Nicola Spagnolo : Citation Profile

Are you Nicola Spagnolo?

18

H index

29

i10 index

1353

Citations

RESEARCH PRODUCTION:

64

Articles

52

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (2002 - 2023). See details.
   Cites by year: 64
   Journals where Nicola Spagnolo has often published
   Relations with other researchers
   Recent citing documents: 186.    Total self citations: 34 (2.45 %)

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   Permalink: http://citec.repec.org/psp160
   Updated: 2023-11-04    RAS profile: 2023-10-11    
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Relations with other researchers

Works with:

Caporale, Guglielmo Maria (25)

Spagnolo, Fabio (16)

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)

Lütkepohl, Helmut (12)

Psaradakis, Zacharias (12)

Kočenda, Evžen (12)

Corbet, Shaen (11)

Otranto, Edoardo (11)

Wohar, Mark (11)

Caporale, Guglielmo Maria (10)

Cites to:

Caporale, Guglielmo Maria (43)

Engle, Robert (27)

Spagnolo, Fabio (20)

Hansen, Bruce (19)

Diebold, Francis (18)

Bekaert, Geert (17)

Hamilton, James (17)

Heckman, James (14)

Harvey, Campbell (14)

Kaminsky, Graciela (13)

Pesaran, Mohammad (13)

Main data

Where Nicola Spagnolo has published?

Journals with more than one article published# docs
Economics Letters7
Journal of International Money and Finance3
Empirical Economics3
International Economics3
Journal of Time Series Analysis3
Energy Economics2
Research in International Business and Finance2
International Economics2
International Journal of Finance & Economics2
Energy Policy2
Finance Research Letters2
International Journal of Finance & Economics2
Review of International Economics2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo26
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research13

Recent works citing Nicola Spagnolo (2023 and 2022)

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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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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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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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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2022Output fluctuations and portfolio flows to emerging economies: The role of monetary uncertainty. (2022). Ba, Nguyen. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:3:p:285-295.

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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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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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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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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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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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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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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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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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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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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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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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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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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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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 Alberiko ; 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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2022A novel estimation of time-varying quantile correlation for financial contagion detection. (2022). Wu, Yuehua ; Li, Mingge ; Ye, Wuyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001334.

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2022Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility. (2022). Guillen, Montserrat ; Vidal-Llana, Xenxo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s106294082200170x.

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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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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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2022Measuring the impact of digital exchange cyberattacks on Bitcoin Returns. (2022). Ah, Seung ; Milunovich, George. In: Economics Letters. RePEc:eee:ecolet:v:221:y:2022:i:c:s0165176522003676.

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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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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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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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2022Global oil price uncertainty and excessive corporate debt in China. (2022). Yan, Cheng ; Jin, Chenglu ; Qin, Jianing ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005072.

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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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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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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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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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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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2022Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine. (2022). Zaremba, Adam ; Demir, Ender ; Bdowska-Sojka, Barbara. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003981.

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2022The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities. (2022). Sene, Babacar ; Bassene, Theophile ; Marcelin, Isaac ; Lo, Gaye-Del. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004007.

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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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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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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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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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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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2022Modelling the trade balance between the northern and southern eurozone using an intertemporal approach. (2022). Pouliot, William ; Boonman, Tjeerd ; Pilbeam, Keith ; Litsios, Ioannis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:121:y:2022:i:c:s0261560621001595.

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2022Foreign participation in local currency government bond markets in emerging Asia: Benefits and pitfalls to market stability. (2022). Ho, Edmund. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001024.

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2022Measuring 25 years of global equity market co-movement using a time-varying spatial model. (2022). Prange, Philipp ; Peter, Franziska J ; Thomas, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001115.

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2022Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period. (2022). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s170349492100044x.

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2022Modelling volatility transmission in regional Asian stock markets. (2022). Azimova, Tarana. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000342.

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2022Impact of global oil and gold prices on the Iran stock market returns during the Covid-19 pandemic using the quantile regression approach. (2022). Khanzadi, A ; Sh, M ; Zeinedini, SH. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000526.

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2022The relationship between global stock and precious metals under Covid-19 and happiness perspectives. (2022). Quc, Nguyn Khc ; Vn, LE. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722000836.

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2022Oil price explosivity and stock return: Do sector and firm size matter?. (2022). Budak, Hilal ; Aktekin, Emine Dilara ; Yagli, Ibrahim ; Haykir, Ozkan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003373.

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2022Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches. (2022). Taspinar, Nigar ; Coskun, Merve. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004111.

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2022Covid-19 and oil and gold price volatilities: Evidence from China market. (2022). Wisetsri, Worakamol ; Ageli, Mohammed Moosa ; Quynh, Nguyen Ngoc ; Cong, Phan The ; Maneengam, Apichit ; Yen-Ku, Kuo ; Xiaozhong, Cui. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004676.

