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 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
Big Swings in the Data and Perceived Changes in the Risk Premia
2025-01-01 Sola, M.; Spagnolo, F.; Terfi, F.
Brutality or Frequency? An Empirical Investigation of the Effects of Terrorism on Economic Growth in India
2016-01-01 Peren Arin, K.; 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
Macro News and Bond Yield Spreads in the Euro Area
2018-01-01 Maria Caporale, Guglielmo; Spagnolo, Fabio; Spagnolo, Nicola
Macro News and Commodity Returns
2017-01-01 Maria Caporale, Guglielmo; Spagnolo, Fabio; Spagnolo, Nicola
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| A Simple Procedure for Detecting Periodically Collapsing Rational Bubbles | 1-gen-2001 | Psaradakis, Zacharias; Sola, Martin; Spagnolo, Fabio | |
| A Test for Volatility Spillovers | 1-gen-2002 | Sola, Martin; Spagnolo, Fabio; Spagnolo, Nicola | |
| An Empirical Investigation of the Unbiased Forward Exchange Rate Hypothesis in a Regime Switching Market | 1-gen-2007 | Russo, Emilio; Spagnolo, Fabio; Mamon, Rogemar | |
| Big Swings in the Data and Perceived Changes in the Risk Premia | 1-gen-2025 | Sola, M.; Spagnolo, F.; Terfi, F. | |
| Brutality or Frequency? An Empirical Investigation of the Effects of Terrorism on Economic Growth in India | 1-gen-2016 | Peren Arin, K.; 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 | |
| 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-2023 | 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 | |
| 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 | |
| Inflation Targeting, Exchange Rate Volatility and International Policy Coordination | 1-gen-2002 | 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 | 1-gen-2006 | Psaradakis, Zacharias; Sola, Martin; Spagnolo, Fabio | |
| International Portfolio Flows and Exchange Rate Volatility in Emerging Asian Markets | 1-gen-2017 | Maria Caporale, Guglielmo; Menla Ali, Faek; Spagnolo, Fabio; Spagnolo, Nicola | |
| Is the Feldstein-Horioka Puzzle History? | 1-gen-2004 | Coakley, Jerry; Fuertes, Ana-Maria; Spagnolo, Fabio | |
| Macro News and Bond Yield Spreads in the Euro Area | 1-gen-2018 | Maria Caporale, Guglielmo; Spagnolo, Fabio; Spagnolo, Nicola | |
| Macro News and Commodity Returns | 1-gen-2017 | Maria Caporale, Guglielmo; Spagnolo, Fabio; Spagnolo, Nicola |