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MORANA, CLAUDIO
 Distribuzione geografica
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Continente #
NA - Nord America 8.699
AS - Asia 5.804
EU - Europa 4.130
SA - Sud America 921
AF - Africa 152
Continente sconosciuto - Info sul continente non disponibili 12
OC - Oceania 12
Totale 19.730
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Nazione #
US - Stati Uniti d'America 8.301
SG - Singapore 1.749
CN - Cina 1.316
IT - Italia 1.210
VN - Vietnam 1.092
HK - Hong Kong 739
BR - Brasile 671
DE - Germania 548
RU - Federazione Russa 518
UA - Ucraina 351
SE - Svezia 350
CA - Canada 341
IE - Irlanda 243
GB - Regno Unito 200
FR - Francia 157
KR - Corea 147
IN - India 127
CZ - Repubblica Ceca 106
TR - Turchia 97
AR - Argentina 93
NL - Olanda 92
BD - Bangladesh 85
FI - Finlandia 84
AT - Austria 81
ID - Indonesia 68
TW - Taiwan 56
IQ - Iraq 52
DK - Danimarca 48
PK - Pakistan 46
MX - Messico 39
ZA - Sudafrica 39
EC - Ecuador 38
JP - Giappone 37
VE - Venezuela 30
CO - Colombia 28
MY - Malesia 26
PH - Filippine 26
SA - Arabia Saudita 26
UZ - Uzbekistan 25
CL - Cile 24
PT - Portogallo 24
TN - Tunisia 21
PL - Polonia 19
BE - Belgio 18
ES - Italia 17
PY - Paraguay 17
KE - Kenya 16
MA - Marocco 15
DZ - Algeria 12
EG - Egitto 12
AL - Albania 11
JO - Giordania 11
RO - Romania 11
BO - Bolivia 9
IL - Israele 9
LB - Libano 9
IR - Iran 8
AU - Australia 7
EU - Europa 7
SN - Senegal 7
AE - Emirati Arabi Uniti 6
DO - Repubblica Dominicana 6
HU - Ungheria 6
NP - Nepal 6
UY - Uruguay 6
AZ - Azerbaigian 5
GR - Grecia 5
LT - Lituania 5
AO - Angola 4
CI - Costa d'Avorio 4
GH - Ghana 4
KG - Kirghizistan 4
KZ - Kazakistan 4
LK - Sri Lanka 4
NZ - Nuova Zelanda 4
PA - Panama 4
QA - Qatar 4
RS - Serbia 4
BA - Bosnia-Erzegovina 3
BG - Bulgaria 3
BN - Brunei Darussalam 3
JM - Giamaica 3
KW - Kuwait 3
MD - Moldavia 3
NG - Nigeria 3
PE - Perù 3
TH - Thailandia 3
A2 - ???statistics.table.value.countryCode.A2??? 2
BB - Barbados 2
BY - Bielorussia 2
CH - Svizzera 2
CR - Costa Rica 2
CY - Cipro 2
EE - Estonia 2
ET - Etiopia 2
LA - Repubblica Popolare Democratica del Laos 2
LV - Lettonia 2
MG - Madagascar 2
SI - Slovenia 2
TG - Togo 2
Totale 19.704
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Città #
Ann Arbor 1.449
Singapore 949
Hong Kong 719
Milan 599
San Jose 595
Houston 590
Fairfield 558
Woodbridge 544
Ashburn 495
Wilmington 388
Jacksonville 367
Frankfurt am Main 314
Ho Chi Minh City 287
Dearborn 270
Seattle 242
Dublin 234
Hanoi 230
Toronto 224
Santa Clara 218
Beijing 211
Chandler 199
Hefei 197
Cambridge 193
New York 188
Chicago 156
Princeton 142
Seoul 141
Dong Ket 133
Los Angeles 115
Nanjing 107
The Dalles 100
Berlin 94
Lauterbourg 93
Prague 93
São Paulo 71
Vienna 68
Lachine 63
Rome 62
Hangzhou 55
Dallas 54
Shanghai 52
Altamura 51
Buffalo 51
Lawrence 51
Taipei 51
Da Nang 50
Nanchang 42
San Diego 42
Moscow 41
Guangzhou 40
Torino 39
Haiphong 32
Boardman 28
Tokyo 28
Hebei 27
London 26
Munich 25
Tashkent 25
Huizen 24
Council Bluffs 23
Shenyang 23
Andover 22
Baghdad 22
Rio de Janeiro 22
Tianjin 22
Biên Hòa 21
Jakarta 20
Jiaxing 18
Montreal 18
Changsha 17
Orem 17
Bắc Ninh 16
Kuala Lumpur 16
Quito 16
Buenos Aires 15
Guayaquil 15
Lahore 15
Nairobi 15
Quận Bình Thạnh 15
Warsaw 15
Chennai 14
Manchester 14
Cape Town 13
Ha Long 13
Hải Dương 13
Kunming 13
Mexico City 13
Porto Alegre 13
Thái Nguyên 13
Brussels 12
Düsseldorf 12
Falls Church 12
Helsinki 12
Jeddah 12
Santiago 12
Amsterdam 11
Brasília 11
Curitiba 11
Kansas City 11
Manaus 11
Totale 13.161
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Nome #
Climate change implications for the catastrophe bonds market: An empirical analysis 705
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 665
Financial development and income distribution inequality in the euro area 575
Business Cycle Fluctuations in the Euro Area 552
Climate change awareness: Empirical evidence for the European Union 522
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 518
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area 418
The financial Kuznets curve: Evidence for the euro area 415
A new macro-financial condition index for the euro area 411
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 408
The risks of exiting too early the policy responses to the COVID-19 recession 389
The pricing of environmental risk: An empirical analysis of the European industry portfolios 340
Semiparametric Estimation of Multivariate GARCH Models 336
Model Averaging by Stacking 297
Insights on the Global Macro-Finance Interface: Structural Sources of Risk Factors Fluctuations and the Cross-Section of Expected Stock Returns 263
New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil 259
Statistical Benefits of Value at Risk with Long Memory 252
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 250
PC-VAR estimation of vector autoregressive models 247
Realized betas and the cross-section of expected returns 246
Real Oil Prices since the 1990s 238
Euro money market spreads during the 2007-? financial crisis 235
Comovements in volatility in the euro money market 226
Climate change risk pricing in the European stock market 223
The Great Recession: US dynamics and spillovers to the world economy 221
Oil price dynamics, macro-finance interactions and the role of financial speculation 221
International house prices and macroeconomic fluctuations 214
Determinants of US financial fragility conditions 210
