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	0	2	6	18
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	2	7	22
Total Working Papers	0	0	0	12	1	4	13	40

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	0	0	2	2	0	1	9	10
An explorative analysis of Italy banking financial stability	0	0	1	41	0	0	1	137
Bad or good neighbours: a spatial financial contagion study	0	0	0	8	0	0	1	20
Bearish Vs Bullish risk network: A Eurozone financial system analysis	0	0	2	7	1	1	12	36
COVID-19 and Tail-event Driven Network Risk in the Eurozone	0	0	1	6	3	3	5	24
Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries	0	0	1	3	3	6	14	21
European bank credit risk transmission during the credit Suisse collapse	0	0	12	30	2	4	27	55
Feverish sentiment and global equity markets during the COVID-19 pandemic	0	0	2	5	0	2	8	56
FinTech and fan tokens: Understanding the risks spillover of digital asset investment	0	0	0	0	1	2	12	46
From me to you: Measuring connectedness between Eurozone financial institutions	0	0	0	6	0	2	4	34
Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis	1	1	2	5	1	1	5	14
How does climate policy uncertainty affect financial markets? Evidence from Europe	0	2	11	21	6	14	50	75
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective	0	1	3	3	1	2	8	12
Multilayer network analysis of investor sentiment and stock returns	0	0	6	18	0	2	18	63
Non-Performing Loans and Macroeconomics Factors: The Italian Case	1	1	3	12	2	4	9	59
STRUCTURAL DIFFERENCES IN THE EUROZONE: MEASURING FINANCIAL STABILITY BY FCI	0	1	3	12	1	2	5	27
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers	0	0	0	8	1	5	7	35
Systemic risk propagation in the Eurozone: A multilayer network approach	1	1	2	3	2	3	9	11
Tail Risk and Extreme Events: Connections between Oil and Clean Energy	0	0	2	8	0	0	5	33
Tail risk connectedness in clean energy and oil financial market	0	0	0	0	0	1	1	3
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness	0	0	0	21	0	1	5	68
The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market	0	1	8	77	1	13	41	350
The Time-Spatial Dimension of Eurozone Banking Systemic Risk	0	0	0	7	0	2	3	120
The diabolical sovereigns/banks risk loop: A VAR quantile design	0	0	0	20	0	2	3	64
The extreme risk connectedness of the new financial system: European evidence	0	0	3	10	1	2	9	32
The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation	0	0	4	23	1	1	7	50
The triple (T3) dimension of systemic risk: Identifying systemically important banks	1	1	1	12	4	4	7	45
The “Donald” and the market: Is there a cointegration?	0	0	1	17	0	0	5	58
Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era	0	0	0	7	0	5	5	54
Total Journal Articles	4	9	70	392	31	85	295	1,612

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Statistics updated 2025-11-08