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MORANA, CLAUDIO
 Distribuzione geografica
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Continente #
NA - Nord America 9.635
AS - Asia 5.977
EU - Europa 4.632
SA - Sud America 927
Continente sconosciuto - Info sul continente non disponibili 381
AF - Africa 153
OC - Oceania 12
Totale 21.717
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Nazione #
US - Stati Uniti d'America 8.995
SG - Singapore 1.752
IT - Italia 1.696
CN - Cina 1.332
VN - Vietnam 1.097
HK - Hong Kong 740
BR - Brasile 674
CA - Canada 570
DE - Germania 554
RU - Federazione Russa 518
UA - Ucraina 351
SE - Svezia 350
IE - Irlanda 243
BD - Bangladesh 213
GB - Regno Unito 201
FR - Francia 161
KR - Corea 147
IN - India 131
CZ - Repubblica Ceca 106
TR - Turchia 97
NL - Olanda 96
AR - Argentina 94
FI - Finlandia 84
AT - Austria 81
ID - Indonesia 70
TW - Taiwan 56
IQ - Iraq 52
DK - Danimarca 48
PK - Pakistan 46
MX - Messico 39
ZA - Sudafrica 39
EC - Ecuador 38
JP - Giappone 38
VE - Venezuela 30
CO - Colombia 29
MY - Malesia 28
PH - Filippine 27
SA - Arabia Saudita 27
UZ - Uzbekistan 25
CL - Cile 24
PT - Portogallo 24
TN - Tunisia 22
PL - Polonia 19
BE - Belgio 18
ES - Italia 18
PY - Paraguay 17
KE - Kenya 16
MA - Marocco 15
DZ - Algeria 12
EG - Egitto 12
AL - Albania 11
IR - Iran 11
JO - Giordania 11
RO - Romania 11
BO - Bolivia 9
IL - Israele 9
LB - Libano 9
NP - Nepal 9
AU - Australia 7
EU - Europa 7
SN - Senegal 7
UY - Uruguay 7
AE - Emirati Arabi Uniti 6
DO - Repubblica Dominicana 6
HU - Ungheria 6
JM - Giamaica 6
AZ - Azerbaigian 5
GR - Grecia 5
LT - Lituania 5
QA - Qatar 5
AO - Angola 4
CI - Costa d'Avorio 4
GH - Ghana 4
KG - Kirghizistan 4
KW - Kuwait 4
KZ - Kazakistan 4
LK - Sri Lanka 4
NZ - Nuova Zelanda 4
PA - Panama 4
RS - Serbia 4
TH - Thailandia 4
BA - Bosnia-Erzegovina 3
BG - Bulgaria 3
BN - Brunei Darussalam 3
CR - Costa Rica 3
GT - Guatemala 3
MD - Moldavia 3
NG - Nigeria 3
PE - Perù 3
A2 - ???statistics.table.value.countryCode.A2??? 2
BB - Barbados 2
BS - Bahamas 2
BY - Bielorussia 2
CH - Svizzera 2
CY - Cipro 2
EE - Estonia 2
ET - Etiopia 2
LA - Repubblica Popolare Democratica del Laos 2
LV - Lettonia 2
MG - Madagascar 2
Totale 21.314
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Città #
Ann Arbor 1.449
Singapore 950
Milan 794
Hong Kong 720
San Jose 700
Houston 595
Ashburn 584
Fairfield 558
Woodbridge 545
Toronto 426
Wilmington 390
Jacksonville 370
Frankfurt am Main 314
Ho Chi Minh City 290
Dearborn 270
Seattle 246
Dublin 234
Santa Clara 234
Hanoi 230
Beijing 214
New York 204
Chandler 199
Hefei 197
Cambridge 193
Chicago 159
Princeton 142
Seoul 141
Dong Ket 133
Los Angeles 132
Rome 123
Council Bluffs 114
Nanjing 107
The Dalles 100
Berlin 94
Lauterbourg 93
Prague 93
São Paulo 71
Vienna 68
Lachine 63
Dallas 60
Buffalo 57
Hangzhou 55
Shanghai 52
Altamura 51
Lawrence 51
Taipei 51
Da Nang 50
San Diego 45
Nanchang 42
Moscow 41
Guangzhou 40
Torino 39
Boardman 38
Haiphong 32
Tokyo 28
Hebei 27
London 26
Munich 25
Tashkent 25
Huizen 24
Rio de Janeiro 23
Shenyang 23
Andover 22
Baghdad 22
Tianjin 22
Biên Hòa 21
Jakarta 20
Montreal 20
Turin 19
Jiaxing 18
Kuala Lumpur 18
Orem 18
Phoenix 18
Changsha 17
Bắc Ninh 16
Quito 16
Brooklyn 15
Buenos Aires 15
Guayaquil 15
Lahore 15
Nairobi 15
Quận Bình Thạnh 15
Warsaw 15
Chennai 14
Manchester 14
Naples 14
Palermo 14
Amsterdam 13
Bologna 13
Cape Town 13
Ha Long 13
Hải Dương 13
Jeddah 13
Kunming 13
Mexico City 13
Porto Alegre 13
Thái Nguyên 13
Atlanta 12
Brussels 12
Düsseldorf 12
Totale 14.038
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Nome #
Climate change implications for the catastrophe bonds market: An empirical analysis 718
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 683
Financial development and income distribution inequality in the euro area 590
Business Cycle Fluctuations in the Euro Area 566
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 557
Climate change awareness: Empirical evidence for the European Union 537
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area 432
A new macro-financial condition index for the euro area 423
The financial Kuznets curve: Evidence for the euro area 423
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 421
The risks of exiting too early the policy responses to the COVID-19 recession 408
Semiparametric Estimation of Multivariate GARCH Models 363
The pricing of environmental risk: An empirical analysis of the European industry portfolios 357
Model Averaging by Stacking 310
New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil 285
Insights on the Global Macro-Finance Interface: Structural Sources of Risk Factors Fluctuations and the Cross-Section of Expected Stock Returns 281
PC-VAR estimation of vector autoregressive models 269
Statistical Benefits of Value at Risk with Long Memory 262
Monetary policy and the stock market in the euro area 258
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 256
Realized betas and the cross-section of expected returns 255
Euro money market spreads during the 2007-? financial crisis 253
Real Oil Prices since the 1990s 247
Climate change risk pricing in the European stock market 246
Comovements in volatility in the euro money market 240
The oil price-macroeconomy relationship since the mid-1980s: A global perspective 239
Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both? 231
The Great Recession: US dynamics and spillovers to the world economy 231
Oil price dynamics, macro-finance interactions and the role of financial speculation 231
