Matteo Foglia
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Matteo |
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Foglia |
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Affiliations
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Università degli Studi di Bari "Aldo Moro"
/ Facoltà di Economia
/ Dipartimento di Economia e Finanza
Research profile
author of:
- The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market (RePEc:cuf:journl:y:2018:v:19:i:1:angelini:foglia)
by Eliana Angelini & Matteo Foglia - Structural Differences In The Eurozone: Measuring Financial Stability By Fci (RePEc:cup:macdyn:v:24:y:2020:i:1:p:69-92_5)
by Foglia, Matteo & Cartone, Alfredo & Fiorelli, Cristiana - An explorative analysis of Italy banking financial stability (RePEc:ebl:ecbull:eb-19-00071)
by Matteo Foglia & Eliana Angelini - How does climate policy uncertainty affect financial markets? Evidence from Europe (RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300469x)
by Tedeschi, Marco & Foglia, Matteo & Bouri, Elie & Dai, Peng-Fei - The extreme risk connectedness of the new financial system: European evidence (RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003581)
by Pacelli, Vincenzo & Miglietta, Federica & Foglia, Matteo - The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation (RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000947)
by Di Tommaso, Caterina & Foglia, Matteo & Pacelli, Vincenzo - COVID-19 and Tail-event Driven Network Risk in the Eurozone (RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001513)
by Huynh, Toan Luu Duc & Foglia, Matteo & Doukas, John A. - European bank credit risk transmission during the credit Suisse collapse (RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008243)
by Nekhili, Ramzi & Foglia, Matteo & Bouri, Elie - The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness (RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000752)
by Foglia, Matteo & Addi, Abdelhamid & Angelini, Eliana - Bearish Vs Bullish risk network: A Eurozone financial system analysis (RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000142)
by Foglia, Matteo & Addi, Abdelhamid & Wang, Gang-Jin & Angelini, Eliana - Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers (RePEc:eee:intfin:v:83:y:2023:i:c:s104244312300001x)
by Gong, Jue & Wang, Gang-Jin & Zhou, Yang & Zhu, You & Xie, Chi & Foglia, Matteo - Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective (RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088)
by Foglia, Matteo & Di Tommaso, Caterina & Wang, Gang-Jin & Pacelli, Vincenzo - Feverish sentiment and global equity markets during the COVID-19 pandemic (RePEc:eee:jeborg:v:188:y:2021:i:c:p:1088-1108)
by Huynh, Toan Luu Duc & Foglia, Matteo & Nasir, Muhammad Ali & Angelini, Eliana - The diabolical sovereigns/banks risk loop: A VAR quantile design (RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300050)
by Foglia, Matteo & Angelini, Eliana - Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries (RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007675)
by Foglia, Matteo & Palomba, Giulio & Tedeschi, Marco - Systemic risk propagation in the Eurozone: A multilayer network approach (RePEc:eee:reveco:v:88:y:2023:i:c:p:332-346)
by Foglia, Matteo & Pacelli, Vincenzo & Wang, Gang-Jin - The “Donald” and the market: Is there a cointegration? (RePEc:eee:riibaf:v:45:y:2018:i:c:p:30-37)
by Angelini, Eliana & Foglia, Matteo & Ortolano, Alessandra & Leone, Maria - From me to you: Measuring connectedness between Eurozone financial institutions (RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919301886)
by Foglia, Matteo & Angelini, Eliana - Multilayer network analysis of investor sentiment and stock returns (RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000952)
by Wang, Gang-Jin & Xiong, Lu & Zhu, You & Xie, Chi & Foglia, Matteo - FinTech and fan tokens: Understanding the risks spillover of digital asset investment (RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003161)
by Foglia, Matteo & Maci, Giampiero & Pacelli, Vincenzo - Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis (RePEc:eee:tefoso:v:184:y:2022:i:c:s0040162522004784)
by Shah, Muhammad Ibrahim & Foglia, Matteo & Shahzad, Umer & Fareed, Zeeshan - Bad or good neighbours: a spatial financial contagion study (RePEc:eme:sefpps:sef-03-2020-0082)
by Matteo Foglia & Alessandra Ortolano & Elisa Di Febo & Eliana Angelini - Non-Performing Loans and Macroeconomics Factors: The Italian Case (RePEc:gam:jrisks:v:10:y:2022:i:1:p:21-:d:723008)
by Matteo Foglia - The Time-Spatial Dimension of Eurozone Banking Systemic Risk (RePEc:gam:jrisks:v:7:y:2019:i:3:p:75-:d:246287)
by Matteo Foglia & Eliana Angelini - Tail Risk and Extreme Events: Connections between Oil and Clean Energy (RePEc:gam:jrisks:v:9:y:2021:i:2:p:39-:d:497495)
by Elisa Di Febo & Matteo Foglia & Eliana Angelini - Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era (RePEc:gam:jsusta:v:12:y:2020:i:23:p:9863-:d:450945)
by Matteo Foglia & Eliana Angelini - Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks (RePEc:pre:wpaper:202337)
by Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Elie Bouri - Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks (RePEc:pre:wpaper:202415)
by Matteo Foglia & Vasilios Plakandaras & Rangan Gupta & Qiang Ji - A Riskmas Carol (RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s121-s137)
by Matteo Foglia & Eliana Angelini - Tail risk connectedness in clean energy and oil financial market (RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04745-w)
by Matteo Foglia & Eliana Angelini & Toan Luu Duc Huynh - The triple (T3) dimension of systemic risk: Identifying systemically important banks (RePEc:wly:ijfiec:v:26:y:2021:i:1:p:7-26)
by Matteo Foglia & Eliana Angelini