Nicola Spagnolo - Concepedia

Author

Nicola Spagnolo

Brunel University of London ORCID

Also Known As

N. Spagnolo, NICOLA SPAGNOLO, Nicola Spagnolo, Nicola Spagnolo (11792360), Spagnolo, Nicola

170

Publications

3.5K

Citations

H-Index

107

Concepts

All Affiliations

Brunel University of London German Institute for Economic Research London South Bank University Ifo Institute for Economic Research Australian National University

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	24	38	2K
2	Engineering	13	14	800
3	Management	13	16	884
4	Law	1	1	43
5	Public Health	1	1	103

Nicola Spagnolo

Publications

3.2K

Citations

H-Index

Page 1

	Year	Citations
The price of terror: The effects of terrorism on stock market returns and volatility K. Peren Arın, Davide Ciferri, Nicola Spagnolo Economics Letters Empirical FinanceEconomicsVolatility ModelingFinancial EconomicsAsset Pricing	2008	292
Testing for contagion: a conditional correlation analysis Guglielmo Maria Caporale, Andrea Cipollini, Nicola Spagnolo Journal of Empirical Finance EngineeringCausal InferenceConditional Correlation AnalysisStatisticsStatistical Analysis	2005	249
Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis John Beirne, Guglielmo Maria Caporale, Marianne Schulze‐Ghattas, Emerging Markets Review Emerging MarketEconomicsFinancial EconomicsInternational FinanceAsset Pricing	2010	205
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV‐SWITCHING AUTOREGRESSIVE MODELS Zacharias Psaradakis, Nicola Spagnolo Journal of Time Series Analysis Arma RepresentationDynamic Economic ModelParameter IdentificationEngineeringHidden Markov Chain	2003	163
Oil price uncertainty and sectoral stock returns in China: A time-varying approach Guglielmo Maria Caporale, Faek Menla Ali, Nicola Spagnolo China Economic Review Volatility ModelingEconomic FluctuationTime Series EconometricsOil Price VolatilityWeekly Data	2014	154
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets John Beirne, Guglielmo Maria Caporale, Marianne Schulze‐Ghattas, SSRN Electronic Journal	2009	137
Volatility transmission and financial crises Guglielmo Maria Caporale, Nikitas Pittis, Nicola Spagnolo Journal of Economics and Finance Volatility ModelingEconomicsFinancial EconomicsVolatility TransmissionShock (Economics)	2006	133
Volatility Spillovers and Contagion from Mature to Emerging Stock Markets John Beirne, Guglielmo Maria Caporale, Marianne Schulze‐Ghattas, Review of International Economics Empirical FinanceVolatility ModelingTime Series EconometricsInternational FinanceAsset Pricing	2013	126
Testing for causality‐in‐variance: an application to the East Asian markets Guglielmo Maria Caporale, Nikitas Pittis, Nicola Spagnolo International Journal of Finance & Economics Volatility ModelingEast Asian StudiesExchange RateTime Series EconometricsBekk Representation	2002	117
Spillovers between food and energy prices and structural breaks Alanoud Al‐Maadid, Guglielmo Maria Caporale, Fabio Spagnolo, International Economics Volatility ModelingEnergy PricesEconomic FluctuationEnergy EconomyAsset Pricing	2016	103

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