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Modelling multivariate skewness in financial returns : a SGARCH approach

De Luca, Giovanni; Loperfido, Nicola - In: The European journal of finance 21 (2015) 13/15, pp. 1113-1131

Persistent link: https://www.econbiz.de/10011419767

Copula function approaches for the analysis of serial and cross dependence in stock returns

Rivieccio, Giorgia; De Luca, Giovanni - In: Finance research letters 17 (2016), pp. 55-61

Persistent link: https://www.econbiz.de/10011596218

Fiscal multipliers and unreported production : evidence for Italy

Basile, Raffaella; Chiarini, Bruno; De Luca, Giovanni; … - In: Empirical economics : a journal of the Institute for … 51 (2016) 3, pp. 877-896

Persistent link: https://www.econbiz.de/10011554333

Italian NEETs in 2005-2016 : have the recent labour market reforms produced any effect? : editor's choice

De Luca, Giovanni; Mazzocchi, Paolo; Quintano, Claudio; … - In: CESifo economic studies : a joint initiative of the … 65 (2019) 2, pp. 154-176

Persistent link: https://www.econbiz.de/10012117636

Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach

De Luca, Giovanni; Guégan, Dominique; Rivieccio, Giorgia - In: Finance research letters 30 (2019), pp. 327-333

Persistent link: https://www.econbiz.de/10012420870

Value-at-Risk dynamics : a copula-VAR approach

De Luca, Giovanni; Rivieccio, Giorgia; Corsaro, Stefania - In: The European journal of finance 26 (2020) 2/3, pp. 223-237

Persistent link: https://www.econbiz.de/10012207202

Non-Gaussian models for CoVaR estimation

Bianchi, Michele Leonardo; De Luca, Giovanni; … - In: International journal of forecasting 39 (2023) 1, pp. 391-404

Persistent link: https://www.econbiz.de/10014462788

Estimating lower tail dependence between pairs of poverty dimensions in Europe

D'Agostino, Antonella; De Luca, Giovanni; Guégan, Dominique - In: Review of income and wealth 69 (2023) 2, pp. 419-442

Persistent link: https://www.econbiz.de/10014311003

Determinants of environmental innovations supporting small‐ and medium‐sized enterprises sustainable development

Carfora, Alfonso; Scandurra, Giuseppe; Thomas, Antonio - In: Business Strategy and the Environment 30 (2021) 5, pp. 2621-2636

Persistent link: https://www.econbiz.de/10012535005

Adoption of green innovations by SMEs : an investigation about the influence of stakeholders

Thomas, Antonio; Scandurra, Giuseppe; Carfora, Alfonso - In: European Journal of Innovation Management 25 (2021) 6, pp. 44-63

Purpose: Pursuing sustainable development has become a necessity for all types of businesses, owing to the increasing sensitivity of stakeholders towards pollution and environmental degradation related to economic activities. To sustain this approach, investments supporting green innovations...

Persistent link: https://www.econbiz.de/10012539523