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 0 12 16
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 11 20
Total Working Papers 0 0 0 12 0 1 23 36

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 2 1 3 9 9
An explorative analysis of Italy banking financial stability 0 0 2 41 0 0 3 137
Bad or good neighbours: a spatial financial contagion study 0 0 0 8 0 1 1 20
Bearish Vs Bullish risk network: A Eurozone financial system analysis 0 0 2 7 6 7 11 35
COVID-19 and Tail-event Driven Network Risk in the Eurozone 0 1 1 6 0 1 2 21
Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries 1 1 1 3 4 4 9 15
European bank credit risk transmission during the credit Suisse collapse 0 0 17 30 2 2 29 51
Feverish sentiment and global equity markets during the COVID-19 pandemic 1 1 2 5 1 3 8 54
FinTech and fan tokens: Understanding the risks spillover of digital asset investment 0 0 0 0 0 1 21 44
From me to you: Measuring connectedness between Eurozone financial institutions 0 0 0 6 0 2 5 32
Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis 0 0 1 4 0 0 4 13
How does climate policy uncertainty affect financial markets? Evidence from Europe 0 1 13 19 1 4 46 61
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 0 1 2 2 1 3 6 10
Multilayer network analysis of investor sentiment and stock returns 0 1 7 18 1 5 20 61
Non-Performing Loans and Macroeconomics Factors: The Italian Case 0 1 3 11 0 3 11 55
STRUCTURAL DIFFERENCES IN THE EUROZONE: MEASURING FINANCIAL STABILITY BY FCI 0 0 2 11 1 1 3 25
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 0 0 0 8 1 1 4 30
Systemic risk propagation in the Eurozone: A multilayer network approach 0 1 1 2 0 2 6 8
Tail Risk and Extreme Events: Connections between Oil and Clean Energy 0 2 2 8 0 2 5 33
Tail risk connectedness in clean energy and oil financial market 0 0 0 0 0 0 2 2
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness 0 0 0 21 0 2 5 67
The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market 2 6 7 76 6 17 31 337
The Time-Spatial Dimension of Eurozone Banking Systemic Risk 0 0 1 7 0 0 2 118
The diabolical sovereigns/banks risk loop: A VAR quantile design 0 0 0 20 0 0 2 62
The extreme risk connectedness of the new financial system: European evidence 0 0 3 10 0 1 8 30
The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation 0 2 7 23 0 4 12 49
The triple (T3) dimension of systemic risk: Identifying systemically important banks 0 0 0 11 0 1 3 41
The “Donald” and the market: Is there a cointegration? 0 0 1 17 1 1 5 58
Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era 0 0 0 7 0 0 0 49
Total Journal Articles 4 18 77 383 26 71 273 1,527

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Statistics updated 2025-08-05