Access Statistics for Matteo Foglia

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks 0 0 5 5 0 0 16 16
Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks 0 0 0 7 0 2 10 19
Total Working Papers 0 0 5 12 0 2 26 35

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Riskmas Carol 0 1 2 2 0 2 6 6
An explorative analysis of Italy banking financial stability 1 1 2 41 1 1 3 137
Bad or good neighbours: a spatial financial contagion study 0 0 0 8 0 0 1 19
Bearish Vs Bullish risk network: A Eurozone financial system analysis 0 0 2 7 0 0 4 28
COVID-19 and Tail-event Driven Network Risk in the Eurozone 0 0 0 5 0 1 1 20
Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries 0 0 2 2 1 3 7 11
European bank credit risk transmission during the credit Suisse collapse 3 8 24 30 4 12 37 49
Feverish sentiment and global equity markets during the COVID-19 pandemic 0 1 2 4 0 3 9 51
FinTech and fan tokens: Understanding the risks spillover of digital asset investment 0 0 0 0 0 2 27 43
From me to you: Measuring connectedness between Eurozone financial institutions 0 0 0 6 0 0 3 30
Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis 0 0 2 4 0 2 5 13
How does climate policy uncertainty affect financial markets? Evidence from Europe 1 3 14 18 6 20 52 57
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 0 1 1 1 0 1 3 7
Multilayer network analysis of investor sentiment and stock returns 1 3 7 17 1 8 19 56
Non-Performing Loans and Macroeconomics Factors: The Italian Case 0 0 3 10 0 1 15 52
STRUCTURAL DIFFERENCES IN THE EUROZONE: MEASURING FINANCIAL STABILITY BY FCI 0 1 2 11 0 1 2 24
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 1 8 1 1 6 29
Systemic risk propagation in the Eurozone: A multilayer network approach 0 0 1 1 0 0 5 6
Tail Risk and Extreme Events: Connections between Oil and Clean Energy 0 0 0 6 0 2 4 31
Tail risk connectedness in clean energy and oil financial market 0 0 0 0 0 0 2 2
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness 0 0 1 21 0 0 5 65
The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market 0 0 1 70 2 6 20 320
The Time-Spatial Dimension of Eurozone Banking Systemic Risk 0 0 1 7 1 1 3 118
The diabolical sovereigns/banks risk loop: A VAR quantile design 0 0 1 20 0 0 4 62
The extreme risk connectedness of the new financial system: European evidence 1 3 3 10 2 5 9 29
The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation 0 0 8 21 0 0 16 45
The triple (T3) dimension of systemic risk: Identifying systemically important banks 0 0 0 11 1 1 2 40
The “Donald” and the market: Is there a cointegration? 1 1 1 17 1 1 4 57
Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era 0 0 0 7 0 0 0 49
Total Journal Articles 8 23 81 365 21 74 274 1,456

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Statistics updated 2025-05-12