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MORANA, CLAUDIO
 Distribuzione geografica
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Continente #
NA - Nord America 10.504
AS - Asia 5.980
EU - Europa 4.667
SA - Sud America 931
Continente sconosciuto - Info sul continente non disponibili 382
AF - Africa 155
OC - Oceania 12
Totale 22.631
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Nazione #
US - Stati Uniti d'America 9.840
SG - Singapore 1.753
IT - Italia 1.726
CN - Cina 1.332
VN - Vietnam 1.097
HK - Hong Kong 741
BR - Brasile 675
CA - Canada 579
DE - Germania 554
RU - Federazione Russa 518
UA - Ucraina 351
SE - Svezia 350
IE - Irlanda 243
BD - Bangladesh 213
GB - Regno Unito 205
FR - Francia 161
KR - Corea 147
IN - India 132
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 40
ZA - Sudafrica 39
EC - Ecuador 38
JP - Giappone 38
VE - Venezuela 32
CO - Colombia 30
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
JM - Giamaica 7
SN - Senegal 7
UY - Uruguay 7
AE - Emirati Arabi Uniti 6
CR - Costa Rica 6
DO - Repubblica Dominicana 6
HU - Ungheria 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
TT - Trinidad e Tobago 4
BA - Bosnia-Erzegovina 3
BG - Bulgaria 3
BN - Brunei Darussalam 3
BS - Bahamas 3
EE - Estonia 3
ET - Etiopia 3
GT - Guatemala 3
MD - Moldavia 3
NG - Nigeria 3
NI - Nicaragua 3
PE - Perù 3
SV - El Salvador 3
A2 - ???statistics.table.value.countryCode.A2??? 2
BB - Barbados 2
BY - Bielorussia 2
CH - Svizzera 2
CW - ???statistics.table.value.countryCode.CW??? 2
Totale 22.221
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Città #
Ann Arbor 1.449
Singapore 951
San Jose 834
Milan 798
Hong Kong 720
Ashburn 689
Houston 597
Fairfield 558
Woodbridge 545
Toronto 427
Wilmington 390
Jacksonville 373
Frankfurt am Main 314
Ho Chi Minh City 290
Dearborn 270
Seattle 248
Santa Clara 246
Dublin 234
Hanoi 230
Beijing 214
New York 209
Chandler 200
Hefei 197
Cambridge 193
Chicago 163
Council Bluffs 155
Princeton 142
Seoul 141
Los Angeles 140
Dong Ket 133
Rome 128
Nanjing 107
The Dalles 100
Berlin 94
Lauterbourg 93
Prague 93
São Paulo 71
Vienna 69
Dallas 67
Lachine 63
Buffalo 61
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
London 28
Phoenix 28
Tokyo 28
Hebei 27
Munich 25
Tashkent 25
Huizen 24
Rio de Janeiro 23
Shenyang 23
Andover 22
Baghdad 22
Brooklyn 22
Montreal 22
Tianjin 22
Biên Hòa 21
Jakarta 20
Turin 20
Jiaxing 18
Kuala Lumpur 18
Orem 18
Changsha 17
Naples 17
Bologna 16
Bắc Ninh 16
Quito 16
Buenos Aires 15
Columbus 15
Guayaquil 15
Lahore 15
Nairobi 15
Quận Bình Thạnh 15
Warsaw 15
Atlanta 14
Chennai 14
Manchester 14
Palermo 14
Amsterdam 13
Cape Town 13
Ha Long 13
Hải Dương 13
Jeddah 13
Kunming 13
Mexico City 13
Porto Alegre 13
Thái Nguyên 13
Washington 13
Totale 14.412
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Nome #
Climate change implications for the catastrophe bonds market: An empirical analysis 728
Regularized semiparametric estimation of high dimensional dynamic conditional covariance matrices 701
Financial development and income distribution inequality in the euro area 610
Business Cycle Fluctuations in the Euro Area 571
The US Dollar/Euro Exchange Rate: Structural Modeling and Forecasting During the Recent Financial Crises 568
Climate change awareness: Empirical evidence for the European Union 549
Macroeconomic and financial effects of oil price shocks: Evidence for the euro area 444
A new macro-financial condition index for the euro area 443
The financial Kuznets curve: Evidence for the euro area 441
It ain’t over till it’s over: A global perspective on the Great Moderation-Great Recession interconnection 431
The risks of exiting too early the policy responses to the COVID-19 recession 421
Semiparametric Estimation of Multivariate GARCH Models 375
The pricing of environmental risk: An empirical analysis of the European industry portfolios 369
Model Averaging by Stacking 320
Insights on the Global Macro-Finance Interface: Structural Sources of Risk Factors Fluctuations and the Cross-Section of Expected Stock Returns 291
New Insights on the US OIS Spreads Term Structure During the Recent Financial Turmoil 291
PC-VAR estimation of vector autoregressive models 281
Statistical Benefits of Value at Risk with Long Memory 269
Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks 266
Monetary policy and the stock market in the euro area 265
Climate change risk pricing in the European stock market 264
Euro money market spreads during the 2007-? financial crisis 264
Real Oil Prices since the 1990s 262
Realized betas and the cross-section of expected returns 259
Comovements in volatility in the euro money market 248
The oil price-macroeconomy relationship since the mid-1980s: A global perspective 247
Oil price dynamics, macro-finance interactions and the role of financial speculation 244
Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both? 240
The Great Recession: US dynamics and spillovers to the world economy 240
Structural breaks and common factors in the volatility of the Fama-French factor portfolios 237
International house prices and macroeconomic fluctuations 237
Estimating long memory in the mark-dollar exchange rate with high frequency data 232
