Nicola Spagnolo

Available identifiers

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

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