Nicola Spagnolo : Citation Profile


Are you Nicola Spagnolo?

19

H index

29

i10 index

1370

Citations

RESEARCH PRODUCTION:

66

Articles

53

Papers

1

Chapters

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 62
   Journals where Nicola Spagnolo has often published
   Relations with other researchers
   Recent citing documents: 84.    Total self citations: 34 (2.42 %)

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   Permalink: http://citec.repec.org/psp160
   Updated: 2024-01-16    RAS profile: 2024-01-14    
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Relations with other researchers


Works with:

Caporale, Guglielmo Maria (21)

Spagnolo, Fabio (12)

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 (32)

Sola, Martin (23)

Spagnolo, Fabio (20)

Balcilar, Mehmet (20)

Psaradakis, Zacharias (12)

Lütkepohl, Helmut (12)

Kočenda, Evžen (12)

Wohar, Mark (11)

Otranto, Edoardo (11)

Corbet, Shaen (11)

Salisu, Afees (11)

Cites to:

Caporale, Guglielmo Maria (43)

Engle, Robert (27)

Hansen, Bruce (21)

Spagnolo, Fabio (20)

Diebold, Francis (18)

Hamilton, James (17)

Bekaert, Geert (17)

Harvey, Campbell (14)

Heckman, James (14)

Fratzscher, Marcel (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
Empirical Economics3
Journal of Time Series Analysis3
Review of International Economics2
Energy Economics2
International Journal of Finance & Economics2
International Journal of Finance & Economics2
International Economics2
Finance Research Letters2
Journal of International Financial Markets, Institutions and Money2
Energy Policy2
Research in International Business and Finance2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo27
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research13

Recent works citing Nicola Spagnolo (2024 and 2023)


YearTitle of citing document
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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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Securing containerized supply chain through public and private partnership. (2023). Gumus, Mehmet ; Pourakbar, Morteza ; Nikoofal, Mohammad Ebrahim. In: Production and Operations Management. RePEc:bla:popmgt:v:32:y:2023:i:7:p:2341-2361.

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2023Cybercrime on the Ethereum Blockchain. (2023). Yuan, YE ; Nam, Rachel J ; Momtaz, Paul P ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10598.

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2023On the relationship between Markov Switching inference and Fuzzy Clustering: A Monte Carlo evidence. (2023). Otranto, E ; Domianello, Scaffidi L. In: Working Paper CRENoS. RePEc:cns:cnscwp:202304.

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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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2023The Economic Impact of the US Unconventional Monetary Policy, Global Commodity Shocks, and Oil Price Shocks on ASEAN 3. (2023). Rifa, Khamdan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-65.

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2023Blockchain + IoT sensor network to measure, evaluate and incentivize personal environmental accounting and efficient energy use in indoor spaces. (2023). Braham, William W ; Hakkarainen, Max ; Waegel, Alex ; Ma, Nan ; Aviv, Dorit ; Glass, Lior. In: Applied Energy. RePEc:eee:appene:v:332:y:2023:i:c:s0306261922017007.

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2023The impact of natural disaster risk on the return of agricultural futures. (2023). Yu, Qin ; Tse, Yiuman ; Liu, Qingfu ; Hua, Renhai. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000520.

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2023Do foreign investors have a positive impact on the domestic government bonds market? A panel pooled mean group approach. (2023). Roca, Eduardo ; Su, Jen-Je ; Akimov, Alexandr ; Conterius, Simeon. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:863-875.

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2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

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2023Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach. (2023). Salisu, Afees ; Gambo, Ali I ; Tumala, Mohammed M. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:707-717.

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2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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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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2023Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656.

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2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

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2023Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250.

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2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

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2023The US-China trade war and the volatility linkages between energy and agricultural commodities. (2023). Poon, Wai-Ching ; Bouri, Elie ; Hasanov, Akram Shavkatovich ; Ling, Natalie Fang. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001032.

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2023Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329.

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2023Bilevel programming approach for the quantitative analysis of renewable portfolio standards considering the electricity market. (2023). Yun, Sangmin ; Oh, Hyobin ; Shin, Han Sol ; Kwag, Kyuhyeong ; Kim, Wook ; Hwang, Pyeong-Ik. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pd:s0360544222028997.

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2023Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x.

