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 1 6 8 24
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 3 6 11 30
Total Working Papers 0 0 0 12 4 12 19 54

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Riskmas Carol 0 2 2 4 1 8 14 20
An explorative analysis of Italy banking financial stability 0 1 2 42 0 10 14 150
Bad or good neighbours: a spatial financial contagion study 0 0 0 8 1 6 7 26
Bearish Vs Bullish risk network: A Eurozone financial system analysis 1 1 1 8 5 9 18 46
COVID-19 and Tail-event Driven Network Risk in the Eurozone 0 0 1 6 2 4 10 30
Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries 0 0 1 3 1 6 19 27
European bank credit risk transmission during the credit Suisse collapse 1 1 7 31 7 14 34 74
Feverish sentiment and global equity markets during the COVID-19 pandemic 0 0 1 5 3 9 15 65
FinTech and fan tokens: Understanding the risks spillover of digital asset investment 0 1 1 1 2 11 18 60
From me to you: Measuring connectedness between Eurozone financial institutions 0 0 0 6 1 10 14 44
Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis 0 0 1 5 2 5 7 19
How does climate policy uncertainty affect financial markets? Evidence from Europe 3 7 14 29 11 27 64 107
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 1 1 3 4 3 4 9 16
Multilayer network analysis of investor sentiment and stock returns 0 0 3 18 0 7 20 70
Non-Performing Loans and Macroeconomics Factors: The Italian Case 1 1 4 14 2 11 19 71
STRUCTURAL DIFFERENCES IN THE EUROZONE: MEASURING FINANCIAL STABILITY BY FCI 0 0 1 12 0 3 6 30
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 0 8 2 9 17 45
Systemic risk propagation in the Eurozone: A multilayer network approach 1 1 3 4 2 8 18 24
Tail Risk and Extreme Events: Connections between Oil and Clean Energy 0 0 2 8 0 6 9 39
Tail risk connectedness in clean energy and oil financial market 0 0 0 0 0 7 9 11
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness 0 0 0 21 1 7 14 79
The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market 0 1 9 79 7 18 55 370
The Time-Spatial Dimension of Eurozone Banking Systemic Risk 0 0 0 7 0 1 4 121
The diabolical sovereigns/banks risk loop: A VAR quantile design 0 0 0 20 0 2 5 67
The extreme risk connectedness of the new financial system: European evidence 0 0 1 10 0 4 12 38
The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation 0 1 3 24 7 13 20 65
The triple (T3) dimension of systemic risk: Identifying systemically important banks 0 0 2 13 3 6 13 52
The “Donald” and the market: Is there a cointegration? 0 0 1 17 0 2 4 60
Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era 0 0 0 7 1 3 10 59
Total Journal Articles 8 18 63 414 64 230 478 1,885

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Statistics updated 2026-03-04