SPAGNOLO, Fabio

SPAGNOLO, Fabio  

Dipartimento di Economia  

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Risultati 1 - 20 di 46 (tempo di esecuzione: 0.05 secondi).
Titolo Data di pubblicazione Autore(i) File
Brutality or Frequency? 1-gen-2016 Peren Arin, K.; Spagnolo, Fabio; Spagnolo, Nicola
Climate physical risk on stock prices: evidence from S&P 500 stocks 1-gen-2022 Chen, Yiyang; Mamon, Rogemar; Spagnolo, Fabio; Spagnolo, Nicola
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting 1-gen-2007 Dueker, Michael J.; Sola, Martin; Spagnolo, Fabio
Contemporaneous-Threshold Smooth Transition GARCH Models 1-gen-2011 Dueker, Michael J.; Psaradakis, Zacharias; Sola, Martin; Spagnolo, Fabio
The COVID-19 pandemic, policy responses and stock markets in the G20 1-gen-2022 Maria Caporale, Guglielmo; Kang, Woo-Young; Spagnolo, Fabio; Spagnolo, Nicola
The COVID-19 pandemic, policy responses and stock markets in the G20 1-gen-2022 Maria Caporale, Guglielmo; Kang, Woo-Young; Spagnolo, Fabio; Nicolaspagnolo,
The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 1-gen-2021 Caporale, Gm; Kang, Wy; Spagnolo, F; Spagnolo, N
Cross-border portfolio flows and news media coverage 1-gen-2022 Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio; Spagnolo, Nicola
Cyber-Attacks, Cryptocurrencies, and Cyber Security 1-gen-2021 Caporale, Gm; Kang, Wy; Spagnolo, F; Spagnolo, N
Cyber-attacks, spillovers and contagion in the cryptocurrency markets 1-gen-2021 Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio; Spagnolo, Nicola
The economic and welfare state determinants of well-being in Europe 1-gen-2022 Bonasia, Mariangela; Napolitano, Oreste; Spagnolo, Fabio; Spagnolo, Nicola
The Effects of Different Parameterizations of Markov-Switching in a {CIR} Model of Bond Pricing 1-gen-2009 Driffill, John; Kenc, Turalay; Sola, Martin; Spagnolo, Fabio
An Empirical Investigation of the Unbiased Forward Exchange Rate Hypothesis in a Regime Switching Market 1-gen-2007 Russo, Emilio; Spagnolo, Fabio; Mamon, Rogemar
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market 1-gen-2007 Russo, Emilio; Spagnolo, Fabio; Mamon, Rogemar
Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model 1-gen-2014 Hevia, Constantino; Gonzalez-Rozada, Martin; Sola, Martin; Spagnolo, Fabio
Exchange rates and macro news in emerging markets 1-gen-2018 Maria Caporale, Guglielmo; Spagnolo, Fabio; Spagnolo, Nicola
Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach 1-gen-2014 Menla Ali, Faek; Spagnolo, Fabio; Spagnolo, Nicola
Forecast performance of nonlinear error-correction models with multiple regimes 1-gen-2005 Psaradakis, Zacharias; Spagnolo, Fabio
The impact of business and political news on the GCC stock markets 1-gen-2020 Al-Maadid, Alanoud; Caporale, Guglielmo Maria; Spagnolo, Fabio; Spagnolo, Nicola
Inflation Targeting, Exchange Rate Volatility and International Policy Coordination 1-gen-2002 Alexandre, Fernando; Driffill, John; Spagnolo, Fabio