Fabio Spagnolo
Fabio Spagnolo
Verified email at brunel.ac.uk
TitleCited byYear
On Markov error‐correction models, with an application to stock prices and dividends
Z Psaradakis, M Sola, F Spagnolo
Journal of Applied Econometrics 19 (1), 69-88, 2004
1732004
Is the Feldstein–Horioka puzzle history?
J Coakley, AM Fuertes, F Spagnolo
The Manchester School 72 (5), 569-590, 2004
1532004
A test for volatility spillovers
M Sola, F Spagnolo, N Spagnolo
Economics Letters 76 (1), 77-84, 2002
1122002
Red signals: current account deficits and sustainability
M Raybaudi, M Sola, F Spagnolo
Economics Letters 84 (2), 217-223, 2004
652004
The prisoner's dilemma and regime-switching in the Greek-Turkish arms race
R Smith, M Sola, F Spagnolo
Journal of Peace Research 37 (6), 737-750, 2000
562000
The Feldstein-Horioka puzzle is not as bad as you think
J Coakley, AM Fuertes, F Spagnolo
Birkbeck College, Department of Economics, 2001
502001
Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables
F Spagnolo, Z Psaradakis, M Sola
Journal of Applied Econometrics 20 (3), 423-437, 2005
392005
Contemporaneous threshold autoregressive models: estimation, testing and forecasting
MJ Dueker, M Sola, F Spagnolo
Journal of Econometrics 141 (2), 517-547, 2007
312007
Spillovers between food and energy prices and structural breaks
A Al-Maadid, GM Caporale, F Spagnolo, N Spagnolo
International Economics 150, 1-18, 2017
282017
Treasury management model with foreign exchange exposure
K Volosov, G Mitra, F Spagnolo, C Lucas
Computational Optimization and Applications 32 (1-2), 179-207, 2005
272005
Selecting nonlinear time series models using information criteria
Z Psaradakis, M Sola, F Spagnolo, N Spagnolo
Journal of Time Series Analysis 30 (4), 369-394, 2009
252009
Macro news and bond yield spreads in the euro area
GM Caporale, F Spagnolo, N Spagnolo
The European Journal of Finance 24 (2), 114-134, 2018
202018
Macro news and exchange rates in the BRICS
GM Caporale, F Spagnolo, N Spagnolo
Finance Research Letters 21, 140-143, 2017
192017
A simple procedure for detecting periodically collapsing rational bubbles
Z Psaradakis, M Sola, F Spagnolo
Economics Letters 72 (3), 317-323, 2001
192001
Macro news and stock returns in the Euro area: a VAR-GARCH-in-mean analysis
GM Caporale, F Spagnolo, N Spagnolo
International Review of Financial Analysis 45, 180-188, 2016
182016
Estimating and forecasting the yield curve using a Markov switching dynamic Nelson and Siegel model
C Hevia, M Gonzalez‐Rozada, M Sola, F Spagnolo
Journal of Applied Econometrics 30 (6), 987-1009, 2015
182015
Multivariate contemporaneous-threshold autoregressive models
MJ Dueker, Z Psaradakis, M Sola, F Spagnolo
Journal of Econometrics 160 (2), 311-325, 2011
172011
International portfolio flows and exchange rate volatility in emerging Asian markets
GM Caporale, FM Ali, F Spagnolo, N Spagnolo
Journal of International Money and Finance 76, 1-15, 2017
162017
Inflation targeting, exchange rate volatility and international policy coordination
F Alexandre, J Driffill, F Spagnolo
The Manchester School 70 (4), 546-569, 2002
152002
Macro news and commodity returns
GM Caporale, F Spagnolo, N Spagnolo
International Journal of Finance & Economics 22 (1), 68-80, 2017
142017
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