Alexandros Kontonikas : Citation Profile

Are you Alexandros Kontonikas?

University of Essex

15

H index

19

i10 index

751

Citations

RESEARCH PRODUCTION:

30

Articles

60

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 46
   Journals where Alexandros Kontonikas has often published
   Relations with other researchers
   Recent citing documents: 132.    Total self citations: 40 (5.06 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko54
   Updated: 2020-08-01    RAS profile: 2020-04-28    
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Relations with other researchers

Works with:

Zekaite, Zivile (7)

Afonso, Antonio (6)

Arghyrou, Michael (6)

Gadea, María (4)

Nolan, Charles (4)

Tsoukas, Serafeim (3)

Fernandes, Filipa (3)

Brown, Sarah (3)

Moro, Mirko (2)

KOSTAKIS, ALEXANDROS (2)

Lamla, Michael (2)

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

Is cited by:

Afonso, Antonio (30)

Jalles, Joao (13)

Arghyrou, Michael (12)

Cuestas, Juan (11)

Lengnick, Matthias (10)

GUPTA, RANGAN (9)

Sosvilla-Rivero, Simon (9)

Crifo, Patricia (8)

Miller, Stephen (8)

Tiwari, Aviral (8)

Canofari, Paolo (8)

Cites to:

Gertler, Mark (44)

Bernanke, Ben (28)

Gali, Jordi (21)

Svensson, Lars (20)

Campbell, John (17)

Rudebusch, Glenn (17)

Perron, Pierre (16)

Arghyrou, Michael (16)

Kuttner, Kenneth (15)

Pedersen, Lasse (14)

Pesaran, M (14)

Main data

Where Alexandros Kontonikas has published?

Journals with more than one article published# docs
Economic Modelling4
Journal of International Financial Markets, Institutions and Money3
Journal of International Money and Finance3
International Journal of Finance & Economics2
Bulletin of Economic Research2
Economics Letters2
Scottish Journal of Political Economy2

Working Papers Series with more than one paper published# docs
Working Papers / Business School - Economics, University of Glasgow26
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)14
Working Papers / The University of Sheffield, Department of Economics3
Essex Finance Centre Working Papers / University of Essex, Essex Business School3
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section3
Working Papers Department of Economics / ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa2
CESifo Working Paper Series / CESifo2

Recent works citing Alexandros Kontonikas (2020 and 2019)

YearTitle of citing document
2017Inflation convergence among the next eleven economies: Evidence from asymmetric nonlinear unit root test. (2017). Hepsag, Aycan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:43-52.

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2018Agents beliefs and economic regimes polarization in interacting markets. (2018). Naimzada, Ahmad ; Cavalli, Fausto ; Pireddu, Marina ; Pecora, Nicolo. In: Papers. RePEc:arx:papers:1805.00387.

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2020Government Bond Market Integration in ASEAN Countries. (2020). Zhuo, Juanjuan ; Kumamoto, Masao. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:289-312.

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2020Monetary Policy and Stock Market Returns: Evidence from ARDL Bounds Testing Approach for the Case of Vietnam. (2020). Mai, Hong Thi ; Nguyen, Thuy Thu ; Minh, Tram Thi. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:758-777.

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2019Measuring real and financial cycles in Luxembourg: An unobserved components approach. (2019). Moura, Alban ; Guarda, Paolo. In: BCL working papers. RePEc:bcl:bclwop:bclwp126.

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2020Wage Setting and Unemployment: Evidence from Online Job Vacancy Data. (2020). Talavera, Oleksandr ; Pham, Tho ; Faryna, Oleksandr ; Tsapin, Andriy. In: Discussion Papers. RePEc:bir:birmec:20-03.

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2020Female Small Business Owners in China: discouraged, not discriminated. (2020). Talavera, Oleksandr ; Caglayan, Mustafa ; Xiong, Lin. In: Discussion Papers. RePEc:bir:birmec:20-04.

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2018Should Central Banks Prick Asset Price Bubbles? An Analysis Based on a Financial Accelerator Model with an Agent-Based Financial Market. (2018). Vasilenko, Alexey. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps35.

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2019REAL INTEREST RATE PARITY AND FOURIER QUANTILE UNIT ROOT TEST. (2019). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Ranjbar, Omid ; Elmi, Zahra ; Bahmanioskooee, Mohsen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:71:y:2019:i:3:p:348-358.

