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Portfolio flows and the US dollar-yen exchange rate

Ali, Faek Menla; Spagnolo, Fabio; Spagnolo, Nicola - In: Empirical economics : a journal of the Institute for … 52 (2017) 1, pp. 179-189

Persistent link: https://www.econbiz.de/10011631609

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

Macro news and exchange rates in the BRICS

Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - In: Finance research letters 21 (2017), pp. 140-143

Persistent link: https://www.econbiz.de/10011807527

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

Spillovers between food and energy prices and structural breaks

Al-Maadid, Alanoud; Caporale, Guglielmo Maria; … - In: International economics : a journal published by CEPII … 150 (2017), pp. 1-18

Persistent link: https://www.econbiz.de/10011793787

A note on the macroeconomic consequences of ethnic/racial tension

Arin, Kerim Peren; Koyuncu, Murat; Spagnolo, Nicola - In: Economics letters 155 (2017), pp. 100-103

Persistent link: https://www.econbiz.de/10011821625

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

Macro news and commodity returns

Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2015

This paper adopts a VAR-GARCH approach to model the dynamic linkages between both the mean and the variance of macro news and commodity returns (Gold, Corn, Wheat, Soybeans, Silver, Platinum, Palladium, Copper, Aluminium and Crude Oil) over the period 01/01/2001-26/09/2014. The chosen...

Persistent link: https://www.econbiz.de/10011346863

Macro news and commodity returns

Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2015

Persistent link: https://www.econbiz.de/10011348459

Linear and non-linear causality between CO2 emissions and economic growth

Barassi, Marco R.; Spagnolo, Nicola - In: The energy journal 33 (2012) 3, pp. 23-38

Persistent link: https://www.econbiz.de/10009611632

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