Structural breaks and common factors in the volatility of the Fama-French factor portfolios 228
International house prices and macroeconomic fluctuations 228
Estimating long memory in the mark-dollar exchange rate with high frequency data 226
Volatility of interest rates in the euro area: Evidence from high frequency data 225
Determinants of US financial fragility conditions 221
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 220
Euro area inflation and a new measure of core inflation 217
Permanent and Transitory Dynamics in House Prices and Consumption: Some Implications for the Real Effects of the Financial Crisis 215
Adaptive ARFIMA Models with Applications to Inflation 213
Some frequency domain properties of fractionally cointegrated processes 212
The Price Stability Oriented Monetary Policy of the ECB: an Assessment 211
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility 210
On the macroeconomic causes of exchange rate volatility 207
The Effects of US Economic and Financial Crises on Euro Area Convergence 206
Aggregate Hedge Funds Flows and Returns 202
Measuring Core Inflation in Italy 201
The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? 196
Stock Market Volatility of Regulated Industries: an Empirical Assessment 195
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes: Some New Results and an Application to Stock Market Volatility 189
Multivariate modelling of long memory processes with common components 186
Macro-finance interactions in the US: A global perspective 186
Inflation and Monetary Dynamics in the US: A Quantity-Theory Approach 183
Realized mean-variance efficient portfolio selection and euro area stock market integration 182
Energy Substitution in Italy: introduction 181
Factor vector autoregressive estimation: A new approach 180
Comovements in international stock markets 179
Does the Stock Market Affect Income Distribution? Some Empirical Evidence for the US 179
Factor Demand Modelling: the Theory and the Practice 179
A small scale macroeconometric model for the Euro-12 area 176
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds 176
International Stock Markets Comovements: the Role of Economic and Financial Integration 175
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes 174
Structural Common Factor Approach to Core Inflation Estimation and Forecasting 173
International macroeconomic dynamics: A factor vector autoregressive approach 173
The Japanese stagnation: An assessment of the productivity slowdown hypothesis 172
Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach 171
Medium-term Macroeconomic Determinants of Exchange Rate Volatility 170
Modelling Short-Term Interest Rate Spreads in the Euro Money Market 169
Computing value at risk with high frequency data 168
An omnibus noise filter 168
Is Climate Change Time-Reversible? 166
I Modelli Lineari Simultanei in Econometria: Sviluppi di Metodo 166
Structural Econometric Approach to Bidding in the Main Refinancing Operations of the Eurosystem 166
The End of the Japanese Stagnation: An Assessment of the Policy Solutions 166
Eurozone economic integration: Historical developments and new challenges ahead 164
Estimating, Filtering and Forecasting Realized Betas 137
Regional Convergence in Italy 134
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis 126
Introduction to the Special Issue on Macroeconomic Regime Changes: Theory, Evidence, and Policy Challenges Ahead 120
Energy substitution in Italy: an economic evaluation 108
Igarch effects: an interpretation 100
Inflation modelling in the euro area 96
Esercizi di macroeconomia 95
Erratum: Common persistent factors in inflation and excess nominal money growth and a new measure of core inflation 90
The effects of the introduction of the euro on the volatility of European stock markets 83
Central bank interventions and exchange rates: an analysis with high frequency data 79
Climate and Sustainable Energy Econometrics and Statistics 79
Structural Core Inflation Estimation 79
Transmission of volatility in euro money market 78
Deterministic and stochastic methods for estimation of intra-day seasonal components with high frequency data 77
Stock market reaction to regulatory price review in the English and Welsh water industry 76
Comparing models of intra-day seasonal volatility in foreign exchange market 76
Common persistent factors in inflation and excess nominal money growth and a new measure of core inflation 75
Measuring US core inflation: A common trends approach 73
Superexogeneity and forecasting energy demand with high and low frequency data 73
A common trends model of UK core inflation 72
Structural breaks in the volatility of macroeconomic and financial data: The rule, not the exception 72
Regulatory ucertainty and share price volatility: the water industry's periodic price review 70
Core inflation in the euro area 70
Monetary policy and macroeconomic fluctuations in the euro area 67
An empirical investigation of long-run growth in the UK 62
Totale 21.389
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Categoria #
all - tutte 64.202
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 64.202
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/20221.395 0 121 155 78 61 50 70 395 62 61 133 209
2022/20231.327 219 356 145 100 107 197 17 34 77 16 36 23
2023/2024773 27 29 27 30 133 209 99 14 98 17 16 74
2024/20252.614 141 331 140 75 169 160 60 52 263 336 413 474
2025/20268.352 809 757 586 1.026 551 292 1.105 459 607 717 725 718
2026/2027522 260 262 0 0 0 0 0 0 0 0 0 0
Totale 21.717