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~person:"Spagnolo, Fabio"
~subject:"Food price"
~subject:"Lebensmittelpreis"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Spillover effect"
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Food price
Lebensmittelpreis
Volatility
Spillover effect
5
Spillover-Effekt
5
Volatilität
5
ARCH model
2
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1980-2001
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Aufsatz in Zeitschrift
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Spagnolo, Fabio
Kang, Sang Hoon
36
Mensi, Walid
30
Bouri, Elie
28
Xuan Vinh Vo
22
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
17
Gupta, Rangan
15
Yoon, Seong-min
15
Lau, Chi Keung
13
Umar, Zaghum
13
Sehgal, Sanjay
12
Lucey, Brian M.
11
McAleer, Michael
11
Wang, Gang-Jin
11
Yousaf, Imran
11
Balli, Faruk
10
Hamori, Shigeyuki
10
Maitra, Debasish
10
Ngo Thai Hung
10
Yarovaya, Larisa
10
Abakah, Emmanuel Joel Aikins
9
Ji, Qiang
9
Kumar, Dilip
9
Shahzad, Syed Jawad Hussain
9
Brooks, Robert
8
Corbet, Shaen
8
Gubareva, Mariya
8
Naeem, Muhammad Abubakr
8
Spagnolo, Nicola
8
Wohar, Mark E.
8
Caporale, Guglielmo Maria
7
Chang, Chia-Lin
7
Chi, Xie
7
Liow, Kim Hiang
7
Malhotra, Davinder Kumar
7
Nguyen, Duc Khuong
7
Roubaud, David
7
Uribe, Jorge
7
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6
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6
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Economics letters
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International review of financial analysis
1
Journal of international financial markets, institutions & money
1
The European journal of finance
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ECONIS (ZBW)
5
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1
Cyber-attacks, spillovers and contagion in the cryptocurrency markets
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803683
Saved in:
2
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
3
Spillovers between food and energy prices and structural breaks
Al-Maadid, Alanoud
;
Caporale, Guglielmo Maria
; …
- In:
International economics : a journal published by CEPII …
150
(
2017
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011793787
Saved in:
4
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
5
A test for volatility spillovers
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
76
(
2002
)
1
,
pp. 77-84
Persistent link: https://www.econbiz.de/10001672147
Saved in:
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