Details about Matteo Foglia
Access statistics for papers by Matteo Foglia.
Last updated 2024-05-30. Update your information in the RePEc Author Service.
Short-id: pfo384
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Working Papers
2024
- Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks
Working Papers, University of Pretoria, Department of Economics
2023
- Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks
Working Papers, University of Pretoria, Department of Economics
Journal Articles
2024
- A Riskmas Carol
Global Business Review, 2024, 25, (2_suppl), S121-S137
- FinTech and fan tokens: Understanding the risks spillover of digital asset investment
Research in International Business and Finance, 2024, 68, (C) View citations (5)
- How does climate policy uncertainty affect financial markets? Evidence from Europe
Economics Letters, 2024, 234, (C) View citations (6)
- Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective
Journal of International Financial Markets, Institutions and Money, 2024, 91, (C) View citations (2)
- Tail risk connectedness in clean energy and oil financial market
Annals of Operations Research, 2024, 334, (1), 575-599
2023
- Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries
Resources Policy, 2023, 85, (PB) View citations (2)
- European bank credit risk transmission during the credit Suisse collapse
Finance Research Letters, 2023, 58, (PB) View citations (1)
- Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers
Journal of International Financial Markets, Institutions and Money, 2023, 83, (C) View citations (22)
- Systemic risk propagation in the Eurozone: A multilayer network approach
International Review of Economics & Finance, 2023, 88, (C), 332-346 View citations (5)
- The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation
International Review of Financial Analysis, 2023, 87, (C) View citations (6)
2022
- Bearish Vs Bullish risk network: A Eurozone financial system analysis
Journal of International Financial Markets, Institutions and Money, 2022, 77, (C) View citations (9)
- COVID-19 and Tail-event Driven Network Risk in the Eurozone
Finance Research Letters, 2022, 44, (C) View citations (17)
- Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis
Technological Forecasting and Social Change, 2022, 184, (C) View citations (16)
- Multilayer network analysis of investor sentiment and stock returns
Research in International Business and Finance, 2022, 62, (C) View citations (16)
- Non-Performing Loans and Macroeconomics Factors: The Italian Case
Risks, 2022, 10, (1), 1-13 View citations (8)
- The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness
Global Finance Journal, 2022, 51, (C) View citations (10)
- The extreme risk connectedness of the new financial system: European evidence
International Review of Financial Analysis, 2022, 84, (C) View citations (7)
2021
- Feverish sentiment and global equity markets during the COVID-19 pandemic
Journal of Economic Behavior & Organization, 2021, 188, (C), 1088-1108 View citations (70)
- Tail Risk and Extreme Events: Connections between Oil and Clean Energy
Risks, 2021, 9, (2), 1-13 View citations (1)
- The triple (T3) dimension of systemic risk: Identifying systemically important banks
International Journal of Finance & Economics, 2021, 26, (1), 7-26 View citations (2)
2020
- Bad or good neighbours: a spatial financial contagion study
Studies in Economics and Finance, 2020, 37, (4), 753-776 View citations (2)
- From me to you: Measuring connectedness between Eurozone financial institutions
Research in International Business and Finance, 2020, 54, (C) View citations (16)
- STRUCTURAL DIFFERENCES IN THE EUROZONE: MEASURING FINANCIAL STABILITY BY FCI
Macroeconomic Dynamics, 2020, 24, (1), 69-92 View citations (3)
- The diabolical sovereigns/banks risk loop: A VAR quantile design
The Journal of Economic Asymmetries, 2020, 21, (C) View citations (11)
- Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era
Sustainability, 2020, 12, (23), 1-22 View citations (25)
2019
- An explorative analysis of Italy banking financial stability
Economics Bulletin, 2019, 39, (2), 1294-1308
- The Time-Spatial Dimension of Eurozone Banking Systemic Risk
Risks, 2019, 7, (3), 1-25 View citations (4)
2018
- The Relationship Between IPO and Macroeconomics Factors: an Empirical Analysis from UK Market
Annals of Economics and Finance, 2018, 19, (1), 319-336 View citations (6)
- The “Donald” and the market: Is there a cointegration?
Research in International Business and Finance, 2018, 45, (C), 30-37
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