How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study
Caloia, Francesco Giuseppe, Cipollini, Andrea, Muzzioli, Silvia
Published in Energy economics (01.10.2019)
Published in Energy economics (01.10.2019)
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Journal Article
Testing for contagion: a conditional correlation analysis
Caporale, Guglielmo Maria, Cipollini, Andrea, Spagnolo, Nicola
Published in Journal of empirical finance (01.06.2005)
Published in Journal of empirical finance (01.06.2005)
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Journal Article
Can an unglamorous non-event affect prices? The role of newspapers
Ferretti, Riccardo, Cipollin, Andrea, Pattarin, Francesco
Published in Cogent economics & finance (31.12.2016)
Published in Cogent economics & finance (31.12.2016)
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Journal Article
Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe, Cipollini, Andrea, Muzzioli, Silvia
Published in International review of financial analysis (01.05.2018)
Published in International review of financial analysis (01.05.2018)
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Journal Article
Risk aversion connectedness in five European countries
Cipollini, Andrea, Lo Cascio, Iolanda, Muzzioli, Silvia
Published in Economic modelling (01.04.2018)
Published in Economic modelling (01.04.2018)
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Journal Article
Predicting bond betas using macro-finance variables
Aslanidis, Nektarios, Christiansen, Charlotte, Cipollini, Andrea
Published in Finance research letters (01.06.2019)
Published in Finance research letters (01.06.2019)
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Journal Article
Volatility co-movements: A time-scale decomposition analysis
Cipollini, Andrea, Cascio, Iolanda Lo, Muzzioli, Silvia
Published in Journal of empirical finance (01.12.2015)
Published in Journal of empirical finance (01.12.2015)
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Journal Article
The European sovereign debt market: from integration to segmentation
Cipollini, Andrea, Coakley, Jerry, Lee, Hyunchul
Published in The European journal of finance (26.01.2015)
Published in The European journal of finance (26.01.2015)
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Journal Article
Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil?
Chortareas, Georgios, Cipollini, Andrea, Eissa, Mohamed Abdelaziz
Published in Review of development economics (01.11.2011)
Published in Review of development economics (01.11.2011)
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Journal Article