Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
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| Issue Date | Title | Author(s) |
|---|---|---|
| 2002 | A test for volatility spillovers | Sola, M; Spagnolo, F; Spagnolo, N |
| 2005 | Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian Crisis | Arestis, P; Caporale, GM; Cipollini, A; Spagnolo, N |
| 2002 | Are currency crises self-fulfilling? The case of Argentina | Boinet, V; Napolitano, O; Spagnolo, N |
| 2005 | Stock market integration and European Monetary Union | Davis, EP; Ioannidis, C; Spagnolo, N |
| 2009 | Volatility spillovers and contagion from mature to emerging stock markets | Beirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N |
| 2008 | Interest and exchange rate risk and stock returns: A multivariate GARCH-M modelling approach | Beirne, J; Caporale, GM; Spagnolo, N |
| 2009 | Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis | Beirne, J; Caporale, GM; Schulze-Ghattas, M; Spagnolo, N |
| 2004 | Measuring Half-Lives Using A Non-Parametric Bootstrap Approach | Caporale, GM; Cerrato, M; Spagnolo, N |
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- 1 Contagion
- 1 Contagion, Financial Crises, Cond...
- 1 Currency crises, multiple equilib...
- 1 Emerging markets
- 1 Interest rate; Volatility; Exchan...
- 1 Markov switching, GARCH, Volatili...
- 1 Purchasing Power Parity (PPP), Ha...
- 1 Stock markets
- 1 Unbiased Estimator, Non-Parametri...
- 1 Volatility spillovers
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