Nicola Spagnolo : Citation Profile

Are you Nicola Spagnolo?

18

H index

29

i10 index

1259

Citations

RESEARCH PRODUCTION:

59

Articles

49

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 62
   Journals where Nicola Spagnolo has often published
   Relations with other researchers
   Recent citing documents: 231.    Total self citations: 33 (2.55 %)

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   Permalink: http://citec.repec.org/psp160
   Updated: 2023-03-02    RAS profile: 2023-01-30    
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Relations with other researchers

Works with:

Caporale, Guglielmo Maria (24)

Spagnolo, Fabio (22)

Arin, Kerim (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Nicola Spagnolo.

Is cited by:

GUPTA, RANGAN (31)

Sola, Martin (23)

Balcilar, Mehmet (20)

Spagnolo, Fabio (20)

Psaradakis, Zacharias (12)

Lütkepohl, Helmut (12)

Kočenda, Evžen (12)

McAleer, Michael (12)

Wohar, Mark (11)

Caporale, Guglielmo Maria (10)

Salisu, Afees (10)

Cites to:

Caporale, Guglielmo Maria (38)

Engle, Robert (25)

Spagnolo, Fabio (20)

Hansen, Bruce (18)

Diebold, Francis (17)

Bekaert, Geert (17)

Hamilton, James (16)

Heckman, James (14)

Harvey, Campbell (14)

Rey, Helene (13)

Bollerslev, Tim (13)

Main data

Where Nicola Spagnolo has published?

Journals with more than one article published# docs
Economics Letters7
Journal of International Money and Finance3
International Economics3
Journal of Time Series Analysis3
Empirical Economics3
Finance Research Letters2
International Journal of Finance & Economics2
International Journal of Finance & Economics2
Review of International Economics2
Applied Financial Economics2
Research in International Business and Finance2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo24
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research13

Recent works citing Nicola Spagnolo (2022 and 2021)

YearTitle of citing document
2021Stock Market Reaction towards Terrorism: An Evidence Based on Seasonal Variation in Pakistan. (2021). Akhtar, Masud ; Saad, Muhammad ; Hussain, Rana Yassir ; Mirza, Hammad Hassan ; Abbas, Jauhar. In: Journal of Economic Impact. RePEc:adx:journl:v:3:y:2021:i:3:p:167-177.

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2023Does Financial Deepening Matter in the Nexus between Exchange Rate Volatility and Foreign Investment? Insight from Nigeria. (2023). Akinbobola, Temidayo Oladiran ; Abanikanda, Ezekiel Olamide. In: African Journal of Economic Review. RePEc:ags:afjecr:330408.

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2021The Impacts of Oil Prices, Exchange Rate and COVID-19 Pandemic on BIST Petrochemical Market. (2021). Camoglu, Seval Mutlu. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:1:p:17-33.

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2022“An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201.

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2021Maximum Likelihood Estimation in Possibly Misspecified Dynamic Models with Time-Inhomogeneous Markov Regimes. (2018). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Papers. RePEc:arx:papers:1612.04932.

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2021The Role of Binance in Bitcoin Volatility Transmission. (2021). Kaeck, Andreas ; Heck, Daniel ; Alexander, Carol. In: Papers. RePEc:arx:papers:2107.00298.

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2021Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia. (2021). Ardila-Dueas, Carlos David ; Vargas-Paez, Andrea Carolina. In: Borradores de Economia. RePEc:bdr:borrec:1165.

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2021Efficiency of Tanzanias foreign exchange market. (2021). Kazungu, Khatibu ; Epaphra, Manamba. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:368-381.

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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2022A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683.

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2022On the labor market effects of salience of ethnic/racial disputes. (2022). Arin, Kerim ; Zenker, Christina ; Akoz, Kivan K. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:24:y:2022:i:2:p:348-361.

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2021Jointly determining the state dimension and lag order for Markov?switching vector autoregressive models. (2021). Kwok, Simon Sai Man ; Li, Nan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:4:p:471-491.

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2022Inference in Misspecified GARCH?M Models. (2022). Smallwood, Aaron D. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:2:p:334-355.

