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 2 12 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 1 3 25 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 2 15 24
An explorative analysis of Italy banking financial stability 0 0 1 42 2 2 15 152
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 0 15 50
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 1 1 4 0 4 27 42
European bank credit risk transmission during the credit Suisse collapse 1 2 4 34 3 8 40 91
Feverish sentiment and global equity markets during the COVID-19 pandemic 0 0 1 6 0 2 25 79
FinTech and fan tokens: Understanding the risks spillover of digital asset investment 0 0 2 2 4 6 36 80
From me to you: Measuring connectedness between Eurozone financial institutions 0 0 0 6 0 1 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 3 16 29
How does climate policy uncertainty affect financial markets? Evidence from Europe 1 3 14 33 2 6 56 117
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 0 0 2 4 3 3 15 25
Multilayer network analysis of investor sentiment and stock returns 0 0 0 18 1 2 18 79
Non-Performing Loans and Macroeconomics Factors: The Italian Case 0 0 3 14 0 2 24 79
STRUCTURAL DIFFERENCES IN THE EUROZONE: MEASURING FINANCIAL STABILITY BY FCI 0 0 1 12 1 1 9 34
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 0 8 2 3 21 51
Systemic risk propagation in the Eurozone: A multilayer network approach 1 2 7 9 3 6 26 34
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 0 2 14 16
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness 0 0 1 22 0 0 17 84
The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market 0 0 4 80 3 9 46 383
The Time-Spatial Dimension of Eurozone Banking Systemic Risk 0 0 0 7 1 2 8 126
The diabolical sovereigns/banks risk loop: A VAR quantile design 0 0 0 20 0 0 8 70
The extreme risk connectedness of the new financial system: European evidence 0 0 0 10 1 3 13 43
The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation 0 0 3 26 0 2 25 74
The triple (T3) dimension of systemic risk: Identifying systemically important banks 0 0 2 13 2 3 16 57
The “Donald” and the market: Is there a cointegration? 0 0 1 18 0 0 3 61
Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era 0 0 0 7 0 0 13 62
Total Journal Articles 3 8 51 434 28 75 571 2,098

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Statistics updated 2026-08-07