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Chen, Y., Mamon, R., Spagnolo, F. and Spagnolo, N. (2024) ''. Journal of Multinational Financial Management, 77. pp. 1 - 20. ISSN: 1042-444X

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2023) 'Cyber-attacks, cryptocurrencies, and cyber-security', in Achim, M. (ed.) Economic and Financial Crime, Sustainability and Good Governance. Cham, Switzerland : Springer. , Part F1313. pp. 347 - 381. ISBN 10: 3-031-34082-5. ISBN 13: 978-3-031-34081-9.

Chen, Y., Mamon, R., Spagnolo, F. and Spagnolo, N. (2023) ''. Sustainable Development, 31 (4). pp. 2950 - 2966. ISSN: 0968-0802

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2022) ''. International Economics, 172. pp. 77 - 90. ISSN: 1612-4804

Bonasia, M., Napolitano, O., Spagnolo, F. and Spagnolo, N. (2022) ''. International Economics, 171. pp. 49 - 57. ISSN: 2110-7017

Caporale, GM., Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2022) ''. Journal of International Money and Finance, 126. pp. 1 - 28. ISSN: 0261-5606

Chen, Y., Mamon, R., Spagnolo, F. and Spagnolo, N. (2022) ''. Energy, 244 (B). pp. 1 - 21. ISSN: 0360-5442

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2021) ''. Journal of International Financial Markets, Institutions and Money, 74. pp. 1 - 19. ISSN: 1042-4431

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2021) 'Cyber-Attacks, Cryptocurrencies, and Cyber Security'.60th Southwestern Finance Association Annual Meeting. Virtual.

Caporale, GM., Kang, W-Y., Spagnolo, F. and Spagnolo, N. (2020) ''. Finance Research Letters, 32. pp. 1 - 10. ISSN: 1544-6123

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2020) ''. Research in International Business and Finance, 52. pp. 101102 - 101102. ISSN: 0275-5319

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2020) ''. International Journal of Finance and Economics, 26 (1). pp. 679 - 683. ISSN: 1076-9307

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2018) ''. Research in International Business and Finance, 46. pp. 516 - 527. ISSN: 0275-5319

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2018) ''. European Journal of Finance, 24 (2). pp. 114 - 134. ISSN: 1351-847X

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2017) ''. Finance Research Letters, 21 (May 2017). pp. 140 - 143. ISSN: 1544-6123

Al-Maadid, A., Caporale, GM., Spagnolo, F. and Spagnolo, N. (2017) ''. International Economics, 150. pp. 1 - 18. ISSN: 2110-7017

Caporale, GM., Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2017) ''. Journal of International Money and Finance, 76. pp. 1 - 15. ISSN: 0261-5606

Spagnolo, N., Spagnolo, F. and Arin, P. (2016) ''. Revue Economique, 67 (6). pp. 1141 - 1151. ISSN: 1950-6694

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2016) ''. International Journal of Finance and Economics, 22 (1). pp. 68 - 80. ISSN: 1099-1158

Al-Maadid, A., Spagnolo, F. and Spagnolo, N. (2016) 'Stock Prices and Crude Oil Shocks: The Case of GCC Countries', inHandbook of Frontier Markets: Evidence from Middle East North Africa and International Comparative Studies. Elsevier. pp. 33 - 47. ISBN 13: 9780128092002.

Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2016) ''. Empirical Economics: a quarterly journal of the Institute for Advanced Studies, Vienna, 52 (1). pp. 179 - 189. ISSN: 1435-8921

Caporale, GM., Spagnolo, F. and Spagnolo, N. (2016) ''. International Review of Financial Analysis, 45. pp. 180 - 188. ISSN: 1057-5219

Hevia, C., Gonzalez-Rozada, M., Sola, M. and Spagnolo, F. (2014) ''. Journal of Applied Econometrics, 30 (6). pp. 987 - 1009. ISSN: 0883-7252

Ali, FM., Spagnolo, F. and Spagnolo, N. (2014) 'Exchange rates and net portfolio flows: A markov-switching approach', inInternational Series in Operations Research and Management Science. Springer US. , 209. pp. 117 - 132. ISBN 13: 9781489974419.

