How do normalization schemes affect net spillovers? A replication of the Diebold and Yilmaz (2012) study von Caloia, Francesco Giuseppe, Cipollini, Andrea, Muzzioli, Silvia

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Macro-uncertainty and financial stress spillovers in the Eurozone von Cipollini, Andrea, Mikaliunaite, Ieva

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Government spending and credit market: Evidence from Italian (NUTS 3) provinces von Cipollini, Andrea, Frangiamore, Francesco

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Testing for contagion: a conditional correlation analysis von Caporale, Guglielmo Maria, Cipollini, Andrea, Spagnolo, Nicola

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Housing market shocks in italy: A GVAR approach von Cipollini, Andrea, Parla, Fabio

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Can an unglamorous non-event affect prices? The role of newspapers von Ferretti, Riccardo, Cipollin, Andrea, Pattarin, Francesco

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Credit demand and supply shocks in Italy during the Great Recession von Cipollini, Andrea, Parla, Fabio

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Asymmetric semi-volatility spillover effects in EMU stock markets von Caloia, Francesco Giuseppe, Cipollini, Andrea, Muzzioli, Silvia

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Financial distress and real economic activity in Lithuania: a Granger causality test based on mixed-frequency VAR von Cipollini, Andrea, Mikaliunaite, Ieva

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Risk aversion connectedness in five European countries von Cipollini, Andrea, Lo Cascio, Iolanda, Muzzioli, Silvia

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Economic value, competition and financial distress in the European banking system von Cipollini, Andrea, Fiordelisi, Franco

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Monetary policy and the exchange rate during the Asian crisis: identification through heteroscedasticity von Caporale, Guglielmo Maria, Cipollini, Andrea, Demetriades, Panicos O.

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Predicting bond betas using macro-finance variables von Aslanidis, Nektarios, Christiansen, Charlotte, Cipollini, Andrea

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Volatility co-movements: A time-scale decomposition analysis von Cipollini, Andrea, Cascio, Iolanda Lo, Muzzioli, Silvia

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FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME-SERIES ANALYSIS von CIPOLLINI, ANDREA, FATTOUH, BASSAM, MOURATIDIS, KOSTAS

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Exchange Rates and Stock Prices in the MENA Countries: What Role for Oil? von Chortareas, Georgios, Cipollini, Andrea, Eissa, Mohamed Abdelaziz

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Switching to floating exchange rates, devaluations, and stock returns in MENA countries von Chortareas, Georgios, Cipollini, Andrea, Eissa, Mohamed Abdelaziz

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Forecasting financial crises and contagion in Asia using dynamic factor analysis von Cipollini, A., Kapetanios, G.

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Testing For Government Intertemporal Solvency: A Smooth Transition Error Correction Model Approach von Cipollini, Andrea

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Threshold Effects in the U.S. Budget Deficit von Arestis, Philip, Cipollini, Andrea, Fattouh, Bassam

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