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~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Search: "Spagnolo, Nicola"
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25
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20
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10
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1
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1
Equity fund flows and stock market returns in the USA before and after the global financial crisis : a VAR-GARCH-in-mean analysis
Babalos, Vassilios
;
Caporale, Guglielmo Maria
; …
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
2
,
pp. 539-555
Persistent link: https://www.econbiz.de/10012490280
Saved in:
2
Cyber-attacks, spillovers and contagion in the cryptocurrency markets
Caporale, Guglielmo Maria
;
Kang, Woo-Young
;
Spagnolo, Fabio
- In:
Journal of international financial markets, …
74
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012803683
Saved in:
3
Aggregate insider trading and stock market volatility in the UK
Caporale, Guglielmo Maria
;
Kyriacou, Kyriacos
; …
- In:
Journal of international financial markets, …
89
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014490042
Saved in:
4
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
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Financial integration in the GCC region : market size versus national effects
Arin, Kerim Peren
;
Caporale, Guglielmo Maria
;
Kyriacou, …
- In:
Open economies review
31
(
2020
)
2
,
pp. 309-316
Persistent link: https://www.econbiz.de/10012229747
Saved in:
10
Macro news and stock returns in the Euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International review of financial analysis
45
(
2016
),
pp. 180-188
Persistent link: https://www.econbiz.de/10011581967
Saved in:
11
Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 114-134
Persistent link: https://www.econbiz.de/10012244285
Saved in:
12
Macro news and commodity returns
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
International journal of finance & economics : IJFE
22
(
2017
)
1
,
pp. 68-80
Persistent link: https://www.econbiz.de/10011960264
Saved in:
13
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:
14
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:
15
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:
16
Liquidity risk, credit risk and the overknight interest rate spread : a stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
The Manchester School
81
(
2013
)
6
,
pp. 925-940
Persistent link: https://www.econbiz.de/10010341577
Saved in:
17
Volatility spillovers and contagion from mature to emerging stock markets
Beirne, John
;
Caporale, Guglielmo Maria
; …
- In:
Review of international economics
21
(
2013
)
5
,
pp. 1060-1075
Persistent link: https://www.econbiz.de/10010249056
Saved in:
18
Stock market integration between three CEECs
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Journal of economic integration
27
(
2012
)
1
,
pp. 115-122
Persistent link: https://www.econbiz.de/10009517757
Saved in:
19
Stock market integration between three CEECs, Russia, and the UK
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Review of international economics
19
(
2011
)
1
,
pp. 158-169
Persistent link: https://www.econbiz.de/10009127584
Saved in:
20
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:
21
Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis
Beirne, John
;
Caporale, Guglielmo Maria
; …
- In:
Emerging markets review
11
(
2010
)
3
,
pp. 250-260
Persistent link: https://www.econbiz.de/10009301650
Saved in:
22
A test for volatility spillovers
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
76
(
2002
)
1
,
pp. 77-84
Persistent link: https://www.econbiz.de/10001672147
Saved in:
23
The price of terror : the effects of terrorism on stock market returns and volatility
Arin, Kerim Peren
;
Ciferri, Davide
;
Spagnolo, Nicola
- In:
Economics letters
101
(
2008
)
3
,
pp. 164-167
Persistent link: https://www.econbiz.de/10003800814
Saved in:
24
Volatility transmission and financial crises
Caporale, Guglielmo Maria
;
Pittis, Nikitas
;
Spagnolo, Nicola
- In:
Journal of economics and finance
30
(
2006
)
3
,
pp. 376-390
Persistent link: https://www.econbiz.de/10003413566
Saved in:
25
Asset prices and output growth volatility : the effects of financial crises
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
- In:
Economics letters
79
(
2003
)
1
,
pp. 69-74
Persistent link: https://www.econbiz.de/10001741273
Saved in:
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