Michael Arghyrou : Citation Profile


Are you Michael Arghyrou?

University of Piraeus

10

H index

10

i10 index

572

Citations

RESEARCH PRODUCTION:

27

Articles

41

Papers

RESEARCH ACTIVITY:

   22 years (1997 - 2019). See details.
   Cites by year: 26
   Journals where Michael Arghyrou has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 31 (5.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/par104
   Updated: 2019-08-17    RAS profile: 2019-07-29    
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Relations with other researchers


Works with:

Afonso, Antonio (7)

Kontonikas, Alexandros (7)

Gadea, María (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Arghyrou.

Is cited by:

Afonso, Antonio (35)

Jalles, Joao (21)

Canofari, Paolo (17)

Piersanti, Giovanni (14)

Koukouritakis, Minoas (12)

Creel, Jerome (10)

Sosvilla-Rivero, Simon (9)

Timbeau, Xavier (8)

Mirdala, Rajmund (8)

Blot, Christophe (8)

Ducoudré, Bruno (8)

Cites to:

Taylor, Mark (17)

Gali, Jordi (15)

Kontonikas, Alexandros (14)

Gertler, Mark (14)

Clarida, Richard (13)

Afonso, Antonio (12)

Teräsvirta, Timo (11)

Perron, Pierre (11)

Obstfeld, Maurice (10)

Rogoff, Kenneth (9)

Sarno, Lucio (9)

Main data


Where Michael Arghyrou has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money3
Applied Economics2
Ekonomia2
Economics Letters2
Journal of Policy Modeling2
ifo DICE Report2

Working Papers Series with more than one paper published# docs
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section14
CESifo Working Paper Series / CESifo Group Munich5
Working Papers / Business School - Economics, University of Glasgow4
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)3
Working Papers Department of Economics / ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa2
Money Macro and Finance (MMF) Research Group Conference 2003 / Money Macro and Finance Research Group2

Recent works citing Michael Arghyrou (2019 and 2018)


YearTitle of citing document
2017The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode. (2017). Ravazzolo, Francesco ; Natvik, Gisle ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: CREATES Research Papers. RePEc:aah:create:2017-25.

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2017Working Paper 287 - Current Account Adjustments and Integration in West Africa. (2017). Onye, Kenneth ; Obioesio, Felix ; Chuku, Chuku ; Kenneth, Onye ; Felix, Obioesio ; Johnson, Atan. In: Working Paper Series. RePEc:adb:adbwps:2407.

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2017Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach. (2017). Sosvilla-Rivero, Simon ; Icaza, Victor Echevarria . In: Working Papers. RePEc:aee:wpaper:1701.

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2017The effects of central bank’s verbal guidance: evidence from the ECB. (2017). Galardo, Maddalena ; Guerrieri, Cinzia . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1129_17.

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2017Measuring the end of the European financial crisis. (2017). Lin, Ya-Chi ; Yeh, Kuo-Chun. In: The Economics of Transition. RePEc:bla:etrans:v:25:y:2017:i:4:p:663-680.

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2017STOCK†FLOW CONSISTENT MACROECONOMIC MODELS: A SURVEY. (2017). Zezza, Gennaro ; Veneziani, Roberto ; Nikiforos, Michalis ; Zamparelli, Luca. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:5:p:1204-1239.

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2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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2017Effective Exchange Rates, Current Accounts and Global Imbalances. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:3:p:500-533.

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2017External Asymmetries in the Euro Area and the Role of Foreign Direct Investment. (2017). Sarantides, Vassilis ; Christodoulakis, Nicos. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:2:p:393-423.

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2017External Public Debt, Trade Linkages and Contagion During the Eurozone Crisis. (2017). Cutrini, Eleonora ; Galeazzi, Giorgio . In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:9:p:1718-1749.

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2018Risk perceptions and fundamental effects on sovereign spreads. (2018). Migiakis, Petros ; Georgoutsos, Dimitris A. In: Working Papers. RePEc:bog:wpaper:250.

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2018On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trani, Tommaso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6968.