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2022Exchange rate uncertainty and foreign direct investment in Africa: Does financial development matter?. (2022). Adu, Frank ; Alagidede, Imhotep Paul ; Asamoah, Michael Effah. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:2:p:878-898.

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2022The effect of climate change and energy shocks on food security in Irans provinces. (2022). Tarazkar, Mohammad Hassan ; Zibaei, Mansour ; Dehbidi, Navid Kargar. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:14:y:2022:i:2:p:417-437.

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2021Stock Market Volatility and Terrorism: New Evidence from the Markov Switching Model. (2021). Shahzad, Mughal Khurrum ; Hyoung-Goo, Kang ; Tariq, Mohmand Yasir ; Mumtaz, Awan Tahir ; Faheem, Aslam. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:27:y:2021:i:2:p:263-284:n:5.

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2021Selective Attention in Exchange Rate Forecasting. (2021). Kočenda, Evžen ; Kucerova, Zuzana ; Kapounek, Svatopluk. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8901.

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2022Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS. (2022). Otranto, Edoardo ; Gallo, Giampiero ; Domianello, Scaffidi L. In: Working Paper CRENoS. RePEc:cns:cnscwp:202205.

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2021Portfolio rebalancing in times of stress. (2021). Kaufmann, Sylvia ; Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael P. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15777.

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2022Brexit, what Brexit? Euro area portfolio exposures to the United Kingdom since the Brexit referendum. (2022). Schmitz, Martin ; Carvalho, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20222734.

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2022Cryptocurrency Returns, Cybercrime and Stock Market Volatility: GAS and Regime Switching Approaches. (2022). Dickason-Koekemoer, Zandri ; Sanusi, Kazeem Abimbola. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-06-7.

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2021Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6.

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2021Modelling the Impact of Oil Price on Food Imports: Case of Oman. (2021). Asrul, Abdullah M ; Devesh, Sonal. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-15.

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2021Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64.

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2021Asymmetric Impact of World Oil Prices on Marketing Margins: Application of NARDL Model for the Indonesian Coffee. (2021). Abd, Shabri M ; Syahnur, Sofyan ; Masbar, Raja ; Hazmi, Yusri ; Kamaruddin, Kamaruddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-25.

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2023Oil Exports, Political Issues, and Stock Market Nexus. (2023). Saleem, Awaz Mohamed ; Fatah, Omed Rafiq ; Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-39.

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2021Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). GUPTA, RANGAN ; Gabauer, David ; Tiwari, Aviral Kumar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071.

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2022The effect of COVID-19 pandemic on return-volume and return-volatility relationships in cryptocurrency markets. (2022). Lahmiri, Salim ; Foroutan, Parisa. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006531.

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2021An assessment of how COVID-19 changed the global equity market. (2021). Ky, Van ; Ming, Tee Chwee ; Bach, Dinh Hoang ; Nguyen, Dat Thanh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:480-491.

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2021Convergence in OPEC carbon dioxide emissions: Evidence from new panel stationarity tests with factors and breaks. (2021). Payne, James E ; Nazlioglu, Saban ; Karul, Cagin ; Rayos-Velazquez, Marco ; Lee, Jun Soo. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000870.

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2022Why exchange rate pass-through matters in forward exchange markets. (2022). Choi, Kwan E. In: Economic Modelling. RePEc:eee:ecmode:v:110:y:2022:i:c:s0264999322000414.

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2021Can home-biased investors diversify interregionally in the long run?. (2021). Ur, Mobeen ; Narayan, Seema. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:167-181.

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2021Regime switches and commonalities of the cryptocurrencies asset class. (2021). Figà-Talamanca, Gianna ; Focardi, Sergio ; Figa-Talamanca, Gianna ; Patacca, Marco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000577.

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2021Cross-region risk spillover between the stock and stock index futures markets under exogenous shocks. (2021). Zhong, Li-Xin ; Cai, Mei-Ling ; Li, Sai-Ping ; Chen, Zhang-Hangjian ; Ren, Fei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000784.

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2022Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102.

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2022Return and volatility spillovers across the Western and MENA countries. (2022). Mohammadi, Hassan ; Habibi, Hamidreza. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000031.