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2022Impact of oil price uncertainty shocks on China’s macro-economy. (2022). Du, Xiaodong ; Zhou, Jinlan ; Zhang, Xiaoyu. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005232.

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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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2022Does inter-region portfolio diversification pay more than the international diversification?. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Ur, Mobeen ; Ahmad, Nasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:26-35.

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2022On the interdependence between biofuel, fossil fuel and agricultural food prices: Evidence from quantile tests. (2022). Yoon, Seong-Min. In: Renewable Energy. RePEc:eee:renene:v:199:y:2022:i:c:p:536-545.

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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]		article21
2022Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence In: Asociación Argentina de Economía Política: Working Papers.
[Full Text][Citation analysis]		paper0
2003ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV?SWITCHING AUTOREGRESSIVE MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article90
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: 90		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]		article47
2009Selecting nonlinear time series models using information criteria In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article17
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]		article32
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: 32		paper
2013Volatility Spillovers and Contagion from Mature to Emerging Stock Markets In: Review of International Economics.
[Full Text][Citation analysis]		article114
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: 114		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: 114		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: 114		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: 114		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
2023US Municipal Green Bonds and Financial Integration In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Aggregate Insider Trading and Stock Market Volatility in the UK 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]		paper90
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: 90		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: 90		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]		paper81
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: 81		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: 81		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]		paper16
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: 16		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: 16		article
2015Spillovers between Food and Energy Prices and Structural Breaks In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper54
2017Spillovers between food and energy prices and structural breaks.(2017) In: International Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		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: 54		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: 54		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: 54		paper
2015Macro News and Commodity Returns In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper19
2015Macro News and Commodity Returns.(2015) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2017Macro News and Commodity Returns.(2017) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2015International Portfolio Flows and Exchange Rate Volatility for Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
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: 3		paper
2016Macro News and Exchange Rates in the BRICS In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper14
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: 14		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: 14		article
2016Exchange Rates and Macro News in Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper9
2016Exchange Rates and Macro News in Emerging Markets.(2016) In: Discussion Papers of DIW Berlin.
[Full Text][Citation analysis]
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2018Exchange rates and macro news in emerging markets.(2018) In: Research in International Business and Finance.
[Full Text][Citation analysis]
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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 In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
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: 2		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.
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2018Political Tension and Stock Markets in the Arabian Peninsula In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2021Political tension and stock markets in the Arabian Peninsula.(2021) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
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2018The Impact of Business and Political News on the GCC Stock Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
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: 6		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]
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2019Non-Linearities, Cyber Attacks and Cryptocurrencies In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper14
2020Non-linearities, cyber attacks and cryptocurrencies.(2020) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		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]
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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]		paper18
2021Cyber-attacks, spillovers and contagion in the cryptocurrency markets.(2021) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
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2021The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2022The COVID-19 pandemic, policy responses and stock markets in the G20.(2022) In: International Economics.
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2022The COVID-19 pandemic, policy responses and stock markets in the G20.(2022) In: International Economics.
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2022Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2023Connectedness between fossil and renewable energy stock indices: The impact of the COP policies In: Economic Modelling.
[Full Text][Citation analysis]		article0
2008The price of terror: The effects of terrorism on stock market returns and volatility In: Economics Letters.
[Full Text][Citation analysis]		article125
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]		article7
2005Testing for contagion: a conditional correlation analysis In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article153
2004TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS.(2004) In: International Finance.
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2023The impact of energy, renewable and CO2 emissions efficiency on countries’ productivity In: Energy Economics.
[Full Text][Citation analysis]		article0
2016Price regimes in an energy island: Tacit collusion vs. cost and network explanations In: Energy Economics.
[Full Text][Citation analysis]		article14
2020The effect of a new power cable on energy prices volatility spillovers In: Energy Policy.
[Full Text][Citation analysis]		article4
2023Small and medium sized European firms and energy saving measures: The role of financing In: Energy Policy.
[Full Text][Citation analysis]		article0
2022Renewable energy and economic growth: A Markov-switching approach In: Energy.
[Full Text][Citation analysis]		article3
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]		article7
2015Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article38
2017International portfolio flows and exchange rate volatility in emerging Asian markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article20
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]
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2021Financial markets and fiscal discipline in the Eurozone In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article1
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
2012Stock market, economic growth and EU accession: evidence from three CEECs In: International Journal of Monetary Economics and Finance.
[Full Text][Citation analysis]		article6
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]		article59
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.
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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.
[Citation analysis]		chapter0
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.
[Full Text][Citation analysis]		article1
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.
[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]		article17
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.
[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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team