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Results 1-10 of 21 (Search time: 0.021 seconds).
Item hits:
Issue DateTitleAuthor(s)
2016Portfolio flows and the US dollar-yen exchange rateMenla Ali, F; Spagnolo, F; Spagnolo, N
2017Macro news and bond yield spreads in the Euro areaCaporale, 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
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
2016Macro news and stock returns in the euro area: a VAR-GARCH-in-mean analysisCaporale, GM; Spagnolo, F; Spagnolo, N
2011Contemporaneous-threshold smooth transition GARCH modelsDueker, MJ; Psaradakis, Z; Sola, M; Spagnolo, F
2018Exchange rates and macro news in emerging marketsCaporale, GM; Spagnolo, F; Spagnolo, N
2017Macro news and commodity returnsCaporale, GM; Spagnolo, F; Spagnolo, N