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Matteo Foglia
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Year
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
1242021
“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
482021
Volatility connectedness between clean energy firms and crude oil in the COVID-19 era
M Foglia, E Angelini
Sustainability 12 (23), 9863, 2020
452020
Non-performing loans and macroeconomics factors: The Italian case
M Foglia
Risks 10 (1), 21, 2022
442022
COVID-19 and tail-event driven network risk in the eurozone
TLD Huynh, M Foglia, JA Doukas
Finance Research Letters 44, 102070, 2022
442022
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
422021
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
412022
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
382022
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
332018
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
302022
From me to you: measuring connectedness between Eurozone financial institutions
M Foglia, E Angelini
Research in International Business and Finance 54, 101238, 2020
262020
Tail risk connectedness in clean energy and oil financial market
M Foglia, E Angelini, TLD Huynh
Annals of operations research, 1-25, 2022
222022
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
162023
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
142022
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
132023
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
132018
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
122021
The diabolical sovereigns/banks risk loop: A VAR quantile design
M Foglia, E Angelini
The Journal of Economic Asymmetries 21, e00158, 2020
122020
The time-spatial dimension of eurozone banking systemic risk
M Foglia, E Angelini
Risks 7 (3), 75, 2019
122019
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
112022
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Articles 1–20