SPAGNOLO, Fabio
SPAGNOLO, Fabio
Dipartimento di Economia
A simple procedure for detecting periodically collapsing rational bubbles
2001-01-01 Psaradakis, Zacharias; Sola, Martin; Spagnolo, Fabio
A simple procedure for detecting periodically collapsing rational bubbles
2001-01-01 Psaradakis, Zacharias; Sola, Martin; Spagnolo, Fabio
A test for volatility spillovers
2002-01-01 Sola, Martin; Spagnolo, Fabio; Spagnolo, Nicola
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market
2007-01-01 Russo, Emilio; Spagnolo, Fabio; Mamon, Rogemar
An Empirical Investigation of the Unbiased Forward Exchange Rate Hypothesis in a Regime Switching Market
2007-01-01 Russo, Emilio; Spagnolo, Fabio; Mamon, Rogemar
Brutality or Frequency?
2016-01-01 Peren Arin, K.; Spagnolo, Fabio; Spagnolo, Nicola
Climate physical risk on stock prices: evidence from S&P 500 stocks
2022-01-01 Chen, Yiyang; Mamon, Rogemar; Spagnolo, Fabio; Spagnolo, Nicola
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting
2007-01-01 Dueker, Michael J.; Sola, Martin; Spagnolo, Fabio
Contemporaneous-Threshold Smooth Transition GARCH Models
2011-01-01 Dueker, Michael J.; Psaradakis, Zacharias; Sola, Martin; Spagnolo, Fabio
Cross-border portfolio flows and news media coverage
2022-01-01 Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio; Spagnolo, Nicola
Cyber-Attacks, Cryptocurrencies, and Cyber Security
2023-01-01 Caporale, Gm; Kang, Wy; Spagnolo, F; Spagnolo, N
Cyber-attacks, spillovers and contagion in the cryptocurrency markets
2021-01-01 Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio; Spagnolo, Nicola
Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model
2014-01-01 Hevia, Constantino; Gonzalez-Rozada, Martin; Sola, Martin; Spagnolo, Fabio
Exchange rates and macro news in emerging markets
2018-01-01 Maria Caporale, Guglielmo; Spagnolo, Fabio; Spagnolo, Nicola
Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach
2014-01-01 Menla Ali, Faek; Spagnolo, Fabio; Spagnolo, Nicola
Forecast performance of nonlinear error-correction models with multiple regimes
2005-01-01 Psaradakis, Zacharias; Spagnolo, Fabio
Inflation Targeting, Exchange Rate Volatility and International Policy Coordination
2002-01-01 Alexandre, Fernando; Driffill, John; Spagnolo, Fabio
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates
2006-01-01 Psaradakis, Zacharias; Sola, Martin; Spagnolo, Fabio
International portfolio flows and exchange rate volatility in emerging Asian markets
2017-01-01 Maria Caporale, Guglielmo; Menla Ali, Faek; Spagnolo, Fabio; Spagnolo, Nicola
Is the Feldstein-Horioka Puzzle History?
2004-01-01 Coakley, Jerry; Fuertes, Ana-Maria; Spagnolo, Fabio