| The price of terror: The effects of terrorism on stock market returns and volatility KP Arin, D Ciferri, N Spagnolo Economics Letters 101 (3), 164-167, 2008 | 412 | 2008 |
| Testing for contagion: a conditional correlation analysis GM Caporale, A Cipollini, N Spagnolo Journal of Empirical Finance 12 (3), 476-489, 2005 | 330 | 2005 |
| Volatility spillovers and contagion from mature to emerging stock markets J Beirne, GM Caporale, M Schulze‐Ghattas, N Spagnolo Review of International Economics 21 (5), 1060-1075, 2013 | 306 | 2013 |
| Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis J Beirne, GM Caporale, M Schulze-Ghattas, N Spagnolo Emerging markets review 11 (3), 250-260, 2010 | 269 | 2010 |
| On the determination of the number of regimes in Markov‐switching autoregressive models Z Psaradakis, N Spagnolo Journal of time series analysis 24 (2), 237-252, 2003 | 219 | 2003 |
| Volatility transmission and financial crises GM Caporale, N Pittis, N Spagnolo Journal of economics and finance 30, 376-390, 2006 | 191 | 2006 |
| Oil price uncertainty and sectoral stock returns in China: A time-varying approach GM Caporale, FM Ali, N Spagnolo China Economic Review 34, 311-321, 2015 | 189 | 2015 |
| Testing for causality‐in‐variance: An application to the East Asian markets GM Caporale, N Pittis, N Spagnolo International Journal of Finance & Economics 7 (3), 235-245, 2002 | 177 | 2002 |
| Spillovers between food and energy prices and structural breaks A Al-Maadid, GM Caporale, F Spagnolo, N Spagnolo International Economics 150, 1-18, 2017 | 124 | 2017 |
| A test for volatility spillovers M Sola, F Spagnolo, N Spagnolo Economics Letters 76 (1), 77-84, 2002 | 122 | 2002 |
| Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach GM Caporale, FM Ali, N Spagnolo Journal of International Money and Finance 54, 70-92, 2015 | 103 | 2015 |
| Cyber-attacks, spillovers and contagion in the cryptocurrency markets GM Caporale, WY Kang, F Spagnolo, N Spagnolo Journal of International Financial Markets, Institutions and Money 74, 101298, 2021 | 91 | 2021 |
| International portfolio flows and exchange rate volatility in emerging Asian markets GM Caporale, FM Ali, F Spagnolo, N Spagnolo Journal of International Money and Finance 76, 1-15, 2017 | 86 | 2017 |
| Stock market integration between three CEECs, Russia, and the UK GM Caporale, N Spagnolo Review of International Economics 19 (1), 158-169, 2011 | 81 | 2011 |
| Joint determination of the state dimension and autoregressive order for models with Markov regime switching Z Psaradakis, N Spagnolo Journal of Time Series Analysis 27 (5), 753-766, 2006 | 79 | 2006 |
| Fiscal multipliers in good times and bad times KP Arin, F Koray, N Spagnolo Journal of Macroeconomics 44, 303-311, 2015 | 64 | 2015 |
| Macro news and bond yield spreads in the euro area GM Caporale, F Spagnolo, N Spagnolo The European Journal of Finance 24 (2), 114-134, 2018 | 61 | 2018 |
| Macro news and stock returns in the Euro area: a VAR-GARCH-in-mean analysis GM Caporale, F Spagnolo, N Spagnolo International Review of Financial Analysis 45, 180-188, 2016 | 56 | 2016 |
| Asset prices and output growth volatility: the effects of financial crises GM Caporale, N Spagnolo Economics Letters 79 (1), 69-74, 2003 | 56 | 2003 |
| Non-linearities, cyber attacks and cryptocurrencies GM Caporale, WY Kang, F Spagnolo, N Spagnolo Finance Research Letters 32, 101297, 2020 | 55 | 2020 |
