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 0 5 2 3 10 26
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 1 5 13 32
Total Working Papers 0 0 0 12 3 8 23 58

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Riskmas Carol 0 0 2 4 2 3 16 22
An explorative analysis of Italy banking financial stability 0 0 1 42 0 0 13 150
Bad or good neighbours: a spatial financial contagion study 0 0 0 8 0 1 7 26
Bearish Vs Bullish risk network: A Eurozone financial system analysis 0 1 1 8 4 9 22 50
COVID-19 and Tail-event Driven Network Risk in the Eurozone 0 0 1 6 2 5 13 33
Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries 0 0 1 3 8 12 27 38
European bank credit risk transmission during the credit Suisse collapse 1 2 2 32 9 16 34 83
Feverish sentiment and global equity markets during the COVID-19 pandemic 1 1 2 6 7 15 26 77
FinTech and fan tokens: Understanding the risks spillover of digital asset investment 0 1 2 2 12 16 31 74
From me to you: Measuring connectedness between Eurozone financial institutions 0 0 0 6 3 5 18 48
Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis 0 0 1 5 6 9 13 26
How does climate policy uncertainty affect financial markets? Evidence from Europe 0 4 12 30 1 15 54 111
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 0 1 3 4 5 9 15 22
Multilayer network analysis of investor sentiment and stock returns 0 0 1 18 1 7 21 77
Non-Performing Loans and Macroeconomics Factors: The Italian Case 0 1 4 14 5 8 25 77
STRUCTURAL DIFFERENCES IN THE EUROZONE: MEASURING FINANCIAL STABILITY BY FCI 0 0 1 12 1 3 9 33
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 0 8 1 5 19 48
Systemic risk propagation in the Eurozone: A multilayer network approach 0 4 6 7 1 6 22 28
Tail Risk and Extreme Events: Connections between Oil and Clean Energy 0 0 2 8 6 6 14 45
Tail risk connectedness in clean energy and oil financial market 0 0 0 0 2 3 12 14
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness 1 1 1 22 4 6 19 84
The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market 0 1 10 80 2 11 54 374
The Time-Spatial Dimension of Eurozone Banking Systemic Risk 0 0 0 7 3 3 6 124
The diabolical sovereigns/banks risk loop: A VAR quantile design 0 0 0 20 2 3 8 70
The extreme risk connectedness of the new financial system: European evidence 0 0 0 10 2 2 11 40
The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation 2 2 5 26 6 14 27 72
The triple (T3) dimension of systemic risk: Identifying systemically important banks 0 0 2 13 2 5 14 54
The “Donald” and the market: Is there a cointegration? 0 1 1 18 0 1 4 61
Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era 0 0 0 7 3 4 13 62
Total Journal Articles 5 20 61 426 100 202 567 2,023

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Statistics updated 2026-05-06