Browsing by Author Spagnolo, N

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Showing results 1 to 15 of 15
Issue DateTitleAuthor(s)
2002Are currency crises self-fulfilling? The case of ArgentinaBoinet, V; Napolitano, O; Spagnolo, N
2012The effectiveness of central bank interventions in the foreign exchange marketSpagnolo, N; Seerattan, Dave Arnold
2013Exchange rate uncertainty and international portfolio flowsCaporale, GM; Menla Ali, F; Spagnolo, N
2009Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysisBeirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N
2009Hidden Markov models for financial optimization problemsRoman, D; Mitra, G; Spagnolo, N
2008Interest and exchange rate risk and stock returns: A multivariate GARCH-M modelling approachBeirne, J; Caporale, GM; Spagnolo, N
2010Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approachBeirne, J; Caporale, GM; Spagnolo, N
2004Measuring Half-Lives Using A Non-Parametric Bootstrap ApproachCaporale, GM; Cerrato, M; Spagnolo, N
2011Stock market and economic growth: Evidence from three CEECsCaporale, GM; Spagnolo, N
2005Stock market integration and European Monetary UnionDavis, EP; Ioannidis, C; Spagnolo, N
2010Stock market integration between three CEECsCaporale, GM; Spagnolo, N
2010Stock market integration between three CEECs, Russia and the UKCaporale, GM; Spagnolo, N
2002A test for volatility spilloversSola, M; Spagnolo, F; Spagnolo, N
2005Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian CrisisArestis, P; Caporale, GM; Cipollini, A; Spagnolo, N
2009Volatility spillovers and contagion from mature to emerging stock marketsBeirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N