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2022The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. (2022). Gil-Alana, Luis ; Abakah, Emmanuel ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857.

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2022Economic policy uncertainty and industry risk on China’s stock market. (2022). Song, Jiashan ; Xue, Weina ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001127.

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2021Guilt through association: Reputational contagion and the Boeing 737-MAX disasters. (2021). Corbet, Shaen ; Larkin, Charles ; Cioroianu, Iulia. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304171.

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2021Tax news in good and bad times. (2021). Herrera, Ana Maria ; Rangaraju, Sandeep Kumar. In: Economics Letters. RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521003086.

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2022The impact of the Ukraine–Russia war on world stock market returns. (2022). BOUNGOU, Whelsy ; Yatie, Alhonita. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001355.

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2022Modeling risk contagion in the Italian zonal electricity market. (2022). Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix ; Grossi, Luigi. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:656-679.

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2023Transmission investment under uncertainty: Reconciling private and public incentives. (2023). Siddiqui, Afzal S ; Hagspiel, Verena ; Lavrutich, Maria. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1167-1188.

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2022Dependence dynamics of stock markets during COVID-19. (2022). Vo, Xuan Vinh ; Hussain, Syed Jawad ; Ahmad, Nasir ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000115.

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2022Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17). (2022). de Melo, Andre ; Noronha, George Augusto ; de Carvalho, Osmani Teixeira ; da Silva, Tarciso Gouveia. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000334.

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2021The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802.

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2021Eatery, energy, environment and economic system, 1970–2017: Understanding volatility spillover patterns in a global sample. (2021). LE, Thai-Ha ; Vo, Long Hai. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002905.

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2021The Merit-Order Effect on the Swedish bidding zone with the highest electricity flow in the Elspot market. (2021). Damette, Olivier ; Marques, Antonio Cardoso ; Macedo, Daniela Pereira. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003510.

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2021Terrorist attacks and energy firms crash risk in stock markets: Evidence from China. (2021). Xiang, Junyi ; Xiong, Mengxu ; Kong, Dongmin. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003601.

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2021Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394.

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2022Spatial merit order effects of renewables in the Italian power exchange. (2022). Sapio, Alessandro ; de Siano, Rita ; Desiano, Rita . In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000172.

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2022The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638.

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2022Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks. (2022). Sohag, Kazi ; Mariev, Oleg ; Hammoudeh, Shawkat ; Elsayed, Ahmed H ; Safonova, Yulia. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002341.

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2022Oil price uncertainty and stock price crash risk: Evidence from China. (2022). Wen, Fenghua ; Li, Yang ; Chen, Xian ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002778.

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2022Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain. (2022). Kang, Sanghoon ; Lucey, Brian M ; Hasan, Mudassar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003036.

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2022How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi Salah ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279.

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2022Stochastic convergence of per capita greenhouse gas emissions: New unit root tests with breaks and a factor structure. (2022). Nazlioglu, Saban ; Islam, Md Towhidul ; Lee, Jun Soo ; Payne, James E. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003516.

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2021Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803.

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2021The role of oil price uncertainty shocks on oil-exporting countries. (2021). Rubaszek, Michał ; Śmiech, Sławomir ; Papie, Monika ; Snarska, Magorzata. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320303686.

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2021The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications. (2021). Kang, Sang Hoon ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304011.

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2021The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

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2021Does oil price uncertainty affect corporate leverage? Evidence from China. (2021). Zhao, Yanfei ; Zhang, Zongyi ; Fan, Zhenjun. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001572.

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2021Green capacity investment under subsidy withdrawal risk. (2021). Kort, Peter ; Hagspiel, Verena. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s014098832100164x.

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2021Canadian industry level production and energy prices. (2021). Elder, John. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001857.

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2021Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions. (2021). Klein, Tony ; Alqahtani, Abdullah. In: Energy. RePEc:eee:energy:v:236:y:2021:i:c:s0360544221017898.

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2022How do dynamic jumps in global crude oil prices impact Chinas industrial sector?. (2022). Ye, Shuping ; Mou, Xinjie ; Zhang, Chuanguo. In: Energy. RePEc:eee:energy:v:249:y:2022:i:c:s0360544222005084.

