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Non-performing loans and macroeconomics factors: The Italian case

Risks (Basel), 2022-01, Vol.10 (1), p.1-13

Foglia, Matteo

2022

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Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era

Sustainability, 2020-12, Vol.12 (23), p.9863

2020

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“Ubiquitous uncertainties”: spillovers across economic policy uncertainty and cryptocurrency uncertainty indices

Journal of Asian business and economic studies, 2022-02, Vol.29 (1), p.35-49

2022

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The time-spatial dimension of eurozone banking systemic risk

Risks (Basel), 2019-09, Vol.7 (3), p.1-25

2019

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Shadow rates and spillovers across the Eurozone: a spatial dynamic panel model

Empirica, 2021-02, Vol.48 (1), p.223-245

2021

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Tail risk and extreme events: Connections between oil and clean energy

Risks (Basel), 2021-02, Vol.9 (2), p.1-13

2021

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Smart beta allocation and macroeconomic variables: The impact of COVID-19

Risks (Basel), 2021-02, Vol.9 (2), p.1-25

2021

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From me to you: Measuring connectedness between Eurozone financial institutions

Research in international business and finance, 2020-12, Vol.54, p.101238, Article 101238

2020

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A Riskmas Carol

Global business review, 2024-04, Vol.25 (2_suppl), p.S121-S137

2024

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Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis

Technological forecasting & social change, 2022-11, Vol.184, p.121957, Article 121957

2022

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Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets

Journal of behavioral and experimental finance, 2024-06, Vol.42, p.100928, Article 100928

2024

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Feverish sentiment and global equity markets during the COVID-19 pandemic

Journal of economic behavior & organization, 2021-08, Vol.188, p.1088-1108

2021

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The triple (T3) dimension of systemic risk: Identifying systemically important banks

International journal of finance and economics, 2021-01, Vol.26 (1), p.7-26

2021

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The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness

Global finance journal, 2022-02, Vol.51, p.100677, Article 100677

2022

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The extreme risk connectedness of the new financial system: European evidence

International review of financial analysis, 2022-11, Vol.84, p.102408, Article 102408

2022

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Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries

Resources policy, 2023-08, Vol.85, p.104056, Article 104056

2023

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FinTech and fan tokens: Understanding the risks spillover of digital asset investment

Research in international business and finance, 2024-01, Vol.68, p.102190, Article 102190

2024

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The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation

International review of financial analysis, 2023-05, Vol.87, p.102578, Article 102578

2023

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From Bitcoin to carbon allowances: An asymmetric extreme risk spillover

Journal of environmental management, 2021-11, Vol.298, p.113384-113384, Article 113384

2021

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Tail risk connectedness in clean energy and oil financial market

Annals of operations research, 2024-03, Vol.334 (1-3), p.575-599

2024

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Corrigendum to ‘Green innovation, resource price and carbon emission during the COVID-19 times: New findings from wavelet local multiple correlation analysis’ [Technol. Forecast. Soc. Change, 184 (2022) 121957]

Technological forecasting & social change, 2023-06, Vol.191, p.122394, Article 122394

2023

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European bank credit risk transmission during the credit Suisse collapse

Finance research letters, 2023-12, Vol.58, p.104452, Article 104452

2023

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The diabolical sovereigns/banks risk loop: A VAR quantile design

Journal of economic asymmetries, 2020-06, Vol.21, p.e00158, Article e00158

2020

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How does climate policy uncertainty affect financial markets? Evidence from Europe

Economics letters, 2024-01, Vol.234, p.111443, Article 111443

2024

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Systemic risk propagation in the Eurozone: A multilayer network approach

International review of economics & finance, 2023-11, Vol.88, p.332-346

2023

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Non-performing loans and macroeconomics factors: The Italian case

Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era

“Ubiquitous uncertainties”: spillovers across economic policy uncertainty and cryptocurrency uncertainty indices

The time-spatial dimension of eurozone banking systemic risk

Shadow rates and spillovers across the Eurozone: a spatial dynamic panel model

Tail risk and extreme events: Connections between oil and clean energy

Smart beta allocation and macroeconomic variables: The impact of COVID-19

From me to you: Measuring connectedness between Eurozone financial institutions

A Riskmas Carol

Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis

Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets

Feverish sentiment and global equity markets during the COVID-19 pandemic

The triple (T3) dimension of systemic risk: Identifying systemically important banks

The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness

The extreme risk connectedness of the new financial system: European evidence

Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries

FinTech and fan tokens: Understanding the risks spillover of digital asset investment

The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation

From Bitcoin to carbon allowances: An asymmetric extreme risk spillover

Tail risk connectedness in clean energy and oil financial market

Corrigendum to ‘Green innovation, resource price and carbon emission during the COVID-19 times: New findings from wavelet local multiple correlation analysis’ [Technol. Forecast. Soc. Change, 184 (2022) 121957]

European bank credit risk transmission during the credit Suisse collapse

The diabolical sovereigns/banks risk loop: A VAR quantile design

How does climate policy uncertainty affect financial markets? Evidence from Europe

Systemic risk propagation in the Eurozone: A multilayer network approach

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