Menla Ali, F., Spagnolo, F. and Spagnolo, N. (2014) 'Exchange rates and net portfolio flows: A Markov-switching approach', in Mamon, RS. and Elliott, RJ. (eds.) Hidden Markov models in finance: Further developments and applications, volume II. Springer US. pp. 117 - 132. ISBN 13: 978-1-4899-7441-9.

Dueker, M., Sola, M. and Spagnolo, F. (Accepted) 'Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting'.

Dueker, M., Psaradakis, Z., Sola, M. and Spagnolo, F. (Accepted) 'Multivariate Contemporaneous Threshold Autoregressive Models'.

Coakley, J., Fuertes, A-M. and Spagnolo, F. (Accepted) 'The Feldstein-Horioka puzzle is not as bad as you think'.

Driffill, J., Kenc, T., Sola, M. and Spagnolo, F. (Accepted) 'On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts'.

Sola, M., Spagnolo, F. and Spagnolo, N. (Accepted) 'A Test for Volatility Spillovers'.

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2012) ''. Oxford Bulletin of Economics and Statistics, Early View (6). pp. 835 - 854. ISSN: 0305-9049

Dueker, M., Psaradakis, Z., Sola, M. and Spagnolo, F. (2011) 'Contemporaneous-Threshold Smooth Transition GARCH Models'.

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2011) ''. Journal of Econometrics, 160 (2). pp. 311 - 325. ISSN: 0304-4076

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2011) ''. Studies in Nonlinear Dynamics and Econometrics, 15 (2). pp. 1 - 25. ISSN: 1081-1826

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2010) 'State-Dependent Threshold STAR Models'.

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2010) 'Multivariate Contemporaneous-Threshold Autoregressive Models'.

Dueker, MJ., Psaradakis, Z., Sola, M. and Spagnolo, F. (2010) 'Multivariate contemporaneous-threshold autoregressive models'. Journal of Econometrics. ISSN: 0304-4076

Solá, M., Psaradakis, Z., Spagnolo, F. and Spagnolo, N. (2010) '"Some Cautionary Results Concerning Markov-Switching Models with Time-Varying Transition Probabilities"'.

Driffill, J., Kenc, T., Sola, M. and Spagnolo, F. (2009) ''. Studies in Nonlinear Dynamics and Econometrics, 13 (1). pp. 1 - 24. ISSN: 1558-3708

Psaradakis, Z., Sola, M., Spagnolo, F. and Spagnolo, N. (2009) ''. Journal of Time Series Analysis, 30 (4). pp. 369 - 394. ISSN: 0143-9782

Dueker, M., Sola, M. and Spagnolo, F. (2007) 'Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting'.

Russo, E., Spagnolo, F. and Mamon, R. (2007) 'An empirical investigation of the unbiased forward exchange rate hypothesis in a regime switching market', inInternational Series in Operations Research and Management Science. Springer US. , 104. pp. 133 - 153. ISBN 13: 9780387710815.

Dueker, MJ., Sola, M. and Spagnolo, F. (2007) ''. Journal of Econometrics, 141 (2). pp. 517 - 547. ISSN: 0304-4076

Sola, M., Spagnolo, F. and Spagnolo, N. (2007) ''. Economics Letters, 95 (1). pp. 110 - 116. ISSN: 0165-1765

Psaradakis, Z., Sola, M. and Spagnolo, F. (2006) ''. Studies in Nonlinear Dynamics and Econometrics, 10 (2). pp. 1 - 31. ISSN: 1558-3708

Spagnolo, F., Psaradakis, Z. and Sola, M. (2005) ''. Journal of Applied Econometrics, 20 (3). pp. 423 - 437. ISSN: 0883-7252

Volosov, K., Mitra, G., Spagnolo, F. and Lucas, C. (2005) ''. Computational Optimization and Applications, 32 (1-2). pp. 179 - 207. ISSN: 0926-6003

Psaradakis, Z. and Spagnolo, F. (2005) ''. Journal of Forecasting, 24 (2). pp. 119 - 138. ISSN: 0277-6693

Driffill, J., Kenc, T., Sola, M. and Spagnolo, F. (2004) 'On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts'.

Psaradakis, Z., Sola, M. and Spagnolo, F. (2004) ''. Journal of Applied Econometrics, 19 (1). pp. 69 - 88. ISSN: 0883-7252