Showing results 19 to 38 of 53
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| Issue Date | Title | Author(s) |
| 26-Nov-2019 | Financial Integration in the GCC region: Market Size versus National Effects | Kyriacou, K; Arin, KP; Caporale, GM; Spagnolo, N |
| 2015 | Fiscal Multipliers in Good Times and Bad Times | Spagnolo, N; Koray, F; Arin, K |
| 2017 | Fractional Integration Versus Structural Change: Testing the Convergence of CO2 Emissions | Spagnolo, N; Barassi, M; Zhao, Y |
| 2009 | Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis | Beirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N |
| 2015 | Happiness, Taxes and Social Provision: A Note | Albanese, M; Bonasia, M; Napolitano, O; Spagnolo, N |
| 2017 | Happy PIIGS? | Spagnolo, N; Bonasia, M; Napolitano, O |
| 2009 | Hidden Markov models for financial optimization problems | Roman, D; Mitra, G; Spagnolo, N |
| 2019 | The impact of business and political news on the GCC stock markets | Al-Maadid, A; Caporale, G; Spagnolo, F; Spagnolo, N |
| 3-Dec-2021 | Inflection Points, Kinks, and Jumps: A Statistical Approach to Detecting Nonlinearities | Arin, P; Minniti, M; Murtinu, S; Spagnolo, N |
| 2008 | Interest and exchange rate risk and stock returns: A multivariate GARCH-M modelling approach | Beirne, J; Caporale, GM; Spagnolo, N |
| 2017 | International portfolio flows and exchange rate volatility in emerging Asian markets | Caporale, GM; Menla Ali, F; Spagnolo, F; Spagnolo, N |
| 2010 | Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approach | Beirne, J; Caporale, GM; Spagnolo, N |
| 2017 | Macro news and bond yield spreads in the Euro area | Caporale, GM; Spagnolo, F; Spagnolo, N |
| 2017 | Macro news and commodity returns | Caporale, GM; Spagnolo, F; Spagnolo, N |
| 13-Dec-2016 | Macro news and exchange rates in the BRICS | Caporale, GM; Spagnolo, F; Spagnolo, N |
| 2016 | Macro news and stock returns in the euro area: a VAR-GARCH-in-mean analysis | Caporale, GM; Spagnolo, F; Spagnolo, N |
| 2004 | Measuring Half-Lives Using A Non-Parametric Bootstrap Approach | Caporale, GM; Cerrato, M; Spagnolo, N |
| 17-Oct-2019 | Non-linearities, cyber attacks and cryptocurrencies | Caporale, GM; Kang, W-Y; Spagnolo, F; Spagnolo, N |
| 2017 | A Note on the Macroeconomic Consequences of Ethnic/Racial Tension | Spagnolo, N; Arin, KP; Koyuncu, M |
| 2014 | Oil price uncertainty and sectoral stock returns in China: A time-varying approach | Caporale, GM; Ali, FM; Spagnolo, N |
