//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
~subject:"Markov chain"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Spagnolo, Nicola"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Markov chain
Volatility
25
Volatilität
25
Estimation
12
Schätzung
12
Aktienmarkt
11
Börsenkurs
11
Share price
11
Stock market
11
Theorie
11
Theory
11
ARCH-Modell
9
EU countries
9
EU-Staaten
9
Markov-Kette
9
Spillover effect
9
Spillover-Effekt
9
Financial crisis
8
Finanzkrise
8
Ankündigungseffekt
7
Announcement effect
7
Exchange rate
7
Wechselkurs
7
Capital income
6
Großbritannien
6
Kapitaleinkommen
6
USA
6
United Kingdom
6
United States
6
Ansteckungseffekt
5
Contagion effect
5
East Asia
5
Emerging economies
5
Foreign portfolio investment
5
Impact assessment
5
Ostasien
5
Portfolio-Investition
5
Schwellenländer
5
Welt
5
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
17
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Aufsatz im Buch
1
Book section
1
Case study
1
Fallstudie
1
more ...
less ...
Language
All
English
17
Author
All
Spagnolo, Nicola
17
Caporale, Guglielmo Maria
9
Spagnolo, Fabio
6
Ali, Faek Menla
2
Arin, Kerim Peren
2
Sola, Martin
2
Al-Maadid, Alanoud
1
Boinet, Virginie
1
Cipollini, Andrea
1
Koyuncu, Murat
1
Mitra, Gautam
1
Muratidēs, Kōstas
1
Napolitano, Oreste
1
Pittis, Nikitas
1
Psaradakis, Zacharias G.
1
Roman, Diana
1
more ...
less ...
Published in...
All
Economics letters
5
Journal of international money and finance
2
Applied financial economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
IMA journal of management mathematics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of monetary economics and finance
1
Journal of economics and finance
1
Research in international business and finance
1
Review of world economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Research in international business and finance
46
(
2018
),
pp. 516-527
Persistent link: https://www.econbiz.de/10011983723
Saved in:
2
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:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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:
7
Predicting Markov volatility switches using monetary policy variables
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
95
(
2007
)
1
,
pp. 110-116
Persistent link: https://www.econbiz.de/10003448218
Saved in:
8
Stock market, economic growth and EU accession : evidence from three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
International journal of monetary economics and finance
5
(
2012
)
2
,
pp. 183-191
Persistent link: https://www.econbiz.de/10009697065
Saved in:
9
Short-term growth effects of fiscal policy revisited : a Markov-switching approach
Arin, Kerim Peren
;
Spagnolo, Nicola
- In:
Economics letters
110
(
2011
)
3
,
pp. 278-281
Persistent link: https://www.econbiz.de/10009241461
Saved in:
10
Hidden Markov models for financial optimization problems
Roman, Diana
;
Mitra, Gautam
;
Spagnolo, Nicola
- In:
IMA journal of management mathematics
21
(
2010
)
2
,
pp. 111-129
Persistent link: https://www.econbiz.de/10003984220
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->