Showing results 30 to 49 of 53
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Issue Date | Title | Author(s) |
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 |
2016 | Price regimes in an energy island: Tacit collusion vs. cost and network explanations | Spagnolo, N; Di Sapio, A |
18-May-2023 | Small and medium sized European firms and energy efficiency measures: the role of financing | Caporale, GM; Donati, C; Spagnolo, N |
2016 | Spillovers between food and energy prices and structural breaks | Al-Maadid, A; Caporale, GM; Spagnolo, F; Spagnolo, N |
2011 | Stock market and economic growth: Evidence from three CEECs | Caporale, GM; Spagnolo, N |
2005 | Stock market integration and European Monetary Union | Davis, EP; Ioannidis, C; Spagnolo, N |
2010 | Stock market integration between three CEECs | Caporale, GM; Spagnolo, N |
2010 | Stock market integration between three CEECs, Russia and the UK | Caporale, GM; Spagnolo, N |
24-Apr-2023 | Sustainable developments, renewable energy, and economic growth in Canada | Chen, Y; Mamon, R; Spagnolo, F; Spagnolo, N |
2002 | A test for volatility spillovers | Sola, M; Spagnolo, F; Spagnolo, N |