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Fabio Spagnolo
Fabio Spagnolo
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Title
Cited by
Cited by
Year
On Markov error‐correction models, with an application to stock prices and dividends
Z Psaradakis, M Sola, F Spagnolo
Journal of Applied Econometrics 19 (1), 69-88, 2004
2272004
Is the Feldstein–Horioka puzzle history?
J Coakley, AM Fuertes, F Spagnolo
The Manchester School 72 (5), 569-590, 2004
1952004
A test for volatility spillovers
M Sola, F Spagnolo, N Spagnolo
Economics Letters 76 (1), 77-84, 2002
1252002
Spillovers between food and energy prices and structural breaks
A Al-Maadid, GM Caporale, F Spagnolo, N Spagnolo
International Economics 150, 1-18, 2017
1172017
Red signals: current account deficits and sustainability
M Raybaudi, M Sola, F Spagnolo
Economics Letters 84 (2), 217-223, 2004
1002004
International portfolio flows and exchange rate volatility in emerging Asian markets
GM Caporale, FM Ali, F Spagnolo, N Spagnolo
Journal of International Money and Finance 76, 1-15, 2017
832017
Cyber-attacks, spillovers and contagion in the cryptocurrency markets
GM Caporale, WY Kang, F Spagnolo, N Spagnolo
Journal of International Financial Markets, Institutions and Money 74, 101298, 2021
732021
The prisoner's dilemma and regime-switching in the Greek-Turkish arms race
R Smith, M Sola, F Spagnolo
Journal of Peace Research 37 (6), 737-750, 2000
652000
Macro news and bond yield spreads in the euro area
GM Caporale, F Spagnolo, N Spagnolo
The European Journal of Finance 24 (2), 114-134, 2018
562018
The Feldstein-Horioka puzzle is not as bad as you think
J Coakley, AM Fuertes, F Spagnolo
Birkbeck College, Department of Economics, 2001
542001
Macro news and stock returns in the Euro area: a VAR-GARCH-in-mean analysis
GM Caporale, F Spagnolo, N Spagnolo
International Review of Financial Analysis 45, 180-188, 2016
522016
Non-linearities, cyber attacks and cryptocurrencies
GM Caporale, WY Kang, F Spagnolo, N Spagnolo
Finance Research Letters 32, 101297, 2020
492020
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
F Spagnolo, Z Psaradakis, M Sola
Journal of Applied Econometrics 20 (3), 423-437, 2005
452005
Macro news and exchange rates in the BRICS
GM Caporale, F Spagnolo, N Spagnolo
Finance Research Letters 21, 140-143, 2017
442017
Estimating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model
C Hevia, M Gonzalez‐Rozada, M Sola, F Spagnolo
Journal of Applied Econometrics 30 (6), 987-1009, 2015
412015
The impact of business and political news on the GCC stock markets
A Al-Maadid, GM Caporale, F Spagnolo, N Spagnolo
Research in International Business and Finance 52, 101102, 2020
392020
Contemporaneous threshold autoregressive models: estimation, testing and forecasting
MJ Dueker, M Sola, F Spagnolo
Journal of Econometrics 141 (2), 517-547, 2007
372007
Exchange rates and macro news in emerging markets
GM Caporale, F Spagnolo, N Spagnolo
Research in International Business and Finance 46, 516-527, 2018
362018
Selecting nonlinear time series models using information criteria
Z Psaradakis, M Sola, F Spagnolo, N Spagnolo
Journal of Time Series Analysis 30 (4), 369-394, 2009
352009
Macro news and commodity returns
GM Caporale, F Spagnolo, N Spagnolo
International Journal of Finance & Economics 22 (1), 68-80, 2017
342017
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