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~person:"Spagnolo, Nicola"
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The value of uncertainty : dea...
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Spagnolo, Nicola
McAleer, Michael
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ECONIS (ZBW)
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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:
2
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:
3
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
Persistent link: https://www.econbiz.de/10010402689
Saved in:
4
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
suggests that oil price
volatility
affects stock returns positively during periods characterised by demand-side shocks in all …
Persistent link: https://www.econbiz.de/10010367161
Saved in:
5
Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
-
2014
suggests that oil price
volatility
affects stock returns positively during periods characterised by demand-side shocks in all …
Persistent link: https://www.econbiz.de/10010375190
Saved in:
6
Oil Price Uncertainty and Sectoral Stock Returns in China : A Time-Varying Approach
Caporale, Guglielmo Maria
-
2014
suggests that oil price
volatility
affects stock returns positively during periods characterised by demand-side shocks in all …
Persistent link: https://www.econbiz.de/10013050468
Saved in:
7
Oil Price Uncertainty and Sectoral Stock Returns in China : A Time-Varying Approach
Caporale, Guglielmo Maria
-
2014
suggests that oil price
volatility
affects stock returns positively during periods characterized by demand-side shocks in all …
Persistent link: https://www.econbiz.de/10013051846
Saved in:
8
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:
9
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
Saved in:
10
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
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