Matteo Foglia

Ciao! Sono Matteo Foglia e sono un assegnista di ricerca presso il Dipartimento di Economia. I miei interessi di ricerca sono il settore bancario, la stabilità finanziaria, i mercati finanziari e le misure di rischio sistemico (come CoVaR, SRisk e tail risk). Attualmente sto lavorando con  modelli di effetti spillover per analizzare il rischio contagio tra le banche e i paesi dell'Eurozona.

Maggiori informazioni su di me sul mio CV o sul mio profilo ResearchGate 

Pubblicazioni

Foglia M., Addi, A. & Angelini, E. (2022). The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness. Global Finance Journal, 100677

Huynh, T. L. D., Foglia, M., Nasir, M. A., & Angelini, E. (2021). Feverish sentiment and global equity markets during the COVID-19 pandemic. Journal of Economic Behavior & Organization.

Di Febo E., Ortolano A., Foglia M., Leone M.,  & Angelini E. (2021). From Bitcoin to carbon allowances: An asymmetric extreme risk spillover.  Journal of Environmental Management, Vol 298, 113384

Foglia M. and Angelini E. (2021). The triple (T3) dimension of systemic risk: Identifying systemically important banks. International Journal of Finance & Economics

Huynh, T. L. D., Foglia, M., & Doukas, J. A. (2021). COVID-19 and Tail-event Driven Network Risk in the Eurozone. Finance Research Letters, 102070.

Foglia, M., & Dai, P. F. (2021). “Ubiquitous uncertainties”: spillovers across economic policy uncertainty and cryptocurrency uncertainty indices. Journal of Asian Business and Economic Studies.

Di Febo E., Foglia M.,  & Angelini E. (2021). Tail Risk and Extreme Events: Connections between Oil and Clean Energy. Risks, 9 (39)

Foglia M. and Angelini E. (2020). A Riskmas Carol.  Global Business Review

Foglia M. and Angelini E. (2020). Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era.  Sustainability, 12(23)

Foglia M., Ortolano A., Di Febo E., Angelini E. (2020). Bad or good neighbours: a spatial financial contagion study. Studies in Economics and Finance 

Foglia M. and Angelini E. (2020). From me to you: Measuring connectedness between Eurozone financial institutions. Research in International Business and Finance, 101238

Foglia M. and Angelini E. (2020). The Diabolical Sovereigns/Banks Risk Loop: a VAR quantile design. The Journal of Economic Asymmetries, 21, e00158

Foglia M. and Angelini E. (2019). The Time-Spatial Dimension of Eurozone Banking Systemic Risk. Risks, 7, 75, ISSN: 2227-9091

Foglia M. and Angelini E. (2019). An explorative analysis of Italy banking financial stability. Economics Bulletin, Vol 39, Issue 2, pp. 1294-1308, ISSN: 1545-2921

Foglia M., Cartone A., Fiorelli C. (2018). Structural differences in the Eurozone: measuring financial stability by FCI. Macroeconomics Dynamics, pp. 1-24, ISSN: 1469-8056

Angelini E. and Foglia M. (2018). The relationship between IPO and macroeconomics factors: an empirical analysis from UK market. Annals of Economics and Finance, 19(1), pp. 319-336, ISSN 1529-7373

Angelini E., Foglia M., Ortolano A. and Leone M. (2018). The "Donald" and the market: is there a cointegration?. Research in International Business and Finance, 45, pp. 30-37, ISSN: 0275-5319

Foglia M. (2017). La BCE come fonte di squilibri. In Costituzione economica e democrazia pluralista, Quaderni DPCE on-line, a cura di M. Salerno, M. Ferrara, ISBN: 978-88-86552-00-4