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201857 Channels (And Nothin On) - Does TV-News on the Eurozone Affect Government Bond Yield Spreads?. (2018). Feld, Lars ; Thomas, Tobias ; Kohler, Ekkehard A ; Wolfinger, Julia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7437.

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2019The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU. (2019). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina. In: EconPol Working Paper. RePEc:ces:econwp:_22.

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2017CONTAGION AND DIVERGENCE ON SOVEREIGN BOND MARKETS. (2017). Jaworski, Piotr ; LIBERADZKI, MARCIN . In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:6:y:2017:i:4:p:39-68.

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2018On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trani, Tommaso. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1731.

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2018The effect of fiscal announcements on interest spreads: Evidence from the Netherlands. (2018). De Jong, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:584.

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2018On the impact of the launch of the euro on EMU macroeconomic vulnerability. (2018). Morvillier, Florian. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-51.

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2017On the Co-movements among East Asian Foreign Exchange Markets: A Multivariate FIAPARCH-DCC approach. (2017). el Abed, Riadh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00370.

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2017Drivers of India’s current account deficits, with implications for ameliorating them. (2017). Garg, Bhavesh ; Prabheesh, K P. In: Journal of Asian Economics. RePEc:eee:asieco:v:51:y:2017:i:c:p:23-32.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

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2017Modelling European sovereign bond yields with international portfolio effects. (2017). Martin, Franck ; Zhang, Jiangxingyun . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:178-200.

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2017The bank lending channel of monetary policy in EU countries during the global financial crisis. (2017). Tzeremes, Panayiotis ; Heryan, Tomas. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:10-22.

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2018Is the survival of the euro area at risk? An economic analysis of exit and contagion possibilities. (2018). Canofari, Paolo ; Messori, Marcello. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:58-66.

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2018Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis. (2018). Wu, Eliza ; Thorp, Susan ; Cayon, Edgardo. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:162-174.

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2018Does governing law affect bond spreads?. (2018). Ratha, Dilip ; Kurlat, Sergio ; De, Supriyo. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:60-78.

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2019On international integration of emerging sovereign bond markets. (2019). Sharma, Sunil ; Goswami, Mangal ; Chan, Melissa ; Agur, Itai. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:347-363.

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2018The re-pricing of sovereign risks following the Global Financial Crisis. (2018). Migiakis, Petros ; Malliaropulos, Dimitris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:39-56.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2017Time varying contagion in EMU government bond spreads. (2017). Leschinski, Christian ; Bertram, Philip . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:72-91.

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2017Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust. (2017). Tamarit, Cecilio ; Paniagua, Jordi ; Sapena, Juan. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:187-206.

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2018Measuring sovereign contagion in Europe. (2018). Pelizzon, Loriana ; Caporin, Massimiliano ; Rigobon, Roberto ; Ravazzolo, Francesco. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:150-181.

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2017Identifying and measuring the contagion channels at work in the European financial crises. (2017). Guidolin, Massimo ; Pedio, Manuela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:117-134.

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2017Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area. (2017). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal ; Christou, Christina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:129-139.

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2019Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence. (2019). Jalles, Joao ; Afonso, Antonio. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:208-224.

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2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

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2017The EU debt crisis: Testing and revisiting conventional legal doctrine. (2017). DeGrauwe, Paul ; Steinbach, Armin ; Ji, Yuemei ; de Grauwe, Paul. In: International Review of Law and Economics. RePEc:eee:irlaec:v:51:y:2017:i:c:p:29-37.

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2019Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:156-169.

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2019Capital flows and sovereign debt markets: Evidence from index rebalancings. (2019). Williams, Tomas ; Pandolfi, Lorenzo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:384-403.

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2017Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis. (2017). Fratzscher, Marcel ; Ehrmann, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:26-44.

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2017Asymmetric credit growth and current account imbalances in the euro area. (2017). Unger, Robert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:435-451.

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2017The effectiveness of the ECB’s unconventional monetary policy: Comparative evidence from crisis and non-crisis Euro-area countries. (2017). Jäger, Jannik ; Grigoriadis, Theocharis ; Jager, Jannik . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:21-43.

