Access Statistics for Nicola Spagnolo

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Closer Look at the Employment Effects of Fiscal Policy Shocks: What Have Minorities Got to Do With it? 0 0 0 9 0 1 1 22
A Test for Volatility Spillovers 0 0 0 63 0 0 0 178
A Test for Volatility Spillovers 0 0 0 55 0 0 1 159
Aggregate Insider Trading and Stock Market Volatility in the UK 0 0 0 14 1 3 7 21
Are currency crises self-fulfilling? the case of Argentina 0 0 0 112 0 0 2 280
Are currency crises self-fulfilling? the case of Argentina 0 0 1 109 0 0 2 265
Climate Physical Risk and Asian Stock Market Returns 0 0 15 15 0 0 23 23
Climate Policies, Energy Shocks and Spillovers Between Green and Brown Stock Price Indices 1 12 12 12 1 4 4 4
Cross-Border Portfolio Flows and News Media Coverage 0 0 0 32 1 1 7 115
Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets 0 0 0 35 0 0 1 87
Cyber-Attacks, Cryptocurrencies, and Cyber Security 0 1 4 89 0 2 13 216
Do Periods of Extreme Asset Price Volatility Signal the Beginning of a Recession? An International Comparison 3 6 6 6 2 7 7 7
Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-In-Mean Analysis 0 0 0 33 0 0 0 61
Equity Fund Flows and Stock Market Returns in the US before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis 0 0 0 19 0 0 0 68
European SMEs and Resource Efficiency Measures: Firm Characteristics and Contextual Factors 0 0 0 12 0 0 2 8
Evaluating currency crises: the case of the European Monetary System 0 0 0 41 0 0 1 190
Exchange Rate Uncertainty and International Portfolio Flows 0 0 0 46 1 1 2 88
Exchange Rate Uncertainty and International Portfolio Flows 0 0 0 16 1 1 1 67
Exchange Rates and Macro News in Emerging Markets 0 0 0 43 1 1 2 120
Exchange Rates and Macro News in Emerging Markets 0 0 0 10 1 1 2 58
Financial integration in the GCC region: market size versus national effects 0 0 0 10 0 2 3 35
Fiscal Multipliers in Good Times and Bad Times 0 0 0 82 0 0 2 180
Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings 0 0 0 8 0 0 1 12
Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-Mean Analysis 0 0 0 83 0 1 2 281
Global and Regional Spillovers in Emerging Stock Markets: A Multivariate GARCH-in-mean Analysis 0 0 0 89 0 2 2 317
International Portfolio Flows and Exchange Rate Volatility for Emerging Markets 0 0 0 45 0 0 4 86
International Portfolio Flows and Exchange Rate Volatility for Emerging Markets 0 0 1 31 0 0 1 111
Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach 0 0 0 118 0 0 2 322
Liquidity Risk, Credit Risk and the Overnight Interest Rate Spread: A Stochastic Volatility Modelling Approach 0 0 0 51 0 0 0 214
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 60 0 0 1 241
MEASURING HALF-LIVES USING A NON-PARAMETRIC BOOTSTRAP APPROACH 0 0 0 59 0 0 0 176
Macro News and Bond Yield Spreads in the Euro Area 0 0 0 41 1 1 2 91
Macro News and Bond Yield Spreads in the Euro Area 0 0 2 24 0 0 4 98
Macro News and Commodity Returns 0 0 0 15 0 0 1 68
Macro News and Commodity Returns 1 1 1 26 5 5 6 75
Macro News and Exchange Rates in the BRICS 0 0 0 26 0 0 0 96
Macro News and Exchange Rates in the BRICS 0 0 0 15 0 1 3 70
Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis 0 0 0 25 0 0 0 79
Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis 0 0 0 16 0 0 0 67
Non-Linearities, Cyber Attacks and Cryptocurrencies 0 0 0 38 0 0 2 95
Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach 0 0 0 32 0 0 0 108
Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach 0 0 0 52 0 0 0 129
On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models 0 0 0 0 0 2 5 271
Political Tension and Stock Markets in the Arabian Peninsula 0 0 0 15 0 1 1 48
Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions 1 5 14 19 3 8 34 41
STOCK MARKET INTEGRATION AND EUROPEAN MONETARY UNION 0 0 0 129 0 1 7 252
Small and Medium Sized European Firms and Energy Efficiency Measures: A Probit Analysis 0 0 1 62 0 0 3 17
Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities 1 1 3 122 1 4 6 268
