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

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) 'Stock market, economic growth, and EU accession: Evidence from three CEECs'. International Journal of Monetary Economics and Finance, 5 (2). pp. 183 - 191. ISSN: 1752-0479

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

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) '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: 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) 'Stock market integration between three CEECs, Russia, and the UK'. Review of International Economics, 19 (1). pp. 158 - 169. ISSN: 0965-7576

Arin, KP., Lorz, O., Reich, OFM. and Spagnolo, N. (2011) 'Exploring the dynamics between terrorism and anti-terror spending: Theory and UK-evidence'. 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 Study Association, 18 (1). pp. 16 - 19.

Beirne, J., Caporale, GM., Schulze-Ghattas, M. and Spagnolo, N. (2010) 'Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis'. Emerging Markets Review, 11 (3). pp. 250 - 260. ISSN: 1566-0141

Roman, D., Mitra, G. and Spagnolo, N. (2010) 'Hidden Markov models for financial optimization problems'. IMA Journal of Management Mathematics, 21 (2). pp. 111 - 129. ISSN: 1471-678X Open Access Link

Peren Arin, K., Lorz, O., Reich, OFM. and Spagnolo, N. (2010) 'Exploring the dynamics between terrorism and anti-terror spending: Theory and UK-evidence'. 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) 'Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis'. Emerging Markets Review, 11 (3). pp. 250 - 260. ISSN: 1566-0141

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

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) 'Central bank intervention and foreign exchange markets'. Applied Financial Economics, 19 (17). pp. 1417 - 1432. ISSN: 0960-3107

Cipollini, A., Mouratidis, K. and Spagnolo, N. (2008) 'Evaluating currency crises: the case of the European monetary system'. Empirical Economics, 35 (1). pp. 11 - 27. ISSN: 0377-7332

Arin, KP., Ciferri, D. and Spagnolo, N. (2008) 'The price of terror: The effects of terrorism on stock market returns and volatility'. Economics Letters, 101 (3). pp. 164 - 167. ISSN: 0165-1765

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. and Spagnolo, N. (2006) 'Joint determination of the state dimension and autoregressive order for models with Markov regime switching'. Journal of Time Series Analysis, 27 (5). pp. 753 - 766. ISSN: 0143-9782

Caporale, GM., Pittis, N. and Spagnolo, N. (2006) 'Volatility transmission and financial crises'. Journal of Economics and Finance, 30 (3). pp. 376 - 390. ISSN: 1055-0925

Caporale, GM., Cipollini, A. and Spagnolo, N. (2005) 'Testing for contagion: a conditional correlation analysis'. 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 and Economics, 10 (4). pp. 359 - 367. ISSN: 1076-9307

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) 'Was the currency crisis in Argentina self-fulfilling?'. 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) 'Modelling East Asian exchange rates: A Markov-switching approach'. Applied Financial Economics, 14 (4). pp. 233 - 242. ISSN: 0960-3107

Caporale, GM., Pittis, N. and Spagnolo, N. (2003) 'IGARCH models and structural breaks'. Applied Economics Letters, 10 (12). pp. 765 - 768. ISSN: 1350-4851

Psaradakis, Z. and Spagnolo, N. (2003) 'On the determination of number of regimes in Markov-switching autoregressive models'. Journal of Time Series Analysis, 24 (2). pp. 237 - 252. ISSN: 1467-9892

Caporale, GM. and Spagnolo, N. (2003) 'Asset prices and output growth volatility: the effects of financial crises'. Economics Letters, 79 (1). pp. 69 - 74. ISSN: 0165-1765

Psaradakis, Z. and Spagnolo, N. (2002) 'Power properties of nonlinearity tests for time series with Markov regimes'. Studies in Nonlinear Dynamics and Econometrics, 6 (3). pp. 1 - 16. ISSN: 1558-3708

Caporale, GM., Pittis, N. and Spagnolo, N. (2002) 'Testing for causality-in-variance: an application to the East Asian markets'. International Journal of Finance and Economics, 7 (3). pp. 235 - 245. ISSN: 1076-9307

Sola, M., Spagnolo, F. and Spagnolo, N. (2002) 'A test for volatility spillovers'. 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.