• G. Campisi, S. Muzzioli, Asymmetric semi-volatility spillover in a nonlinear model of interacting markets. International Mathematical Forum Vol. 17, 2022, no. 3, 117 – 127  doi: https://doi.org/10.12988/imf.2022.912319.
  • G. Campisi, S. Muzzioli, L. La Rocca, Assessing skewness in financial markets. Statistica Neerlandica doi: https://doi.org/10.1111/stan.12273
  • Brianzoni, S., Campisi, G., Colasante, A. Nonlinear banking duopoly model with capital regulation: The case of Italy. Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena, 160, 112209 (2022), DOI:https://doi.org/10.1016/j.chaos.2022.112209


  • Campisi, G., Muzzioli, S. & Zaffaroni, A. Nonlinear dynamics in asset pricing: the role of a sentiment index. Nonlinear Dyn 105, 2509–2523 (2021). https://doi.org/10.1007/s11071-021-06724-5
  • Campisi, G., Muzzioli, S. & Tramontana, F. Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach. Decisions Econ Finan 44, 707–726 (2021). https://doi.org/10.1007/s10203-021-00346-7
  • Brianzoni S., Campisi G. Dynamical analysis of a banking duopoly model with capital regulation and asymmetric costs. Discrete & Continuous Dynamical Systems – B, 2021, 26 (11) : 5807-5825. doi: 10.3934/dcdsb.2021116
  • Campisi, G., Muzzioli, S. (2021).  “Designing volatility indices for Austria, Finland and Spain”. Financial Markets and Portfolio Management. DOI: https://doi.org/10.1007/s11408-021-00381-9