Massimiliano Caporin
Biographic Data
| ID | 5850877 |
|---|---|
| NAME | Massimiliano Caporin |
| GIVEN NAMES | Massimiliano |
| FAMILY NAME | Caporin |
| SIGNATURE | CAPORIN M |
| AFFILIATIONS | University of Padua |
| ORCID | 0000-0001-5014-5951 |
| VERIFIED | Yes |
| TOTAL WORKS | 5 |
| TOTAL CITATIONS | 1 |
| AUTHOR COUNT | 5 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2018 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 1 |
The factor structure of exchange rates volatility: Global and intermittent factors
In this paper, we consider a fractionally integrated multi-level dynamic factor model (FI-ML-DFM) to represent commonalities in the hourly evolution of realized volatilities of several international exchange rates. The FI-ML-DFM assumes common global factors active during the 24 h of the day, accompanied by intermittent factors, which are active at mutually exclusive times. We propose determining the number of global factors using a distance amon…
New insights on the environmental Kuznets curve (EKC) for Central Asia
We estimate the environmental Kuznets curve (EKC) for Central Asia by allowing for the possibility of linear, U-shaped and N-shaped forms, and considering the impact of ecological footprint, climate change adaptation and energy consumption. We employ a fully modified ordinary least squares framework for cointegrating polynomial regressions, and include obtained long-run relations in a panel Vector Error Correction model. The findings suggest that…
Is the Korean housing market following Gangnam style
On the volatilities of tourism stocks and oil
A Multidimensional Analysis of the Relationship Between Corporate Social Responsibility and Firms' Economic Performance
A Multidimensional Analysis of the Relationship Between Corporate Social Responsibility and Firms' Economic Performance
On the volatilities of tourism stocks and oil
Is the Korean housing market following Gangnam style
The factor structure of exchange rates volatility: Global and intermittent factors
In this paper, we consider a fractionally integrated multi-level dynamic factor model (FI-ML-DFM) to represent commonalities in the hourly evolution of realized volatilities of several international exchange rates. The FI-ML-DFM assumes common global factors active during the 24 h of the day, accompanied by intermittent factors, which are active at mutually exclusive times. We propose determining the number of global factors using a distance amon…
New insights on the environmental Kuznets curve (EKC) for Central Asia
We estimate the environmental Kuznets curve (EKC) for Central Asia by allowing for the possibility of linear, U-shaped and N-shaped forms, and considering the impact of ecological footprint, climate change adaptation and energy consumption. We employ a fully modified ordinary least squares framework for cointegrating polynomial regressions, and include obtained long-run relations in a panel Vector Error Correction model. The findings suggest that…
Economics (4 works) · Business (3 works) · Market Dynamics and Volatility (3 works) · Econometrics (2 works) · Energy, Environment, and Transportation Policies (2 works) · Energy, Environment, Economic Growth (2 works) · Financial economics (2 works) · Financial Risk and Volatility Modeling (2 works) · Accounting (1 works) · Algorithm (1 works)