Nicola Spagnolo
University of Campania "Luigi Vanvitelli"(IT)
Publications by Year
Research Areas
Market Dynamics and Volatility, Monetary Policy and Economic Impact, Financial Risk and Volatility Modeling, Global Financial Crisis and Policies, Energy, Environment, Economic Growth
Most-Cited Works
- → The price of terror: The effects of terrorism on stock market returns and volatility(2008)294 cited
- → Testing for contagion: a conditional correlation analysis(2005)250 cited
- → Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis(2010)205 cited
- → ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS(2003)164 cited
- → Oil price uncertainty and sectoral stock returns in China: A time-varying approach(2014)154 cited
- → Volatility Spillovers and Contagion from Mature to Emerging Stock Markets(2009)137 cited
- → Volatility transmission and financial crises(2006)133 cited
- → Testing for causality‐in‐variance: an application to the East Asian markets(2002)117 cited
- → Spillovers between food and energy prices and structural breaks(2016)105 cited