Suggestions in Courses

See all course results

Suggestions in News

  • No suggestions found.

Suggestions in Events

See all events results
London Met Website

Items where Author is "Spagnolo, Nicola"

Up a level
Export as [feed] Atom [feed] RSS
[tool] Batch List
Group by: Item Type | No Grouping
Number of items: 5.

Caporale, Guglielmo Maria, Menla Ali, Faek and Spagnolo, Nicola (2014) Oil price uncertainty and sectoral stock returns in China : a time-varying approach. Centre for International Capital Markets discussion papers, 2014 (07). pp. 1-27. ISSN 1749-3412

Beirne, John, Caporale, Guglielmo Maria and Spagnolo, Nicola (2011) Liquidity risk, credit risk and the overnight interest rate spread: a Stochastic Volatility modelling approach. Centre for EMEA Banking, Finance and Economics Working Paper Series, 2011 (17). pp. 1-18.

Beirne, John, Caporale, Guglielmo Maria, Schulze-Ghattas, Marianne and Spagnolo, Nicola (2009) Global and regional spillovers in emerging stock markets: a multivariate GARCH-in-mean analysis. Centre for International Capital Markets discussion papers, 2009 (17). pp. 1-15. ISSN 1749-3412

Beirne, John, Caporale, Guglielmo Maria, Schulze-Ghattas, Marianne and Spagnolo, Nicola (2009) Volatility spillovers and contagion from mature to emerging stock markets. Centre for International Capital Markets discussion papers, 2009 (05). pp. 1-24. ISSN 1749-3412

Beirne, John, Caporale, Guglielmo Maria and Spagnolo, Nicola (2008) Interest and exchange rate risk and stock returns : a multivariate GARCH-M modelling approach. Centre for International Capital Markets discussion papers, 2008 (03). pp. 1-16. ISSN 1749-3412

This list was generated on Thu Apr 18 20:33:00 2024 UTC.