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Fabio Spagnolo · Study
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Author
Fabio Spagnolo
16 works
· latest 2021
· 3 institutions
cluster: provisional
ORCID 0000-0001-9043-4133
Works
16 shown
Cyber-attacks, spillovers and contagion in the cryptocurrency markets
Journal of International Financial Markets Institutions and Money
·
2021
·
4 authors
·
Open access
86
citations
Non-linearities, cyber attacks and cryptocurrencies
Finance research letters
·
2019
·
4 authors
·
Open access
47
citations
International portfolio flows and exchange rate volatility in emerging Asian markets
Journal of International Money and Finance
·
2017
·
4 authors
·
Open access
77
citations
Macro news and bond yield spreads in the euro area
European Journal of Finance
·
2017
·
3 authors
·
Open access
34
citations
Macro news and exchange rates in the BRICS
Finance research letters
·
2016
·
3 authors
·
Open access
31
citations
Spillovers between food and energy prices and structural breaks
International Economics
·
2016
·
4 authors
·
Open access
106
citations
State‐Dependent Threshold Smooth Transition Autoregressive Models*
Oxford Bulletin of Economics and Statistics
·
2012
·
4 authors
25
citations
Multivariate contemporaneous-threshold autoregressive models
Journal of Econometrics
·
2010
·
4 authors
17
citations
Contemporaneous threshold autoregressive models: Estimation, testing and forecasting
Journal of Econometrics
·
2006
·
3 authors
·
Open access
32
citations
Treasury Management Model with Foreign Exchange Exposure
Computational Optimization and Applications
·
2005
·
4 authors
·
Open access
27
citations
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
Journal of Applied Econometrics
·
2005
·
3 authors
40
citations
Is the Feldstein–Horioka Puzzle History?
Manchester School
·
2004
·
3 authors
·
Open access
124
citations
Red signals: current account deficits and sustainability
Economics Letters
·
2004
·
3 authors
63
citations
On Markov error‐correction models, with an application to stock prices and dividends
Journal of Applied Econometrics
·
2004
·
3 authors
·
Open access
190
citations
A test for volatility spillovers
Economics Letters
·
2002
·
3 authors
·
Open access
66
citations
A simple procedure for detecting periodically collapsing rational bubbles
Economics Letters
·
2001
·
3 authors
·
Open access
27
citations