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

Working Papers

2024

1. 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

2. 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

1. A Riskmas Carol
   Global Business Review, 2024, 25, (2_suppl), S121-S137
2. FinTech and fan tokens: Understanding the risks spillover of digital asset investment
   Research in International Business and Finance, 2024, 68, (C) View citations (5)
3. How does climate policy uncertainty affect financial markets? Evidence from Europe
   Economics Letters, 2024, 234, (C) View citations (6)
4. 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)
5. Tail risk connectedness in clean energy and oil financial market
   Annals of Operations Research, 2024, 334, (1), 575-599

2023

6. Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries
   Resources Policy, 2023, 85, (PB) View citations (2)
7. European bank credit risk transmission during the credit Suisse collapse
   Finance Research Letters, 2023, 58, (PB) View citations (1)
8. 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)
9. Systemic risk propagation in the Eurozone: A multilayer network approach
   International Review of Economics & Finance, 2023, 88, (C), 332-346 View citations (5)
10. 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

11. Bearish Vs Bullish risk network: A Eurozone financial system analysis
    Journal of International Financial Markets, Institutions and Money, 2022, 77, (C) View citations (9)
12. COVID-19 and Tail-event Driven Network Risk in the Eurozone
    Finance Research Letters, 2022, 44, (C) View citations (17)
13. 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)
14. Multilayer network analysis of investor sentiment and stock returns
    Research in International Business and Finance, 2022, 62, (C) View citations (16)
15. Non-Performing Loans and Macroeconomics Factors: The Italian Case
    Risks, 2022, 10, (1), 1-13 View citations (8)
16. The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness
    Global Finance Journal, 2022, 51, (C) View citations (10)
17. The extreme risk connectedness of the new financial system: European evidence
    International Review of Financial Analysis, 2022, 84, (C) View citations (7)

2021

18. Feverish sentiment and global equity markets during the COVID-19 pandemic
    Journal of Economic Behavior & Organization, 2021, 188, (C), 1088-1108 View citations (70)
19. Tail Risk and Extreme Events: Connections between Oil and Clean Energy
    Risks, 2021, 9, (2), 1-13 View citations (1)
20. 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

21. Bad or good neighbours: a spatial financial contagion study
    Studies in Economics and Finance, 2020, 37, (4), 753-776 View citations (2)
22. From me to you: Measuring connectedness between Eurozone financial institutions
    Research in International Business and Finance, 2020, 54, (C) View citations (16)
23. STRUCTURAL DIFFERENCES IN THE EUROZONE: MEASURING FINANCIAL STABILITY BY FCI
    Macroeconomic Dynamics, 2020, 24, (1), 69-92 View citations (3)
24. The diabolical sovereigns/banks risk loop: A VAR quantile design
    The Journal of Economic Asymmetries, 2020, 21, (C) View citations (11)
25. Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era
    Sustainability, 2020, 12, (23), 1-22 View citations (25)

2019

26. An explorative analysis of Italy banking financial stability
    Economics Bulletin, 2019, 39, (2), 1294-1308
27. The Time-Spatial Dimension of Eurozone Banking Systemic Risk
    Risks, 2019, 7, (3), 1-25 View citations (4)

2018

28. 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)
29. The “Donald” and the market: Is there a cointegration?
    Research in International Business and Finance, 2018, 45, (C), 30-37