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Federico Carlini
Federico Carlini
LUISS, Dipartimento di Economia e Finanza, Roma
Verified email at luiss.it
Title
Cited by
Cited by
Year
Banks, FinTech and stock returns
F Carlini, BL Del Gaudio, C Porzio, D Previtali
Finance Research Letters 45, 102252, 2022
492022
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
432020
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
322019
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
62011
Resuscitating the co-fractional model of Granger (1986)
F Carlini, PS de Magistris
52019
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
42023
Twice integrated models
F Carlini, R Mosconi
Manuscript, 2014
42014
Beyond the co-fractional model of Granger (1986)
F Carlini, P Santucci de Magistris
Available at SSRN 3218361, 2022
12022
Instrumental Variables Inference in a Small-Dimensional VAR Model with Dynamic Latent Factors
F Carlini, P Gagliardini
Econometric Theory, 1-47, 2022
12022
On the identification of fractionally cointegrated VAR models with the F (d) condition
PS de Magistris, F Carlini
12014
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
12013
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
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