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2022Nexus of energy and food nutrition prices in oil importing and exporting countries: A panel VAR model. (2022). Shokoohi, Zeinab ; Saghaian, Sayed. In: Energy. RePEc:eee:energy:v:255:y:2022:i:c:s0360544222013196.

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2021Which time-frequency domain dominates spillover in the Chinese energy stock market?. (2021). Guo, Sui ; An, Haizhong ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE ; Liu, Xueyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302842.

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2021Terrorist attacks and oil prices: Hypothesis and empirical evidence. (2021). Gong, Qiang ; Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000120.

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2021A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. (2021). Guidi, Francesco ; Cagliesi, Gabriella. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000417.

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2021The impact of geopolitical uncertainty on energy volatility. (2021). Xu, Yang ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000855.

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2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

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2021Striking the implied volatility of US drone companies. (2021). Renee, Paola Sultana ; Morelli, David ; Bevilacqua, Mattia. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001654.

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2021A comprehensive look at stock return predictability by oil prices using economic constraint approaches. (2021). Wahab, M. I. M., ; Lu, Xinjie ; Wang, Ruoxin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002258.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2022Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503.

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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x.

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2022Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Bellalah, Makram ; ben Slimane, Ikrame ; ben Amar, Amine ; Hachicha, Nejib. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002460.

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2022Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?. (2022). Jalkh, Naji ; Klein, Tony ; Bouri, Elie ; Zhang, Zhengyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002782.

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2021Do economic news releases affect tail risk? Evidence from an emerging market. (2021). Siriopoulos, Costas ; Tsagkanos, Athanasios ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030297x.

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2022Terrorism, investor sentiment, and stock market reaction: Evidence from the British and the French markets. (2022). Naoui, Kamel ; Arfaoui, Nadia. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s154461232100444x.

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2022Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries. (2022). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004451.

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2022Stock return predictability in China: Power of oil price trend. (2022). Zhang, Qunzi ; Cao, Zhen. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005006.

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2022How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques. (2022). Msolli, Badreddine ; Guesmi, Khaled ; Shah, Nida ; Raza, Syed Ali. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005225.

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2022Interdependence, contagion and speculative bubbles in cryptocurrency markets. (2022). Bazan-Palomino, Walter. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003555.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2022When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns. (2022). Demir, Ender ; Long, Huaigang ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Financial Stability. RePEc:eee:finsta:v:58:y:2022:i:c:s1572308921001236.

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2022On spillover effects between cryptocurrency-linked stocks and the cryptocurrency market: Evidence from Australia. (2022). Suardi, Sandy ; Liu, Bin ; Frankovic, Jozo. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000405.

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2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111.

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2022Terrorism and international stock returns. (2022). Bach, Dinh Hoang ; Narayan, Seema. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001736.

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2022The economic consequences of violence against civilians: Developing economic resilience to violence. (2022). Gavious, Ilanit. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001839.

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2022Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992.

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2022Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model. (2022). Roestel, Jan ; Herwartz, Helmut. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000531.

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2022Can Bitcoin be Trusted? Quantifying the economic value of blockchain transactions. (2022). Svec, Jiri ; Foley, Sean ; Dyhrberg, Anne H ; Cole, Benjamin M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000609.

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2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

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2022Understanding how ESG-focused airlines reduce the impact of the COVID-19 pandemic on stock returns. (2022). Chen, Ming-Hsiang ; Su, Ching-Hui. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:102:y:2022:i:c:s0969699722000503.

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2021Perceptions of the threat to national security and the stock market. (2021). Lambe, Brendan J ; Wisniewski, Tomasz Piotr. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:186:y:2021:i:c:p:504-522.

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2021The state-dependent trading behavior of banks in the oil futures market. (2021). Rieth, Malte ; Velinov, Anton ; Bierbaumer, Daniel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:1011-1024.

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2021Do volatility indices diminish golds appeal as a safe haven to investors before and during the COVID-19 pandemic?. (2021). Shahbaz, Muhammad ; Sarker, Ashutosh ; Hammoudeh, Shawkat ; Tanin, Tauhidul Islam. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:214-235.

