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~person:"Spagnolo, Nicola"
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A note on the temporal variabi...
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Spagnolo, Nicola
McAleer, Michael
384
Gupta, Rangan
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292
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272
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172
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145
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144
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143
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131
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128
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128
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125
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116
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115
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112
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109
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107
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99
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98
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96
Palacios, Milagros
95
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94
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94
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93
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ECONIS (ZBW)
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Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean Analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2016
post-September 2008 period. There are also
volatility
spillovers from stock market returns to equity fund flows both before …
Persistent link: https://www.econbiz.de/10011482859
Saved in:
2
Price of a surprise : the effects of election outcomes on stock market returns and
volatility
Arin, Kerim Peren
;
El-Massah, Suzanna
;
Kaplan, Samuel
; …
- In:
Review of economics
73
(
2022
)
3
,
pp. 211-221
Persistent link: https://www.econbiz.de/10013553757
Saved in:
3
Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2016
post-September 2008 period. There are also
volatility
spillovers from stock market returns to equity fund flows both before …
Persistent link: https://www.econbiz.de/10011479824
Saved in:
4
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
China economic review : an international journal
34
(
2015
),
pp. 311-321
Persistent link: https://www.econbiz.de/10011459802
Saved in:
5
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:
6
Equity fund flows and stock market returns in the US before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
-
2016
Persistent link: https://www.econbiz.de/10011536693
Saved in:
7
Macro news and bond yield spreads in the Euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
reaction has increased during the recent financial crisis. News
volatility
has a significant impact on yield spread
volatility
…
Persistent link: https://www.econbiz.de/10010417491
Saved in:
8
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2014
reaction has increased during the recent financial crisis. News
volatility
has a significant impact on yield spread
volatility
…
Persistent link: https://www.econbiz.de/10010417494
Saved in:
9
Cyber-attacks and cryptocurrencies
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
-
2020
This paper provides some comprehensive evidence on the effects of cyber-attacks on the returns, realized
volatility
and …
Persistent link: https://www.econbiz.de/10012171767
Saved in:
10
International portfolio flows and exchange rate
volatility
in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
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