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Person

Nicola Spagnolo (1968-)

Wirtschaftswissenschaftler

Name	Nicola Spagnolo
Time	1968- (Date of birth and death)
Place	Australien Italien
Gender	männlich
Academic degree	Dr.
Profession	Wirtschaftswissenschaftler (characteristic profession)
Variant	N. Spagnolo
Related	Università degli studi della Campania "Luigi Vanvitelli" Brunel University. Department of Economics and Finance Australian National University. Centre for Applied Macroeconomic Analysis
Further information	ISSM, CNR, Italy
Record type	Person
GND-Identifier	171907965
Record ID	171907965
Involved in show all Do not shut up and do dribble: social media and TV consumption Small and medium sized European firms and energy saving measures: The role of financing Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility Financial Integration in the GCC Region: Market Size Versus National Effects Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis Portfolio flows and the US dollar–yen exchange rate Equity fund flows and stock market returns in the US before and after the global financial crisis : A VAR-GARCH-in-mean analysis Exchange rates and macro news in emerging markets Macro news and exchange rates in the BRICS International portfolio flows and exchange rate volatility for emerging markets Macro news and commodity returns Spillovers between food and energy prices and structural breaks Macro news and bond yield spreads in the euro area Macro news and bond yield spreads in the Euro area Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis Macro news and stock returns in the euro area : A VAR-GARCH-in-mean analysis Oil price uncertainty and sectoral stock returns in China : a time-varying approach Oil price uncertainty and sectoral stock returns in China : A time-varying approach Exchange rate uncertainty and international portfolio flows Exchange rate uncertainty and international portfolio flows Liquidity risk, credit risk and the overnight interest rate spread : A stochastic volatility modelling approach Stock market integration between three CEECs, Russia and the UK Global and regional spillovers in emerging stock markets : a multivariate GARCH-in-mean analysis Volatility spillovers and contagion from mature to emerging stock markets

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Nicola Spagnolo (1968-)

Do not shut up and do dribble: social media and TV consumption

Small and medium sized European firms and energy saving measures: The role of financing

Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility

Financial Integration in the GCC Region: Market Size Versus National Effects

Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis

Portfolio flows and the US dollar–yen exchange rate

Equity fund flows and stock market returns in the US before and after the global financial crisis : A VAR-GARCH-in-mean analysis

Exchange rates and macro news in emerging markets

Macro news and exchange rates in the BRICS

International portfolio flows and exchange rate volatility for emerging markets

Macro news and commodity returns

Spillovers between food and energy prices and structural breaks

Macro news and bond yield spreads in the euro area

Macro news and bond yield spreads in the Euro area

Macro news and stock returns in the euro area : a VAR-GARCH-in-mean analysis

Macro news and stock returns in the euro area : A VAR-GARCH-in-mean analysis

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

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

Exchange rate uncertainty and international portfolio flows

Exchange rate uncertainty and international portfolio flows

Liquidity risk, credit risk and the overnight interest rate spread : A stochastic volatility modelling approach

Stock market integration between three CEECs, Russia and the UK

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

Volatility spillovers and contagion from mature to emerging stock markets