Nicola Spagnolo
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- Linear and Non-linear Causality between CO2 Emissions and Economic Growth (RePEc:aen:journl:33-3-02)
by Marco R. Barassi and Nicola Spagnolo - Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence (RePEc:aep:anales:4571)
by Samuel Federico Kaplan & Arin Kerim Peren & Polyzos Efstathios & Spagnolo Nicola - On The Determination Of The Number Of Regimes In Markov‐Switching Autoregressive Models (RePEc:bla:jtsera:v:24:y:2003:i:2:p:237-252)
by Zacharias Psaradakis & Nicola Spagnolo - Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching (RePEc:bla:jtsera:v:27:y:2006:i:5:p:753-766)
by Zacharias Psaradakis & Nicola Spagnolo - Selecting nonlinear time series models using information criteria (RePEc:bla:jtsera:v:30:y:2009:i:4:p:369-394)
by Zacharias Psaradakis & Martin Sola & Fabio Spagnolo & Nicola Spagnolo - Liquidity Risk, Credit Risk And The Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach (RePEc:bla:manchs:v:81:y:2013:i:6:p:925-940)
by John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo - Stock Market Integration between Three CEECs, Russia, and the UK (RePEc:bla:reviec:v:19:y:2011:i:1:p:158-169)
by Guglielmo Maria Caporale & Nicola Spagnolo - Volatility Spillovers and Contagion from Mature to Emerging Stock Markets (RePEc:bla:reviec:v:21:y:2013:i:5:p:1060-1075)
by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo - Power Properties of Nonlinearity Tests for Time Series with Markov Regimes (RePEc:bpj:sndecm:v:6:y:2002:i:3:n:2)
by Psaradakis Zacharias & Spagnolo Nicola - A Test for Volatility Spillovers (RePEc:bru:bruedp:02-04)
by Martin Sola & Fabio Spagnolo & Nicola Spagnolo - Are currency crises self-fulfilling? the case of Argentina (RePEc:bru:bruedp:02-26)
by Virginie Boinet & Oreste Napolitano & Nicola Spagnolo - Measuring Half-Lives Using A Non-Parametric Bootstrap Approach (RePEc:bru:bruedp:04-13)
by Guglielmo Maria Caporale & Mario Cerrato & Nicola Spagnolo - Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis (RePEc:bru:bruedp:05-08)
by Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo - Stock Market Integration And European Monetary Union (RePEc:bru:bruedp:05-19)
by E Philip Davis & CHRISTOS IOANNIDIS & NICOLA SPAGNOLO - A Test for Volatility Spillovers (RePEc:bru:bruppp:02-04)
by Martin Sola & Fabio Spagnolo & Nicola Spagnolo - Are currency crises self-fulfilling? the case of Argentina (RePEc:bru:bruppp:02-26)
by Virginie Boinet & Oreste Napolitano & Nicola Spagnolo - Measuring Half-Lives Using A Non-Parametric Bootstrap Approach (RePEc:bru:bruppp:04-13)
by Guglielmo Maria Caporale & Mario Cerrato & Nicola Spagnolo - Brutality or Frequency?. An Empirical Investigation of the Effects of Terrorism on Economic Growth in India (RePEc:cai:recosp:reco_pr2_0073)
by K. Peren Arin & Fabio Spagnolo & Nicola Spagnolo - Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis (RePEc:ces:ceswps:_10066)
by Guglielmo Maria Caporale & Cristiana Donati & Nicola Spagnolo - US Municipal Green Bonds and Financial Integration (RePEc:ces:ceswps:_10323)
by Guglielmo Maria Caporale & Nicola Spagnolo - Aggregate Insider Trading and Stock Market Volatility in the UK (RePEc:ces:ceswps:_10511)
by Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo - European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors (RePEc:ces:ceswps:_10799)
by Guglielmo Maria Caporale & Cristiana Donati & Nicola Spagnolo - The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence (RePEc:ces:ceswps:_11184)
by Marina Albanese & Guglielmo Maria Caporale & Ida Colella & Nicola Spagnolo - Climate Physical Risk and Asian Stock Market Returns (RePEc:ces:ceswps:_11222)
by Marina Albanese & Guglielmo Maria Caporale & Ida Colella & Nicola Spagnolo - Volatility Spillovers and Contagion from Mature to Emerging Stock Markets (RePEc:ces:ceswps:_2545)
by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo - Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis (RePEc:ces:ceswps:_2794)
by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo - Stock Market Integration between three CEECs, Russia and the UK (RePEc:ces:ceswps:_2978)
by Guglielmo Maria Caporale & Nicola Spagnolo - Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach (RePEc:ces:ceswps:_3115)
