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Nicola Spagnolo
Nicola Spagnolo
Geverifieerd e-mailadres voor brunel.ac.uk
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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
3602008
Testing for contagion: a conditional correlation analysis
GM Caporale, A Cipollini, N Spagnolo
Journal of Empirical Finance 12 (3), 476-489, 2005
3262005
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
2772013
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
2502010
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
2012003
Volatility transmission and financial crises
GM Caporale, N Pittis, N Spagnolo
Journal of economics and finance 30, 376-390, 2006
1782006
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
1702002
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
1452015
A test for volatility spillovers
M Sola, F Spagnolo, N Spagnolo
Economics Letters 76 (1), 77-84, 2002
1232002
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
952015
Spillovers between food and energy prices and structural breaks
A Al-Maadid, GM Caporale, F Spagnolo, N Spagnolo
International Economics 150, 1-18, 2017
922017
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
762006
Stock market integration between three CEECs, Russia, and the UK
GM Caporale, N Spagnolo
Review of International Economics 19 (1), 158-169, 2011
752011
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
732017
Fiscal multipliers in good times and bad times
KP Arin, F Koray, N Spagnolo
Journal of Macroeconomics 44, 303-311, 2015
562015
Asset prices and output growth volatility: the effects of financial crises
GM Caporale, N Spagnolo
Economics Letters 79 (1), 69-74, 2003
552003
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
492018
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis
P Arestis, G Maria Caporale, A Cipollini, N Spagnolo
International Journal of Finance & Economics 10 (4), 359-367, 2005
482005
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
432016
Modelling East Asian exchange rates: a Markov-switching approach
GM Caporale, N Spagnolo
Applied Financial Economics 14 (4), 233-242, 2004
432004
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Artikelen 1–20