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Dr Nicola Spagnolo

Dr Nicola Spagnolo
Reader

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)