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 | 53 | 2020 |
Banks, FinTech and stock returns F Carlini, BL Del Gaudio, C Porzio, D Previtali Finance Research Letters 45, 102252, 2022 | 51 | 2022 |
On the Identification of Fractionally Cointegrated VAR Models With the Condition F Carlini, P Santucci de Magistris Journal of Business & Economic Statistics 37 (1), 134-146, 2019 | 31 | 2019 |
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 |
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 | 4 | 2023 |
Twice integrated models F Carlini, R Mosconi Manuscript, 2014 | 4 | 2014 |
Beyond the co-fractional model of Granger (1986) F Carlini, P Santucci de Magistris Available at SSRN 3218361, 2022 | 1 | 2022 |
Instrumental Variables Inference in a Small-Dimensional VAR Model with Dynamic Latent Factors F Carlini, P Gagliardini Econometric Theory, 1-47, 2022 | 1 | 2022 |
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 |
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 | | 2024 |
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 | | |