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2023The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach. (2023). Sharif, Arshian ; Shah, Nida ; Raza, Syed Ali ; Gao, Pengpeng ; Sun, Yunpeng. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002062.

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2023Potential utilization of hydrogen in the UAEs industrial sector. (2023). Mezher, Toufic ; El-Fadel, Mutasem ; Bouabid, Ali ; Ramadan, Mohamad ; Zaiter, Issa. In: Energy. RePEc:eee:energy:v:280:y:2023:i:c:s0360544223015025.

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2023Exploring the moderating role of foreign direct investment in the renewable energy and economic growth nexus: Evidence from West Africa. (2023). Ampah, Jeffrey Dankwa ; Chen, Xudong ; Appiah-Otoo, Isaac. In: Energy. RePEc:eee:energy:v:281:y:2023:i:c:s0360544223017401.

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2023Does oil price uncertainty matter in firm innovation? Evidence from China. (2023). Song, Xinyu ; Yang, Baochen. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s105752192300203x.

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2023Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314.

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2023Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict. (2023). Vo, Xuan Vinh ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005657.

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2023Cybersecurity risks and central banks’ sentiment on central bank digital currency: Evidence from global cyberattacks. (2023). Olivares, Resi Ong ; Zhao, BO ; Tian, Shu. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007851.

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2023Geopolitical risk and stock market volatility: A global perspective. (2023). Li, Shaofang ; He, Mengxi ; Zhang, Yaojie. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007966.

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2023COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective. (2023). Xiao, Kaitian ; Yu, Xiaoling. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000430.

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2023Reputational contagion and the fall of FTX: Examining the response of tokens to the delegitimization of FTT. (2023). Goodell, John W ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000788.

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2023Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009.

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2023Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks. (2023). Goodell, John W ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001381.

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2023The reaction of the financial market to the January 6 United States Capitol attack: An intraday study. (2023). Stoica, Ovidiu ; Gherghina, Ştefan ; Mehdian, Seyed ; Stephens, John. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004208.

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2023Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S.. (2023). Jiang, Cheng ; Chauvet, Marcelle. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000989.

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2023Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85.

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2023Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x.

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2023Political stability and credibility of currency board. (2023). Ho, Wai-Yip Alex ; Fu, Liang ; Feng, Shu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001122.

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2023Taxes and firm investment. (2023). Arin, Kerim ; Mazur, Mieszko ; Devereux, Kevin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000174.

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2023Volatility contagion between oil and the stock markets of G7 countries plus India and China. (2023). Pradhan, Ashis ; Bandaru, Ramakrishna ; Guru, Biplab Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000855.

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2023Spillover effects between internet financial industry and traditional financial industry: Evidence from the Chinese stock market. (2023). Cheng, Lee-Young ; Wang, Shengjin ; Yang, Yuhong ; Li, Ruihai ; Shen, Anran ; Zheng, Yingfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000379.

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2023The effects of terrorist attacks on inventor productivity and mobility. (2023). Petmezas, Dimitris ; Nguyen, Tung ; Fich, Eliezer M. In: Research Policy. RePEc:eee:respol:v:52:y:2023:i:1:s0048733322001767.

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2023Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis. (2023). Vigne, Samuel A ; Karim, Sitara ; Hamouda, Foued ; Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:557-575.

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2023Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185.

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2023Store of value or speculative investment? market reaction to corporate announcements of cryptocurrency acquisition. (2023). Colombo, Jéfferson ; Yousaf, Imran ; Gimenes, Andre Dias. In: Textos para discussão. RePEc:fgv:eesptd:563.

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2023Scalar Measures of Volatility and Dependence for the Multivariate Models with Applications to Asian Financial Markets. (2023). Bera, Anil K ; Kim, Sangwhan. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:212-:d:1108433.

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2023Interdependence between the BRICS Stock Markets and the Oil Price since the Onset of Financial and Economic Crises. (2023). Bouslama, Narjess. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:316-:d:1183137.

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2023Heterogeneous Impacts of Policy Sentiment with Different Themes on Real Estate Market: Evidence from China. (2023). Liu, Shuqin ; Lv, Benfu ; Ma, Diandian. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1690-:d:1037103.

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2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict. (2023). Goutte, Stéphane ; ben Amar, Amine ; Bouattour, Mondher ; Bellalah, Makram. In: Working Papers. RePEc:hal:wpaper:halshs-04064084.

