Alexandros Kontonikas : Citation Profile

Are you Alexandros Kontonikas?

University of Essex

12

H index

16

i10 index

632

Citations

RESEARCH PRODUCTION:

28

Articles

57

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 45
   Journals where Alexandros Kontonikas has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 39 (5.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko54
   Updated: 2019-01-20    RAS profile: 2018-12-10    
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Relations with other researchers

Works with:

Afonso, Antonio (10)

Arghyrou, Michael (10)

Zekaite, Zivile (6)

KOSTAKIS, ALEXANDROS (4)

Montagnoli, Alberto (3)

Nolan, Charles (3)

Gadea, María (3)

Fernandes, Filipa (2)

Tsoukas, Serafeim (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 (17)

Cuestas, Juan (11)

Arghyrou, Michael (10)

GUPTA, RANGAN (9)

Lengnick, Matthias (8)

Miller, Stephen (8)

Canofari, Paolo (8)

Piersanti, Giovanni (8)

Tiwari, Aviral (8)

Lyócsa, Štefan (7)

Montagnoli, Alberto (7)

Cites to:

Gertler, Mark (44)

Bernanke, Ben (27)

Gali, Jordi (21)

Arghyrou, Michael (16)

Svensson, Lars (16)

Pesaran, M (14)

Pedersen, Lasse (14)

Rudebusch, Glenn (13)

Kuttner, Kenneth (13)

Montagnoli, Alberto (12)

Perron, Pierre (11)

Main data

Where Alexandros Kontonikas has published?

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

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
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section3
CESifo Working Paper Series / CESifo Group Munich2
Working Papers Department of Economics / ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa2
Essex Finance Centre Working Papers / University of Essex, Essex Business School2

Recent works citing Alexandros Kontonikas (2018 and 2017)

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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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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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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2017Analysis of the impact of select macroeconomic variables on the Indian stock market: A heteroscedastic cointegration approach. (2017). Alam, Naushad. In: Business and Economic Horizons (BEH). RePEc:ags:pdcbeh:264630.

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

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2017Risco, Dívida e Alavancagem Soberana. (2017). ORNELAS, JOSE. In: Working Papers Series. RePEc:bcb:wpaper:457.

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2017The impact of firms’ financial position on fixed investment and employment. An analysis for Spain. (2017). Martinez Carrascal, Carmen ; Gonzalez, Fatima Herranz ; Martinez-Carrascal, Carmen . In: Working Papers. RePEc:bde:wpaper:1714.

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2017Real and financial cycles: estimates using unobserved component models for the Italian economy. (2017). Silvestrini, Andrea ; Delle Monache, Davide ; Burlon, Lorenzo ; Bulligan, Guido. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_382_17.

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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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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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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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2017The Reaction of the Australian Stock Market to Monetary Policy Announcements from the Reserve Bank of Australia. (2017). Brown, Alexandra ; Karpaviius, Sigitas. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:20-41.

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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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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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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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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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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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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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2017Modeling the business and financial cycle in a multivariate structural time series model. (2017). Koopman, Siem Jan ; de Winter, Jasper ; Chouhan, Anjali ; Hindrayanto, Irma. In: DNB Working Papers. RePEc:dnb:dnbwpp:573.

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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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2017Environmental, Social and Governance (ESG) performance and sovereign bond spreads: an empirical analysis of OECD countries. (2017). Scholtens, Bert ; Crifo, Patricia ; CAPELLE-BLANCARD, Gunther ; Oueghlissi, Rim ; Diaye, Marc-Arthur. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-7.

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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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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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2017Inflation and Inflation Uncertainty Nexus in Kuwait: A GARCH Modeling Approach. (2017). , Tariq ; Saleh, Mohammad H. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-05-24.

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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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2017How credible is inflation targeting in Asia? A quantile unit root perspective. (2017). Holmes, Mark ; Hassan, Gazi ; Glenn, Harold. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:194-210.

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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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2017Equity market information and credit risk signaling: A quantile cointegrating regression approach. (2017). Gatfaoui, Hayette. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:48-59.

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2017Sovereign debt and systemic risk in the eurozone. (2017). Popescu, Alexandra ; Turcu, Camelia. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:275-284.

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2017Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions. (2017). Tas, Bedri ; Eksi, Ozan ; Onur, Bedri Kamil. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:136-147.

