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 4 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 2 3 11 19
Total Working Papers 0 0 5 12 2 7 27 35

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Riskmas Carol 1 1 2 2 2 4 6 6
An explorative analysis of Italy banking financial stability 0 0 1 40 0 0 2 136
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 2 2 7 0 4 5 28
COVID-19 and Tail-event Driven Network Risk in the Eurozone 0 0 1 5 1 1 2 20
Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries 0 0 2 2 0 0 7 8
European bank credit risk transmission during the credit Suisse collapse 2 4 21 24 3 8 32 40
Feverish sentiment and global equity markets during the COVID-19 pandemic 1 1 2 4 2 2 11 50
FinTech and fan tokens: Understanding the risks spillover of digital asset investment 0 0 0 0 1 5 33 42
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 1 2 4 1 2 5 12
How does climate policy uncertainty affect financial markets? Evidence from Europe 0 2 14 15 6 12 42 43
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 1 1 1 1 1 3 7 7
Multilayer network analysis of investor sentiment and stock returns 1 2 5 15 2 4 18 50
Non-Performing Loans and Macroeconomics Factors: The Italian Case 0 1 3 10 1 2 17 52
STRUCTURAL DIFFERENCES IN THE EUROZONE: MEASURING FINANCIAL STABILITY BY FCI 1 2 2 11 1 2 2 24
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 2 8 0 0 8 28
Systemic risk propagation in the Eurozone: A multilayer network approach 0 0 1 1 0 4 5 6
Tail Risk and Extreme Events: Connections between Oil and Clean Energy 0 0 0 6 1 2 5 30
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 1 5 65
The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market 0 1 3 70 1 4 21 315
The Time-Spatial Dimension of Eurozone Banking Systemic Risk 0 0 1 7 0 0 3 117
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 2 2 3 9 2 3 9 26
The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation 0 2 10 21 0 2 19 45
The triple (T3) dimension of systemic risk: Identifying systemically important banks 0 0 0 11 0 0 1 39
The “Donald” and the market: Is there a cointegration? 0 0 0 16 0 2 4 56
Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era 0 0 0 7 0 0 2 49
Total Journal Articles 9 22 80 351 25 67 281 1,407

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Statistics updated 2025-03-03