Fabio Spagnolo

Available identifiers

Publication	Date of Publication	Type
Exchange Rates and Net Portfolio Flows: A Markov-Switching Approach	2018-12-21	Paper
Multivariate contemporaneous-threshold autoregressive models	2016-08-10	Paper
Contemporaneous threshold autoregressive models: estimation, testing and forecasting	2016-05-27	Paper
Red signals: current account deficits and sustainability	2013-01-01	Paper
Contemporaneous-threshold smooth transition GARCH models	2011-03-09	Paper
Selecting nonlinear time series models using information criteria	2011-02-22	Paper
The effects of different parameterizations of Markov-switching in a CIR model of bond pricing	2010-07-02	Paper
Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates	2008-04-04	Paper
An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market	2007-11-05	Paper
Treasury management model with foreign exchange exposure	2005-11-16	Paper
A test for volatility spillovers.	2002-07-15	Paper
A simple procedure for detecting periodically collapsing rational bubbles	2001-08-20	Paper

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