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Publications by Fabio Spagnolo

Portfolio Flows and the US Dollar–yen Exchange Rate

Empirical Economics

Social Sciences

English

Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis

SSRN Electronic Journal

English

International Portfolio Flows and Exchange Rate Volatility for Emerging Markets

SSRN Electronic Journal

English

Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

A Test for Volatility Spillovers

Economics Letters

English

Inflation Targeting, Exchange Rate Volatility and International Policy Coordination

Manchester School

English