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2018Fiscal devaluation in the Euro area: The role of rigidities, non-tradables, and social security contributions. (2018). Ivens, Annika. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:62-81.

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2017Competitiveness divergence in the Eurozone: The need for symmetric adjustment. (2017). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:5:p:942-962.

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2017Convergence-driven inflation and the channels of its absorption. (2017). Welfe, Aleksander ; Konopczak, Karolina. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1019-1034.

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2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Hussain, Syed Jawad ; Nor, Safwan Mohd. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2017Regime switches under policy uncertainty in monetary unions. (2017). Di Bartolomeo, Giovanni ; Canofari, Paolo. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:124-132.

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2017Quantitative easing and the pricing of EMU sovereign debt. (2017). Wagner, Niklas ; Kinateder, Harald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:1-12.

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2017Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets. (2017). Zietz, Joachim ; Markmann, Holger. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:314-327.

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2018Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe. (2018). Ters, Kristyna ; Urban, Jorg. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:123-142.

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2018Is there a bubble component in government debt? New international evidence. (2018). Chen, Shyh-Wei ; Wu, An-Chi . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:467-486.

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2017Modelling correlation dynamics of EMU sovereign debt markets during the recent turmoil. (2017). Babalos, Vassilios ; Stavroyiannis, Stavros. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1021-1029.

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2019The impact of tradeoff between risk and return on mean reversion in sovereign CDS markets. (2019). Mili, Mehdi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:187-200.

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2019Wage and tax competitiveness: The case of Hellenic shipping. (2019). ZOMBANAKIS, GEORGE ; Anna, Merika ; George, Zombanakis . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:119:y:2019:i:c:p:255-270.

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2019Deglobalization 2.0. (2019). , Peter ; PEter, . In: Books. RePEc:elg:eebook:18560.

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2019Have Irish sovereign bonds decoupled from the euro area periphery, and why?. (2019). McQuinn, Kieran ; Dunne, Peter ; Cronin, David. In: Papers. RePEc:esr:wpaper:wp625.

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2017Eurozone bond market dynamics, ECB monetary policy and financial stress. (2017). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1718.

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2019Detection of Lead-Lag Relationships Using Both Time Domain and Time-Frequency Domain; An Application to Wealth-To-Income Ratio. (2019). Skoura, Angeliki. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:28-:d:219048.

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2018Public Safe Assets Determination. (2018). Ly-Dai, Hung. In: Working Papers. RePEc:hal:wpaper:hal-01935126.

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2017Opportunities and limits of rebalancing the Eurozone via wage policies. (2017). Truger, Achim ; Hein, Eckhard. In: FMM Working Paper. RePEc:imk:fmmpap:06-2017.

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2017Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence. (2017). Jalles, Joao ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0202017.

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2018Sovereign Bond Yields Spreads Spillovers in the EMU. (2018). Afonso, Antonio ; Kazemi, Mina . In: Working Papers REM. RePEc:ise:remwps:wp0522018.

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2017Has the Grexit news affected euro area financial markets?. (2017). Sacchi, Agnese ; Gregori, Wildmer Daniel. In: Working Papers. RePEc:jrs:wpaper:201713.

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2019Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data. (2019). Savona, Roberto ; Balduzzi, Pierluigi ; Alessi, Lucia. In: Working Papers. RePEc:jrs:wpaper:201903.

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2017Eurozone debt crisis and bond yields convergence: evidence from the new EU countries. (2017). Koukouritakis, Minoas. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:3:d:10.1007_s10644-017-9208-3.

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2017Stock-flow Consistent Macroeconomic Models: A Survey. (2017). Zezza, Gennaro ; Nikiforos, Michalis. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_891.

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2019Euro Area Government Bond Yield and Liquidity Dependence during different Monetary Policy Accommodation Phases. (2019). Carcel, Hector ; Jurksas, Linas . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:60.

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2019Sustainability of Public Finances in European Economies: Fiscal Policy Reactions and Market Pricing. (2019). Mackiewicz-Yziak, Joanna. In: Eastern European Economics. RePEc:mes:eaeuec:v:57:y:2019:i:1:p:3-19.

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2018.

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2018Government borrowing cost and balance sheets: do assets matter?. (2018). Peppel-Srebrny, Jemima. In: Economics Series Working Papers. RePEc:oxf:wpaper:860.

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2018Dealing with Systemic Sovereign Debt Crises: Fiscal Consolidation, Bail-Ins, or Bail-Outs?. (2018). Sandri, Damiano. In: IMF Economic Review. RePEc:pal:imfecr:v:66:y:2018:i:4:d:10.1057_s41308-018-0067-3.

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2019EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness. (2019). Chatziantoniou, Ioannis ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-07.

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2018Nonlinear Policy Behavior, Multiple Equilibria and Debt-Deflation Attractors. (2018). Piergallini, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:88336.

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2018Assessing the extent of contagion of sovereign credit risk among BRICS countries. (2018). Bonga-Bonga, Lumengo ; Manguzvane, Mathias Mandla. In: MPRA Paper. RePEc:pra:mprapa:89200.

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2018Public Safe Assets Determination. (2018). Hung, Ly-Dai ; Ly-Dai, Hung. In: MPRA Paper. RePEc:pra:mprapa:90237.

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2019Ocena ratingowa a koszt obsługi długu publicznego w krajach Europy Środkowo-Wschodniej w latach 2005–2017. (2019). Tobera, Pawe. In: Gospodarka Narodowa. RePEc:sgh:gosnar:y:2019:i:1:p:87-109.

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2017Eurozone bond market dynamics, ECB monetary policy and financial stress. (2017). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/8vns9so6b9pnqfo7eebjgfann.

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2018Fiscal developments and financial stress: a threshold VAR analysis. (2018). Afonso, Antonio ; Slavik, Michal ; Baxa, Jaromir . In: Empirical Economics. RePEc:spr:empeco:v:54:y:2018:i:2:d:10.1007_s00181-016-1210-5.

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2018On the Dynamic Linkages Among International Emerging Currencies. (2018). Mighri, Zouheir Ahmed. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0088-1.

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2018Resiliency and Adjustment in Times of Crisis, the Case of the Greek Economic Crisis from a Psycho-social and Community Perspective. (2018). Lahad, Mooli ; Apostolopoulou, Penny ; Leykin, Dmitry ; Fanaras, Stratos ; Cohen, Ran. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:135:y:2018:i:1:d:10.1007_s11205-016-1472-5.

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2019Effectiveness of policy and regulation in European sovereign credit risk markets: a network analysis. (2019). Buse, Rebekka ; Urban, Jorg ; Schienle, Melanie. In: ESRB Working Paper Series. RePEc:srk:srkwps:201990.

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2017Determinants of European bank risk during financial crisis. (2017). Mighri, Zouheir Ahmed ; McMillan, David ; Mansouri, Faysal ; ben Jabra, Wiem . In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1298420.

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2017Is there a Long-Term Relationship among European Sovereign Bond Yields?. (2017). Ramirez, Miguel ; Schaeffer, Ian . In: Working Papers. RePEc:tri:wpaper:1701.

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2017Impact of QE on European sovereign bond market. (2017). Martin, Franck ; Zhang, Jiangxingyun . In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2017-04.

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2018Country-Specific Euro Area Government Bond Yield Reactions to ECB’s Non-Standard Monetary Policy Announcements. (2018). Fendel, Ralf ; Neugebauer, Frederik. In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:18-02.

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2018Identifying contagion. (2018). Dungey, Mardi ; Renault, Eric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:33:y:2018:i:2:p:227-250.

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2018An analysis of systematic risk in worldwide econonomic sentiment indices. (2018). Luu, Duc Thi ; Lux, Thomas ; Yanovski, Boyan . In: Economics Working Papers. RePEc:zbw:cauewp:201803.

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2017The European sovereign debt crisis: What have we learned?. (2017). Stefanova, Denitsa ; Kräussl, Roman ; Lehnert, Thorsten ; Kraussl, Roman. In: CFS Working Paper Series. RePEc:zbw:cfswop:567.

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2017Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2017). Podstawski, Maximilian ; Große Steffen, Christoph. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168101.

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2017The Draghi-Put: When unexpected words on joint liability speak louder than actions. (2017). Wolfinger, Julia ; Kohler, Ekkehard. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168265.

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201857 Channels (And Nothin On): Does TV-News on the Eurozone affect Government Bond Yield Spreads?. (2018). Thomas, Tobias ; Feld, Lars ; Kohler, Ekkehard A ; Wolfinger, Julia. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181610.

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Works by Michael Arghyrou:


YearTitleTypeCited
2013UK FISCAL POLICY SUSTAINABILITY, 1955–2006 In: Manchester School.
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2011UK Fiscal Policy Sustainability, 1955-2006.(2011) In: Cardiff Economics Working Papers.
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2008Current Account Imbalances and Real Exchange Rates in the Euro Area In: Review of International Economics.
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2006Current Account Imbalances and Real Exchange Rates in the Euro Area.(2006) In: Cardiff Economics Working Papers.
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2011The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes In: The World Economy.
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2010The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes.(2010) In: Cardiff Economics Working Papers.
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2010The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes.(2010) In: CESifo Working Paper Series.
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2006Monetary policy before and after the euro: Evidence from Greece In: Cardiff Economics Working Papers.
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2009Monetary policy before and after the euro: evidence from Greece.(2009) In: Empirical Economics.
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article
2007Do real interest rates converge? Evidence from the European Union In: Cardiff Economics Working Papers.
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paper50
2009Do real interest rates converge? Evidence from the European union.(2009) In: Journal of International Financial Markets, Institutions and Money.
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article
2007Do real interest rates converge? Evidence from the European Union.(2007) In: Working Papers.
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2008The single monetary policy and domestic macro-fundamentals: Evidence from Spain In: Cardiff Economics Working Papers.
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paper7
2012The single monetary policy and domestic macro-fundamentals: Evidence from Spain.(2012) In: Journal of Policy Modeling.
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article
2008The single monetary policy and domestic macro-fundamentals: Evidence from Spain.(2008) In: Documentos de Trabajo.
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paper
2009A new solution to the purchasing power parity puzzles? Risk-aversion, exchange rate uncertainty and the law of one price: Insights from the market of online air-travel tickets In: Cardiff Economics Working Papers.
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paper0
2009Exchange rate uncertainty and deviations from Purchasing Power Parity: Evidence from the G7 area In: Cardiff Economics Working Papers.
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paper0
2010The Option Of Last Resort: A Two-Currency Emu In: Cardiff Economics Working Papers.
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paper4
2010Corruption as a form of extreme individualism: An economic explanation based on geography and climate conditions In: Cardiff Economics Working Papers.
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paper2
2010The EMU sovereign-debt crisis: Fundamentals, expectations and contagion In: Cardiff Economics Working Papers.
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paper203
2010The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2010) In: SIRE Discussion Papers.
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paper
2011The EMU sovereign-debt crisis: fundamentals, expectations and contagion.(2011) In: SIRE Focus Papers.
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paper
2012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2012) In: Journal of International Financial Markets, Institutions and Money.
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article
2011The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2011) In: European Economy - Economic Papers 2008 - 2015.
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paper
2010The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 203
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2014Is Greece turning the corner? A theory-based assessment of recent Greek macro-policy In: Cardiff Economics Working Papers.
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2014Is Greece Turning the Corner? A Theory-Based Assessment of Recent Greek Macro-Policy.(2014) In: CESifo Working Paper Series.
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paper
2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects In: Cardiff Economics Working Papers.
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2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects.(2017) In: CESifo Working Paper Series.
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2018“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects.(2018) In: Journal of International Money and Finance.
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article
2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects.(2017) In: Working Papers REM.
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2019Private bank deposits and macro/fiscal risk in the euro-area In: Cardiff Economics Working Papers.
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2019Private bank deposits and macro/fiscal risk in the euro-area.(2019) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 0
paper
2015The Greek Crisis and Financial Assistance Programmes: An Evaluation In: CESifo Working Paper Series.
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paper0
2015On Greek Crises, Growth, Market-access and Debt-forgiveness In: ifo DICE Report.
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article0
2015On Greek Crises, Growth, Market-access and Debt-forgiveness In: ifo DICE Report.
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article0
2011Risk aversion, exchange-rate uncertainty, and the law of one price: insights from the market for online air-travel tickets In: Canadian Journal of Economics.
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article0
2015The determinants of sovereign bond yield spreads in the EMU In: Working Paper Series.
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paper44
2012The determinants of sovereign bond yield spreads in the EMU.(2012) In: SIRE Discussion Papers.
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This paper has another version. Agregated cites: 44
paper
2012The determinants of sovereign bond yield spreads in the EMU.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 44
paper
2012The determinants of sovereign bond yield spreads in the EMU.(2012) In: Working Papers Department of Economics.
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This paper has another version. Agregated cites: 44
paper
2003Government Solvency: Revisiting some EMU Countries In: Royal Economic Society Annual Conference 2003.
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paper42
2007Government solvency: Revisiting some EMU countries.(2007) In: Journal of Macroeconomics.
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article
2013On the time-varying relationship between EMU sovereign spreads and their determinants In: SIRE Discussion Papers.
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paper16
2015On the time-varying relationship between EMU sovereign spreads and their determinants.(2015) In: Economic Modelling.
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article
2013On the time-varying relationship between EMU sovereign spreads and their determinants.(2013) In: Working Papers.
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paper
2013On the time-varying relationship between EMU sovereign spreads and their determinants.(2013) In: Working Papers Department of Economics.
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paper
2008Non-linearity versus non-normality in real exchange rate dynamics In: Economics Letters.
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2007Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap In: Economics Letters.
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2016Inflation announcements and asymmetric exchange rate responses In: Journal of International Financial Markets, Institutions and Money.
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article2
2009Introduction to the EEFS conference papers In: Journal of Policy Modeling.
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article0
2016Institutional performance and ship registration In: Transportation Research Part E: Logistics and Transportation Review.
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article1
2000Public Expenditure and National Income: Time Series Evidence from Greece In: Ekonomia.
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article0
2000Public Expenditure and National Income: Time Series Evidence from Greece.(2000) In: Ekonomia.
[Citation analysis]
This paper has another version. Agregated cites: 0
article
1999Monetary Policy at the European Periphery. Greek Experience and Lessons for Transition Economies In: CERT Discussion Papers.
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paper2
2004Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies In: Money Macro and Finance (MMF) Research Group Conference 2003.
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paper1
2004Nonlinear inflation dynamics: evidence from the UK In: Money Macro and Finance (MMF) Research Group Conference 2003.
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paper1
2005Beyond Purchasing Power Parity: Nominal exchange rates, output shocks and non linear/asymmetric equilibrium adjustment in Central Europe In: Money Macro and Finance (MMF) Research Group Conference 2005.
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paper2
2005Non-linear inflationary dynamics: evidence from the UK In: Oxford Economic Papers.
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article10
1997Greece and the European Monetary Union: An Explorative Essay In: Working Papers.
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paper0
1997Casual Relationships Between Public Expenditure, Public Receipts and Gross Domestic Product: The Case of Greece In: Working Papers.
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1998EU Participation and the External Trade of Greece: An Appraisal of the Evidence In: Working Papers.
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paper8
2000EU participation and the external trade of Greece: an appraisal of the evidence.(2000) In: Applied Economics.
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article
2003Competitiveness and the External Trade of Greece in the 1990s: A Cross-Sectoral Investigation In: Journal of Economic Integration.
[Citation analysis]
article2
2006Non-linear and non-symmetric exchange-rate adjustment: Evidence from medium- and high-inflation countries In: Journal of Economics and Finance.
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article1
1998Causal relationships between public expenditure, public receipts and gross domestic product: Greece 1965-95 In: Applied Economics Letters.
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article0
2007The price effects of joining the euro: modelling the Greek experience using non-linear price-adjustment models In: Applied Economics.
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article2
2014PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION In: International Journal of Finance & Economics.
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