Fabio Spagnolo
-
- Monetary Policy and Economic Impact 36
- Finance top 2%
- Financial Risk and Volatility Modeling 22
- Global Financial Crisis and Policies 10
- Financial Markets and Investment Strategies 7
- Stochastic processes and financial applications 6
- Economics and Econometrics top 1%
- Market Dynamics and Volatility 28
- Economic Policies and Impacts 6
- Economic theories and models 6
- General Energy top 10%
- Accounting top 10%
- Co-authors
- Nicola SpagnoloMartín SolàGuglielmo Maria CaporaleZacharias PsaradakisAna-Marı́a FuertesJerry CoakleyRogemar MamonYiyang Chen
- Journals
- Economics Letters (4 papers)International Economics (3 papers)Studies in Nonlinear Dynamics and Econometrics (3 papers)
- Partner nations
- United KingdomArgentinaGermany
In The Last Decade
Fabio Spagnolo
65 papers receiving 1.0k citations
Peers
Comparison fields: 5 of 62
- General Economics, Econometrics and Finance 492
- Finance 492
- Economics and Econometrics 822
- General Energy 15
- Accounting 90
Countries citing papers authored by Fabio Spagnolo
This map shows the geographic impact of Fabio Spagnolo's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Fabio Spagnolo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Fabio Spagnolo more than expected).
Fields of papers citing papers by Fabio Spagnolo
This network shows the impact of papers produced by Fabio Spagnolo. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Fabio Spagnolo. The network helps show where Fabio Spagnolo may publish in the future.
Co-authorship network
The 23 scholars most cited alongside Fabio Spagnolo, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2024 | 4 | |
| 2 | 2023 | 12 | |
| 3 | Cross-border porfolio flows and news media coverage | 2022 | 4 |
| 4 | 2022 | 17 | |
| 5 | 2022 | 2 | |
| 6 | 2021 | 63 | |
| 7 | 2016 | 0 | |
| 8 | 2016 | 24 | |
| 9 | 2016 | 85 | |
| 10 | 2005 | 4 | |
| 11 | On Markov Error-Correction Models, with an Application to Stock Prices and Dividends | 2004 | 10 |
| 12 | Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables | 2004 | 2 |
| 13 | Red Signals: Current Account Deficits and Sustainability | 2004 | 1 |
| 14 | Is the Feldstein-Horioka Puzzle History? | 2004 | 26 |
| 15 | A Simple Procedure for Detecting Periodically Collapsing Rational Bubbles | 2004 | 2 |
| 16 | Forecast Performance of Nonlinear Error-Correction Models with Multiple Regimes | 2004 | 1 |
| 17 | A Test for Volatility Spillovers | 2004 | 10 |
| 18 | On Model Selection and Markov Switching: An Empirical Examination of Term Structure Models with Regime Shifts | 2004 | 1 |
| 19 | Inflation Targeting, Exchange Rate Volatility and International Policy Coordination | 2003 | 1 |
| 20 | 2000 | 29 |
About Fabio Spagnolo
Fabio Spagnolo is a scholar working on General Economics, Econometrics and Finance, Finance and Economics and Econometrics, having authored 68 papers that have together received 1.1k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (36 papers), Market Dynamics and Volatility (28 papers), Financial Risk and Volatility Modeling (22 papers), Global Financial Crisis and Policies (10 papers), Financial Markets and Investment Strategies (7 papers), Economic Policies and Impacts (6 papers), Stochastic processes and financial applications (6 papers) and Economic theories and models (6 papers). The work is most often cited by research in General Economics, Econometrics and Finance (492 citations), Finance (492 citations) and Economics and Econometrics (822 citations). Fabio Spagnolo has collaborated with scholars based in United Kingdom, Argentina and Germany. Frequent co-authors include Nicola Spagnolo, Martín Solà, Guglielmo Maria Caporale, Zacharias Psaradakis, Ana-Marı́a Fuertes, Jerry Coakley, Rogemar Mamon, Yiyang Chen, Faek Menla Ali and Ron Smith. Their work appears in journals such as Economics Letters, International Economics, Studies in Nonlinear Dynamics and Econometrics, Journal of Applied Econometrics and Research in International Business and Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.