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Andrea Cipollini

Institution: Università degli Studi di Palermo

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2001

Most Recent: 2023

RePEc ID: pci12 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.50 0.50 14%
Last 10 Years 0.00 1.35 0.00 1.85 3.20 59%
All Time 0.00 1.35 1.68 6.05 9.08 87%

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 14.47

Publications (16)

Year Article Journal Tier Authors
2023 Government spending and credit market: Evidence from Italian (NUTS 3) provinces Papers in Regional Science C 2
2020 Macro-uncertainty and financial stress spillovers in the Eurozone Economic Modeling C 2
2019 How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study Energy Economics A 3
2018 Risk aversion connectedness in five European countries Economic Modeling C 3
2018 Credit demand and supply shocks in Italy during the Great Recession Applied Economics C 2
2015 Volatility co-movements: A time-scale decomposition analysis Journal of Empirical Finance C 3
2012 Economic value, competition and financial distress in the European banking system Journal of Banking & Finance B 2
2011 Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? Review of Development Economics C 3
2010 Leading indicator properties of US high-yield credit spreads Journal of Macroeconomics C 2
2009 Fiscal Readjustments in the United States: a Nonlinear Time‐series Analysis Economic Inquiry C 3
2009 Forecasting financial crises and contagion in Asia using dynamic factor analysis Journal of Empirical Finance C 2
2008 A stochastic variance factor model for large datasets and an application to S&P data Economics Letters C 2
2005 Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity Journal of International Money and Finance B 3
2005 Testing for contagion: a conditional correlation analysis Journal of Empirical Finance C 3
2002 Does Inflation Targeting Affect the Trade–off Between Output Gap and Inflation Variability? The Manchester School C 3
2001 Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach The Manchester School C 1