Dr Nicola Spagnolo
Reader
Marie Jahoda 148
- Email: nicola.spagnolo@brunel.ac.uk
- Tel: +44 (0)1895 266636
- Accountancy and Finance
- Economics and Finance
- College of Business, Arts and Social Sciences
Research area(s)
- Applied macroeconomics
- Empirical finance
- Energy Economics
- Financial crises and contagion
- Time series econometrics
Research Interests
Research interests include: contagion in financial markets; small sample properties of non linear models; renewable energy and economic growth; the effect of terrorism on macroeconomics and financial markets; modelling stock market returns.
Research grants and projects
Research Projects
Project details
Financial crisis and firm performance: A microfoundation of the aggregate implications of financial crisis
The effect of terrorism on macroeconomics and financial markets
Credit default swaps and stock markets
Completed:
Knowledge Transfer Partnership Asset and Liability Management£100,000 2009 - 2011 Nicola Spagnolo (PI)
Knowledge Transfer Partnership Financial Risk Analysis£145,000 2005 - 2009 Nicola Spagnolo (PI)
Research links
Co-author network
- Prof Guglielmo Maria Caporale
- Dr Fabio Spagnolo
- Dr Woo-Young Kang
- Dr Kyriacos Kyriacou
- Dr Diana Roman
- Visualise network
Similar research interests
Research group(s)
- CARISMA