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2023The Impact of News Related Covid-19 on Exchange Rate Volatility:A New Evidence From Generalized Autoregressive Score Model. (2023). Erer, Deniz. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2023:i:38:p:105-126.

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2023Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective. (2023). Bhardwaj, Indira ; Sharma, Sudhi ; Yadav, Miklesh Prasad. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09381-9.

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2023A note on CO2 emissions using two new tests. (2023). Sephton, Peter ; Omay, Tolga. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:4:d:10.1007_s10663-023-09584-x.

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2023Solvency determinants: evidence from the Takaful insurance industry. (2023). Tzouvanas, Panagiotis ; Pagas, Paraskevas ; Daynes, Arief ; Alokla, Jassem. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:48:y:2023:i:4:d:10.1057_s41288-021-00263-1.

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2023Investigating Volatility Transmissions among Sovereign Bonds in African and Emerging Markets Using Multivariate GARCH Models. (2023). Debalke, Negash Mulatu. In: MPRA Paper. RePEc:pra:mprapa:118447.

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2023The words have power: the impact of news on exchange rates. (2023). Shugliashvili, Teona. In: FFA Working Papers. RePEc:prg:jnlwps:v:5:y:2023:id:5.006.

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2023Screening for Collusion in Wholesale Electricity Markets: A Review of the Literature. (2023). Silveira, Douglas ; Eckert, Andrew ; Brown, David P. In: Working Papers. RePEc:ris:albaec:2023_007.

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2023Asymmetric Effects of Commodity Prices on Stock Returns of BRICS Countries. (2023). Singla, Ravi ; Kaur, Parminder. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:1:p:145-164.

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2023Public Opinion and Immigration in Europe: Can Regional Migration Flows Predict Public Attitudes to Immigration?. (2023). Gonnot, Jerome ; Draanova, Lenka. In: RSCAS Working Papers. RePEc:rsc:rsceui:2023/18.

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2023What Explains the Volatility in Pakistan’s Sovereign Bond Yields?. (2023). Hyder, Zulfiqar ; Waheed, Mohsin. In: SBP Working Paper Series. RePEc:sbp:wpaper:112.

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2023The impact of pandemic on dynamic volatility spillover network of international stock markets. (2023). Shao, Liuguo ; Lan, Tingting ; Yuan, Caijun ; Zhang, Hua. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02422-w.

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2023Convergence of GHGs emissions in the long-run: aerosol precursors, reactive gases and aerosols—a nonlinear panel approach. (2023). Omay, Tolga ; Romero-Avila, Diego. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:25:y:2023:i:11:d:10.1007_s10668-022-02566-2.

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2023A new design for market power monitoring in the electricity market. A simulation for Italy. (2023). Polinori, Paolo ; Derrico, Maria Chiara ; Bollino, Carlo Andrea ; Bigerna, Simona. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:40:y:2023:i:1:d:10.1007_s40888-022-00276-6.

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2023Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?. (2023). Wang, Xin-Yi ; Chen, BO ; Song, YU. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00445-3.

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2023Is a correlation-based investment strategy beneficial for long-term international portfolio investors?. (2023). Ma, Chaoqun ; Ren, Yi-Shuai ; Ur, Mobeen ; Narayan, Seema Wati. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00471-9.

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2023Group-specific behavior change following terror attacks. (2023). Zettler, Ingo ; Dammeyer, Jesper ; Alessandretti, Laura ; Juul, Jonas L ; Mathiesen, Joachim ; Lehmann, Sune. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:6:y:2023:i:1:d:10.1007_s42001-022-00188-2.

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2023The Predictive Power of Financial Stress on the Financial Markets Dynamics: Hidden Markov Model. (2023). Abbes, Mouna Boujelbene ; Soltani, Hayet. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09600-z.

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2023Linear approximation of the Threshold AutoRegressive model: an application to order estimation. (2023). Vitale, Cosimo Damiano ; Niglio, Marcella ; Giordano, Francesco. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:32:y:2023:i:1:d:10.1007_s10260-022-00638-1.

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2023Cross-border investment and the decline of exchange rate volatility: implications for Euro area bilateral investments. (2023). Sokolenko, Oleksandra ; Giofre, Maela. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:3:d:10.1007_s10290-022-00477-y.

