Alessandra Canepa
Senior Lecturer
Economics and Finance
Brunel University
Uxbridge, UB8 3PH
United Kingdom
Biography
Qualifications
- PhD Economics
- MSc Economics and Econometrics
- BSc Physic with Mathematics
- Laurea in Politics and Economics
Personal Biography
November 2010 - : Senior Lecturer, Lecturer, Department of Economics and Finance, School of Social Sciences. Also member of CARISMA, Department of Mathematical Sciences, Brunel University.
September 2007 - October 2010: Lecturer, Department of Economics and Finance, School of Social Sciences.
January 2006 - August 2007: Financial Econometrician, UK Debt Management Office, HM Treasury, London.
September 2003 - December 2005: Lecturer, Department of Economics and Department of Mathematics University of York, UK (joint appointment).
July 2001 - August 2003: Research Fellow, Warwick Business School, University of Warwick, UK.
Research
Research Overview
My current research interests include:
Econometrics: time series; bootstrap methods; tests for stochastic dominance
Empirical finance: credit risk modelling; yield curve modelling
PhD Supervision
Mohammad Tajik: Modelling credit risk; 2010 -
Fawaz Khaled: The determinants of credit default swap spreads: a macroeconomic approach; 2011 -
Abdullah Inrubbian: Effect of regulation, Islamic Law and noise traders on the Saudi stock markets; Awarded June 2012
Teaching
Undergraduate Programmes
Programme convenor
- Economic and Business Finance
Module Convenor
- Econometric Methods and Applications
- Econometrics for Finance
Administration
- Director of Undergraduate Studies
Publications
Publications
Journal Papers
(2012) Canepa, A., Robust Bartlett adjustment for hypotheses testing on cointegrating vectors: A bootstrap approach, Economics and Finance Working Paper, Brunel University12-10
(2011) Date, P., Canepa, A. and Abdel-Jawad, M., A mixed integer linear programming model for optimal sovereign debt issuance, European Journal of Operational Research 214 (3) : 749- 758 Download publication
(2009) Battisti, G., Canepa, A. and Stoneman, P., e-Business usage across and within firms in the UK: profitability, externalities and policy, Research Policy 38 (1) : 133- 143
(2008) Canepa, A. and Stoneman, P., Financial constraints to innovation in the UK: Evidence from CIS2 and CIS3, Oxford Economics Papers 60 (4) : 711- 730
(2007) Canepa, A. and Godfrey, LG., Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods, Journal of Time Series Analysis 28 (3) : 434- 453
(2006) Canepa, A., Small sample corrections for linear restrictions on cointegrating vectors: a Monte Carlo comparison, Economics Letters 91 (3) : 330- 336
(2004) Canepa, A. and Stoneman, P., Financing constraints in the inter firm diffusion of new process technologies, The Journal of Technology Transfer 30 (1-2) : 159- 169
(2004) Canepa, A. and Stoneman, P., Comparative international diffusion: patterns, determinants and policies, Economics of Innovation and New Technology 13 (3) : 279- 298
(2003) Canepa, A., Bartlett correction for the LR test in cointegrating models: a bootstrap approach, American Statistical Association Proceedings
Book Chapters
(2003) Canepa, A. and Stoneman, P., Competition, Monopoly, and Corporate Governance. In: ELGAR, E. ed. Competition, Monopoly, and Corporate Governance. Edward Elgar Publishing -
Books
(2009) Canepa, A., Inference in Cointegrated Var Models. Lap Lambert Academic Publishing
