Showing results 22 to 41 of 54
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Issue Date | Title | Author(s) |
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 |
3-Jan-2020 | Political Tension and Stock Markets in the Arabian Peninsula | Al-Maadid, A; Caporale, GM; Spagnolo, F; Spagnolo, N |
2016 | Portfolio flows and the US dollar-yen exchange rate | Menla Ali, F; Spagnolo, F; Spagnolo, N |