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2023Conventional and Islamic Equity Market Reaction Towards Terrorism: Evidence Based on Target Types, Location and Islamic Calendar Months. (2023). Yassir, Hussain Rana ; Haroon, Hussain ; Mohd, Taib Hasniza ; Hira, Irshad. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:33:y:2023:i:4:p:70-116:n:2.

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2023CO2 Emissions and GDP: A Revisited Kuznets Curve Version via a Panel Threshold MIDAS-VAR Model in Europe for a Recent Period. (2023). Zhelyazkova, Virginia ; Goldman, Sarah. In: Economic Research Guardian. RePEc:wei:journl:v:13:y:2023:i:2:p:82-99.

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2023The euro to dollar exchange rate in the Covid?19 era: Evidence from spectral causality and Markov?switching estimation. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Daglis, Theodoros ; Melissaropoulos, Ioannis G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2037-2055.

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2023El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Epni, Ouzhan ; Bonato, Matteo. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:785-801.

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2023Monetary policy, external instruments, and heteroskedasticity. (2023). Podstawski, Maximilian ; Rieth, Malte ; Schlaak, Thore. In: Quantitative Economics. RePEc:wly:quante:v:14:y:2023:i:1:p:161-200.

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Works by Nicola Spagnolo:


YearTitleTypeCited
2012Linear and Non-linear Causality between CO2 Emissions and Economic Growth In: The Energy Journal.
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2022Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence In: Asociación Argentina de Economía Política: Working Papers.
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2009Selecting nonlinear time series models using information criteria In: Journal of Time Series Analysis.
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2013LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH In: Manchester School.
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2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: CESifo Working Paper Series.
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2010Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach.(2010) In: Discussion Papers of DIW Berlin.
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2010Stock Market Integration between three CEECs, Russia and the UK.(2010) In: CESifo Working Paper Series.
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2013Volatility Spillovers and Contagion from Mature to Emerging Stock Markets In: Review of International Economics.
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2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: CESifo Working Paper Series.
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2009Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2009) In: Discussion Papers of DIW Berlin.
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2009Volatility spillovers and contagion from mature to emerging stock markets.(2009) In: Working Paper Series.
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2008Volatility Spillovers and Contagion from Mature to Emerging Stock Markets.(2008) In: IMF Working Papers.
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2002Power Properties of Nonlinearity Tests for Time Series with Markov Regimes In: Studies in Nonlinear Dynamics & Econometrics.
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2009Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis In: CESifo Working Paper Series.
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2009Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis.(2009) In: Discussion Papers of DIW Berlin.
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2013Exchange Rate Uncertainty and International Portfolio Flows In: CESifo Working Paper Series.
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2014Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach.(2014) In: Discussion Papers of DIW Berlin.
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2014Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis.(2014) In: Discussion Papers of DIW Berlin.
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2016Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis.(2016) In: International Review of Financial Analysis.
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2018Macro news and bond yield spreads in the euro area.(2018) In: The European Journal of Finance.
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2015Spillovers between Food and Energy Prices and Structural Breaks In: CESifo Working Paper Series.
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2017Spillovers between food and energy prices and structural breaks.(2017) In: International Economics.
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2015Spillovers between Food and Energy Prices and Structural Breaks.(2015) In: Discussion Papers of DIW Berlin.
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2017Spillovers between food and energy prices and structural breaks.(2017) In: International Economics.
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2016Spillovers between food and energy prices and structural breaks.(2016) In: NCID Working Papers.
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2017Macro News and Commodity Returns.(2017) In: International Journal of Finance & Economics.
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2016Macro News and Exchange Rates in the BRICS.(2016) In: Discussion Papers of DIW Berlin.
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2017Macro news and exchange rates in the BRICS.(2017) In: Finance Research Letters.
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2016Exchange Rates and Macro News in Emerging Markets.(2016) In: Discussion Papers of DIW Berlin.
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2018Exchange rates and macro news in emerging markets.(2018) In: Research in International Business and Finance.
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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.
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2018Political Tension and Stock Markets in the Arabian Peninsula In: CESifo Working Paper Series.
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2021Political tension and stock markets in the Arabian Peninsula.(2021) In: International Journal of Finance & Economics.
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2018The Impact of Business and Political News on the GCC Stock Markets In: CESifo Working Paper Series.
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2020The impact of business and political news on the GCC stock markets.(2020) In: Research in International Business and Finance.
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2019Financial integration in the GCC region: market size versus national effects In: CESifo Working Paper Series.
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2020Financial Integration in the GCC Region: Market Size Versus National Effects.(2020) In: Open Economies Review.
