ARCH models

Guidi, Francesco ORCID: 0000-0002-2682-189X and Cagliesi, Gabriella (2021) A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. International Review of Financial Analysis, 74:101698. pp. 1-29. ISSN 1057-5219 (doi:https://doi.org/10.1016/j.irfa.2021.101698)

Behavioural economics

Cagliesi, Gabriella, Hawkes, Denise and Tookey, Max (2017) A multi-disciplinary approach to explaining workless-ness in Britain. International Journal of Social Economics, 44 (7). pp. 937-959. ISSN 0306-8293 (doi:https://doi.org/10.1108/IJSE-10-2015-0267)

Cagliesi, Gabriella and Hawkes, Denise (2013) What nudges will matter? An empirical study of female joblessness. [Working Paper]

behavioural finance

Cagliesi, Gabriella, Della Bina, Antonio Carlo Francesco and Tivegna, Massimo (2014) Market response to news: rationality and conformism in an euro-dollar exchange rate model. [Working Paper]

British household panel study

Cagliesi, Gabriella and Hawkes, Denise (2013) What nudges will matter? An empirical study of female joblessness. [Working Paper]

Capabilities

Cagliesi, Gabriella, Hawkes, Denise and Tookey, Max (2017) A multi-disciplinary approach to explaining workless-ness in Britain. International Journal of Social Economics, 44 (7). pp. 937-959. ISSN 0306-8293 (doi:https://doi.org/10.1108/IJSE-10-2015-0267)

Diversification benefits

Guidi, Francesco ORCID: 0000-0002-2682-189X and Cagliesi, Gabriella (2021) A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. International Review of Financial Analysis, 74:101698. pp. 1-29. ISSN 1057-5219 (doi:https://doi.org/10.1016/j.irfa.2021.101698)

Cagliesi, Gabriella and Guidi, Francesco ORCID: 0000-0002-2682-189X (2019) A three tiered nested analytical approach to financial integration: the case of emerging and frontier equity markets. [Working Paper] (Submitted)

exchange rate

Cagliesi, Gabriella, Della Bina, Antonio Carlo Francesco and Tivegna, Massimo (2014) Market response to news: rationality and conformism in an euro-dollar exchange rate model. [Working Paper]

Gender

Cagliesi, Gabriella, Hawkes, Denise and Tookey, Max (2017) A multi-disciplinary approach to explaining workless-ness in Britain. International Journal of Social Economics, 44 (7). pp. 937-959. ISSN 0306-8293 (doi:https://doi.org/10.1108/IJSE-10-2015-0267)

Global financial crisis

Cagliesi, Gabriella, Della Bina, Antonio Carlo Francesco and Tivegna, Massimo (2016) The Euro-Dollar exchange rate: how traders' behaviour has been affected by the 2007-2008 financial crisis. Economic Notes, 45 (2). pp. 139-177. ISSN 0391-5026 (Print), 1468-0300 (Online) (doi:https://doi.org/10.1111/ecno.12053)

Labour economics

Cagliesi, Gabriella, Hawkes, Denise and Tookey, Max (2017) A multi-disciplinary approach to explaining workless-ness in Britain. International Journal of Social Economics, 44 (7). pp. 937-959. ISSN 0306-8293 (doi:https://doi.org/10.1108/IJSE-10-2015-0267)

labour market activity

Cagliesi, Gabriella and Hawkes, Denise (2013) What nudges will matter? An empirical study of female joblessness. [Working Paper]

macroeconomic announcements

Cagliesi, Gabriella, Della Bina, Antonio Carlo Francesco and Tivegna, Massimo (2014) Market response to news: rationality and conformism in an euro-dollar exchange rate model. [Working Paper]

Markov switching regimes

Guidi, Francesco ORCID: 0000-0002-2682-189X and Cagliesi, Gabriella (2021) A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. International Review of Financial Analysis, 74:101698. pp. 1-29. ISSN 1057-5219 (doi:https://doi.org/10.1016/j.irfa.2021.101698)

Markov Switching Regimes ARCH models

Cagliesi, Gabriella and Guidi, Francesco ORCID: 0000-0002-2682-189X (2019) A three tiered nested analytical approach to financial integration: the case of emerging and frontier equity markets. [Working Paper] (Submitted)

News approach

Guidi, Francesco ORCID: 0000-0002-2682-189X and Cagliesi, Gabriella (2021) A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. International Review of Financial Analysis, 74:101698. pp. 1-29. ISSN 1057-5219 (doi:https://doi.org/10.1016/j.irfa.2021.101698)

Cagliesi, Gabriella and Guidi, Francesco ORCID: 0000-0002-2682-189X (2019) A three tiered nested analytical approach to financial integration: the case of emerging and frontier equity markets. [Working Paper] (Submitted)

Optimal portfolio

Guidi, Francesco ORCID: 0000-0002-2682-189X and Cagliesi, Gabriella (2021) A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. International Review of Financial Analysis, 74:101698. pp. 1-29. ISSN 1057-5219 (doi:https://doi.org/10.1016/j.irfa.2021.101698)

Cagliesi, Gabriella and Guidi, Francesco ORCID: 0000-0002-2682-189X (2019) A three tiered nested analytical approach to financial integration: the case of emerging and frontier equity markets. [Working Paper] (Submitted)

Smooth transition conditional correlation

Guidi, Francesco ORCID: 0000-0002-2682-189X and Cagliesi, Gabriella (2021) A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. International Review of Financial Analysis, 74:101698. pp. 1-29. ISSN 1057-5219 (doi:https://doi.org/10.1016/j.irfa.2021.101698)

Cagliesi, Gabriella and Guidi, Francesco ORCID: 0000-0002-2682-189X (2019) A three tiered nested analytical approach to financial integration: the case of emerging and frontier equity markets. [Working Paper] (Submitted)

social connections

Cagliesi, Gabriella and Hawkes, Denise (2013) What nudges will matter? An empirical study of female joblessness. [Working Paper]

Temporal trading zones

Cagliesi, Gabriella, Della Bina, Antonio Carlo Francesco and Tivegna, Massimo (2016) The Euro-Dollar exchange rate: how traders' behaviour has been affected by the 2007-2008 financial crisis. Economic Notes, 45 (2). pp. 139-177. ISSN 0391-5026 (Print), 1468-0300 (Online) (doi:https://doi.org/10.1111/ecno.12053)