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2021Eye in the sky: Private satellites and government macro data. (2021). Panayotov, George ; Mukherjee, Abhiroop ; Shon, Janghoon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:1:p:234-254.

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2021Portfolio rebalancing in times of stress. (2021). Kaufmann, Sylvia ; Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000097.

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More than 100 citations found, this list is not complete...

Works by Nicola Spagnolo:

YearTitleTypeCited
2012Linear and Non-linear Causality between CO2 Emissions and Economic Growth In: The Energy Journal.
[Full Text][Citation analysis]		article20
2003ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV?SWITCHING AUTOREGRESSIVE MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article89
2002On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models.(2002) In: Computing in Economics and Finance 2002.
[Citation analysis]
This paper has another version. Agregated cites: 89		paper
2006Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article44
2009Selecting nonlinear time series models using information criteria In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article16
2013LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH In: Manchester School.
[Full Text][Citation analysis]		article3
2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2011Stock Market Integration between Three CEECs, Russia, and the UK In: Review of International Economics.
[Citation analysis]		article30
2010Stock Market Integration between three CEECs, Russia and the UK.(2010) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		paper
2013Volatility Spillovers and Contagion from Mature to Emerging Stock Markets In: Review of International Economics.
[Full Text][Citation analysis]		article111
2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111		paper
2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111		paper
2009Volatility spillovers and contagion from mature to emerging stock markets.(2009) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111		paper
2008Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2008) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 111		paper
2002Power Properties of Nonlinearity Tests for Time Series with Markov Regimes In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article20
2016Brutality or Frequency?. An Empirical Investigation of the Effects of Terrorism on Economic Growth in India In: Revue économique.
[Full Text][Citation analysis]		article0
2022Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2009Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper84
2009Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis.(2009) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84		paper
2010Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis.(2010) In: Emerging Markets Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84		article
2013Exchange Rate Uncertainty and International Portfolio Flows In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2013Exchange Rate Uncertainty and International Portfolio Flows.(2013) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2014Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper68
2014Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		paper
2015Oil price uncertainty and sectoral stock returns in China: A time-varying approach.(2015) In: China Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68		article
2014Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper11
2014Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2016Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis.(2016) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2014Macro News and Bond Yield Spreads in the Euro Area In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper14
2014Macro News and Bond Yield Spreads in the Euro Area.(2014) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2018Macro news and bond yield spreads in the euro area.(2018) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		article
2015Spillovers between Food and Energy Prices and Structural Breaks In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper49
2017Spillovers between food and energy prices and structural breaks.(2017) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		article
2015Spillovers between Food and Energy Prices and Structural Breaks.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
2017Spillovers between food and energy prices and structural breaks.(2017) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		article
2016Spillovers between food and energy prices and structural breaks.(2016) In: NCID Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
2015Macro News and Commodity Returns In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper18
2015Macro News and Commodity Returns.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2017Macro News and Commodity Returns.(2017) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		article
2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2016Macro News and Exchange Rates in the BRICS In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper13
2016Macro News and Exchange Rates in the BRICS.(2016) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2017Macro news and exchange rates in the BRICS.(2017) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2016Exchange Rates and Macro News in Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2016Exchange Rates and Macro News in Emerging Markets.(2016) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2018Exchange rates and macro news in emerging markets.(2018) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2016Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2016Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis.(2016) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2021Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis.(2021) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2018Political Tension and Stock Markets in the Arabian Peninsula In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper1
2021Political tension and stock markets in the Arabian Peninsula.(2021) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2018The Impact of Business and Political News on the GCC Stock Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper5
