| On Markov error‐correction models, with an application to stock prices and dividends Z Psaradakis, M Sola, F Spagnolo Journal of Applied Econometrics 19 (1), 69-88, 2004 | 225 | 2004 |
| Is the Feldstein–Horioka puzzle history? J Coakley, AM Fuertes, F Spagnolo The Manchester School 72 (5), 569-590, 2004 | 193 | 2004 |
| A test for volatility spillovers M Sola, F Spagnolo, N Spagnolo Economics Letters 76 (1), 77-84, 2002 | 124 | 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 | 110 | 2017 |
| Red signals: current account deficits and sustainability M Raybaudi, M Sola, F Spagnolo Economics Letters 84 (2), 217-223, 2004 | 97 | 2004 |
| 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 | 80 | 2017 |
| 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 | 65 | 2021 |
| The prisoner's dilemma and regime-switching in the Greek-Turkish arms race R Smith, M Sola, F Spagnolo Journal of Peace Research 37 (6), 737-750, 2000 | 65 | 2000 |
| The Feldstein-Horioka puzzle is not as bad as you think J Coakley, AM Fuertes, F Spagnolo Birkbeck College, Department of Economics, 2001 | 54 | 2001 |
| 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 | 52 | 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 | 49 | 2016 |
| Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables F Spagnolo, Z Psaradakis, M Sola Journal of Applied Econometrics 20 (3), 423-437, 2005 | 45 | 2005 |
| Non-linearities, cyber attacks and cryptocurrencies GM Caporale, WY Kang, F Spagnolo, N Spagnolo Finance Research Letters 32, 101297, 2020 | 43 | 2020 |
| Macro news and exchange rates in the BRICS GM Caporale, F Spagnolo, N Spagnolo Finance Research Letters 21, 140-143, 2017 | 42 | 2017 |
| Estimating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model C Hevia, M Gonzalez‐Rozada, M Sola, F Spagnolo Journal of Applied Econometrics 30 (6), 987-1009, 2015 | 40 | 2015 |
| The impact of business and political news on the GCC stock markets A Al-Maadid, GM Caporale, F Spagnolo, N Spagnolo Research in International Business and Finance 52, 101102, 2020 | 37 | 2020 |
| Contemporaneous threshold autoregressive models: estimation, testing and forecasting MJ Dueker, M Sola, F Spagnolo Journal of Econometrics 141 (2), 517-547, 2007 | 36 | 2007 |
| Selecting nonlinear time series models using information criteria Z Psaradakis, M Sola, F Spagnolo, N Spagnolo Journal of Time Series Analysis 30 (4), 369-394, 2009 | 35 | 2009 |
| Exchange rates and macro news in emerging markets GM Caporale, F Spagnolo, N Spagnolo Research in International Business and Finance 46, 516-527, 2018 | 33 | 2018 |
| Macro news and commodity returns GM Caporale, F Spagnolo, N Spagnolo International Journal of Finance & Economics 22 (1), 68-80, 2017 | 33 | 2017 |