The oil price-macroeconomy relationship since the mid-1980s: A global perspective 210
Estimating long memory in the mark-dollar exchange rate with high frequency data 209
Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both? 208
Structural breaks and common factors in the volatility of the Fama-French factor portfolios 208
Permanent and Transitory Dynamics in House Prices and Consumption: Some Implications for the Real Effects of the Financial Crisis 204
Monetary policy and the stock market in the euro area 202
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 201
Volatility of interest rates in the euro area: Evidence from high frequency data 200
Measuring Core Inflation in Italy 196
Euro area inflation and a new measure of core inflation 194
Aggregate Hedge Funds Flows and Returns 194
On the macroeconomic causes of exchange rate volatility 193
Adaptive ARFIMA Models with Applications to Inflation 190
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility 189
Stock Market Volatility of Regulated Industries: an Empirical Assessment 186
The Effects of US Economic and Financial Crises on Euro Area Convergence 186
The Price Stability Oriented Monetary Policy of the ECB: an Assessment 182
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes: Some New Results and an Application to Stock Market Volatility 179
The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? 177
Some frequency domain properties of fractionally cointegrated processes 174
Multivariate modelling of long memory processes with common components 171
Inflation and Monetary Dynamics in the US: A Quantity-Theory Approach 171
Macro-finance interactions in the US: A global perspective 171
Structural Common Factor Approach to Core Inflation Estimation and Forecasting 166
Realized mean-variance efficient portfolio selection and euro area stock market integration 165
Does the Stock Market Affect Income Distribution? Some Empirical Evidence for the US 164
Factor Demand Modelling: the Theory and the Practice 163
International Stock Markets Comovements: the Role of Economic and Financial Integration 162
A small scale macroeconometric model for the Euro-12 area 162
Factor vector autoregressive estimation: A new approach 162
Energy Substitution in Italy: introduction 161
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds 161
International macroeconomic dynamics: A factor vector autoregressive approach 161
Comovements in international stock markets 159
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes 159
Modelling Short-Term Interest Rate Spreads in the Euro Money Market 155
The Japanese stagnation: An assessment of the productivity slowdown hypothesis 155
An omnibus noise filter 155
I Modelli Lineari Simultanei in Econometria: Sviluppi di Metodo 154
Medium-term Macroeconomic Determinants of Exchange Rate Volatility 154
Computing value at risk with high frequency data 154
Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach 153
Is Climate Change Time-Reversible? 151
Structural Econometric Approach to Bidding in the Main Refinancing Operations of the Eurosystem 151
The End of the Japanese Stagnation: An Assessment of the Policy Solutions 151
Eurozone economic integration: Historical developments and new challenges ahead 141
Regional Convergence in Italy 127
Estimating, Filtering and Forecasting Realized Betas 123
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis 116
Energy substitution in Italy: an economic evaluation 100
Introduction to the Special Issue on Macroeconomic Regime Changes: Theory, Evidence, and Policy Challenges Ahead 98
Esercizi di macroeconomia 91
Inflation modelling in the euro area 88
Igarch effects: an interpretation 83
Erratum: Common persistent factors in inflation and excess nominal money growth and a new measure of core inflation 74
The effects of the introduction of the euro on the volatility of European stock markets 74
Comparing models of intra-day seasonal volatility in foreign exchange market 71
Deterministic and stochastic methods for estimation of intra-day seasonal components with high frequency data 67
Transmission of volatility in euro money market 66
Superexogeneity and forecasting energy demand with high and low frequency data 65
Structural Core Inflation Estimation 65
Measuring US core inflation: A common trends approach 64
Regulatory ucertainty and share price volatility: the water industry's periodic price review 64
Core inflation in the euro area 63
Common persistent factors in inflation and excess nominal money growth and a new measure of core inflation 62
Monetary policy and macroeconomic fluctuations in the euro area 62
Central bank interventions and exchange rates: an analysis with high frequency data 60
Stock market reaction to regulatory price review in the English and Welsh water industry 60
Climate and Sustainable Energy Econometrics and Statistics 60
Structural breaks in the volatility of macroeconomic and financial data: The rule, not the exception 60
An empirical investigation of long-run growth in the UK 57
A common trends model of UK core inflation 55
Totale 19.845
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Categoria #
all - tutte 57.963
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 57.963
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021391 0 0 0 0 0 0 0 0 0 0 107 284
2021/20221.467 72 121 155 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
2025/20267.256 809 757 586 1.026 551 292 1.105 459 607 717 347 0
Totale 20.099