Spillovers between Food and Energy Prices and Structural Breaks 0 0 0 14 0 0 5 63
Spillovers between Food and Energy Prices and Structural Breaks 0 0 0 12 0 0 0 63
Spillovers between food and energy prices and structural breaks 0 0 0 31 0 0 2 87
Stock Market Integration between three CEECs, Russia and the UK 0 0 0 69 0 0 0 266
Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence 0 0 4 20 0 2 15 34
Stock Returns and Inflation: The Impact of Inflation Targeting 1 1 1 191 1 1 1 538
TESTING FOR CONTAGION: A CONDITIONAL CORRELATION ANALYSIS 0 1 1 707 0 2 5 1,993
TESTING FOR FINANCIAL CONTAGION BETWEEN DEVELOPED AND EMERGING MARKETS DURING THE 1997 EAST ASIAN CRISIS 0 0 0 207 1 1 4 456
The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 0 0 0 23 1 2 3 43
The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence 1 1 6 6 2 2 12 12
The Impact of Business and Political News on the GCC Stock Markets 0 0 0 46 0 0 0 95
The Role of Consumer Sentiment in the Stock Market: A Multivariate Dynamic Mixture Model with Threshold Effects 1 6 18 34 1 12 42 73
US Municipal Green Bonds and Financial Integration 0 0 1 53 0 0 5 17
Understanding Homeland Security: Theory and UK Evidence 0 0 0 8 0 0 1 56
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 0 105 0 2 4 318
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 0 100 0 0 2 497
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 0 0 0 146 0 0 0 352
Volatility spillovers and contagion from mature and emerging stock markets 0 0 0 5 0 1 2 35
Volatility spillovers and contagion from mature to emerging stock markets 0 0 1 125 1 1 4 612
Total Working Papers 10 35 92 3,966 26 76 277 11,495


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the macroeconomic consequences of ethnic/racial tension 0 0 0 9 0 1 1 35
A test for volatility spillovers 0 0 0 69 0 0 1 171
Aggregate insider trading and stock market volatility in the UK 0 1 3 3 0 2 9 17
Asset prices and output growth volatility: the effects of financial crises 0 0 3 90 0 0 4 228
Brutality or Frequency?. An Empirical Investigation of the Effects of Terrorism on Economic Growth in India 0 1 1 19 0 5 7 63
Central bank intervention and foreign exchange markets 0 0 0 49 0 0 0 240
Connectedness between fossil and renewable energy stock indices: The impact of the COP policies 0 1 2 4 0 1 5 13
Cross-border portfolio flows and news media coverage 1 1 1 3 1 2 3 21
Cyber-attacks, spillovers and contagion in the cryptocurrency markets 0 2 2 7 0 4 8 42
Do not shut up and do dribble: social media and TV consumption 0 0 0 3 0 0 3 7
Effect of Media News on Radicalization of Attitudes to Immigration 0 0 2 5 0 2 7 40
Environmental awareness and firm creation 0 0 1 3 1 2 8 15
Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis 0 0 0 8 0 1 3 30
Evaluating currency crises: the case of the European monetary system 0 0 0 5 0 1 3 36
Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach 0 0 1 56 0 0 4 186
Exchange rates and macro news in emerging markets 0 0 0 6 1 1 1 22
Exploring the dynamics between terrorism and anti-terror spending: Theory and UK-evidence 0 0 0 51 1 2 6 242
Financial Integration in the GCC Region: Market Size Versus National Effects 0 0 0 0 0 0 1 21
Financial markets and fiscal discipline in the Eurozone 1 1 3 20 1 1 4 43
Fiscal multipliers in good times and bad times 0 0 0 56 1 2 7 253
Fractional Integration Versus Structural Change: Testing the Convergence of $$\hbox {CO}_{2}$$ CO 2 Emissions 0 0 0 5 0 0 1 57
Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis 0 1 3 53 0 2 10 183
Happiness, taxes and social provision: A note 0 0 0 22 0 2 3 79
Happy PIIGS? 0 0 0 7 0 1 1 33
IGARCH models and structural breaks 0 1 2 353 1 2 7 992
International portfolio flows and exchange rate volatility in emerging Asian markets 0 3 4 12 0 7 15 85
Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching 0 1 2 63 0 2 4 167
LIQUIDITY RISK, CREDIT RISK AND THE OVERNIGHT INTEREST RATE SPREAD: A STOCHASTIC VOLATILITY MODELLING APPROACH 0 0 0 11 0 1 1 45
