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~person:"Spagnolo, Nicola"
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1
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
Saved in:
2
Interest and exchange rate risk and stock returns : a multivariate Garch-M modelling approach
Beirne, John
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003641941
Saved in:
3
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2016
03/1/2000- 12/5/2013. The estimated VAR-GARCH(1,1) model allows for both mean and
volatility
spillovers and for the …
Persistent link: https://www.econbiz.de/10011421883
Saved in:
4
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2016
03/1/2000-12/5/2013. The estimated VAR-GARCH(1,1) model allows for both mean and
volatility
spillovers and for the …
Persistent link: https://www.econbiz.de/10011422554
Saved in:
5
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2016
This paper uses a VAR-GARCH(1,1) model to analyse mean and
volatility
spillovers between macro news (in the form of …
Persistent link: https://www.econbiz.de/10011441480
Saved in:
6
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2016
This paper uses a VAR-GARCH(1,1) model to analyse mean and
volatility
spillovers between macro news (in the form of …
Persistent link: https://www.econbiz.de/10011444455
Saved in:
7
International portfolio flows and exchange rate
volatility
for emerging markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
-
2015
Persistent link: https://www.econbiz.de/10011448184
Saved in:
8
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2016
Persistent link: https://www.econbiz.de/10011448291
Saved in:
9
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
-
2016
Persistent link: https://www.econbiz.de/10011448305
Saved in:
10
Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
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