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Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2014
Persistent link: https://www.econbiz.de/10010402688
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Macro news and bond yield spreads in the euro area
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2014
Persistent link: https://www.econbiz.de/10010431601
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International portfolio flows and exchange rate volatility for emerging markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2015
Persistent link: https://www.econbiz.de/10011448184
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Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2016
Persistent link: https://www.econbiz.de/10011448291
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Exchange rates and macro news in emerging markets
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2016
Persistent link: https://www.econbiz.de/10011448305
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Spillovers between food and energy prices and structural breaks /Alanoud Al-Maadid, Guglielmo Maria Caporale, Fabio Spagnolo and Nicola Spagnolo
Al-Maadid, Alanoud; Caporale, Guglielmo Maria; … - 2015
Persistent link: https://www.econbiz.de/10010527213
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Political tension and stock markets in the Arabian peninsula
Al-Maadid, Alanoud; Caporale, Guglielmo Maria; … - 2018
Persistent link: https://www.econbiz.de/10011995741
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The impact of business and political news on the GCC stock markets
Al-Maadid, Alanoud; Caporale, Guglielmo Maria; … - 2018
Persistent link: https://www.econbiz.de/10011995746
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Macro news and commodity returns
Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola - 2015
Persistent link: https://www.econbiz.de/10011348459
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Stock market integration between three CEECs, Russia and the UK
Caporale, Guglielmo Maria; Spagnolo, Nicola - 2010
Persistent link: https://www.econbiz.de/10003963283