Feverish sentiment and global equity markets during the COVID-19 pandemic TLD Huynh, M Foglia, MA Nasir, E Angelini Journal of Economic Behavior & Organization 188, 1088-1108, 2021 | 124 | 2021 |
“Ubiquitous uncertainties”: spillovers across economic policy uncertainty and cryptocurrency uncertainty indices M Foglia, PF Dai Journal of Asian Business and Economic Studies 29 (1), 35-49, 2021 | 48 | 2021 |
Volatility connectedness between clean energy firms and crude oil in the COVID-19 era M Foglia, E Angelini Sustainability 12 (23), 9863, 2020 | 45 | 2020 |
Non-performing loans and macroeconomics factors: The Italian case M Foglia Risks 10 (1), 21, 2022 | 44 | 2022 |
COVID-19 and tail-event driven network risk in the eurozone TLD Huynh, M Foglia, JA Doukas Finance Research Letters 44, 102070, 2022 | 44 | 2022 |
From Bitcoin to carbon allowances: An asymmetric extreme risk spillover E Di Febo, A Ortolano, M Foglia, M Leone, E Angelini Journal of Environmental Management 298, 113384, 2021 | 42 | 2021 |
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness M Foglia, A Addi, E Angelini Global Finance Journal 51, 100677, 2022 | 41 | 2022 |
Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis MI Shah, M Foglia, U Shahzad, Z Fareed Technological Forecasting and Social Change 184, 121957, 2022 | 38 | 2022 |
The relationship between IPO and macroeconomics factors: An empirical analysis from UK market E Angelini, M Foglia Annals of Economics and Finance 19 (1), 319-336, 2018 | 33 | 2018 |
Multilayer network analysis of investor sentiment and stock returns GJ Wang, L Xiong, Y Zhu, C Xie, M Foglia Research in International Business and Finance 62, 101707, 2022 | 30 | 2022 |
From me to you: measuring connectedness between Eurozone financial institutions M Foglia, E Angelini Research in International Business and Finance 54, 101238, 2020 | 26 | 2020 |
Tail risk connectedness in clean energy and oil financial market M Foglia, E Angelini, TLD Huynh Annals of operations research, 1-25, 2022 | 22 | 2022 |
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers J Gong, GJ Wang, Y Zhou, Y Zhu, C Xie, M Foglia Journal of International Financial Markets, Institutions and Money 83, 101733, 2023 | 16 | 2023 |
Bearish Vs Bullish risk network: A Eurozone financial system analysis M Foglia, A Addi, GJ Wang, E Angelini Journal of International Financial Markets, Institutions and Money 77, 101522, 2022 | 14 | 2022 |
The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation C Di Tommaso, M Foglia, P Vincenzo International Review of Financial Analysis, 102578, 2023 | 13 | 2023 |
The “Donald” and the market: Is there a cointegration? E Angelini, M Foglia, A Ortolano, M Leone Research in International Business and Finance 45, 30-37, 2018 | 13 | 2018 |
The triple (T3) dimension of systemic risk: Identifying systemically important banks M Foglia, E Angelini International Journal of Finance & Economics 26 (1), 7-26, 2021 | 12 | 2021 |
The diabolical sovereigns/banks risk loop: A VAR quantile design M Foglia, E Angelini The Journal of Economic Asymmetries 21, e00158, 2020 | 12 | 2020 |
The time-spatial dimension of eurozone banking systemic risk M Foglia, E Angelini Risks 7 (3), 75, 2019 | 12 | 2019 |
Clean energy indices and brown assets: an analysis of tail risk spillovers through the VAR for VaR model E Angelini, G Birindelli, H Chiappini, M Foglia Journal of Sustainable Finance & Investment, 1-28, 2022 | 11 | 2022 |