Browsing by Author Spagnolo, N

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Issue DateTitleAuthor(s)
2009Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysisBeirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N
2015Happiness, Taxes and Social Provision: A NoteAlbanese, M; Bonasia, M; Napolitano, O; Spagnolo, N
2017Happy PIIGS?Spagnolo, N; Bonasia, M; Napolitano, O
2009Hidden Markov models for financial optimization problemsRoman, D; Mitra, G; Spagnolo, N
2019The impact of business and political news on the GCC stock marketsAl-Maadid, A; Caporale, G; Spagnolo, F; Spagnolo, N
3-Dec-2021Inflection Points, Kinks, and Jumps: A Statistical Approach to Detecting NonlinearitiesArin, P; Minniti, M; Murtinu, S; Spagnolo, N
2008Interest and exchange rate risk and stock returns: A multivariate GARCH-M modelling approachBeirne, J; Caporale, GM; Spagnolo, N
2017International portfolio flows and exchange rate volatility in emerging Asian marketsCaporale, GM; Menla Ali, F; Spagnolo, F; Spagnolo, N
2010Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approachBeirne, J; Caporale, GM; Spagnolo, N
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
13-Dec-2016Macro 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
2004Measuring Half-Lives Using A Non-Parametric Bootstrap ApproachCaporale, GM; Cerrato, M; Spagnolo, N
17-Oct-2019Non-linearities, cyber attacks and cryptocurrenciesCaporale, GM; Kang, W-Y; Spagnolo, F; Spagnolo, N
2017A Note on the Macroeconomic Consequences of Ethnic/Racial TensionSpagnolo, N; Arin, KP; Koyuncu, M
2014Oil price uncertainty and sectoral stock returns in China: A time-varying approachCaporale, GM; Ali, FM; Spagnolo, N
3-Jan-2020Political Tension and Stock Markets in the Arabian PeninsulaAl-Maadid, A; Caporale, GM; Spagnolo, F; Spagnolo, N
2016Portfolio flows and the US dollar-yen exchange rateMenla Ali, F; Spagnolo, F; Spagnolo, N
2016Price regimes in an energy island: Tacit collusion vs. cost and network explanationsSpagnolo, N; Di Sapio, A