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 0 3 11 27
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 13 33
Total Working Papers 0 0 0 12 1 5 24 60

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 1 4 16 24
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 27
Bearish Vs Bullish risk network: A Eurozone financial system analysis 0 0 1 8 0 4 21 50
COVID-19 and Tail-event Driven Network Risk in the Eurozone 0 0 0 6 0 2 12 33
Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries 0 1 2 4 2 12 31 42
European bank credit risk transmission during the credit Suisse collapse 1 2 3 33 4 14 39 88
Feverish sentiment and global equity markets during the COVID-19 pandemic 0 1 2 6 1 9 26 79
FinTech and fan tokens: Understanding the risks spillover of digital asset investment 0 0 2 2 0 14 32 76
From me to you: Measuring connectedness between Eurozone financial institutions 0 0 0 6 0 4 17 49
Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis 0 0 1 5 0 9 16 29
How does climate policy uncertainty affect financial markets? Evidence from Europe 1 2 13 32 1 5 55 115
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 0 0 2 4 0 5 13 22
Multilayer network analysis of investor sentiment and stock returns 0 0 0 18 0 2 18 78
Non-Performing Loans and Macroeconomics Factors: The Italian Case 0 0 3 14 0 7 24 79
STRUCTURAL DIFFERENCES IN THE EUROZONE: MEASURING FINANCIAL STABILITY BY FCI 0 0 1 12 0 1 9 33
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 0 8 1 2 20 49
Systemic risk propagation in the Eurozone: A multilayer network approach 0 1 6 8 1 4 23 31
Tail Risk and Extreme Events: Connections between Oil and Clean Energy 0 0 0 8 2 8 14 47
Tail risk connectedness in clean energy and oil financial market 0 0 0 0 1 4 14 16
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness 0 1 1 22 0 4 17 84
The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market 0 0 6 80 1 8 49 380
The Time-Spatial Dimension of Eurozone Banking Systemic Risk 0 0 0 7 0 4 7 125
The diabolical sovereigns/banks risk loop: A VAR quantile design 0 0 0 20 0 2 8 70
The extreme risk connectedness of the new financial system: European evidence 0 0 0 10 1 4 12 42
The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation 0 2 3 26 0 8 25 74
The triple (T3) dimension of systemic risk: Identifying systemically important banks 0 0 2 13 1 3 14 55
The “Donald” and the market: Is there a cointegration? 0 0 1 18 0 0 4 61
Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era 0 0 0 7 0 3 13 62
Total Journal Articles 2 10 52 431 17 147 569 2,070

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Statistics updated 2026-07-10