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 1 10 28
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 0 1 13 33
Total Working Papers 0 0 0 12 0 2 23 61

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 0 1 15 24
An explorative analysis of Italy banking financial stability 0 0 1 42 6 8 21 158
Bad or good neighbours: a spatial financial contagion study 0 0 0 8 1 1 8 28
Bearish Vs Bullish risk network: A Eurozone financial system analysis 0 0 1 8 1 1 16 51
COVID-19 and Tail-event Driven Network Risk in the Eurozone 0 0 0 6 0 0 12 33
Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries 0 0 1 4 0 2 25 42
European bank credit risk transmission during the credit Suisse collapse 0 2 4 34 1 8 41 92
Feverish sentiment and global equity markets during the COVID-19 pandemic 0 0 1 6 0 1 24 79
FinTech and fan tokens: Understanding the risks spillover of digital asset investment 0 0 2 2 0 4 36 80
From me to you: Measuring connectedness between Eurozone financial institutions 0 0 0 6 2 2 17 51
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 2 18 31
How does climate policy uncertainty affect financial markets? Evidence from Europe 2 4 14 35 2 5 54 119
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 0 0 2 4 0 3 15 25
Multilayer network analysis of investor sentiment and stock returns 1 1 1 19 3 4 21 82
Non-Performing Loans and Macroeconomics Factors: The Italian Case 0 0 3 14 4 4 27 83
STRUCTURAL DIFFERENCES IN THE EUROZONE: MEASURING FINANCIAL STABILITY BY FCI 0 0 1 12 0 1 9 34
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 0 8 1 4 19 52
Systemic risk propagation in the Eurozone: A multilayer network approach 1 2 8 10 1 5 26 35
Tail Risk and Extreme Events: Connections between Oil and Clean Energy 0 0 0 8 0 2 14 47
Tail risk connectedness in clean energy and oil financial market 0 0 0 0 1 2 14 17
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness 0 0 1 22 0 0 16 84
The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market 0 0 4 80 0 4 41 383
The Time-Spatial Dimension of Eurozone Banking Systemic Risk 0 0 0 7 1 2 8 127
The diabolical sovereigns/banks risk loop: A VAR quantile design 0 0 0 20 0 0 7 70
The extreme risk connectedness of the new financial system: European evidence 0 0 0 10 1 3 13 44
The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation 0 0 3 26 0 0 25 74
The triple (T3) dimension of systemic risk: Identifying systemically important banks 0 0 2 13 0 3 16 57
The “Donald” and the market: Is there a cointegration? 0 0 1 18 1 1 4 62
Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era 0 0 0 7 0 0 8 62
Total Journal Articles 4 9 53 438 28 73 570 2,126

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Statistics updated 2026-09-10