Similar Search Results

Sola, Martin; Spagnolo, Fabio; Spagnolo, Nicola - In: Economics letters 76 (2002) 1, pp. 77-84

Persistent link: https://www.econbiz.de/10001672147

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

US municipal green bonds and financial integration

Caporale, Guglielmo Maria; Spagnolo, Nicola - 2023

This paper examines mean and volatility spillovers between four green municipal bonds issued by the US states of …

Persistent link: https://www.econbiz.de/10014234020

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

Spillovers between food and energy prices and structural breaks

Al-Maadid, Alanoud; Caporale, Guglielmo Maria; … - 2015

framework is suitable to analyse both mean and volatility spillovers, and also allows for possible parameter shifts resulting … food crisis and 2008 financial crisis leading to the most significant shifts in the (volatility) spillovers between the …

Persistent link: https://www.econbiz.de/10010498617