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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
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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
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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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Liquidity dynamics and central bank policy intervention in select Caribbean foreign exchange markets
Seerattan, Dave Arnold; Spagnolo, Nicola - In: Financial deepening and post-crisis development in …, (pp. 149-167). 2016
Persistent link: https://www.econbiz.de/10011516337
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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/10011482258
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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/10014290233
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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/10011522432
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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
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Stock prices and crude oil shocks : the case of GCC countries
Al-Maadid, Alanoud; Spagnolo, Fabio; Spagnolo, Nicola - In: Handbook of frontier markets : evidence from Mittle …, (pp. 33-47). 2016
Persistent link: https://www.econbiz.de/10011549430
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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/10011479824