FOGLIA, MATTEO
FOGLIA, MATTEO
DIPARTIMENTO DI ECONOMIA
"Ubiquitous uncertainties": spillovers across economic policy uncertainty and cryptocurrency uncertainty indices
2021-01-01 Foglia, Matteo; Dai, Peng-Fei
A Riskmas Carol
2020-01-01 Foglia, Matteo; Angelini, Eliana
An explorative analysis of Italy banking financial stability
2019-01-01 Foglia, Matteo; Angelini, Eliana
Bad or good neighbours: a spatial financial contagion study
2020-01-01 Foglia, Matteo; Ortolano, Alessandra; DI FEBO, Elisa; Angelini, Eliana
Bearish Vs Bullish risk network: A Eurozone financial system analysis
2022-01-01 Foglia, M.; Addi, A.; Wang, G. -J.; Angelini, E.
Clean energy indices and brown assets: an analysis of tail risk spillovers through the VAR for VaR model
2022-01-01 Angelini, Eliana; Birindelli, Giuliana; Chiappini, Helen; Foglia, Matteo
COVID-19 and Tail-event Driven Network Risk in the Eurozone
2021-01-01 Huynh, T. L. D.; Foglia, M.; Doukas, J. A.
Feverish sentiment and global equity markets during the COVID-19 pandemic
2021-01-01 Huynh, Toan Luu Duc; Foglia, Matteo; Nasir, Muhammad Ali; Angelini, Eliana
From Bitcoin to carbon allowances: An asymmetric extreme risk spillover
2021-01-01 Di Febo, E.; Ortolano, A.; Foglia, M.; Leone, Maria; Angelini, Eliana
From me to you: Measuring connectedness between Eurozone financial institutions
2020-01-01 Foglia, M.; Angelini, E.
La BCE come fonte di squilibri
2017-01-01 Foglia, Matteo
Shadow rates and spillovers across the Eurozone: a spatial dynamic panel model
2021-01-01 Fiorelli, Cristiana; Cartone, Alfredo; Foglia, Matteo
Structural differences in the Eurozone: Measuring financial stability by FCI
2020-01-01 Foglia, Matteo; Cartone, Alfredo; Fiorelli, Cristiana
Tail risk and extreme events: Connections between oil and clean energy
2021-01-01 DI FEBO, Elisa; Foglia, Matteo; Angelini, Eliana
The "Donald" and the market: Is there a cointegration?
2018-01-01 Angelini, Eliana; Foglia, Matteo; Ortolano, Alessandra; Leone, M.
The diabolical sovereigns/banks risk loop: A VAR quantile design
2020-01-01 Foglia, M.; Angelini, E.
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness
2022-01-01 Foglia, M.; Addi, A.; Angelini, E.
The relationship between IPO and macroeconomics factors: An empirical analysis from UK market
2018-01-01 Angelini, Eliana; Foglia, Matteo
The Time-Spatial Dimension of Eurozone Banking Systemic Risk
2019-01-01 Foglia, Matteo; Angelini, Eliana
The triple (T3) dimension of systemic risk: Identifying systemically important banks
2020-01-01 Foglia, Matteo; Angelini, Eliana