Nicola Spagnolo

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Financial integration in the GCC region: market size versus national effects Open Economies Review	2021-04-08	Paper
Exchange rates and net portfolio flows: a Markov-switching approach International Series in Operations Research & Management Science	2018-12-21	Paper
A note on the macroeconomic consequences of ethnic/racial tension Economics Letters	2018-09-12	Paper
Asset prices and output growth volatility: the effects of financial crises Economics Letters	2012-12-27	Paper
Selecting nonlinear time series models using information criteria Journal of Time Series Analysis	2011-02-22	Paper
Hidden Markov models for financial optimization problems IMA Journal of Management Mathematics	2010-04-23	Paper
ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS Journal of Time Series Analysis	2007-05-29	Paper
Joint Determination of the State Dimension and Autoregressive Order for Models with Markov Regime Switching Journal of Time Series Analysis	2007-05-29	Paper
Power Properties of Nonlinearity Tests for Time Series with Markov Regimes Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
A test for volatility spillovers. Economics Letters	2002-07-15	Paper

Research outcomes over time

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