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2018EUROPEAN CENTRAL BANK FOOTPRINTS ON INFLATION FORECAST UNCERTAINTY. (2018). Makarova, Svetlana . In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:637-652.

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2019Has the 2008 financial crisis and its aftermath changed the impact of inflation on inflation uncertainty in member states of the european monetary union?. (2019). Nonejad, Nima. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:66:y:2019:i:2:p:246-276.

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2017Who Supports the ECB? Evidence from Eurobarometer Survey Data. (2017). Mihailov, Alexander ; Farvaque, Etienne ; Hayat, Muhammad Azmat. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:4:p:654-677.

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

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/6.

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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: CESifo Working Paper Series. RePEc:ces:ceswps:_7437.

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2019Private bank deposits and macro/fiscal risk in the euro-area. (2019). Gadea, María ; Arghyrou, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7532.

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2020The Euro Area Periphery Sovereigns Fiscal Positions and Unconventional Monetary Policy. (2020). Hülsewig, Oliver ; Scharler, Johann ; Hulsewig, Oliver. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8041.

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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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2020Sovereign Debt Crisis in Portugal and Spain. (2020). Afonso, Antonio ; Verdial, Nuno. In: EconPol Working Paper. RePEc:ces:econwp:_40.

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2018The Relation Between Credit and Business Cycles in Central America and the Dominican Republic. (2018). Ramirez, Francisco A. In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:5en-4.

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2019Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place. (2019). Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2019/5.

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2019Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt. (2019). van Spronsen, Josha ; Beetsma, Roel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14099.

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20201. (2020). . In: Working Papers. RePEc:cty:dpaper:20/08.

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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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2020Sectoral inflation persistence, market concentration and imperfect common knowledge. (2020). Tsuruga, Takayuki ; Okuda, Tatsushi ; Kato, Ryo. In: ISER Discussion Paper. RePEc:dpr:wpaper:1082.

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2020Assessing the extent of contagion of sovereign credit risk among BRICS countries. (2020). Bonga-Bonga, Lumengo ; Manguzvane, Mathias Mandla. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00655.

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2017How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?. (2017). al Samman, Ahmed ; Otaify, Mahmoud Moustafa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-39.

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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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2019US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:130-151.

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2019A new test for fiscal sustainability with endogenous sovereign bond yields: Evidence for EU economies. (2019). Yziak, Tomasz ; Mackiewicz-Yziak, Joanna. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:136-151.

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2020The value of understanding central bank communication. (2020). Girard, Alexandre ; Beaupain, Renaud. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:154-165.

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2019Interest rate convergence across maturities: Evidence from bank data in an emerging market economy. (2019). Holmes, Mark ; Iregui, Ana Maria ; Otero, Jesus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:57-70.

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2019Has the Grexit news affected euro area financial markets?. (2019). Gregori, Wildmer Daniel ; Sacchi, Agnese. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:71-84.

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2019Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?. (2019). Papadopoulos, Athanasios P ; Giannellis, Nikolaos ; Apostolakis, Georgios N. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819302190.

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2018Sectoral inflation and the Phillips curve: What has changed since the Great Recession?. (2018). Sheremirov, Viacheslav ; Rao, Nikhil ; Luengo-Prado, Maria Jose . In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:63-68.

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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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2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty. (2018). Kurov, Alexander ; Wolfe, Marketa Halova ; Gu, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:1-18.

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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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2019The bank-sovereign nexus: Evidence from a non-bailout episode. (2019). Santucci de Magistris, Paolo ; Caporin, Massimiliano ; Ravazzolo, Francesco ; Natvik, Gisle J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:181-196.

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2018Asymmetries, outliers and structural stability in the US gasoline market. (2018). Mongeau Ospina, Christian Alexander ; Bagnai, Alberto. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:250-260.

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2019Oil prices, fundamentals and expectations. (2019). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph P. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:59-75.

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2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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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
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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2020Systemic risk and financial stability dynamics during the Eurozone debt crisis. (2020). Kouretas, Georgios ; Bratis, Theodoros ; Laopodis, Nikiforos T. In: Journal of Financial Stability. RePEc:eee:finsta:v:47:y:2020:i:c:s1572308920300012.

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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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2019The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets. (2019). lucey, brian ; Smales, L A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:60:y:2019:i:c:p:19-38.

