Dr Nicola Spagnolo
Reader
Marie Jahoda 148
- Email: nicola.spagnolo@brunel.ac.uk
- Tel: +44 (0)1895 266636
- Accountancy and Finance
- Economics and Finance
- College of Business, Arts and Social Sciences
Caporale, GM. and Spagnolo, N. (2024) 'US Municipal Green Bonds and Financial Integration', in Caporale, GM. (ed.) Handbook of FInancial Integration. Cheltenham : Edward Elgar Publishing. pp. 192 - 205. ISBN 10: 1-80392-637-6. ISBN 13: 978-1-80392-636-0. Open Access Link
Arin, KP., De Iudicibus, A., Sayour, N. and Spagnolo, N. (2024) 'Environmental awareness and firm creation'. Journal of Economic Studies, 51 (9). pp. 137 - 147. ISSN: 0144-3585 Open Access Link
Caporale, GM., Kyriacou, K. and Spagnolo, N. (2023) 'Aggregate insider trading and stock market volatility in the UK'. Journal of International Financial Markets, Institutions and Money, 89. pp. 1 - 15. ISSN: 1042-4431 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
Napolitano, O., Foresti, P., Kounetas, K. and Spagnolo, N. (2023)
'The impact of energy, renewable and CO
Caporale, GM., Donati, C. and Spagnolo, N. (2023) 'Small and medium sized European firms and energy saving measures: The role of financing'. Energy Policy, 179 (August 2023). pp. 1 - 11. ISSN: 0301-4215 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., Spagnolo, N. and Almajali, A. (2023) 'Connectedness between fossil and renewable energy stock indices: The impact of the COP policies'. Economic Modelling, 123 (June 2023). pp. 1 - 26. ISSN: 0264-9993 Open Access Link
Arin, KP., Elmassah, S., Kaplan, S. and Spagnolo, N. (2022) 'Price of a Surprise: The Effects of Election Outcomes on Stock Market Returns and Volatility'. Review of Economics, 73 (3). pp. 211 - 221. ISSN: 0948-5139
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
Arin, P., Minniti, M., Murtinu, S. and Spagnolo, N. (2021) 'Inflection Points, Kinks, and Jumps: A Statistical Approach to Detecting Nonlinearities'. Organizational Research Methods, 25 (4). pp. 786 - 814. ISSN: 1094-4281 Open Access Link
Agovino, M., Carillo, MR. and Spagnolo, N. (2021) 'Effect of Media News on Radicalization of Attitudes to Immigration'. Journal of Economics, Race, and Policy, 9 (4). pp. 318 - 340. ISSN: 2520-8411 Open Access Link
Adnan, W., Arin, KP., Corakci, A. and Spagnolo, N. (2021) 'On the heterogeneous effects of tax policy on labor market outcomes'. Southern Economic Journal, 88 (3). pp. 991 - 1036. ISSN: 0038-4038
Canale, RR., De Simone, E. and Spagnolo, N. (2021) 'Financial markets and fiscal discipline in the Eurozone'. Structural Change and Economic Dynamics, 58. pp. 490 - 499. ISSN: 0954-349X
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. (2020) 'Non-Linearities, Cyber Attacks and Cryptocurrencies'. Finance Research Letters, 32. pp. 1 - 10. ISSN: 1544-6123 Open Access Link
Sapio, A. and Spagnolo, N. (2020) 'The effect of a new power cable on energy prices volatility spillovers'. Energy Policy, 144. pp. 1 - 12. ISSN: 0301-4215
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
Arin, KP., Caporale, GM., Kyriacou, K. and Spagnolo, N. (2019) 'Financial Integration in the GCC region: Market Size versus National Effects'. Open Economies Review, 31 (2). pp. 309 - 316. ISSN: 0923-7992 Open Access Link
Babalos, V., Caporale, GM. and Spagnolo, N. (2019) 'Equity Fund Flows and Stock Market Returns in the USA before and after the Global Financial Crisis: A VAR-GARCH-in-mean Analysis'. Empirical Economics, 60 (2). pp. 539 - 555. ISSN: 0377-7332 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
Spagnolo, N., Barassi, M. and Zhao, Y. (2017) 'Fractional Integration Versus Structural Change: Testing the Convergence of CO2 Emissions'. Environmental and Resource Economics, 71 (4). pp. 923 - 968. ISSN: 0924-6460 Open Access Link
Spagnolo, N., Bonasia, M. and Napolitano, O. (2017) 'Happy PIIGS?'. Journal of Happiness Studies, 19 (6). pp. 1763 - 1782. ISSN: 1389-4978 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., Arin, KP. and Koyuncu, M. (2017) 'A Note on the Macroeconomic Consequences of Ethnic/Racial Tension'. Economics Letters, 155. pp. 100 - 103. ISSN: 0165-1765 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
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
Spagnolo, N. and Di Sapio, A. (2016) 'Price regimes in an energy island: Tacit collusion vs. cost and network explanations'. Energy Economics, 55. pp. 157 - 172. ISSN: 1873-6181 Open Access Link
Spagnolo, N., Bonasia, M., Albanese, M. and Napolitano, O. (2015) 'Happiness, Taxes and Social Provision a Note'. Economics Letters, 135. pp. 100 - 103. ISSN: 1873-7374 Open Access Link
Caporale, GM., Menla Ali, F. and Spagnolo, N. (2015) 'Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach'. Journal of International Money and Finance, 54. pp. 70 - 92. ISSN: 0261-5606 Open Access Link
Spagnolo, N., Koray, F. and Arin, K. (2015) 'Fiscal Multipliers in Good Times and Bad Times'. Journal of Macroeconomics, 44. pp. 303 - 311. ISSN: 1873-152X Open Access Link
Caporale, GM., Menla Ali, F. and Spagnolo, N. (2015) 'Oil price uncertainty and sectoral stock returns in China: A time-varying approach'. China Economic Review, 34. pp. 311 - 321. ISSN: 1043-951X Open Access Link
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.
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) 'Liquidity risk, credit risk and the overnight Interest rate spread: A stochastic volatility modelling approach'. Manchester School, 81 (6). pp. 925 - 940. ISSN: 1463-6786
Barassi, M. and Spagnolo, N. (2012) 'CO2 Emissions and Economic Growth'. The Energy Journal.
Barassi, MR. and Spagnolo, N. (2012) 'Linear and non-linear causality between CO2 emissions and economic growth'. Energy Journal, 33 (3). pp. 23 - 38. ISSN: 0195-6574
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) 'Short-term growth effects of fiscal policy revisited: A Markov-switching approach'. 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. Wiley. 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: The Viral Threat to the Wealth of Nations. Wiley. pp. 163 - 169. ISBN 10: 0470922389. ISBN 13: 9780470922385.