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 0 12 33
Total Working Papers 0 0 0 12 0 1 22 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 0 14 24
An explorative analysis of Italy banking financial stability 0 0 1 42 1 9 22 159
Bad or good neighbours: a spatial financial contagion study 0 0 0 8 1 2 9 29
Bearish Vs Bullish risk network: A Eurozone financial system analysis 0 0 1 8 0 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 0 24 42
European bank credit risk transmission during the credit Suisse collapse 2 3 6 36 7 11 46 99
Feverish sentiment and global equity markets during the COVID-19 pandemic 0 0 1 6 0 0 23 79
FinTech and fan tokens: Understanding the risks spillover of digital asset investment 0 0 2 2 1 5 36 81
From me to you: Measuring connectedness between Eurozone financial institutions 1 1 1 7 1 3 18 52
Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis 0 0 1 5 1 3 19 32
How does climate policy uncertainty affect financial markets? Evidence from Europe 1 4 15 36 2 6 52 121
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 0 0 1 4 1 4 15 26
Multilayer network analysis of investor sentiment and stock returns 0 1 1 19 1 5 20 83
Non-Performing Loans and Macroeconomics Factors: The Italian Case 1 1 4 15 2 6 28 85
STRUCTURAL DIFFERENCES IN THE EUROZONE: MEASURING FINANCIAL STABILITY BY FCI 1 1 1 13 1 2 9 35
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 0 8 0 3 18 52
Systemic risk propagation in the Eurozone: A multilayer network approach 2 4 10 12 2 6 28 37
Tail Risk and Extreme Events: Connections between Oil and Clean Energy 0 0 0 8 0 0 14 47
Tail risk connectedness in clean energy and oil financial market 0 0 0 0 0 1 14 17
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness 0 0 1 22 1 1 17 85
The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market 0 0 3 80 1 4 35 384
The Time-Spatial Dimension of Eurozone Banking Systemic Risk 0 0 0 7 0 2 7 127
The diabolical sovereigns/banks risk loop: A VAR quantile design 0 0 0 20 0 0 6 70
The extreme risk connectedness of the new financial system: European evidence 1 1 1 11 2 4 15 46
The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation 0 0 3 26 3 3 28 77
The triple (T3) dimension of systemic risk: Identifying systemically important banks 0 0 2 13 0 2 16 57
The “Donald” and the market: Is there a cointegration? 0 0 1 18 0 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 9 16 59 447 28 84 573 2,154

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Statistics updated 2026-10-11