by John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo - Exchange Rate Uncertainty and International Portfolio Flows (RePEc:ces:ceswps:_4234)
by Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo - Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach (RePEc:ces:ceswps:_4881)
by Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo - Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis (RePEc:ces:ceswps:_4912)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Macro News and Bond Yield Spreads in the Euro Area (RePEc:ces:ceswps:_5008)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Spillovers between Food and Energy Prices and Structural Breaks (RePEc:ces:ceswps:_5282)
by Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Macro News and Commodity Returns (RePEc:ces:ceswps:_5551)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - International Portfolio Flows and Exchange Rate Volatility for Emerging Markets (RePEc:ces:ceswps:_5615)
by Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo - Macro News and Exchange Rates in the BRICS (RePEc:ces:ceswps:_5748)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Exchange Rates and Macro News in Emerging Markets (RePEc:ces:ceswps:_5816)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis (RePEc:ces:ceswps:_5932)
by Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo - Political Tension and Stock Markets in the Arabian Peninsula (RePEc:ces:ceswps:_7341)
by Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - The Impact of Business and Political News on the GCC Stock Markets (RePEc:ces:ceswps:_7353)
by Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Financial integration in the GCC region: market size versus national effects (RePEc:ces:ceswps:_7686)
by Kerim Peren Arin & Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo - Non-Linearities, Cyber Attacks and Cryptocurrencies (RePEc:ces:ceswps:_7692)
by Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo - Cross-Border Portfolio Flows and News Media Coverage (RePEc:ces:ceswps:_8112)
by Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo - Cyber-Attacks, Cryptocurrencies, and Cyber Security (RePEc:ces:ceswps:_8124)
by Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo - Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets (RePEc:ces:ceswps:_8324)
by Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo - The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 (RePEc:ces:ceswps:_9299)
by Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo - Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings (RePEc:ces:ceswps:_9824)
by Guglielmo Maria Caporale & Nicola Spagnolo & Awon Almajali - Spillovers between food and energy prices and structural breaks (RePEc:cii:cepiie:2017-q2-150-1)
by Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - The COVID-19 pandemic, policy responses and stock markets in the G20 (RePEc:cii:cepiie:2022-q3-172-5)
by Guglielmo Maria Caporale & Woo-Young Kang & Fabio Spagnolo & Nicola Spagnolo - Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach (RePEc:diw:diwwpp:dp1029)
by John Beirne & Guglielmo Maria Caporale & Nicola Spagnolo - Exchange Rate Uncertainty and International Portfolio Flows (RePEc:diw:diwwpp:dp1296)
by Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo - Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach (RePEc:diw:diwwpp:dp1394)
by Guglielmo Maria Caporale & Faek Menla Ali & Nicola Spagnolo - Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis (RePEc:diw:diwwpp:dp1399)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Macro News and Bond Yield Spreads in the Euro Area (RePEc:diw:diwwpp:dp1413)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Spillovers between Food and Energy Prices and Structural Breaks (RePEc:diw:diwwpp:dp1466)
by Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Macro News and Commodity Returns (RePEc:diw:diwwpp:dp1508)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - International Portfolio Flows and Exchange Rate Volatility for Emerging Markets (RePEc:diw:diwwpp:dp1519)
by Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo - Macro News and Exchange Rates in the BRICS (RePEc:diw:diwwpp:dp1545)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Exchange Rates and Macro News in Emerging Markets (RePEc:diw:diwwpp:dp1558)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis (RePEc:diw:diwwpp:dp1583)
by Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo - Volatility Spillovers and Contagion from Mature to Emerging Stock Markets (RePEc:diw:diwwpp:dp873)
by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo - Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis (RePEc:diw:diwwpp:dp942)
by John Beirne & Guglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo - Volatility spillovers and contagion from mature to emerging stock markets (RePEc:ecb:ecbwps:20091113)
by Beirne, John & Caporale, Guglielmo Maria & Schulze-Ghattas, Marianne & Spagnolo, Nicola - Oil price uncertainty and sectoral stock returns in China: A time-varying approach (RePEc:eee:chieco:v:34:y:2015:i:c:p:311-321)
by Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Nicola - Connectedness between fossil and renewable energy stock indices: The impact of the COP policies (RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000858)
by Caporale, Guglielmo Maria & Spagnolo, Nicola & Almajali, Awon - The price of terror: The effects of terrorism on stock market returns and volatility (RePEc:eee:ecolet:v:101:y:2008:i:3:p:164-167)
by Arin, K. Peren & Ciferri, Davide & Spagnolo, Nicola - Short-term growth effects of fiscal policy revisited: A Markov-switching approach (RePEc:eee:ecolet:v:110:y:2011:i:3:p:278-281)
by Arin, K. Peren & Spagnolo, Nicola - Happiness, taxes and social provision: A note (RePEc:eee:ecolet:v:135:y:2015:i:c:p:100-103)
by Albanese, Marina & Bonasia, Mariangela & Napolitano, Oreste & Spagnolo, Nicola - A note on the macroeconomic consequences of ethnic/racial tension (RePEc:eee:ecolet:v:155:y:2017:i:c:p:100-103)
by Arin, K. Peren & Koyuncu, Murat & Spagnolo, Nicola - A test for volatility spillovers (RePEc:eee:ecolet:v:76:y:2002:i:1:p:77-84)
by Sola, Martin & Spagnolo, Fabio & Spagnolo, Nicola - Asset prices and output growth volatility: the effects of financial crises (RePEc:eee:ecolet:v:79:y:2003:i:1:p:69-74)
by Caporale, Guglielmo Maria & Spagnolo, Nicola - Predicting Markov volatility switches using monetary policy variables (RePEc:eee:ecolet:v:95:y:2007:i:1:p:110-116)
by Sola, Martin & Spagnolo, Fabio & Spagnolo, Nicola - Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis (RePEc:eee:ememar:v:11:y:2010:i:3:p:250-260)
by Beirne, John & Caporale, Guglielmo Maria & Schulze-Ghattas, Marianne & Spagnolo, Nicola - Testing for contagion: a conditional correlation analysis (RePEc:eee:empfin:v:12:y:2005:i:3:p:476-489)
by Caporale, Guglielmo Maria & Cipollini, Andrea & Spagnolo, Nicola - The impact of energy, renewable and CO2 emissions efficiency on countries’ productivity (RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323002931)
by Napolitano, Oreste & Foresti, Pasquale & Kounetas, Konstantinos & Spagnolo, Nicola - Price regimes in an energy island: Tacit collusion vs. cost and network explanations (RePEc:eee:eneeco:v:55:y:2016:i:c:p:157-172)
by Sapio, Alessandro & Spagnolo, Nicola - The effect of a new power cable on energy prices volatility spillovers (RePEc:eee:enepol:v:144:y:2020:i:c:s0301421520302354)
by Sapio, Alessandro & Spagnolo, Nicola - Small and medium sized European firms and energy saving measures: The role of financing (RePEc:eee:enepol:v:179:y:2023:i:c:s0301421523001982)
by Caporale, Guglielmo Maria & Donati, Cristiana & Spagnolo, Nicola - Renewable energy and economic growth: A Markov-switching approach (RePEc:eee:energy:v:244:y:2022:i:pb:s0360544221033387)
by Chen, Yiyang & Mamon, Rogemar & Spagnolo, Fabio & Spagnolo, Nicola - Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis (RePEc:eee:finana:v:45:y:2016:i:c:p:180-188)
by Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola - Macro news and exchange rates in the BRICS (RePEc:eee:finlet:v:21:y:2017:i:c:p:140-143)
by Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola - Non-linearities, cyber attacks and cryptocurrencies (RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319309377)
by Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola - Spillovers between food and energy prices and structural breaks (RePEc:eee:inteco:v:150:y:2017:i:c:p:1-18)
by Al-Maadid, Alanoud & Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola - The economic and welfare state determinants of well-being in Europe (RePEc:eee:inteco:v:171:y:2022:i:c:p:49-57)