Determinants of US financial fragility conditions 231
Volatility of interest rates in the euro area: Evidence from high frequency data 230
Business cycle comovement in the G-7: common shocks or common transmission mechanisms? 229
Euro area inflation and a new measure of core inflation 225
Permanent and Transitory Dynamics in House Prices and Consumption: Some Implications for the Real Effects of the Financial Crisis 223
Breaks and Persistency: Macroeconomic Causes of Stock Market Volatility 221
Adaptive ARFIMA Models with Applications to Inflation 220
The Price Stability Oriented Monetary Policy of the ECB: an Assessment 218
Some frequency domain properties of fractionally cointegrated processes 217
Measuring Core Inflation in Italy 216
On the macroeconomic causes of exchange rate volatility 214
The Effects of US Economic and Financial Crises on Euro Area Convergence 212
Aggregate Hedge Funds Flows and Returns 207
The Japanese Deflation: Has It Had Real Effects? Could It Have Been Avoided? 203
Stock Market Volatility of Regulated Industries: an Empirical Assessment 201
Energy Substitution in Italy: introduction 199
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes: Some New Results and an Application to Stock Market Volatility 197
Multivariate modelling of long memory processes with common components 194
Factor vector autoregressive estimation: A new approach 192
Macro-finance interactions in the US: A global perspective 191
Inflation and Monetary Dynamics in the US: A Quantity-Theory Approach 189
Realized mean-variance efficient portfolio selection and euro area stock market integration 189
Comovements in international stock markets 188
A small scale macroeconometric model for the Euro-12 area 188
Does the Stock Market Affect Income Distribution? Some Empirical Evidence for the US 188
International Stock Markets Comovements: the Role of Economic and Financial Integration 185
Factor Demand Modelling: the Theory and the Practice 182
The Japanese stagnation: An assessment of the productivity slowdown hypothesis 182
Net Inflows and Time-Varying Alphas: The Case of Hedge Funds 180
International macroeconomic dynamics: A factor vector autoregressive approach 180
Modeling Long Memory and Structural Breaks in Conditional Variances: An Adaptive FIGARCH Approach 179
Structural Common Factor Approach to Core Inflation Estimation and Forecasting 179
Eurozone economic integration: Historical developments and new challenges ahead 178
Is Climate Change Time-Reversible? 178
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes 178
I Modelli Lineari Simultanei in Econometria: Sviluppi di Metodo 175
Modelling Short-Term Interest Rate Spreads in the Euro Money Market 175
Medium-term Macroeconomic Determinants of Exchange Rate Volatility 174
An omnibus noise filter 174
Structural Econometric Approach to Bidding in the Main Refinancing Operations of the Eurosystem 172
Computing value at risk with high frequency data 171
The End of the Japanese Stagnation: An Assessment of the Policy Solutions 169
Estimating, Filtering and Forecasting Realized Betas 143
Introduction to the Special Issue on Macroeconomic Regime Changes: Theory, Evidence, and Policy Challenges Ahead 142
Regional Convergence in Italy 140
Substitution Possibilities for Energy in the Italian Economy: A General to Specific Econometric Analysis 130
Energy substitution in Italy: an economic evaluation 117
Igarch effects: an interpretation 114
Inflation modelling in the euro area 103
Esercizi di macroeconomia 103
Erratum: Common persistent factors in inflation and excess nominal money growth and a new measure of core inflation 96
Climate and Sustainable Energy Econometrics and Statistics 96
The effects of the introduction of the euro on the volatility of European stock markets 89
Structural Core Inflation Estimation 87
Transmission of volatility in euro money market 85
Central bank interventions and exchange rates: an analysis with high frequency data 82
Structural breaks in the volatility of macroeconomic and financial data: The rule, not the exception 82
Stock market reaction to regulatory price review in the English and Welsh water industry 81
Deterministic and stochastic methods for estimation of intra-day seasonal components with high frequency data 81
Common persistent factors in inflation and excess nominal money growth and a new measure of core inflation 81
Comparing models of intra-day seasonal volatility in foreign exchange market 81
Measuring US core inflation: A common trends approach 77
Superexogeneity and forecasting energy demand with high and low frequency data 77
Regulatory ucertainty and share price volatility: the water industry's periodic price review 75
Core inflation in the euro area 74
A common trends model of UK core inflation 74
Monetary policy and macroeconomic fluctuations in the euro area 72
High frequency data and exchange rate volatility 69
Totale 22.252
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Categoria #
all - tutte 66.533
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 66.533
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/20221.119 0 0 0 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
2026/20271.436 260 351 792 33 0 0 0 0 0 0 0 0
Totale 22.631