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Nicola Spagnolo
Nicola Spagnolo
在 brunel.ac.uk 的电子邮件经过验证
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标题
引用次数
引用次数
年份
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
4122008
Testing for contagion: a conditional correlation analysis
GM Caporale, A Cipollini, N Spagnolo
Journal of Empirical Finance 12 (3), 476-489, 2005
3302005
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
3062013
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
2692010
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
2192003
Volatility transmission and financial crises
GM Caporale, N Pittis, N Spagnolo
Journal of economics and finance 30, 376-390, 2006
1912006
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
1892015
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
1772002
Spillovers between food and energy prices and structural breaks
A Al-Maadid, GM Caporale, F Spagnolo, N Spagnolo
International Economics 150, 1-18, 2017
1242017
A test for volatility spillovers
M Sola, F Spagnolo, N Spagnolo
Economics Letters 76 (1), 77-84, 2002
1222002
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
1032015
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
912021
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
862017
Stock market integration between three CEECs, Russia, and the UK
GM Caporale, N Spagnolo
Review of International Economics 19 (1), 158-169, 2011
812011
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
792006
Fiscal multipliers in good times and bad times
KP Arin, F Koray, N Spagnolo
Journal of Macroeconomics 44, 303-311, 2015
642015
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
612018
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
562016
Asset prices and output growth volatility: the effects of financial crises
GM Caporale, N Spagnolo
Economics Letters 79 (1), 69-74, 2003
562003
Non-linearities, cyber attacks and cryptocurrencies
GM Caporale, WY Kang, F Spagnolo, N Spagnolo
Finance Research Letters 32, 101297, 2020
552020
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