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Dr Nicola Spagnolo
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Arin, KP., De Iudicibus, A., Sayour, N. and Spagnolo, N. (2024) 'Environmental awareness and firm creation'. Journal of Economic Studies, 51 (9). pp. 137 - 147. ISSN: 0144-3585 Open Access Link

Journal article

Caporale, GM., Kyriacou, K. and Spagnolo, N. (2023) 'Aggregate insider trading and stock market volatility in the UK'. Journal of International Financial Markets, Institutions and Money, 89. pp. 1 - 15. ISSN: 1042-4431 Open Access Link

Journal article

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2023) 'Cyber-attacks, cryptocurrencies, and cyber-security', in Achim, M. (ed.) Economic and Financial Crime, Sustainability and Good Governance. Cham, Switzerland : Springer. , Part F1313. pp. 347 - 381. ISBN 10: 3-031-34082-5. ISBN 13: 978-3-031-34081-9. Open Access Link

Book chapter

Napolitano, O., Foresti, P., Kounetas, K. and Spagnolo, N. (2023) 'The impact of energy, renewable and CO2 emissions efficiency on countries’ productivity'. Energy Economics, 125. pp. 1 - 21. ISSN: 0140-9883

Journal article

Chen, Y., Mamon, R., Spagnolo, F. and Spagnolo, N. (2023) 'Sustainable developments, renewable energy, and economic growth in Canada'. Sustainable Development, 31 (4). pp. 2950 - 2966. ISSN: 0968-0802 Open Access Link

Journal article

Arin, KP., Elmassah, S., Kaplan, S. and Spagnolo, N. (2022) 'Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility'. Review of Economics, 73 (3). pp. 211 - 221. ISSN: 0948-5139

Journal article

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2022) 'The Covid-19 pandemic, policy responses and stock markets in the G20'. International Economics, 172. pp. 77 - 90. ISSN: 1612-4804 Open Access Link

Journal article

Bonasia, M., Napolitano, O., Spagnolo, F. and Spagnolo, N. (2022) 'The economic and welfare state determinants of well-being in Europe'. International Economics, 171. pp. 49 - 57. ISSN: 2110-7017

Journal article

Caporale, GM., Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2022) 'Cross-border portfolio flows and news media coverage'. Journal of International Money and Finance, 126. pp. 1 - 28. ISSN: 0261-5606 Open Access Link

Journal article

Chen, Y., Mamon, R., Spagnolo, F. and Spagnolo, N. (2022) 'Renewable energy and economic growth: A Markov-switching approach'. Energy, 244 (B). pp. 1 - 21. ISSN: 0360-5442

Journal article

Arin, P., Minniti, M., Murtinu, S. and Spagnolo, N. (2021) 'Inflection Points, Kinks, and Jumps: A Statistical Approach to Detecting Nonlinearities'. Organizational Research Methods, 25 (4). pp. 786 - 814. ISSN: 1094-4281 Open Access Link

Journal article

Agovino, M., Carillo, MR. and Spagnolo, N. (2021) 'Effect of Media News on Radicalization of Attitudes to Immigration'. Journal of Economics, Race, and Policy, 9 (4). pp. 318 - 340. ISSN: 2520-8411 Open Access Link

Journal article

Adnan, W., Arin, KP., Corakci, A. and Spagnolo, N. (2021) 'On the heterogeneous effects of tax policy on labor market outcomes'. Southern Economic Journal, 88 (3). pp. 991 - 1036. ISSN: 0038-4038

Journal article

Canale, RR., De Simone, E. and Spagnolo, N. (2021) 'Financial markets and fiscal discipline in the Eurozone'. Structural Change and Economic Dynamics, 58. pp. 490 - 499. ISSN: 0954-349X

Journal article

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2021) 'Cyber attacks, spillovers and contagion in the cryptocurrency markets'. Journal of International Financial Markets, Institutions and Money, 74. pp. 1 - 19. ISSN: 1042-4431 Open Access Link