by Bonasia, Mariangela & Napolitano, Oreste & Spagnolo, Fabio & Spagnolo, Nicola - The COVID-19 pandemic, policy responses and stock markets in the G20 (RePEc:eee:inteco:v:172:y:2022:i:c:p:77-90)
by Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola - Cyber-attacks, spillovers and contagion in the cryptocurrency markets (RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000172)
by Caporale, Guglielmo Maria & Kang, Woo-Young & Spagnolo, Fabio & Spagnolo, Nicola - Aggregate insider trading and stock market volatility in the UK (RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001294)
by Caporale, Guglielmo Maria & Kyriacou, Kyriacos & Spagnolo, Nicola - Exploring the dynamics between terrorism and anti-terror spending: Theory and UK-evidence (RePEc:eee:jeborg:v:77:y:2011:i:2:p:189-202)
by Peren Arin, K. & Lorz, Oliver & Reich, Otto F.M. & Spagnolo, Nicola - Cross-border portfolio flows and news media coverage (RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000419)
by Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Fabio & Spagnolo, Nicola - Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach (RePEc:eee:jimfin:v:54:y:2015:i:c:p:70-92)
by Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Nicola - International portfolio flows and exchange rate volatility in emerging Asian markets (RePEc:eee:jimfin:v:76:y:2017:i:c:p:1-15)
by Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Fabio & Spagnolo, Nicola - Fiscal multipliers in good times and bad times (RePEc:eee:jmacro:v:44:y:2015:i:c:p:303-311)
by Peren Arin, K. & Koray, Faik & Spagnolo, Nicola - Exchange rates and macro news in emerging markets (RePEc:eee:riibaf:v:46:y:2018:i:c:p:516-527)
by Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola - The impact of business and political news on the GCC stock markets (RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918310778)
by Al-Maadid, Alanoud & Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola - The non-linear effect of income on the shadow economy (RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002404)
by Alfano, Maria Rosaria & Capasso, Salvatore & Ciucci, Salvatore & Spagnolo, Nicola - Financial markets and fiscal discipline in the Eurozone (RePEc:eee:streco:v:58:y:2021:i:c:p:490-499)
by Canale, Rosaria Rita & De Simone, Elina & Spagnolo, Nicola - A closer look at the employment effects of fiscal policy shocks: What have minorities got to do with it? (RePEc:een:camaaa:2019-66)
by Wifag Adnan & K. Peren Arin & Aysegul Corakci & Nicola Spagnolo - Understanding Homeland Security: Theory and UK Evidence (RePEc:ekd:002596:259600011)
by Kerim Peren ARIN & Otto. F. REICH & Oliver LORZ & Nicola SPAGNOLO - US municipal green bonds and financial integration (RePEc:elg:eechap:21716_8)
by Guglielmo Maria Caporale & Nicola Spagnolo - Environmental awareness and firm creation (RePEc:eme:jespps:jes-07-2023-0360)
by K. Peren Arin & Alessandro De Iudicibus & Nagham Sayour & Nicola Spagnolo - Stock Returns and Inflation: The Impact of Inflation Targeting (RePEc:gla:glaewp:2005_11)
by Alexandros Kontonikas & Alberto Montagnoli & Nicola Spagnolo - Stock market, economic growth and EU accession: evidence from three CEECs (RePEc:ids:ijmefi:v:5:y:2012:i:2:p:183-191)
by Guglielmo Maria Caporale & Nicola Spagnolo - Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis (RePEc:ijf:ijfiec:v:10:y:2005:i:4:p:359-367)
by Philip Arestis & Guglielmo Maria Caporale & Andrea Cipollini & Nicola Spagnolo - Testing for Causality-in-Variance: An Application to the East Asian Markets (RePEc:ijf:ijfiec:v:7:y:2002:i:3:p:235-45)
by Caporale, Guglielmo Maria & Pittis, Nikitas & Spagnolo, Nicola - Volatility Spillovers and Contagion from Mature to Emerging Stock Markets (RePEc:imf:imfwpa:2008/286)
by Guglielmo Maria Caporale & Mrs. Marianne Schulze-Gattas & John Beirne & Nicola Spagnolo - Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions (RePEc:kap:enreec:v:71:y:2018:i:4:d:10.1007_s10640-017-0190-z)
by Marco R. Barassi & Nicola Spagnolo & Yuqian Zhao - Financial Integration in the GCC Region: Market Size Versus National Effects (RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09554-6)
by Kerim Peren Arin & Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo - Fiscal Multipliers in Good Times and Bad Times (RePEc:lsu:lsuwpp:2013-08)