2020The impact of business and political news on the GCC stock markets.(2020) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2019Financial integration in the GCC region: market size versus national effects In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2020Financial Integration in the GCC Region: Market Size Versus National Effects.(2020) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2019Non-Linearities, Cyber Attacks and Cryptocurrencies In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper11
2020Non-linearities, cyber attacks and cryptocurrencies.(2020) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2020Cross-Border Portfolio Flows and News Media Coverage In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2022Cross-border portfolio flows and news media coverage.(2022) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2020Cyber-Attacks, Cryptocurrencies, and Cyber Security In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper10
2021Cyber-attacks, spillovers and contagion in the cryptocurrency markets.(2021) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2021The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2022The COVID-19 pandemic, policy responses and stock markets in the G20.(2022) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2022Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2008The price of terror: The effects of terrorism on stock market returns and volatility In: Economics Letters.
[Full Text][Citation analysis]		article114
2011Short-term growth effects of fiscal policy revisited: A Markov-switching approach In: Economics Letters.
[Full Text][Citation analysis]		article4
2015Happiness, taxes and social provision: A note In: Economics Letters.
[Full Text][Citation analysis]		article0
2017A note on the macroeconomic consequences of ethnic/racial tension In: Economics Letters.
[Full Text][Citation analysis]		article1
2002A test for volatility spillovers In: Economics Letters.
[Full Text][Citation analysis]		article31
2003Asset prices and output growth volatility: the effects of financial crises In: Economics Letters.
[Full Text][Citation analysis]		article16
2007Predicting Markov volatility switches using monetary policy variables In: Economics Letters.
[Full Text][Citation analysis]		article6
2005Testing for contagion: a conditional correlation analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article152
2004TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS.(2004) In: International Finance.
[Full Text][Citation analysis]
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2016Price regimes in an energy island: Tacit collusion vs. cost and network explanations In: Energy Economics.
[Full Text][Citation analysis]		article12
2020The effect of a new power cable on energy prices volatility spillovers In: Energy Policy.
[Full Text][Citation analysis]		article3
2022Renewable energy and economic growth: A Markov-switching approach In: Energy.
[Full Text][Citation analysis]		article2
2022The economic and welfare state determinants of well-being in Europe In: International Economics.
[Full Text][Citation analysis]		article0
2011Exploring the dynamics between terrorism and anti-terror spending: Theory and UK-evidence In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article6
2015Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article35
2017International portfolio flows and exchange rate volatility in emerging Asian markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article19
2015Fiscal multipliers in good times and bad times In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article28
2013Fiscal Multipliers in Good Times and Bad Times.(2013) In: Departmental Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		paper
2021Financial markets and fiscal discipline in the Eurozone In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article0
2019A closer look at the employment effects of fiscal policy shocks: What have minorities got to do with it? In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2010Understanding Homeland Security: Theory and UK Evidence In: EcoMod2010.
[Full Text][Citation analysis]		paper0
2006Stock Returns and Inflation: The Impact of Inflation Targeting In: Working Papers.
[Full Text][Citation analysis]		paper2
2005Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article6
2002Testing for Causality-in-Variance: An Application to the East Asian Markets. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article56
2018Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article7
2022Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility In: Review of Economics.
[Full Text][Citation analysis]		article0
2004Evaluating currency crises: the case of the European Monetary System In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper7
2008Evaluating currency crises: the case of the European monetary system.(2008) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2011Volatility spillovers and contagion from mature and emerging stock markets. In: NCID Working Papers.
[Full Text][Citation analysis]		paper0
2012Stock Market Integration Between Three CEECs In: Journal of Economic Integration.
[Full Text][Citation analysis]		article11
2017Portfolio flows and the US dollar–yen exchange rate In: Empirical Economics.
[Full Text][Citation analysis]		article0
2014Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach In: International Series in Operations Research & Management Science.
[Citation analysis]		chapter0
2006Volatility transmission and financial crises In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article58
2018Happy PIIGS? In: Journal of Happiness Studies.
[Full Text][Citation analysis]		article0
2022Effect of Media News on Radicalization of Attitudes to Immigration In: Journal of Economics, Race, and Policy.
[Full Text][Citation analysis]		article0
2005Was the Currency Crisis in Argentina Self-Fulfilling? In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article5
2003IGARCH models and structural breaks In: Applied Economics Letters.
[Full Text][Citation analysis]		article17
2005Measuring half-lives: using a non-parametric bootstrap approach In: Applied Financial Economics Letters.
[Full Text][Citation analysis]		article4
2004Modelling East Asian exchange rates: a Markov-switching approach In: Applied Financial Economics.
[Full Text][Citation analysis]		article16
2009Central bank intervention and foreign exchange markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2010Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper7
2022On the heterogeneous effects of tax policy on labor market outcomes In: Southern Economic Journal.
[Full Text][Citation analysis]		article0

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