| Feverish sentiment and global equity markets during the COVID-19 pandemic TLD Huynh, M Foglia, MA Nasir, E Angelini Journal of Economic Behavior & Organization 188, 1088-1108, 2021 | 154 | 2021 |
| Non-performing loans and macroeconomics factors: The Italian case M Foglia Risks 10 (1), 21, 2022 | 74 | 2022 |
| Green innovation, resource price and carbon emissions during the COVID-19 times: New findings from wavelet local multiple correlation analysis MI Shah, M Foglia, U Shahzad, Z Fareed Technological Forecasting and Social Change 184, 121957, 2022 | 57 | 2022 |
| From Bitcoin to carbon allowances: An asymmetric extreme risk spillover E Di Febo, A Ortolano, M Foglia, M Leone, E Angelini Journal of Environmental Management 298, 113384, 2021 | 56 | 2021 |
| Volatility connectedness between clean energy firms and crude oil in the COVID-19 era M Foglia, E Angelini Sustainability 12 (23), 9863, 2020 | 56 | 2020 |
| “Ubiquitous uncertainties”: spillovers across economic policy uncertainty and cryptocurrency uncertainty indices M Foglia, PF Dai Journal of Asian Business and Economic Studies 29 (1), 35-49, 2022 | 54 | 2022 |
| Multilayer network analysis of investor sentiment and stock returns GJ Wang, L Xiong, Y Zhu, C Xie, M Foglia Research in International Business and Finance 62, 101707, 2022 | 53 | 2022 |
| The Eurozone banking sector in the time of COVID-19: Measuring volatility connectedness M Foglia, A Addi, E Angelini Global Finance Journal 51, 100677, 2022 | 50 | 2022 |
| COVID-19 and tail-event driven network risk in the eurozone TLD Huynh, M Foglia, JA Doukas Finance Research Letters 44, 102070, 2022 | 49 | 2022 |
| The relationship between IPO and macroeconomics factors: An empirical analysis from UK market E Angelini, M Foglia Annals of Economics and Finance 19 (1), 319-336, 2018 | 46 | 2018 |
| Tail risk connectedness in clean energy and oil financial market M Foglia, E Angelini, TLD Huynh Annals of operations research 334 (1), 575-599, 2024 | 38 | 2024 |
| Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers J Gong, GJ Wang, Y Zhou, Y Zhu, C Xie, M Foglia Journal of International Financial Markets, Institutions and Money 83, 101733, 2023 | 36 | 2023 |
| From me to you: Measuring connectedness between Eurozone financial institutions M Foglia, E Angelini Research in International Business and Finance 54, 101238, 2020 | 35 | 2020 |
| How does climate policy uncertainty affect financial markets? Evidence from Europe M Tedeschi, M Foglia, E Bouri, PF Dai Economics Letters 234, 111443, 2024 | 31 | 2024 |
| The impact and the contagion effect of natural disasters on sovereign credit risk. An empirical investigation C Di Tommaso, M Foglia, P Vincenzo International Review of Financial Analysis, 102578, 2023 | 25 | 2023 |
| The extreme risk connectedness of the new financial system: European evidence V Pacelli, F Miglietta, M Foglia International Review of Financial Analysis 84, 102408, 2022 | 24 | 2022 |
| Bearish Vs Bullish risk network: A Eurozone financial system analysis M Foglia, A Addi, GJ Wang, E Angelini Journal of international financial markets, institutions and money 77, 101522, 2022 | 21 | 2022 |
| Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries M Foglia, G Palomba, M Tedeschi Resources Policy 85, 104056, 2023 | 19 | 2023 |
| The triple (T3) dimension of systemic risk: Identifying systemically important banks M Foglia, E Angelini International Journal of Finance & Economics 26 (1), 7-26, 2021 | 18 | 2021 |
| The diabolical sovereigns/banks risk loop: A VAR quantile design M Foglia, E Angelini The Journal of Economic Asymmetries 21, e00158, 2020 | 17 | 2020 |