Don't talk too bad! stock market reactions to bank corporate governance news F Carlini, D Cucinelli, D Previtali, MG Soana
Journal of Banking & Finance 121, 105962, 2020
58 2020 Banks, FinTech and stock returns F Carlini, BL Del Gaudio, C Porzio, D Previtali
Finance Research Letters 45, 102252, 2022
55 2022 On the Identification of Fractionally Cointegrated VAR Models With the F Carlini, P Santucci de Magistris
Journal of Business & Economic Statistics 37 (1), 134-146, 2019
31 2019 Climate, wind energy, and CO2 emissions from energy production in Denmark F Carlini, BJ Christensen, ND Gupta, PS de Magistris
Energy Economics 125, 106821, 2023
7 2023 The impact of supply and demand imbalance on stock prices: an analysis based on fractional cointegration using Borsa Italiana ultra high frequency data F Carlini, M Manzoni, RR Mosconi
Proceeding of Fourth Italian Congress of Econometrics and Empirical …, 2011
6 2011 Resuscitating the co-fractional model of Granger (1986) F Carlini, PS de Magistris
5 2019 Twice integrated models F Carlini, R Mosconi
Manuscript, 2014
4 2014 Instrumental Variables Inference in a Small-Dimensional VAR Model with Dynamic Latent Factors F Carlini, P Gagliardini
Econometric Theory 40 (4), 705-751, 2024
1 2024 Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal F Carlini, V Farina, I Gufler, D Previtali
International Review of Financial Analysis 93, 103178, 2024
1 2024 Beyond the co-fractional model of Granger (1986) F Carlini, P Santucci de Magistris
Available at SSRN 3218361, 2023
1 2023 On the identification of fractionally cointegrated VAR models with the F (d) condition PS de Magistris, F Carlini
1 2014 ON THE IDENTIFICATION OF FRACTIONALLY COINTEGRATED VAR MODELS F Carlini, PS de Magistris
I would like to thank my parents for all their efforts, love and helps they …, 2013
1 2013 Intermittency and the potential of wind energy for CO2 abatement F Carlini, BJ Christensen, N Datta Gupta, P Santucci de Magistris
Available at SSRN, 2023
2023 COVID-19 in the Wall Street Journal: Stress in the News and Market Performance F Carlini, V Farina, I Gufler, D Previtali
Available at SSRN 4121203, 2022
2022 Instrumental Variables Inference in a State Space Model F Carlini, P Gagliardini
Available at SSRN 3306732, 2019
2019 Likelihood based inference for an Identifiable Fractional Vector Error Correction Model F Carlini, K Lasak
Tinbergen Institute Discussion Paper 2018-085/III, 2018
2018 Essays on Fractional Filters and Co-Integration F Carlini
Institut for Økonomi, Aarhus Universitet, 2017
2017 On the identification of fractionally cointegrated VAR models with the F (d) condition P Santucci de Magistris, F Carlini
Department of Economics and Business Economics, Aarhus University, 2014
2014 On an Estimation Method for an Alternative Fractionally Cointegrated Model F Carlini, K Lasak
Tinbergen Institute Discussion Paper 14-052/III, 2014
2014 Anew ESTIMATION METHOD OF A FRACTIONAL COINTEGRATED MODEL F Carlini, K Łasak
I would like to thank my parents for all their efforts, love and helps they …, 0
