IRIS
FOGLIA, Matteo
 Distribuzione geografica
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Continente #
NA - Nord America 106
EU - Europa 48
AS - Asia 5
AF - Africa 2
Totale 161
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Nazione #
US - Stati Uniti d'America 105
SE - Svezia 30
IT - Italia 14
IN - India 2
MA - Marocco 2
PT - Portogallo 2
TW - Taiwan 2
FI - Finlandia 1
FR - Francia 1
HT - Haiti 1
MO - Macao, regione amministrativa speciale della Cina 1
Totale 161
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Città #
Nyköping 30
Chandler 6
Lawrence 3
Palermo 3
Rome 3
Florence 2
Lucknow 2
Marrakesh 2
New Taipei 2
New York 2
Roxbury 2
Setúbal 2
Woodbridge 2
Boardman 1
Corato 1
Fairfield 1
Helsinki 1
Lecce 1
Macao 1
Paris 1
Port-au-Prince 1
Princeton 1
Totale 70
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Nome #
The Behaviour of Systemic Risk and Monetary Policy Stance: what is the link? A Wavelet Evidence 18
The extreme risk connectedness of the new financial system: European evidence 17
The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness 16
Non-Performing Loans and Macroeconomics Factors: The Italian Case 12
Bearish Vs Bullish risk network: A Eurozone financial system analysis 9
Rischi di spillover tra asset tradizionali e digitali: un approccio di network integrato 9
From Bitcoin to carbon allowances: An asymmetric extreme risk spillover 7
From me to you: Measuring connectedness between Eurozone financial institutions 7
Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis 6
Tail risk connectedness in clean energy and oil financial market 6
Multilayer network analysis of investor sentiment and stock returns 6
Clean energy indices and brown assets: an analysis of tail risk spillovers through the VAR for VaR model 6
Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers 6
The diabolical sovereigns/banks risk loop: A VAR quantile design 6
A Riskmas Carol 6
COVID-19 and Tail-event Driven Network Risk in the Eurozone 6
Systemic risk propagation in the Eurozone: A multilayer network approach 5
Feverish sentiment and global equity markets during the COVID-19 pandemic 5
Tail risk and extreme events: Connections between oil and clean energy 5
Bad or good neighbours: a spatial financial contagion study 5
An explorative analysis of Italy banking financial stability 4
“Ubiquitous uncertainties”: spillovers across economic policy uncertainty and cryptocurrency uncertainty indices 3
The triple (T3) dimension of systemic risk: Identifying systemically important banks 3
Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries 2
Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets 2
European bank credit risk transmission during the credit Suisse collapse 2
The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation 2
The “Donald” and the market: Is there a cointegration? 2
The time-spatial dimension of eurozone banking systemic risk 2
The relationship between IPO and macroeconomics factors: An empirical analysis from UK market 2
Volatility connectedness between clean energy firms and crude oil in the COVID-19 era 2
FinTech and fan tokens: Understanding the risks spillover of digital asset investment 1
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective 1
How does climate policy uncertainty affect financial markets? Evidence from Europe 1
Totale 192
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Categoria #
all - tutte 2.159
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 2.159
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Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2021/20229 0 0 0 0 0 0 0 4 2 0 0 3
2022/202371 3 1 1 3 3 9 17 20 11 2 0 1
2023/2024112 3 24 18 33 14 3 2 4 5 5 0 1
Totale 192