Chen, Y., Mamon, R., Spagnolo, F. and Spagnolo, N. (2024) 'Stock market returns and climate risk in the U.S.'. Journal of Multinational Financial Management, 77. pp. 1 - 20. ISSN: 1042-444X Open Access Link

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2023) 'Cyber-attacks, cryptocurrencies, and cyber-security', in Achim, M. (ed.) Economic and Financial Crime, Sustainability and Good Governance. Cham, Switzerland : Springer. , Part F1313. pp. 347 - 381. ISBN 10: 3-031-34082-5. ISBN 13: 978-3-031-34081-9. Open Access Link

Chen, Y., Mamon, R., Spagnolo, F. and Spagnolo, N. (2023) 'Sustainable developments, renewable energy, and economic growth in Canada'. Sustainable Development, 31 (4). pp. 2950 - 2966. ISSN: 0968-0802 Open Access Link

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2022) 'The Covid-19 pandemic, policy responses and stock markets in the G20'. International Economics, 172. pp. 77 - 90. ISSN: 1612-4804 Open Access Link

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

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

Chen, Y., Mamon, R., Spagnolo, F. and Spagnolo, N. (2022) 'Renewable energy and economic growth: A Markov-switching approach'. Energy, 244 (B). pp. 1 - 21. ISSN: 0360-5442

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, 74. pp. 1 - 19. ISSN: 1042-4431 Open Access Link

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

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

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

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

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

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

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2017) 'Macro news and exchange rates in the BRICS'. Finance Research Letters, 21 (May 2017). pp. 140 - 143. ISSN: 1544-6123 Open Access Link

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

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

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

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

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.

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

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

Hevia, C., Gonzalez-Rozada, M., Sola, M. and Spagnolo, F. (2014) 'Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model'. Journal of Applied Econometrics, 30 (6). pp. 987 - 1009. ISSN: 0883-7252

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.

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.

Dueker, M., Sola, M. and Spagnolo, F. (Accepted) 'Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting'.

Dueker, M., Psaradakis, Z., Sola, M. and Spagnolo, F. (Accepted) 'Multivariate Contemporaneous Threshold Autoregressive Models'.

Coakley, J., Fuertes, A-M. and Spagnolo, F. (Accepted) 'The Feldstein-Horioka puzzle is not as bad as you think'.

Driffill, J., Kenc, T., Sola, M. and Spagnolo, F. (Accepted) 'On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts'.

Sola, M., Spagnolo, F. and Spagnolo, N. (Accepted) 'A Test for Volatility Spillovers'.

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2012) 'State-dependent threshold smooth transition autoregressive models'. Oxford Bulletin of Economics and Statistics, Early View (6). pp. 835 - 854. ISSN: 0305-9049

Dueker, M., Psaradakis, Z., Sola, M. and Spagnolo, F. (2011) 'Contemporaneous-Threshold Smooth Transition GARCH Models'.

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2011) 'Multivariate contemporaneous-threshold autoregressive models'. Journal of Econometrics, 160 (2). pp. 311 - 325. ISSN: 0304-4076

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2011) 'Contemporaneous-threshold smooth transition GARCH models'. Studies in Nonlinear Dynamics and Econometrics, 15 (2). pp. 1 - 25. ISSN: 1081-1826 Open Access Link

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2010) 'State-Dependent Threshold STAR Models'.

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2010) 'Multivariate Contemporaneous-Threshold Autoregressive Models'.

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2010) 'Multivariate contemporaneous-threshold autoregressive models'. Journal of Econometrics. ISSN: 0304-4076

Solá, M., Psaradakis, Z., Spagnolo, F. and Spagnolo, N. (2010) '"Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities"'.

Driffill, J., Kenc, T., Sola, M. and Spagnolo, F. (2009) 'The effects of different parameterizations of Markov-switching in a CIR model of bond pricing'. Studies in Nonlinear Dynamics and Econometrics, 13 (1). pp. 1 - 24. ISSN: 1558-3708

Psaradakis, Z., Sola, M., Spagnolo, F. and Spagnolo, N. (2009) 'Selecting nonlinear time series models using information criteria'. Journal of Time Series Analysis, 30 (4). pp. 369 - 394. ISSN: 0143-9782

Dueker, M., Sola, M. and Spagnolo, F. (2007) 'Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting'.

Russo, E., Spagnolo, F. and Mamon, R. (2007) 'An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market', inInternational Series in Operations Research and Management Science. Springer US. , 104. pp. 133 - 153. ISBN 13: 9780387710815.

Dueker, MJ., Sola, M. and Spagnolo, F. (2007) 'Contemporaneous threshold autoregressive models: estimation, testing and forecasting'. Journal of Econometrics, 141 (2). pp. 517 - 547. ISSN: 0304-4076

Sola, M., Spagnolo, F. and Spagnolo, N. (2007) 'Predicting Markov volatility switches using monetary policy variables'. Economics Letters, 95 (1). pp. 110 - 116. ISSN: 0165-1765

Psaradakis, Z., Sola, M. and Spagnolo, F. (2006) 'Instrumental-variables estimation in Markov switching models with endogenous explanatory variables: an application to the term structure of interest rates'. Studies in Nonlinear Dynamics and Econometrics, 10 (2). pp. 1 - 31. ISSN: 1558-3708

Spagnolo, F., Psaradakis, Z. and Sola, M. (2005) 'Testing the unbiased forward exchange rate hypothesis using a Markov switching model and instrumental variables'. Journal of Applied Econometrics, 20 (3). pp. 423 - 437. ISSN: 0883-7252

Volosov, K., Mitra, G., Spagnolo, F. and Lucas, C. (2005) 'Treasury management model with foreign exchange exposure'. Computational Optimization and Applications, 32 (1-2). pp. 179 - 207. ISSN: 0926-6003 Open Access Link

Psaradakis, Z. and Spagnolo, F. (2005) 'Forecast performance of nonlinear error-correction models with multiple regimes'. Journal of Forecasting, 24 (2). pp. 119 - 138. ISSN: 0277-6693

Driffill, J., Kenc, T., Sola, M. and Spagnolo, F. (2004) 'On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts'.

Psaradakis, Z., Sola, M. and Spagnolo, F. (2004) 'On Markov error-correction models, with an application to stock prices and dividends'. Journal of Applied Econometrics, 19 (1). pp. 69 - 88. ISSN: 0883-7252