Access Statistics for Matteo Foglia

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	1	5	19
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	4	9	25
Total Working Papers	0	0	0	12	2	5	14	44

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Riskmas Carol	1	1	2	3	3	5	11	15
An explorative analysis of Italy banking financial stability	1	1	2	42	2	5	6	142
Bad or good neighbours: a spatial financial contagion study	0	0	0	8	1	1	2	21
Bearish Vs Bullish risk network: A Eurozone financial system analysis	0	0	1	7	1	3	12	38
COVID-19 and Tail-event Driven Network Risk in the Eurozone	0	0	1	6	1	6	8	27
Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries	0	0	1	3	1	4	14	22
European bank credit risk transmission during the credit Suisse collapse	0	0	9	30	1	8	27	61
Feverish sentiment and global equity markets during the COVID-19 pandemic	0	0	2	5	3	3	11	59
FinTech and fan tokens: Understanding the risks spillover of digital asset investment	1	1	1	1	4	8	14	53
From me to you: Measuring connectedness between Eurozone financial institutions	0	0	0	6	2	2	6	36
Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis	0	1	2	5	0	1	4	14
How does climate policy uncertainty affect financial markets? Evidence from Europe	2	3	10	24	7	18	54	87
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective	0	0	3	3	0	1	8	12
Multilayer network analysis of investor sentiment and stock returns	0	0	5	18	1	1	17	64
Non-Performing Loans and Macroeconomics Factors: The Italian Case	0	2	3	13	3	6	12	63
STRUCTURAL DIFFERENCES IN THE EUROZONE: MEASURING FINANCIAL STABILITY BY FCI	0	0	3	12	1	2	6	28
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers	0	0	0	8	0	2	8	36
Systemic risk propagation in the Eurozone: A multilayer network approach	0	1	2	3	1	8	14	17
Tail Risk and Extreme Events: Connections between Oil and Clean Energy	0	0	2	8	2	2	7	35
Tail risk connectedness in clean energy and oil financial market	0	0	0	0	4	5	6	8
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness	0	0	0	21	0	4	8	72
The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market	0	1	8	78	9	12	48	361
The Time-Spatial Dimension of Eurozone Banking Systemic Risk	0	0	0	7	0	0	3	120
The diabolical sovereigns/banks risk loop: A VAR quantile design	0	0	0	20	0	1	3	65
The extreme risk connectedness of the new financial system: European evidence	0	0	3	10	0	3	10	34
The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation	1	1	3	24	2	5	9	54
The triple (T3) dimension of systemic risk: Identifying systemically important banks	0	2	2	13	1	6	8	47
The “Donald” and the market: Is there a cointegration?	0	0	1	17	1	1	4	59
Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era	0	0	0	7	0	2	7	56
Total Journal Articles	6	14	66	402	51	125	347	1,706

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

LogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09