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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. pp. 123089 - 123089. ISSN: 0360-5442

Journal article

Alqaralleh, H. and Canepa, A. (2022) 'The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach'. Resources Policy, 75. pp. 102532 - 102532. ISSN: 0301-4207

Journal article

Canepa, A. (2022) 'Small Sample Adjustment for Hypotheses Testing on Cointegrating Vectors'. Journal of Time Series Econometrics, 14 (1). pp. 51 - 85. ISSN: 2194-6507

Journal article

Adnan, W., Arin, KP., Corakci, A. and Spagnolo, N. (2022) 'On the heterogeneous effects of tax policy on labor market outcomes'. Southern Economic Journal, 88 (3). pp. 991 - 1036. ISSN: 0038-4038

Journal article

Alwohaibi, M., Roman, D. and Peluso, A. (2022) 'Scenario Generation for Asset and Liability Management Models Applied to a Saudi Arabian Pension Fund'. Journal of Financial Risk Management, 11 (2). pp. 277 - 295. ISSN: 2167-9533 Open Access Link

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, 0 (in press). pp. 1 - xx. 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, 0 (in press). pp. 1 - 23. ISSN: 2520-8411 Open Access Link

Journal article

Pazzona, M. and Spagnolo, N. (2021) 'DO NOT shut up and DO dribble: the price of activism'. Economic Inquiry, 0 (in press). ISSN: 0095-2583 Open Access Link

Journal article

De Simone, E., Canale, RR. 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

Alqaralleh, H. and Canepa, A. (2021) 'Evidence of Stock Market Contagion during the COVID-19 Pandemic: A Wavelet-Copula-GARCH Approach'. Journal of Risk and Financial Management, 14 (7). pp. 1 - 18.Open Access Link

Journal article

Alhamad, K., M’hallah, R. and Lucas, C. (2021) 'A mathematical program for scheduling preventive maintenance of cogeneration plants with production'. Mathematics, 9 (14). pp. 1705 - 1705.

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, 0 (in press). pp. 1 - 19. ISSN: 1042-4431 Open Access Link

Journal article

Canepa, A. and Drogo, F. (2021) 'Wildfire crime, apprehension and social vulnerability in Italy'. Forest Policy and Economics, 122. pp. 102330 - 102330. ISSN: 1389-9341

Journal article

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2021) 'Cyber-Attacks, Cryptocurrencies, and Cyber Security'.60th Southwestern Finance Association Annual Meeting. Virtual.Open Access Link

Conference paper

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

Canepa, A., Chini, EZ. and Alqaralleh, H. (2020) 'Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market'. Journal of Real Estate Finance and Economics, in press (1). pp. 1 - 29. ISSN: 0895-5638 Open Access Link

Journal article

Alqaralleh, H. and Canepa, A. (2020) 'Housing market cycles in large urban areas'. Economic Modelling, 92. pp. 257 - 267. ISSN: 0264-9993

Journal article

Canepa, A., Chini, EZ. and Alqaralleh, H. (2020) 'Global Cities and Local Housing Market Cycles'. Journal of Real Estate Finance and Economics, 61 (4). pp. 671 - 697. ISSN: 0895-5638

Journal article

Sapio, A. and Spagnolo, N. (2020) 'The effect of a new power cable on energy prices volatility spillovers'. Energy Policy, 144. pp. 111488 - 111488. ISSN: 0301-4215

Journal article

Roman, D., Maasar, M. and Date, P. (2020) 'Risk Minimisation Using Options and Risky Assets'. Operational Research: An International Journal, 22 (1). pp. 485 - 506. ISSN: 1109-2858 Open Access Link

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

Canepa, A., de la O. González, M. and Skinner, FS. (2019) 'Hedge fund strategies: A non-parametric analysis'. International Review of Financial Analysis, 67. pp. 101436 - 101436. ISSN: 1057-5219 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

Lawrance Amaldass, N., Lucas, C. and Mladenovic, N. (2019) 'Variable neighbourhood search for financial derivative problem'. Yugoslav Journal of Operations Research, 29 (3). pp. 359 - 373. ISSN: 0354-0243 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

Alwohaibi, M. and Roman, D. (2018) 'ALM models based on second order stochastic dominance'. Computational Management Science, 15 (2). pp. 187 - 211. ISSN: 1619-697X 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

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

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2017) 'Spillovers Between Food and Energy Prices and Structural Breaks'. International Economics, 150. pp. 1 - 18. ISSN: 2110-7017 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

Hunter, J., Burke, SP. and Canepa, A. (2017) 'Multivariate Modelling of Non-stationary Economic Time Series'. Basingstoke: Palgrave Macmillan. ISSN 10: 1-137-31303-X ISSN 13: 978-1-137-31303-4

Book

Roman, D., Arbex Valle, C. and Mitra, G. (2017) 'Novel Approaches for Portfolio Construction using Second Order Stochastic Dominance'. Computational Management Science, 14 (2). pp. 257 - 280. ISSN: 1619-697X 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

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2017) 'Macro News and Exchange Rates in the BRICS'. Finance Research Letters, 21. pp. 140 - 143. ISSN: 1544-6123 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

Amaldass, NI., Lucas, C. and Mladenovic, N. (2016) 'A heuristic hybrid framework for vector job scheduling'. Yugoslav Journal of Operations Research, 27 (1). pp. 31 - 45. ISSN: 0354-0243 Open Access Link

Journal article

Al-Maadid, A., Spagnolo, F. and Spagnolo, N. (2016) 'Stock Prices and Crude Oil Shocks: The Case of GCC Countries', inHandbook of Frontier Markets: Evidence from Middle East North Africa and International Comparative Studies. Elsevier. pp. 33 - 47. ISBN 13: 9780128092002.

Book chapter

Maasar, MA., Roman, D. and Date, P. (2016) 'Portfolio optimisation using risky assets with options as derivative insurance'. OpenAccess Series in Informatics. pp. 9.1 - 9.17. ISSN: 2190-6807 Open Access Link

Conference paper

Grishina, N., Lucas, CA. and Date, P. (2016) 'Prospect theory-based portfolio optimization: an empirical study and analysis using intelligent algorithms'. Quantitative Finance, 17 (3). pp. 353 - 367. ISSN: 1469-7688 Open Access Link

Journal article

Seerattan, D. and Spagnolo, N. (2016) 'Liquidity dynamics and Central Bank policy intervention in select Caribbean foreign exchange markets', inFinancial Deepening and Post-Crisis Development in Emerging Markets: Current Perils and Future Dawns. Palgrave Macmillan US. pp. 149 - 167. ISBN 13: 9781137522450.

Book chapter

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

Canepa, A. and Zanetti Chini, E. (2016) 'Dynamic Asymmetries in House Price Cycles: A Generalized Smooth Transition Model'. Journal of Empirical Finance, 37. pp. 91 - 103. ISSN: 0927-5398 Open Access Link

Journal article

Bonasia, M., Canale, RR., Liotti, G. and Spagnolo, N. (2016) 'Trust in institutions and economic indicators in the eurozone: The role of the crisis'. Engineering Economics, 27 (1). pp. 4 - 12. ISSN: 1392-2785 Open Access Link

Journal article