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Brunel University Research Archive (BURA) >
Browsing by Author Spagnolo, N
Showing results 1 to 15 of 15
| Issue Date | Title | Author(s) | | 2002 | Are currency crises self-fulfilling? The case of Argentina | Boinet, V; Napolitano, O; Spagnolo, N |
| 2012 | The effectiveness of central bank interventions in the foreign exchange market | Spagnolo, N; Seerattan, Dave Arnold |
| 2013 | Exchange rate uncertainty and international portfolio flows | Caporale, GM; Ali, FM; Spagnolo, N |
| 2009 | Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis | Beirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N |
| 2009 | Hidden Markov models for financial optimization problems | Roman, D; Mitra, G; Spagnolo, N |
| 2008 | Interest and exchange rate risk and stock returns: A multivariate GARCH-M modelling approach | Beirne, J; Caporale, GM; Spagnolo, N |
| 2010 | Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approach | Beirne, J; Caporale, GM; Spagnolo, N |
| 2004 | Measuring Half-Lives Using A Non-Parametric Bootstrap Approach | Caporale, GM; Cerrato, M; Spagnolo, N |
| 2011 | Stock market and economic growth: Evidence from three CEECs | Caporale, GM; Spagnolo, N |
| 2005 | Stock market integration and European Monetary Union | Davis, EP; Ioannidis, C; Spagnolo, N |
| 2010 | Stock market integration between three CEECs | Caporale, GM; Spagnolo, N |
| 2010 | Stock market integration between three CEECs, Russia and the UK | Caporale, GM; Spagnolo, N |
| 2002 | A test for volatility spillovers | Sola, M; Spagnolo, F; Spagnolo, N |
| 2005 | Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis | Arestis, P; Caporale, GM; Cipollini, A; Spagnolo, N |
| 2009 | Volatility spillovers and contagion from mature to emerging stock markets | Beirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N |
Showing results 1 to 15 of 15
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