by Faik Koray & K. Peren Arin & Nicola Spagnolo - Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility (RePEc:lus:reveco:v:73:y:2022:i:3:p:211-221:n:1)
by Arin K. Peren & Elmassah Suzanna & Kaplan Samuel & Spagnolo Nicola - Evaluating currency crises: the case of the European Monetary System (RePEc:mmf:mmfc03:69)
by Kostas Mouratidis & Nicola Spagnolo - Spillovers between food and energy prices and structural breaks (RePEc:nva:unnvaa:wp02-2016)
by Guglielmo Maria Caporale & Alanoud Al-Maadid & Fabio Spagnolo & Nicola Spagnolo - Volatility spillovers and contagion from mature and emerging stock markets (RePEc:nva:unnvaa:wp06-2011)
by John Beirne & Guiglielmo Maria Caporale & Marianne Schulze-Ghattas & Nicola Spagnolo - Stock Market Integration Between Three CEECs (RePEc:ris:integr:0562)
by Maria Caporale, Guglielmo & Spagnolo, Nicola - Linear and Non-linear Causality between CO2 Emissions and Economic Growth (RePEc:sae:enejou:v:33:y:2012:i:3:p:23-38)
by Marco R. Barassi & Nicola Spagnolo - On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models (RePEc:sce:scecf2:83)
by Zacharias Psaradakis & Nicola Spagnolo - Evaluating currency crises: the case of the European monetary system (RePEc:spr:empeco:v:35:y:2008:i:1:p:11-27)
by Andrea Cipollini & Kostas Mouratidis & Nicola Spagnolo - Portfolio flows and the US dollar–yen exchange rate (RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1075-7)
by Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo - Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis (RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01783-5)
by Vassilios Babalos & Guglielmo Maria Caporale & Nicola Spagnolo - Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach (RePEc:spr:isochp:978-1-4899-7442-6_5)
by Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo - Volatility transmission and financial crises (RePEc:spr:jecfin:v:30:y:2006:i:3:p:376-390)
by Guglielmo Caporale & Nikitas Pittis & Nicola Spagnolo - Happy PIIGS? (RePEc:spr:jhappi:v:19:y:2018:i:6:d:10.1007_s10902-017-9873-y)
by Mariangela Bonasia & Oreste Napolitano & Nicola Spagnolo - Effect of Media News on Radicalization of Attitudes to Immigration (RePEc:spr:joerap:v:5:y:2022:i:4:d:10.1007_s41996-021-00091-4)
by Massimiliano Agovino & Maria Rosaria Carillo & Nicola Spagnolo - Do not shut up and do dribble: social media and TV consumption (RePEc:spr:jopoec:v:37:y:2024:i:2:d:10.1007_s00148-024-01034-7)
by Matteo Pazzona & Nicola Spagnolo - Was the Currency Crisis in Argentina Self-Fulfilling? (RePEc:spr:weltar:v:141:y:2005:i:2:p:357-368)
by Virginie Boinet & Oreste Napolitano & Nicola Spagnolo - IGARCH models and structural breaks (RePEc:taf:apeclt:v:10:y:2003:i:12:p:765-768)
by Guglielmo Maria Caporale & Nikitas Pittis & Nicola Spagnolo - Unknown item RePEc:taf:apfelt:v:1:y:2005:i:1:p:1-4 (article)
- Unknown item RePEc:taf:apfiec:v:14:y:2004:i:4:p:233-242 (article)
- Unknown item RePEc:taf:apfiec:v:19:y:2009:i:17:p:1417-1432 (article)
- Macro news and bond yield spreads in the euro area (RePEc:taf:eurjfi:v:24:y:2018:i:2:p:114-134)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities (RePEc:udt:wpecon:2010-12)
by Martín Solá & Zacharias Psaradakis & Fabio Spagnolo & Nicola Spagnolo - The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects (RePEc:udt:wpecon:2024_01)
by Zacharias Psaradakis & Martin Sola & Francisco Rapetti & Patricio Yunis - Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions (RePEc:udt:wpecon:2024_02)
by Zacharias Psaradakis & Martin Sola & Nicola Spagnolo & Patricio Yunis - Macro News and Commodity Returns (RePEc:wly:ijfiec:v:22:y:2017:i:1:p:68-80)
by Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - Political tension and stock markets in the Arabian Peninsula (RePEc:wly:ijfiec:v:26:y:2021:i:1:p:679-683)
by Alanoud Al‐Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo - On the heterogeneous effects of tax policy on labor market outcomes (RePEc:wly:soecon:v:88:y:2022:i:3:p:991-1036)
by Wifag Adnan & Kerim Peren Arin & Aysegul Corakci & Nicola Spagnolo - Sustainable developments, renewable energy, and economic growth in Canada (RePEc:wly:sustdv:v:31:y:2023:i:4:p:2950-2966)
by Yiyang Chen & Rogemar Mamon & Fabio Spagnolo & Nicola Spagnolo - Testing For Contagion: A Conditional Correlation Analysis (RePEc:wpa:wuwpif:0406003)
by gulielmo maria caporale & rea cipollini & nicola spagnolo