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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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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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2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

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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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2018Dynamics and factors of inflation convergence in the European union. (2018). Kočenda, Evžen ; Brož, Václav ; Koenda, Even. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:93-111.

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2019Market reactions to ECB policy innovations: A cross-country analysis. (2019). Pacicco, Fausto ; Venegoni, Andrea ; Vena, Luigi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:126-137.

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2019Legal institutions and fragile financial markets. (2019). Chung, Huimin ; Chiu, Junmao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:277-298.

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2018The impact of ECB monetary policy surprises on the German stock market. (2018). Fausch, Jurg ; Sigonius, Markus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:46-63.

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2020Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

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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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2018Exchange rate pass-through and Southeast European economies. (2018). Kurtovi, Safet ; Milovancevic, Milos ; Mladenovi, Igor ; Petkovi, Dalibor ; Deni, Neboja ; Siljkovi, Boris. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:400-409.

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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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2019Comovement and disintegration of EU sovereign bond markets during the crisis. (2019). Vacha, Lukas ; Baxa, Jaromir ; Molik, Filip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:541-556.

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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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2019Stock return predictability: Using the cyclical component of the price ratio. (2019). McMillan, David G. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:228-242.

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2020Accrual mispricing: Evidence from European sovereign debt crisis. (2020). Lelis, Carlos ; Gaio, Cristina ; Gonalves, Tiago. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918310419.

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2019Exchange Rate and Stock Prices Interactions in Kazakhstan. (2019). Nurmakhanova, Mira. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:7:y:2019:i:2:p:19-31.

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

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2019Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets. (2019). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-47.pdf.

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2019Demonetization and Its Effects on BSE SENSEX and Some Sectoral Indices: An Exploratory Econometric Analysis. (2019). Sarkar, Nityananda ; Mukhopadhyay, Debabrata. In: International Econometric Review (IER). RePEc:erh:journl:v:11:y:2019:i:2:p:38-57.

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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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2018Private Sector Credit and Inflation Volatility. (2018). Katusiime, Lorna. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:2:p:28-:d:142810.

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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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2019A Study on Global Investors’ Criteria for Investment in the Local Currency Bond Markets Using AHP Methods: The Case of the Republic of Korea. (2019). Park, Min Jae ; Jang, Jae Young. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:101-:d:272823.

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2019The Dependence of China’s Monetary Policy Rules on Interest Rate Regimes: Empirical Analysis Based on a Pseudo Output Gap. (2019). Pan, Fanghui ; Zhang, Xiaoyu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2557-:d:227940.

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2020Inflation, uncertainty and labor market conditions in the US. (2020). Albulescu, Claudiu ; Oros, Cornel. In: Working Papers. RePEc:hal:wpaper:hal-02464147.

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2018Thou Shalt Not Breach: The Impact on Sovereign Spreads of Noncomplying with the EU Fiscal Rules. (2018). Reynaud, Julien ; Kalan, Federico Diaz ; Popescu, Adina. In: IMF Working Papers. RePEc:imf:imfwpa:18/87.

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2019The day-of-the-week effects in the exchange rate of Latin American currencies. (2019). Romero, Luis Nelson ; Ramirez, Alejandro Fonseca ; Santillan, Roberto Joaquin. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:pnea:p:485-507.

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2019Sovereign debt crisis in Portugal and in Spain. (2019). Verdial, Nuno ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01122019.

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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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2019The Transmission of Unconventional Monetary Policy to Bank Credit Supply: Evidence from the TLTRO. (2019). Sousa-Leite, Joana ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0652019.

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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: Working Papers REM. RePEc:ise:remwps:wp0672019.

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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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2018The Causal Relationships between Inflation and Inflation Uncertainty. (2018). JAWADI, Fredj ; Barnett, William ; Ftiti, Zied. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201803.

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2020Causal Relationships Between Inflation and Inflation Uncertainty. (2020). Jawadi, Fredj ; Barnett, William ; Ftiti, Zied. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202010.

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2019The role of household debt and delinquency decisions in consumption-based asset pricing. (2019). Faustino, Paulo Rogerio. In: Annals of Finance. RePEc:kap:annfin:v:15:y:2019:i:2:d:10.1007_s10436-019-00344-1.

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2019Market Conditions and Calendar Anomalies in Japanese Stock Returns. (2019). Rabbani, Naheed ; Rahim, Mostafa Saidur. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-9263-4.

