Concepedia

Nicola Spagnolo

NS

63

Publications

3.2K

Citations

29

H-Index

2002

Active since

Affiliations

Brunel University of London(Current)

German Institute for Economic Research

London South Bank University

Ifo Institute for Economic Research

Australian National University

Nicola Spagnolo is an author at Brunel University of London specializing in economics, business, and finance.

Top concepts

BusinessEconomicsFinanceFinancial EconomicsGlobal FinanceFinancial CrisisAsset PricingEconometricsVolatility ModelingManagement

Publications per year

2002–2024

63

Publications

63

The price of terror: The effects of terrorism on stock market returns and volatility

K. Peren Arın, Davide Ciferri, Nicola Spagnolo · Economics Letters · 2008 · 292 citations

Empirical Finance, Economics, Volatility Modeling +10

Testing for contagion: a conditional correlation analysis

Guglielmo Maria Caporale, Andrea Cipollini, Nicola Spagnolo · Journal of Empirical Finance · 2005 · 249 citations · Full text

Engineering, Causal Inference, Conditional Correlation Analysis +2

Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis

John Beirne, Guglielmo Maria Caporale, Marianne Schulze‐Ghattas et al. · Emerging Markets Review · 2010 · 205 citations

Emerging Market, Economics, Financial Economics +12

ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS

Zacharias Psaradakis, Nicola Spagnolo · Journal of Time Series Analysis · 2003 · 163 citations

Arma Representation, Dynamic Economic Model, Parameter Identification +12

Oil price uncertainty and sectoral stock returns in China: A time-varying approach

Guglielmo Maria Caporale, Faek Menla Ali, Nicola Spagnolo · China Economic Review · 2014 · 154 citations · Full text

Volatility Modeling, Economic Fluctuation, Time Series Econometrics +17

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