Stefano Grassi
Dados Biográficos
| ID | 6677655 |
|---|---|
| NOME | Stefano Grassi |
| PRENOMES | Stefano |
| SOBRENOME | Grassi |
| ASSINATURA | GRASSI S |
| AFILIAÇÕES | University of Rome Tor Vergata |
| ORCID | 0000-0002-2686-6529 |
| VERIFICADO | Sim |
| TOTAL DE OBRAS | 3 |
| TOTAL DE CITAÇÕES | 0 |
| OBRAS COMO AUTOR | 3 |
| OBRAS COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 1998 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 2025 |
| ÍNDICE H | 0 |
Generalized Autoregressive Conditional Betas
We propose a new class of observation-driven models, Generalized Autoregressive Conditional Betas, which describe the joint dynamics of time-varying slopes in a system of conditionally heteroskedastic simultaneous multiple regressions. The model accommodates large dimensions, parametric longitudinal restrictions, exogenous variables, and the coexistence of constant and time-varying slopes. It also introduces new mechanisms for the transmission of…
The Italian contribution to the UN's stand‐by arrangements system
The Covid-19 pandemic and family business performance
This study examines the impact of the COVID-19 pandemic on corporate financial performance using a unique, cross-country, and longitudinal sample of 3350 listed firms worldwide. We find that the financial performance of family firms has been significantly higher than that of nonfamily firms during the COVID-19 pandemic, accounting for pre-pandemic business conditions. This effect is pertinent to firms with strong family involvement in management …
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The Italian contribution to the UN's stand‐by arrangements system
Generalized Autoregressive Conditional Betas
We propose a new class of observation-driven models, Generalized Autoregressive Conditional Betas, which describe the joint dynamics of time-varying slopes in a system of conditionally heteroskedastic simultaneous multiple regressions. The model accommodates large dimensions, parametric longitudinal restrictions, exogenous variables, and the coexistence of constant and time-varying slopes. It also introduces new mechanisms for the transmission of…
The Covid-19 pandemic and family business performance
This study examines the impact of the COVID-19 pandemic on corporate financial performance using a unique, cross-country, and longitudinal sample of 3350 listed firms worldwide. We find that the financial performance of family firms has been significantly higher than that of nonfamily firms during the COVID-19 pandemic, accounting for pre-pandemic business conditions. This effect is pertinent to firms with strong family involvement in management …
Economics (2 obras) · 2019-20 coronavirus outbreak (1 obra) · Autoregressive model (1 obra) · Business (1 obra) · Business administration (1 obra) · Capital asset pricing model (1 obra) · Complex Systems and Time Series Analysis (1 obra) · Coronavirus disease 2019 (COVID-19 (1 obra) · Corporate Finance and Governance (1 obra) · Econometrics (1 obra)