Journal article

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2020) 'Non-Linearities, Cyber Attacks and Cryptocurrencies'. Finance Research Letters, 32. pp. 1 - 10. ISSN: 1544-6123 Open Access Link

Journal article

Sapio, A. and Spagnolo, N. (2020) 'The effect of a new power cable on energy prices volatility spillovers'. Energy Policy, 144. pp. 1 - 12. ISSN: 0301-4215

Journal article

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2020) 'The impact of business and political news on the GCC stock markets'. Research in International Business and Finance, 52. pp. 101102 - 101102. ISSN: 0275-5319 Open Access Link

Journal article

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2020) 'Political Tension and Stock Markets in the Arabian Peninsula'. International Journal of Finance and Economics, 26 (1). pp. 679 - 683. ISSN: 1076-9307 Open Access Link

Journal article

Arin, KP., Caporale, GM., Kyriacou, K. and Spagnolo, N. (2019) 'Financial Integration in the GCC region: Market Size versus National Effects'. Open Economies Review, 31 (2). pp. 309 - 316. ISSN: 0923-7992 Open Access Link

Journal article

Babalos, V., Caporale, GM. and Spagnolo, N. (2019) 'Equity Fund Flows and Stock Market Returns in the USA before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis'. Empirical Economics, 60 (2). pp. 539 - 555. ISSN: 0377-7332 Open Access Link

Journal article

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2018) 'Exchange rates and macro news in emerging markets'. Research in International Business and Finance, 46. pp. 516 - 527. ISSN: 0275-5319 Open Access Link

Journal article

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2018) 'Macro News and Bond Yield Spreads in the Euro Area'. European Journal of Finance, 24 (2). pp. 114 - 134. ISSN: 1351-847X Open Access Link

Journal article

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2017) 'Macro news and exchange rates in the BRICS'. Finance Research Letters, 21 (May 2017). pp. 140 - 143. ISSN: 1544-6123 Open Access Link

Journal article

Spagnolo, N., Barassi, M. and Zhao, Y. (2017) 'Fractional Integration Versus Structural Change: Testing the Convergence of CO2 Emissions'. Environmental and Resource Economics, 71 (4). pp. 923 - 968. ISSN: 0924-6460 Open Access Link

Journal article

Spagnolo, N., Bonasia, M. and Napolitano, O. (2017) 'Happy PIIGS?'. Journal of Happiness Studies, 19 (6). pp. 1763 - 1782. ISSN: 1389-4978 Open Access Link

Journal article

Caporale, GM., Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2017) 'International portfolio flows and exchange rate volatility in emerging Asian markets'. Journal of International Money and Finance, 76. pp. 1 - 15. ISSN: 0261-5606 Open Access Link

Journal article

Spagnolo, N., Arin, KP. and Koyuncu, M. (2017) 'A Note on the Macroeconomic Consequences of Ethnic/Racial Tension'. Economics Letters, 155. pp. 100 - 103. ISSN: 0165-1765 Open Access Link

Journal article

Spagnolo, N., Spagnolo, F. and Arin, P. (2016) 'Brutality or Frequency? An Empirical Investigation of the Effects of Terrorism on Economic Growth in India'. Revue Economique, 67 (6). pp. 1141 - 1151. ISSN: 1950-6694

Journal article

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2016) 'Macro News and Commodity Returns'. International Journal of Finance and Economics, 22 (1). pp. 68 - 80. ISSN: 1099-1158 Open Access Link

Journal article

Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2016) 'Portfolio Flows and the US Dollar-Yen Exchange Rate'. Empirical Economics: a quarterly journal of the Institute for Advanced Studies, Vienna, 52 (1). pp. 179 - 189. ISSN: 1435-8921 Open Access Link

Journal article

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2016) 'Macro news and stock returns in the euro area: a VAR-GARCH-in-mean analysis'. International Review of Financial Analysis, 45. pp. 180 - 188. ISSN: 1057-5219 Open Access Link