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2017The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence. (2017). Payne, James ; Mervar, Andrea ; Gil-Alana, Luis. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:1:d:10.1007_s10644-016-9181-2.

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2018A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization. (2018). Mba, Jules Clement ; Koumba, UR ; Pindza, Edson . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0320-9.

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2019Monetary effects of inequality: lessons from the euro experiment. (2019). Filippin, Antonio ; Nunziata, Luca. In: The Journal of Economic Inequality. RePEc:kap:jecinq:v:17:y:2019:i:2:d:10.1007_s10888-018-9395-9.

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2018Stock Market Contagion: a New Approach. (2018). Lyócsa, Štefan ; Horvath, Roman ; Lyocsa, Tefan. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:3:d:10.1007_s11079-018-9481-4.

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2019Average pay in banks: do agency problems and bank performance matter?. (2019). Crook, Jonathan N ; Mare, Davide S ; Harkin, Sean M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:1:d:10.1007_s11156-018-0744-3.

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2019On the Reaction of Stock Market to Monetary Policy Innovations: New Evidence from Nigeria. (2019). Yola, Abdul-Nasir T. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:5:y:2019:i:2:p:94-98.

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2020Relevance of Sovereign Bond Valuations Topic in the Speeches of ECB Officials. (2020). Klincevicius, Vitalijus ; Jurksas, Linas. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:20.

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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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2019Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data. (2019). Klose, Jens. In: MAGKS Papers on Economics. RePEc:mar:magkse:201903.

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2020Banks and Sovereigns: Did adversity bring them closer?. (2020). Dongue, M ; Flavin, T ; Sheenan, L. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n307-20.pdf.

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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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2018SMOOTH BREAKS AND NONLINEAR MEAN REVERSION IN REAL INTEREST PARITY: EVIDENCE FROM EAST ASIAN COUNTRIES. (2018). Gulcu, Abdullah ; Yildirim, Dilem. In: ERC Working Papers. RePEc:met:wpaper:1804.

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More than 100 citations found, this list is not complete...

Works by Alexandros Kontonikas:

