Access Statistics for Fabio Spagnolo

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
A Test for Volatility Spillovers 0 0 0 55 2 4 5 164
A Test for Volatility Spillovers 0 0 0 63 0 8 9 187
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 0 22 4 9 13 212
Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting 0 0 1 65 5 10 11 298
Contemporaneous threshold autoregressive models: estimation, testing and forecasting 0 0 0 467 1 4 6 1,297
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 96 4 8 12 238
Cross-Border Portfolio Flows and News Media Coverage 0 0 0 32 3 7 11 124
Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets 0 0 0 35 3 10 13 100
Cyber-Attacks, Cryptocurrencies, and Cyber Security 0 0 1 89 1 9 12 226
Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model 0 2 3 110 4 18 25 265
Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model 0 0 0 277 2 4 9 510
Exchange Rates and Macro News in Emerging Markets 0 0 1 44 0 9 15 134
Exchange Rates and Macro News in Emerging Markets 0 0 0 10 0 3 5 62
International Portfolio Flows and Exchange Rate Volatility for Emerging Markets 0 1 2 47 2 6 17 102
International Portfolio Flows and Exchange Rate Volatility for Emerging Markets 0 0 1 31 0 10 13 123
Macro News and Bond Yield Spreads in the Euro Area 0 0 0 41 1 3 8 98
Macro News and Bond Yield Spreads in the Euro Area 0 0 1 25 3 7 11 109
Macro News and Commodity Returns 0 0 0 15 0 7 9 77
Macro News and Commodity Returns 0 0 2 27 1 5 13 83
Macro News and Exchange Rates in the BRICS 0 0 0 26 0 4 5 101
Macro News and Exchange Rates in the BRICS 0 0 0 15 0 4 5 74
Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis 0 0 0 25 2 3 6 85
Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis 0 0 1 17 2 8 12 79
Multivariate Contemporaneous Threshold Autoregressive Models 0 0 0 62 1 9 10 187
Multivariate Contemporaneous-Threshold Autoregressive Models 0 0 0 74 2 5 10 202
Multivariate contemporaneous threshold autoregressive models 0 0 0 69 1 10 13 190
Non-Linearities, Cyber Attacks and Cryptocurrencies 0 0 0 38 0 4 8 103
On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts 0 0 0 339 3 7 9 757
On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts 0 0 0 49 3 6 11 186
Political Tension and Stock Markets in the Arabian Peninsula 0 0 0 15 0 5 11 58
Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities 0 0 1 122 5 8 15 279
Spillovers between Food and Energy Prices and Structural Breaks 0 0 0 12 0 4 7 70
Spillovers between Food and Energy Prices and Structural Breaks 0 0 0 14 1 6 10 72
Spillovers between food and energy prices and structural breaks 0 0 0 31 2 9 11 98
State-Dependent Threshold STAR Models 0 0 0 99 2 6 8 234
The Covid-19 Pandemic, Policy Responses and Stock Markets in the G20 0 0 0 23 3 9 16 56
The Feldstein-Horioka puzzle is not as bad as you think 1 1 1 402 1 6 11 1,033
The Impact of Business and Political News on the GCC Stock Markets 0 0 0 46 1 7 11 106
Total Working Papers 1 4 15 3,029 65 261 406 8,379

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple procedure for detecting periodically collapsing rational bubbles 0 0 0 67 1 5 7 170
A test for volatility spillovers 0 0 0 69 1 6 8 179
Brutality or Frequency?. An Empirical Investigation of the Effects of Terrorism on Economic Growth in India 0 0 1 19 1 4 10 68
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting 0 0 0 93 2 9 11 266
Contemporaneous-Threshold Smooth Transition GARCH Models 0 0 0 65 0 9 16 243
Cross-border portfolio flows and news media coverage 0 0 2 4 1 5 11 30
Cyber-attacks, spillovers and contagion in the cryptocurrency markets 1 1 3 8 2 4 10 48
Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model 0 2 2 29 0 8 17 113
Exchange rates and macro news in emerging markets 0 0 1 7 1 5 12 33
Forecast performance of nonlinear error-correction models with multiple regimes 0 0 0 90 0 1 5 232
Inflation Targeting, Exchange Rate Volatility and International Policy Coordination 0 0 0 2 1 3 4 9
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates 0 0 0 182 3 14 14 497
International portfolio flows and exchange rate volatility in emerging Asian markets 1 3 10 18 1 10 33 108
Is the Feldstein–Horioka Puzzle History? 0 0 0 205 0 2 9 544
Macro News and Commodity Returns 0 0 1 9 0 8 14 45
Macro news and bond yield spreads in the euro area 0 0 1 9 1 3 8 37
Macro news and exchange rates in the BRICS 0 0 0 18 0 1 4 69
Macro news and stock returns in the Euro area: A VAR-GARCH-in-mean analysis 0 0 0 8 1 6 9 72
Multivariate contemporaneous-threshold autoregressive models 0 0 1 58 2 6 9 244
Non-linearities, cyber attacks and cryptocurrencies 0 0 0 10 2 10 12 78
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS 0 0 0 271 0 3 11 591
On Markov error-correction models, with an application to stock prices and dividends 0 0 0 340 6 17 26 883
Political tension and stock markets in the Arabian Peninsula 0 0 0 3 0 3 4 24
Portfolio flows and the US dollar–yen exchange rate 0 0 0 12 1 6 9 73
Predicting Markov volatility switches using monetary policy variables 0 0 0 54 1 5 5 119
Red signals: current account deficits and sustainability 0 0 1 79 0 4 7 193
Renewable energy and economic growth: A Markov-switching approach 0 0 3 19 2 7 19 72
Selecting nonlinear time series models using information criteria 0 0 2 91 3 6 9 206
Spillovers between food and energy prices and structural breaks 0 0 0 11 0 3 4 45
Spillovers between food and energy prices and structural breaks 0 0 1 18 1 6 14 85
State-Dependent Threshold Smooth Transition Autoregressive Models 0 0 1 27 1 4 9 102
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 163 1 3 10 533
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables 0 0 0 2 0 6 9 14
The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing 0 0 0 40 5 9 16 190
The Prisoner's Dilemma and Regime-Switching in the Greek-Turkish Arms Race 0 0 1 12 0 3 6 37
The economic and welfare state determinants of well-being in Europe 0 0 1 10 1 6 13 38
The impact of business and political news on the GCC stock markets 0 0 1 10 2 6 8 64
Total Journal Articles 2 6 33 2,132 44 216 402 6,354

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market 0 0 0 0 0 3 4 9
Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach 0 0 0 0 0 3 4 21
Total Chapters 0 0 0 0 0 6 8 30

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Statistics updated 2026-03-04