Maddalena Cavicchioli

University of Modena and Reggio Emilia — Italy

Economics, Econometrics and Finance · Social Sciences

11h-index385citations83works1.32yr avg
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Research Topics

Financial Risk and Volatility Modeling(30), Monetary Policy and Economic Impact(29), Complex Systems and Time Series Analysis(20), Stochastic processes and financial applications(11), Market Dynamics and Volatility(10)

Publications83 total

Exploring dynamic interactions between energy prices and CPI
The Journal of Economic Asymmetries·2025
(Bi)spectral analysis of Markov switching bilinear time series
Statistical Methods & Applications·2025· 1 citedOpen Access
Frequency-Band Estimation of the Number of Factors
Journal of the American Statistical Association·2025· 1 citedOpen Access
Employees’ well-being, work-related factors, and digitalization: a decision-tree approach for imbalanced data
Annals of Operations Research·2025· 1 cited
Financial sustainability in the luxury industry across the Covid-19 pandemic: lessons from hierarchical methods
Quality & Quantity·2025
Time after time: exploring the role of CSR on employees’ long-lasting working relationships in Italy
Small Business Economics·2025· 1 citedOpen Access
Employees’ attitudes and work-related stress in the digital workplace: an empirical investigation
Frontiers in Psychology·2025· 11 citedOpen Access
Frequency-Band Estimation of the Number of Factors
IRIS UNIMORE (University of Modena and Reggio Emilia)·2025Open Access
Digitalization, Work-Related Risk Factors and Well-Being: Importance and Interactions from Tree-Based Methods
2025
Bispectral Analysis of Markov Switching Bilinear Models
2025Open Access
Hidden Patterns of Corporate Reputation in Sustainable Supply Chains: A Switching Perspective
2025
Trend in Markov Switching VAR Models
2025
Forecasting Markov switching vector autoregressions: Evidence from simulation and application
Journal of Forecasting·2024· 1 citedOpen Access
Crowdability: a new configuration of accountability forms in crowdfunding campaigns of non-profit organisations
Journal of Applied Accounting Research·2024· 1 citedOpen Access
On the existence of stationary threshold bilinear processes
Statistical Papers·2024· 3 citedOpen Access
A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets
The Journal of Economic Asymmetries·2023· 2 citedOpen Access
The 5 E(lements) of employee‐centric corporate social responsibility and their stimulus on happiness at work: An empirical investigation
Corporate Social Responsibility and Environmental Management·2023· 15 citedOpen Access
Impulse response function analysis for Markov switching var models
Economics Letters·2023· 8 citedOpen Access
Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends
Stochastics·2023Open Access
Trend and cycle decomposition of Markov switching (co)integrated time series
Statistical Methods & Applications·2023· 1 citedOpen Access
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Frequent Co-authors

Barbara Pistoresi(6), Ulpiana Kocollari(6), Fabio Demaria(3), Monica Billio(3), Angeliki Papana(2), Ariadni Papana Dagiasis(2), Alessia Pedrazzoli(2), Andrea Girardi(2), Mario Forni(2), Paolo Zaffaroni(2), Ahmed Ghezal(2), Imane Zemmouri(2), Francesca Nannetti(1), Anna Chiara Scapolan(1), Tommaso Fabbri(1), Mario Minoja(1), Marco Avarucci(1), Giulio Brevini(1), Michele Lalla(1), Marco Lippi(1)