count-based network models for credit contagion”

#179 (01-20) – Agosto A., Giudici P., Raffinetti E. “A rank graduation accuracy measure”

#178 (01-20) – Ahelegbey D.F., Giudici P., Qamhieh Hashem S. “Network VAR models to Measure Financial Contagion”

 


2019

#177 (12-19) – Anderloni L., Moro O., Tanda A. “Governance e performance nelle imprese di assicurazioni: un’analisi bibliometrica ed una meta analisi”

#176 (12-19) – Filippin M.E. “Gender pay gap: a route from the North to the South of Italy”

#175 (10-19) – Giorgi G. “Nonnegative square matrices: irreducibility, reducibility, primitivity and some economic applications”

#174 (09-19) – Marson M., Vaggi G. “Sustainable value chains in agriculture. The African Indigenous Vegetables in Southern Nakuru County”

#173 (04-19) – Montani G. “L’Economia Politica classica e la crisi dell’economia contemporanea. Dal nazionalismo metodologico alla sovranazionalità e al cosmopolitismo”

#172 (03-19) – Castagnetti C., Rosti L., Toepfer M. “The Public-Private Sector Wage Differential Across Gender in Italy: a New Quantile-Based Decomposition Approach”

#171 (03-19) – Giorgi G. “On Second-Order Optimality Conditions in Smooth Nonlinear Programming Problems”

#170 (03-19) – Castagnetti C., Rosti L., Toepfer M. “Assessing Changes in Wage Gaps: A New Approach”

#169 (02-19)  – Di Iorio F., Giorgietti M.L. “Launch of a product and patents: evidence from the US cardiovascular pharmaceutical sector”

#168 (01-19) – Punzo C., Rossi L. “The Redistributive Effects of a Money-Financed Fiscal Stimulus”

2018

#167 (11-18) – Giorgi G., Zuccotti, C. “Forma Canonica di Jordan e Sistemi di Equazioni Differenziali: Note Didattiche”

#166 (10-18) – Penikas H.I., Surkov, M.A. “History of the World Largest Financial Losses in 1972-2018”

#165 (07-18) – Bertoletti P., Etro F. “Monopolistic Competition with GAS Preferences”

#164 (07-18) – Cerchiello P., Toma A.M. “ICOs success drivers: a textual and statistical analysis”

#163 (06-18) – Di Iorio F., Giorgetti, M.L. “The impact of submarket concentration in the US pharmaceutical industry in 1987-1998”

#162 (06-18) – Castagnetti C., Giorgetti M.L. “Understanding the gender wage gap differential between public and private sector in Italy: a quantile approach for panel data”

#161 (06-18) – Castagnetti C. “A Novel Approach for Testing the Parity Relationship Between CDS and Credit Spread”

#160 (06-18) – Giorgi G. “A Guided Tour in Constraint Qualifications for Nonlinear Programming under Differentiability Assumptions”

#159 (06-18) – Giorgi G., Zuccotti, C. “A Tutorial on Sensitivity and Stability in Nonlinear Programming and Variational Inequalities under Differentiability Assumptions”

#158 (05-18) – Castagnetti C., Rosti L., Töpfer, M. “Discriminate Me – if You Can! The Disappearance of the Gender Pay Gap among Public-Contest Selected Employees”

#157 (05-18) – Vaggi, G. “Development Finance in the age of Financial Mercantilism”

#156 (03-18) – Zanetti Chini E. “Forecasting dynamically asymmetric fluctuations of the U.S. business cycle”

#155 (03-18) – Rampa G., Saraceno, M. “Accuracy and Costs of Dispute Resolution with Heterogeneous Consumers. A Conjectural Approach to Mass Litigation”

#154 (03-18) – Florio A. “Unmoored expectations and the price puzzle”

#153 (02-18) – Di Novi C., Marenzi A. “The Smoking Epidemic across Generations, Gender and Educational Groups: A Matter of Diffusion of Innovations”

#152 (02-18) – Di Novi C., Jacobs, R., Migheli M. “Smoking Inequality across Genders and Socio-economic Classes. Evidence from Longitudinal Italian Data”

#151 (02-18) – Rossi L., Zanetti Chini, E. “Firms Dynamics and Business Cycle: New Disaggregated Data”

#150 (01-18) – Boitani A., Punzo, C. “Banks’ leverage behaviour in a two-agent New Keynesian model”

#149 (01-18) – Ntzoufras I., Tarantola C., Lupparelli, M. “Probability Based Independence Sampler for Bayesian Quantitative Learning in Graphical Log-Linear Marginal Models”

#148 (01-18) – Fasani S., Rossi, L. “Are Uncertainty Shocks Aggregate Demand Shocks?”

#147 (01-18) – Rossi, L. “The Overshooting of Firms Destruction, Banks and Productivity Shocks”

#146 (01-18) – Cavaliere A., Crea, G., Cozzi, A. “Price Discrimination in the Italian Medical Device Industry: An Empirical Analysis”

#145 (01-18) – Zanetti Chini E. “Forecaster’s utility and forecasts coherence”