Journal article

Spagnolo, N., Bonasia, M., Albanese, M. and Napolitano, O. (2015) 'Happiness, Taxes and Social Provision a Note'. Economics Letters, 135. pp. 100 - 103. ISSN: 1873-7374 Open Access Link

Journal article

Caporale, GM., Menla Ali, F. and Spagnolo, N. (2015) 'Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach'. Journal of International Money and Finance, 54. pp. 70 - 92. ISSN: 0261-5606 Open Access Link

Journal article

Caporale, GM., Menla Ali, F. and Spagnolo, N. (2015) 'Oil price uncertainty and sectoral stock returns in China: A time-varying approach'. China Economic Review, 34. pp. 311 - 321. ISSN: 1043-951X Open Access Link

Journal article

Spagnolo, N., Koray, F. and Arin, K. (2015) 'Fiscal Multipliers in Good Times and Bad Times'. Journal of Macroeconomics, 44. pp. 303 - 311. ISSN: 1873-152X Open Access Link

Journal article

Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2014) 'Exchange rates and net portfolio flows: A Markov-switching approach', in Mamon, RS. and Elliott, RJ. (eds.) Hidden Markov models in finance: Further developments and applications, volume II. Springer US. pp. 117 - 132. ISBN 13: 978-1-4899-7441-9.

Book chapter

Caporale, GM., Beirne, J., Schulze-Ghattas, M. and Spagnolo, N. (2013) 'Volatility spillovers and contagion from mature to emerging stock markets'. Wiley.

Scholarly Edition

Beirne, J., Caporale, GM. and Spagnolo, N. (2013) 'Liquidity risk, credit risk and the overnight Interest rate spread: A stochastic volatility modelling approach'. Manchester School, 81 (6). pp. 925 - 940. ISSN: 1463-6786

Journal article

Barassi, M. and Spagnolo, N. (2012) 'CO2 Emissions and Economic Growth'. The Energy Journal.

Journal article

Barassi, MR. and Spagnolo, N. (2012) 'Linear and non-linear causality between CO2 emissions and economic growth'. Energy Journal, 33 (3). pp. 23 - 38. ISSN: 0195-6574

Journal article

Arin, KP. and Spagnolo, N. (2011) 'Short-term growth effects of fiscal policy revisited: A Markov-switching approach'. Economics Letters, 110 (3). pp. 278 - 281. ISSN: 0165-1765

Journal article

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2011) 'Financial Spillovers and Contagion from Mature to Emerging Stock Markets', in Kolb, RW. (ed.) Financial Contagion: The Viral Threat to the Wealth of Nations. Wiley. pp. 163 - 169. ISBN 10: 0470922389. ISBN 13: 9780470922385.

Book chapter

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2011) 'Financial spillovers and contagion from mature to emerging stock markets', in Kolb, RW. (ed.) Financial Contagion. Wiley. ISBN 10: 0470922389. ISBN 13: 9780470922385.

Book chapter

Caporale, GM. and Spagnolo, N. (2011) 'Stock market integration between three CEECs, Russia, and the UK'. Review of International Economics, 19 (1). pp. 158 - 169. ISSN: 0965-7576

Journal article

Arin, KP., Lorz, O., Reich, OFM. and Spagnolo, N. (2011) 'Exploring the dynamics between terrorism and anti-terror spending: Theory and UK-evidence'. Journal of Economic Behavior and Organization, 77 (2). pp. 189 - 202. ISSN: 0167-2681

Journal article

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2010) 'Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis'. Emerging Markets Review, 11 (3). pp. 250 - 260. ISSN: 1566-0141

Journal article

Roman, D., Mitra, G. and Spagnolo, N. (2010) 'Hidden Markov models for financial optimization problems'. IMA Journal of Management Mathematics, 21 (2). pp. 111 - 129. ISSN: 1471-678X Open Access Link

Journal article

Caporale, GM. and Spagnolo, N. (2010) 'Stock Market Integration between three CEECs, Russia and the UK'.

Scholarly Edition

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2010) 'Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis'. Emerging Markets Review, 11 (3). pp. 250 - 260. ISSN: 1566-0141

Journal article
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