Concepedia

Fabio Spagnolo

FS

37

Publications

1.5K

Citations

25

H-Index

2000

Active since

Affiliations

Brunel University of London(Current)

Birkbeck, University of London

Universidad Torcuato Di Tella

Australian National University

German Institute for Economic Research

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

Top concepts

EconomicsBusinessFinanceEconometricsFinancial EconomicsStatisticsGlobal FinanceTime Series EconometricsAsset PricingEconomic Analysis

Publications per year

2000–2023

37

Publications

37

On Markov error‐correction models, with an application to stock prices and dividends

Zacharias Psaradakis, Martín Solà, Fabio Spagnolo · Journal of Applied Econometrics · 2004 · 187 citations

Empirical Finance, Mec Model, Markov Error‐correction +18

Is the Feldstein–Horioka Puzzle History?

Jerry Coakley, Ana-Marı́a Fuertes, Fabio Spagnolo · Manchester School · 2004 · 112 citations

Historical Geography, International Economics, Feldstein–horioka Puzzle History +19

Spillovers between food and energy prices and structural breaks

Alanoud Al‐Maadid, Guglielmo Maria Caporale, Fabio Spagnolo et al. · International Economics · 2016 · 103 citations · Full text

Volatility Modeling, Energy Prices, Economic Fluctuation +20

Cyber-attacks, spillovers and contagion in the cryptocurrency markets

Guglielmo Maria Caporale, Woo-Young Kang, Fabio Spagnolo et al. · Journal of International Financial Markets Institutions and Money · 2021 · 86 citations · Full text

Economics, Volatility Modeling, Asset Pricing +14

International portfolio flows and exchange rate volatility in emerging Asian markets

Guglielmo Maria Caporale, Faek Menla Ali, Fabio Spagnolo et al. · Journal of International Money and Finance · 2017 · 75 citations · Full text

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