Browsing All of EconStor by Author Spagnolo, Nicola


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Year of PublicationTitleAuthor(s)
2009Volatility spillovers and contagion from mature to emerging stock marketsBeirne, John; Caporale, Guglielmo Maria; Schulze-Ghattas, Marianne; Spagnolo, Nicola
2009Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysisBeirne, John; Caporale, Guglielmo Maria; Schulze-Ghattas, Marianne; Spagnolo, Nicola
2009Volatility spillovers and contagion from mature to emerging stock marketsBeirne, John; Caporale, Guglielmo Maria; Schulze-Ghattas, Marianne; Spagnolo, Nicola
2009Volatility spillovers and contagion from mature to emerging stock marketsBeirne, John; Caporale, Guglielmo Maria; Schulze-Ghattas, Marianne; Spagnolo, Nicola
2009Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysisBeirne, John; Caporale, Guglielmo Maria; Schulze-Ghattas, Marianne; Spagnolo, Nicola
2010Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approachBeirne, John; Caporale, Guglielmo Maria; Spagnolo, Nicola
2010Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approachBeirne, John; Caporale, Guglielmo Maria; Spagnolo, Nicola
2010Stock market integration between three CEECs, Russia and the UKCaporale, Guglielmo Maria; Spagnolo, Nicola
2013Exchange Rate Uncertainty and International Portfolio FlowsCaporale, Guglielmo Maria; Menla Ali, Faek; Spagnolo, Nicola
2013Exchange rate uncertainty and international portfolio flowsCaporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola
2014Macro news and stock returns in the euro area: A VAR-GARCH-in-mean analysisCaporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola
2014Macro News and Bond Yield Spreads in the Euro AreaCaporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola
2014Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying ApproachCaporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola
2014Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means AnalysisCaporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola
2014Oil price uncertainty and sectoral stock returns in China: A time-varying approachCaporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola
2014Macro news and bond yield spreads in the euro areaCaporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola
2015Spillovers between food and energy prices and structural breaksAl-Maadid, Alanoud; Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola
2015International portfolio flows and exchange rate volatility for emerging marketsCaporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio; Spagnolo, Nicola
2015Macro news and commodity returnsCaporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola
2015Spillovers between Food and Energy Prices and Structural BreaksAl-Maadid, Alanoud; Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola