( en | de | ru )

 

Disambiguation of "Spagnolo, Nicola"

Author of the publication

copydeleteadd this publication to your clipboard
A test for volatility spillovers

, , and . Economics Letters, 76 (1): 77--84 (June 2002)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Angiolino Spagnolo

Anne Spagnolo-Stiff

Nicola Rath

Nicola Ritter

Nicola Benken

 

Other publications of authors with the same name

A test for volatility spillovers, , and . Economics Letters, 76 (1): 77--84 (June 2002)Asset prices and output growth volatility: the effects of financial crises, and . Economics Letters, 79 (1): 69--74 (April 2003)Testing for contagion: a conditional correlation analysis, , and . Journal of Empirical Finance, 12 (3): 476--489 (June 2005)ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS, and . Journal of Time Series Analysis, 24 (2): 237--252 (60 03 2003)doi: 10.1111/1467-9892.00305.Testing for Causality-in-Variance: An Application to the East Asian Markets, , and . International Journal of Finance & Economics, 7 (3): 235-45 (July 2002)available at http://ideas.repec.org/a/ijf/ijfiec/v7y2002i3p235-45.html.Predicting Markov volatility switches using monetary policy variables, , and . Economics Letters, 95 (1): 110--116 (April 2007)Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching, and . Journal of Time Series Analysis, 27 (5): 753--766 (244 09 2006)doi: 10.1111/j.1467-9892.2006.00487.x.