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Stefano Grillini
Stefano Grillini
University of Huddersfield
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Year
Pricing of time-varying illiquidity within the Eurozone: Evidence using a Markov switching liquidity-adjusted capital asset pricing model
S Grillini, A Ozkan, A Sharma, MAM Al Janabi
International Review of Financial Analysis 64, 145-158, 2019
542019
Static and dynamic liquidity spillovers in the Eurozone: The role of financial contagion and the Covid-19 pandemic
S Grillini, A Ozkan, A Sharma
International Review of Financial Analysis 83, 102273, 2022
222022
Unconditional quantile regression analysis of UK inbound tourist expenditures
A Sharma, R Woodward, S Grillini
Economics Letters 186, 108857, 2020
182020
Three Essays in Financial Economics
S Grillini
University of Bradford, 2019
2019
Time-varying illiquidity and spillovers in the Eurozone
S Grillini
2018
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Articles 1–5