Dr Nicola Spagnolo
Reader
Marie Jahoda 148
- Email: nicola.spagnolo@brunel.ac.uk
- Tel: +44 (0)1895 266636
- Accountancy and Finance
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.
Ali, FM., Spagnolo, F. and Spagnolo, N. (2014) 'Exchange rates and net portfolio flows: A markov-switching approach', inInternational Series in Operations Research and Management Science. Springer US. , 209. pp. 117 - 132. ISBN 13: 9781489974419.
Caporale, GM., Beirne, J., Schulze-Ghattas, M. and Spagnolo, N. (2013) 'Volatility spillovers and contagion from mature to emerging stock markets'. Wiley.
Beirne, J., Caporale, GM. and Spagnolo, N. (2013) ''. Manchester School, 81 (6). pp. 925 - 940. ISSN: 1463-6786
Caporale, GM. and Spagnolo, N. (2012) 'Stock market integration in Central and Eastern Europe'. Journal of Economic Integration, 27 (1). pp. 115 - 122. ISSN: 1225-651X
Caporale, GM. and Spagnolo, N. (2012) ''. International Journal of Monetary Economics and Finance, 5 (2). pp. 183 - 191. ISSN: 1752-0479
Barassi, MR. and Spagnolo, N. (2012) ''. Energy Journal, 33 (3). pp. 23 - 38. ISSN: 0195-6574
Barassi, M. and Spagnolo, N. (2012) 'CO2 Emissions and Economic Growth'. The Energy Journal.
Maria Caporale, G. and Spagnolo, N. (2012) 'Stock Market Integration Between Three CEECs'. Journal of Economic Integration, 27. pp. 115 - 122.
SPAGNOLO, N., Arin, K., Lorz, O. and Reich, MR. (2011) 'Exploring the Dynamics Between Terrorism and Anti-Terror Spending: Theory and UK-Evidence'. Journal of Economics and Behavioural Organization.
Arin, KP. and Spagnolo, N. (2011) ''. Economics Letters, 110 (3). pp. 278 - 281. ISSN: 0165-1765
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.
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.
Caporale, GM. and Spagnolo, N. (2011) ''. Review of International Economics, 19 (1). pp. 158 - 169. ISSN: 0965-7576
Arin, KP., Lorz, O., Reich, OFM. and Spagnolo, N. (2011) ''. Journal of Economic Behavior and Organization, 77 (2). pp. 189 - 202. ISSN: 0167-2681
Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2010) 'Testing for global and regional spillovers in emerging stock markets'. Fiducie, The Dutch Financial and Economic Journal of the Financial 探花视频 Association, 18 (1). pp. 16 - 19.
Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2010) ''. Emerging Markets Review, 11 (3). pp. 250 - 260. ISSN: 1566-0141
Roman, D., Mitra, G. and Spagnolo, N. (2010) ''. IMA Journal of Management Mathematics, 21 (2). pp. 111 - 129. ISSN: 1471-678X
Peren Arin, K., Lorz, O., Reich, OFM. and Spagnolo, N. (2010) ''. Journal of Economic Behavior and Organization, 77 (2). pp. 189 - 202. ISSN: 0167-2681
Caporale, GM. and Spagnolo, N. (2010) 'Stock Market Integration between three CEECs, Russia and the UK'.
Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2010) ''. Emerging Markets Review, 11 (3). pp. 250 - 260. ISSN: 1566-0141
Psaradakis, Z., Sola, M., Spagnolo, F. and Spagnolo, N. (2009) ''. Journal of Time Series Analysis, 30 (4). pp. 369 - 394. ISSN: 0143-9782
Beirne, J., Caporale, GM. and Spagnolo, N. (2009) 'Market, interest rate and exchange rate risk effects on financial stock returns: a GARCH-M approach'. Quantitative and Qualitative Analysis in Social Sciences, 3 (2). pp. 44 - 68. ISSN: 1752-8925
Seeratten, D. and Spagnolo, N. (2009) ''. Applied Financial Economics, 19 (17). pp. 1417 - 1432. ISSN: 0960-3107
Cipollini, A., Mouratidis, K. and Spagnolo, N. (2008) ''. Empirical Economics, 35 (1). pp. 11 - 27. ISSN: 0377-7332
Arin, KP., Ciferri, D. and Spagnolo, N. (2008) ''. Economics Letters, 101 (3). pp. 164 - 167. ISSN: 0165-1765
Sola, M., Spagnolo, F. and Spagnolo, N. (2007) ''. Economics Letters, 95 (1). pp. 110 - 116. ISSN: 0165-1765
Psaradakis, Z. and Spagnolo, N. (2006) ''. Journal of Time Series Analysis, 27 (5). pp. 753 - 766. ISSN: 0143-9782
Caporale, GM., Pittis, N. and Spagnolo, N. (2006) ''. Journal of Economics and Finance, 30 (3). pp. 376 - 390. ISSN: 1055-0925
Arestis, P., Caporale, GM., Cipollini, A. and Spagnolo, N. (2005) ''. International Journal of Finance and Economics, 10 (4). pp. 359 - 367. ISSN: 1076-9307
Caporale, GM., Cipollini, A. and Spagnolo, N. (2005) ''. Journal of Empirical Finance, 12 (3). pp. 476 - 489. ISSN: 0927-5398
Arestis, P., Caporale, GM., Cipollini, A. and Spagnolo, N. (2005) 'Testing for financial contagion between developed and emerging markets during the 1997 East Asian crisis'. International Journal of Finance & Economics, 10 (4). pp. 359 - 367.
Boinet, V., Napolitano, O. and Spagnolo, N. (2005) ''. Review of World Economics, 141 (2). pp. 357 - 368. ISSN: 1610-2878
Caporale, GM., Cerrato, M. and Spagnolo, N. (2005) 'Measuring half-lives: using a non-parametric bootstrap approach'. Applied Financial Economics Letters, 1 (1). pp. 1 - 4.
Caporale, GM., Pittis, N. and Spagnolo, N. (2004) 'Feedbacks between stock prices and exchange rates in the East Asian markets', in Tsoukis, C., Agiomirgianakis, GM. and Biswas, T. (eds.) Aspects of Globalisation - Macroeconomic and Capital Market Linkages in an Integrated World Economy. Kluwer Academic Publishers, London. pp. 215 - 241.
Caporale, GM. and Spagnolo, N. (2004) ''. Applied Financial Economics, 14 (4). pp. 233 - 242. ISSN: 0960-3107
Caporale, GM., Pittis, N. and Spagnolo, N. (2003) ''. Applied Economics Letters, 10 (12). pp. 765 - 768. ISSN: 1350-4851
Psaradakis, Z. and Spagnolo, N. (2003) ''. Journal of Time Series Analysis, 24 (2). pp. 237 - 252. ISSN: 1467-9892
Caporale, GM. and Spagnolo, N. (2003) ''. Economics Letters, 79 (1). pp. 69 - 74. ISSN: 0165-1765
Psaradakis, Z. and Spagnolo, N. (2002) ''. Studies in Nonlinear Dynamics and Econometrics, 6 (3). pp. 1 - 16. ISSN: 1558-3708
Caporale, GM., Pittis, N. and Spagnolo, N. (2002) ''. International Journal of Finance and Economics, 7 (3). pp. 235 - 245. ISSN: 1076-9307
Sola, M., Spagnolo, F. and Spagnolo, N. (2002) ''. Economics Letters, 76 (1). pp. 77 - 84. ISSN: 0165-1765
Caporale, GM., Pittis, N. and Spagnolo, N. (2000) 'Feedbacks between stock prices and exchange rates in the East Asian markets', in Caporale, GM., Pittis, N. and Spagnolo, N. (eds.) Advances in International Economics and Finance. Kluwer Academic Publishers.