YearTitleTypeCited
2006INFLATION TARGETING AND THE STATIONARITY OF INFLATION: NEW RESULTS FROM AN ESTAR UNIT ROOT TEST In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article16
2005Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 16		paper
2016FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article0
2013On Monetary Policy and Stock Market Anomalies In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article5
2010On monetary policy and stock market anomalies.(2010) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2010On monetary policy and stock market anomalies.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2011Euro Area Inflation Differentials: Unit Roots and Nonlinear Adjustment In: Journal of Common Market Studies.
[Citation analysis]		article8
2019On the Real Effect of Financial Pressure: Evidence From Firm‐Level Employment During the Euro‐Area Crisis In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article0
2011A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks In: Review of International Economics.
[Full Text][Citation analysis]		article4
2009A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks.(2009) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2009A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2006OPTIMAL MONETARY POLICY AND ASSET PRICE MISALIGNMENTS In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article21
2005Optimal Monetary Policy and Asset Price Misalignments.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2010THE TIME‐SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article1
2007Do real interest rates converge? Evidence from the European Union In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper55
2009Do real interest rates converge? Evidence from the European union.(2009) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		article
2007Do real interest rates converge? Evidence from the European Union.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2010The EMU sovereign-debt crisis: Fundamentals, expectations and contagion In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper222
2010The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2010) In: SIRE Discussion Papers.
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This paper has another version. Agregated cites: 222		paper
2011The EMU sovereign-debt crisis: fundamentals, expectations and contagion.(2011) In: SIRE Focus Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 222		paper
2012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2012) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 222		article
2011The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2011) In: European Economy - Economic Papers 2008 - 2015.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 222		paper
2010The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 222		paper
2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper13
2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects.(2017) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects.(2017) In: Working Papers REM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2006The Euro and Inflation Uncertainty in the European Monetary Union In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper0
2015The determinants of sovereign bond yield spreads in the EMU In: Working Paper Series.
[Full Text][Citation analysis]		paper49
2012The determinants of sovereign bond yield spreads in the EMU.(2012) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
2012The determinants of sovereign bond yield spreads in the EMU.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
2012The determinants of sovereign bond yield spreads in the EMU.(2012) In: Working Papers Department of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
2010IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper1
2010Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2010Exchange rate pass through to import prices: panel evidence from emerging market economies. In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper5
2010Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2010International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper15
2010International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2013International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		article
2011Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper1
2012Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper32
2013Stock market reaction to fed funds rate surprises: State dependence and the financial crisis.(2013) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		article
2012Stock market reaction to fed funds rate surprises: state dependence and the financial crisis.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2008The long run relationship between stock prices and goods prices: new evidence from panel cointegration In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper5
2010The long-run relationship between stock prices and goods prices: New evidence from panel cointegration.(2010) In: Journal of International Financial Markets, Institutions and Money.
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This paper has another version. Agregated cites: 5		article
2008THE LONG RUN RELATIONSHIP BETWEEN STOCK PRICES AND GOODS PRICES: NEW EVIDENCE FROM PANEL COINTEGRATION.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 5		paper
2013On the time-varying relationship between EMU sovereign spreads and their determinants In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper19
2015On the time-varying relationship between EMU sovereign spreads and their determinants.(2015) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		article
2013On the time-varying relationship between EMU sovereign spreads and their determinants.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2013On the time-varying relationship between EMU sovereign spreads and their determinants.(2013) In: Working Papers Department of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2013Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper11
2014Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis.(2014) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2013Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2014Monetary Policy in Times of Financial Stress. In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper0
2014Monetary policy in times of financial stress.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2014On the real effects of financial pressure: Evidence from euro area firm-level employment during the recent financial crisis. In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper3
2014On the real effects of financial pressure: Evidence from euro area firm-level employment during the recent financial crisis.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2004Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling In: Economic Modelling.
[Full Text][Citation analysis]		article72
2005Should monetary policy respond to asset price misalignments? In: Economic Modelling.
[Full Text][Citation analysis]		article21
2004Should Monetary Policy Respond to Asset Price Misalignments?.(2004) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21		paper
2009Modeling the behaviour of inflation deviations from the target In: Economic Modelling.
[Full Text][Citation analysis]		article12
2010A new test of the inflation-real marginal cost relationship: ARDL bounds approach In: Economics Letters.
[Full Text][Citation analysis]		article1
2012Asset prices, credit and the business cycle In: Economics Letters.
[Full Text][Citation analysis]		article15
2012Asset Prices, Credit and the Business Cycle.(2012) In: Stirling Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2009The Euro and inflation uncertainty in the European Monetary Union In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article33
2007The Euro and Inflation Uncertainty in the European Monetary Union.(2007) In: CELPE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
2008The impact of monetary policy on stock prices In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article28
2004Has Monetary Policy Reacted to Asset Price Movements? Evidence from the UK In: Ekonomia.
[Citation analysis]		article9
2017Monetary Policy and Corporate Bond Returns In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper1
2016Monetary Policy and Corporate Bond Returns.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2018Risk, Financial Stability and FDI In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2020Volatility Forecasting in European Government Bond Markets In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2006Stock Returns and Inflation: The Impact of Inflation Targeting In: Working Papers.
[Full Text][Citation analysis]		paper1
2005Modeling The Non-Linear Behaviour of Inflation Deviations From The Target In: Working Papers.
[Full Text][Citation analysis]		paper5
2006The EURO and Inflation Uncertainty In The EMU In: Working Papers.
[Full Text][Citation analysis]		paper0
2006Monetary Policy and the Stock Market: Some International evidence In: Working Papers.
[Full Text][Citation analysis]		paper9
2006Monetary Policy Shocks and Stock Returns: Evidence from the British Market In: Working Papers.
[Full Text][Citation analysis]		paper20
2009Monetary policy shocks and stock returns: evidence from the British market.(2009) In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		article
2007Unit Roots in Inflation and Aggregation Bias In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment In: Working Papers.
[Full Text][Citation analysis]		paper6
2011Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper1
In: .
[Full Text][Citation analysis]		article1
2018Austerity, Life Satisfaction and Expectations In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Life satisfaction and austerity: Expectations and Macroeconomy In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Household Portfolios and Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper0
2004Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK In: Applied Financial Economics.
[Full Text][Citation analysis]		article15
2018Monetary policy and stock valuation: structural VAR identification and size effects In: Quantitative Finance.
[Full Text][Citation analysis]		article2
2014PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article12
2019Treasuries variance decomposition and the impact of monetary policy In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0

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