Browsing by Author Spagnolo, F

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 14 of 14
Issue DateTitleAuthor(s)
2013The cointegrating relationship in Asian markets with applications to stock prices, exchange rates and interest ratesSpagnolo, F; Tanonklin, Tippawan
2011Contemporaneous-threshold smooth transition GARCH modelsDueker, MJ; Psaradakis, Z; Sola, M; Spagnolo, F
2012Effect of regulation, Islamic law and noise traders on the Saudi stock marketCanepa, A; Spagnolo, F; Ibnrubbian, Abdullah
2016Effects of oil prices, food prices and macroeconomic news on Gcc stock marketsSpagnolo, N; Spagnolo, F; Al-Maadid, Alanoud
2017Macro news and bond yield spreads in the Euro areaCaporale, GM; Spagnolo, F; Spagnolo, N
2017Macro news and commodity returnsCaporale, GM; Spagnolo, F; Spagnolo, N
2017Macro News and Exchange Rates in the BRICSCaporale, GM; Spagnolo, F; Spagnolo, N
2016Macro news and stock returns in the euro area: a VAR-GARCH-in-mean analysisCaporale, GM; Spagnolo, F; Spagnolo, N
2016Portfolio flows and the US dollar-yen exchange rateMenla Ali, F; Spagnolo, F; Spagnolo, N
2003Red Signals: Trade Deficits and the Current AccountRaybaudi, M; Sola, M; Spagnolo, F
2016Spillovers between food and energy prices and structural breaksAl-Maadid, A; Caporale, GM; Spagnolo, F; Spagnolo, N
2002A test for volatility spilloversSola, M; Spagnolo, F; Spagnolo, N
2003Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental VariablesSpagnolo, F; Psaradakis, Z; Sola, M
2005Treasury Management Model with Foreign Exchange ExposureVolosov, K; Mitra, G; Spagnolo, F; Lucas, CA