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2019Non-Linearities, Cyber Attacks and Cryptocurrencies In: CESifo Working Paper Series.
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2020Non-linearities, cyber attacks and cryptocurrencies.(2020) In: Finance Research Letters.
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2020Cross-Border Portfolio Flows and News Media Coverage In: CESifo Working Paper Series.
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2022Cross-border portfolio flows and news media coverage.(2022) In: Journal of International Money and Finance.
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2023Connectedness between fossil and renewable energy stock indices: The impact of the COP policies In: Economic Modelling.
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2008The price of terror: The effects of terrorism on stock market returns and volatility In: Economics Letters.
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2011Short-term growth effects of fiscal policy revisited: A Markov-switching approach In: Economics Letters.
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2015Happiness, taxes and social provision: A note In: Economics Letters.
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2017A note on the macroeconomic consequences of ethnic/racial tension In: Economics Letters.
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article1
2002A test for volatility spillovers In: Economics Letters.
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article31
2003Asset prices and output growth volatility: the effects of financial crises In: Economics Letters.
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article16
2007Predicting Markov volatility switches using monetary policy variables In: Economics Letters.
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article7
2005Testing for contagion: a conditional correlation analysis In: Journal of Empirical Finance.
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2004TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS.(2004) In: International Finance.
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2016Price regimes in an energy island: Tacit collusion vs. cost and network explanations In: Energy Economics.
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2020The effect of a new power cable on energy prices volatility spillovers In: Energy Policy.
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2022Renewable energy and economic growth: A Markov-switching approach In: Energy.
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2022The economic and welfare state determinants of well-being in Europe In: International Economics.
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2011Exploring the dynamics between terrorism and anti-terror spending: Theory and UK-evidence In: Journal of Economic Behavior & Organization.
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article7
2015Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach In: Journal of International Money and Finance.
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article38
2017International portfolio flows and exchange rate volatility in emerging Asian markets In: Journal of International Money and Finance.
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2015Fiscal multipliers in good times and bad times In: Journal of Macroeconomics.
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2013Fiscal Multipliers in Good Times and Bad Times.(2013) In: Departmental Working Papers.
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2010Understanding Homeland Security: Theory and UK Evidence In: EcoMod2010.
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2024Environmental awareness and firm creation In: Journal of Economic Studies.
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2006Stock Returns and Inflation: The Impact of Inflation Targeting In: Working Papers.
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2012Stock market, economic growth and EU accession: evidence from three CEECs In: International Journal of Monetary Economics and Finance.
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2005Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis In: International Journal of Finance & Economics.
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2002Testing for Causality-in-Variance: An Application to the East Asian Markets. In: International Journal of Finance & Economics.
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2018Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions In: Environmental & Resource Economics.
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2022Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility In: Review of Economics.
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2004Evaluating currency crises: the case of the European Monetary System In: Money Macro and Finance (MMF) Research Group Conference 2003.
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2008Evaluating currency crises: the case of the European monetary system.(2008) In: Empirical Economics.
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2011Volatility spillovers and contagion from mature and emerging stock markets. In: NCID Working Papers.
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2012Stock Market Integration Between Three CEECs In: Journal of Economic Integration.
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2017Portfolio flows and the US dollar–yen exchange rate In: Empirical Economics.
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2014Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach In: International Series in Operations Research & Management Science.
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2006Volatility transmission and financial crises In: Journal of Economics and Finance.
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2018Happy PIIGS? In: Journal of Happiness Studies.
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2022Effect of Media News on Radicalization of Attitudes to Immigration In: Journal of Economics, Race, and Policy.
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2005Was the Currency Crisis in Argentina Self-Fulfilling? In: Review of World Economics (Weltwirtschaftliches Archiv).
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2003IGARCH models and structural breaks In: Applied Economics Letters.
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2005Measuring half-lives: using a non-parametric bootstrap approach In: Applied Financial Economics Letters.
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2004Modelling East Asian exchange rates: a Markov-switching approach In: Applied Financial Economics.
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2009Central bank intervention and foreign exchange markets In: Applied Financial Economics.
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2010Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities In: Department of Economics Working Papers.
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