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MORANA, CLAUDIO
 Distribuzione geografica
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Continente #
NA - Nord America 8.459
AS - Asia 5.801
EU - Europa 4.121
SA - Sud America 921
AF - Africa 152
Continente sconosciuto - Info sul continente non disponibili 12
OC - Oceania 12
Totale 19.478
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Nazione #
US - Stati Uniti d'America 8.256
SG - Singapore 1.747
CN - Cina 1.316
IT - Italia 1.203
VN - Vietnam 1.092
HK - Hong Kong 738
BR - Brasile 671
DE - Germania 548
RU - Federazione Russa 518
UA - Ucraina 351
SE - Svezia 350
IE - Irlanda 243
GB - Regno Unito 200
FR - Francia 157
KR - Corea 147
CA - Canada 146
IN - India 127
CZ - Repubblica Ceca 106
TR - Turchia 97
AR - Argentina 93
NL - Olanda 91
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
BE - Belgio 18
PL - Polonia 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 19.452
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Città #
Ann Arbor 1.449
Singapore 949
Hong Kong 718
Milan 599
San Jose 591
Houston 589
Fairfield 558
Woodbridge 544
Ashburn 490
Wilmington 388
Jacksonville 366
Frankfurt am Main 314
Ho Chi Minh City 287
Dearborn 270
Seattle 242
Dublin 234
Hanoi 230
Santa Clara 217
Beijing 211
Chandler 199
Hefei 197
Cambridge 193
New York 180
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
Toronto 30
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 12.946
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Nome #
Climate change implications for the catastrophe bonds market: An empirical analysis 701
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 662
Financial development and income distribution inequality in the euro area 572
Business Cycle Fluctuations in the Euro Area 552
Climate change awareness: Empirical evidence for the European Union 520
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 515
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area 413
The financial Kuznets curve: Evidence for the euro area 413
A new macro-financial condition index for the euro area 407
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 405
The risks of exiting too early the policy responses to the COVID-19 recession 384
The pricing of environmental risk: An empirical analysis of the European industry portfolios 340
Semiparametric Estimation of Multivariate GARCH Models 334
Model Averaging by Stacking 293
Insights on the Global Macro-Finance Interface: Structural Sources of Risk Factors Fluctuations and the Cross-Section of Expected Stock Returns 260
New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil 256
Statistical Benefits of Value at Risk with Long Memory 248
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 246
PC-VAR estimation of vector autoregressive models 244
Realized betas and the cross-section of expected returns 242
Euro money market spreads during the 2007-? financial crisis 235
Real Oil Prices since the 1990s 234
Climate change risk pricing in the European stock market 222
Comovements in volatility in the euro money market 222
The Great Recession: US dynamics and spillovers to the world economy 218
Oil price dynamics, macro-finance interactions and the role of financial speculation 218
International house prices and macroeconomic fluctuations 211
The oil price-macroeconomy relationship since the mid-1980s: A global perspective 207
Determinants of US financial fragility conditions 206
Structural breaks and common factors in the volatility of the Fama-French factor portfolios 204
Estimating long memory in the mark-dollar exchange rate with high frequency data 203
Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both? 202
Monetary policy and the stock market in the euro area 199
Permanent and Transitory Dynamics in House Prices and Consumption: Some Implications for the Real Effects of the Financial Crisis 199
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 197
Volatility of interest rates in the euro area: Evidence from high frequency data 195
Euro area inflation and a new measure of core inflation 193
Measuring Core Inflation in Italy 193
Aggregate Hedge Funds Flows and Returns 191
On the macroeconomic causes of exchange rate volatility 188
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility 186
The Effects of US Economic and Financial Crises on Euro Area Convergence 186
Adaptive ARFIMA Models with Applications to Inflation 185
Stock Market Volatility of Regulated Industries: an Empirical Assessment 182
The Price Stability Oriented Monetary Policy of the ECB: an Assessment 178
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes: Some New Results and an Application to Stock Market Volatility 176
The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? 174
Macro-finance interactions in the US: A global perspective 171
Some frequency domain properties of fractionally cointegrated processes 171
Multivariate modelling of long memory processes with common components 168
Inflation and Monetary Dynamics in the US: A Quantity-Theory Approach 168
Structural Common Factor Approach to Core Inflation Estimation and Forecasting 163
Realized mean-variance efficient portfolio selection and euro area stock market integration 162
Energy Substitution in Italy: introduction 161
Does the Stock Market Affect Income Distribution? Some Empirical Evidence for the US 161
Factor Demand Modelling: the Theory and the Practice 160
International Stock Markets Comovements: the Role of Economic and Financial Integration 159
A small scale macroeconometric model for the Euro-12 area 159
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds 158
Factor vector autoregressive estimation: A new approach 158
International macroeconomic dynamics: A factor vector autoregressive approach 157
Comovements in international stock markets 156
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes 156
Modelling Short-Term Interest Rate Spreads in the Euro Money Market 152
The Japanese stagnation: An assessment of the productivity slowdown hypothesis 152
An omnibus noise filter 152
Is Climate Change Time-Reversible? 151
I Modelli Lineari Simultanei in Econometria: Sviluppi di Metodo 151
Medium-term Macroeconomic Determinants of Exchange Rate Volatility 151
Computing value at risk with high frequency data 151
Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach 149
Structural Econometric Approach to Bidding in the Main Refinancing Operations of the Eurosystem 148
The End of the Japanese Stagnation: An Assessment of the Policy Solutions 148
Eurozone economic integration: Historical developments and new challenges ahead 139
Regional Convergence in Italy 124
Estimating, Filtering and Forecasting Realized Betas 120
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis 113
Energy substitution in Italy: an economic evaluation 100
Introduction to the Special Issue on Macroeconomic Regime Changes: Theory, Evidence, and Policy Challenges Ahead 93
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 72
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
Measuring US core inflation: A common trends approach 64
Structural Core Inflation Estimation 64
Regulatory ucertainty and share price volatility: the water industry's periodic price review 63
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 61
Central bank interventions and exchange rates: an analysis with high frequency data 60
Structural breaks in the volatility of macroeconomic and financial data: The rule, not the exception 60
Stock market reaction to regulatory price review in the English and Welsh water industry 59
Climate and Sustainable Energy Econometrics and Statistics 58
An empirical investigation of long-run growth in the UK 57
A common trends model of UK core inflation 55
Totale 19.596
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Categoria #
all - tutte 57.091
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 57.091
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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
2025/20267.004 809 757 586 1.026 551 292 1.105 459 607 717 95 0
Totale 19.847