Linear and Non-linear Causality between CO2 Emissions and Economic Growth 0 0 2 86 2 2 7 237
Linear and Non-linear Causality between CO2 Emissions and Economic Growth 0 0 0 0 0 1 1 1
Macro News and Commodity Returns 0 0 0 8 1 1 3 33
Macro news and bond yield spreads in the euro area 0 0 1 8 0 0 1 29
Macro news and exchange rates in the BRICS 0 0 2 18 0 2 6 67
Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis 0 0 0 8 0 0 1 63
Modelling East Asian exchange rates: a Markov-switching approach 0 0 0 89 0 1 2 232
Non-linearities, cyber attacks and cryptocurrencies 0 0 1 10 1 1 3 67
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS 0 0 2 271 0 1 5 581
Oil price uncertainty and sectoral stock returns in China: A time-varying approach 0 0 0 20 0 1 7 108
On the heterogeneous effects of tax policy on labor market outcomes 1 1 1 6 1 1 4 37
Political tension and stock markets in the Arabian Peninsula 0 0 1 3 0 0 2 20
Portfolio flows and the US dollar–yen exchange rate 0 0 0 12 0 1 4 65
Power Properties of Nonlinearity Tests for Time Series with Markov Regimes 0 0 0 195 0 0 1 465
Predicting Markov volatility switches using monetary policy variables 0 0 0 54 0 0 2 114
Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility 2 4 5 16 3 5 16 40
Price regimes in an energy island: Tacit collusion vs. cost and network explanations 0 0 0 10 1 1 3 59
Renewable energy and economic growth: A Markov-switching approach 0 1 2 18 1 4 8 59
Selecting nonlinear time series models using information criteria 1 1 1 90 1 1 1 198
Short-term growth effects of fiscal policy revisited: A Markov-switching approach 0 2 2 87 0 2 3 240
Small and medium sized European firms and energy saving measures: The role of financing 0 1 2 2 0 1 7 15
Spillovers between food and energy prices and structural breaks 0 0 0 11 0 0 2 41
Spillovers between food and energy prices and structural breaks 0 1 4 18 0 2 7 73
Stock Market Integration Between Three CEECs 0 0 0 31 0 1 2 105
Stock Market Integration between Three CEECs, Russia, and the UK 0 0 0 0 0 0 0 58
Stock market responses to monetary policy shocks: Firm-level evidence 1 1 1 1 3 7 8 8
Stock market returns and climate risk in the U.S 1 1 1 1 4 9 10 10
Stock market, economic growth and EU accession: evidence from three CEECs 0 0 0 15 0 1 1 52
Sustainable developments, renewable energy, and economic growth in Canada 0 0 0 6 0 0 3 23
Testing for Causality-in-Variance: An Application to the East Asian Markets 0 0 0 215 0 1 3 456
Testing for contagion: a conditional correlation analysis 0 0 3 230 0 1 4 551
Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis 0 0 0 138 2 2 3 398
The COVID-19 pandemic, policy responses and stock markets in the G20 0 0 0 0 0 0 2 9
The COVID-19 pandemic, policy responses and stock markets in the G20 0 0 0 0 1 3 5 7
The economic and welfare state determinants of well-being in Europe 0 0 3 9 0 0 7 25
The effect of a new power cable on energy prices volatility spillovers 0 0 0 8 0 0 3 41
The effects of physical and transition climate risk on stock markets: Some multi-Country evidence 0 0 0 0 2 2 2 2
The impact of business and political news on the GCC stock markets 0 1 1 10 0 2 3 58
The impact of energy, renewable and CO2 emissions efficiency on countries’ productivity 0 2 12 33 1 9 31 69
The non-linear effect of income on the shadow economy 0 0 0 0 1 3 6 6
The price of terror: The effects of terrorism on stock market returns and volatility 1 2 10 582 1 2 14 1,537
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets 1 1 3 32 1 2 5 192
Volatility transmission and financial crises 0 0 1 11 0 0 3 75
Was the Currency Crisis in Argentina Self-Fulfilling? 0 0 0 99 0 0 2 229
Total Journal Articles 10 32 91 3,453 34 117 340 10,121
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach 0 0 0 0 0 1 4 18
US municipal green bonds and financial integration 0 0 0 1 0 0 1 3
Total Chapters 0 0 0 1 0 1 5 21


Statistics updated 2025-07-04