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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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2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty. (2018). Gu, Chen ; Wolfe, Marketa Halova ; Kurov, Alexander . 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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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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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 ; Vigne, Samuel A ; Yarovaya, Larisa ; Neville, Conor ; Helbing, Pia ; Lucey, Brian M ; Wolfe, Simon ; 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
2017Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods?. (2017). Wagner, Niklas ; Hofstetter, Benedikt ; Kinateder, Harald. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:144-150.

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2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis. (2017). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:152-164.

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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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2017Bank-sovereign contagion in the Eurozone: A panel VAR Approach. (2017). Georgoutsos, Dimitris ; Moratis, George . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:146-159.

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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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2017Cost of sovereign debt and foreign bias in bond allocations. (2017). Bhatta, Bibek ; Thapa, Chandra ; Marshall, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:75-91.

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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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2017Federal reserves policy, global equity markets, and the local monetary policy stance. (2017). Chortareas, Georgios ; Noikokyris, Emmanouil . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:317-327.

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2017The impact of monetary policy on corporate bonds under regime shifts. (2017). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:176-202.

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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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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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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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2017Impact of interest rate surprises on Islamic and conventional stocks and bonds. (2017). Akhtar, Farida ; John, Kose ; Jahromi, Maria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:218-231.

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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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2017Global macroeconomic uncertainty. (2017). Kempa, Bernd ; Grabert, Sibylle ; Berger, Tino. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:42-56.

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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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2017Monetary policy and balance sheets. (2017). Tamirisa, Natalia ; Nadal De Simone, Francisco ; Kabundi, Alain ; Igan, Deniz. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:1:p:169-184.

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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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2017Exchange rate dynamics and stock prices in small open economies: Evidence from Asia-Pacific countries. (2017). Yang, Sheng-Ping. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:337-354.

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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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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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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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2017The effect of countries’ ESG ratings on their sovereign borrowing costs. (2017). Crifo, Patricia ; Diaye, Marc-Arthur ; Oueghlissi, Rim. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:13-20.

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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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2017The dynamic effects of quantitative easing on stock price: Evidence from Asian emerging markets, 2001–2016. (2017). Li, Kui-Wai ; Shimada, Junji ; Miyakoshi, Tatsuyoshi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:548-567.

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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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2017Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets. (2017). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:951-962.

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2017Ripple effects of the 2011 Japan earthquake on international stock markets. (2017). Karali, Berna ; Ferreira, Susana ; Valizadeh, Pourya . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:556-576.

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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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2017Does central bank independence affect stock market volatility?. (2017). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:855-864.

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2017Calendar anomalies in the Russian stock market. (2017). Caporale, Guglielmo Maria ; Zakirova, Valentina . In: Russian Journal of Economics. RePEc:eee:rujoec:v:3:y:2017:i:1:p:101-108.

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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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2017Sectoral inflation and the Phillips curve: what has changed since the Great Recession?. (2017). Sheremirov, Viacheslav ; Rao, Nikhil ; Luengo-Prado, Maria. In: Current Policy Perspectives. RePEc:fip:fedbcq:2017_005.

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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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2017Should Monetary Authorities Prick Asset Price Bubbles? Evidence from a New Keynesian Model with an Agent-Based Financial Market. (2017). Vasilenko, Alexey. In: HSE Working papers. RePEc:hig:wpaper:182/ec/2017.

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2017Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Lorusso, Marco ; Byrne, Joseph ; Xu, Bing. In: CEERP Working Paper Series. RePEc:hwc:wpaper:006.

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2017Indias Horticulture Sector - A Port- Level Analysis of Onion Export Pricing. (2017). Varma, Poornima ; Akash, Issar . In: IIMA Working Papers. RePEc:iim:iimawp:14561.

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2017Sovereign yield spreads in the EMU: crisis and structural determinants. (2017). Leal, Frederico ; Afonso, Antonio. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp092017.

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2017Do Fiscal Rules Lower Government Financing Costs?. (2017). Jalles, Joao ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0152017.

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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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2017How does monetary policy affect labor demand and labor productivity?. (2017). Benito, Andrew. In: IZA World of Labor. RePEc:iza:izawol:journl:2017:n:340.

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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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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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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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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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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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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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2017Market Reactions to ECB Policy Innovations: A Cross-Country Analysis. (2017). Pacicco, Fausto ; Venegoni, Andrea ; Vena, Luigi. In: LIUC Papers in Economics. RePEc:liu:liucec:2017-4.

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2017Market Reactions to ECB Policy Innovations: A Cross-Country Analysis. (2017). Pacicco, Fausto ; Venegoni, Andrea ; Vena, Luigi. In: LIUC Papers in Economics. RePEc:liu:liucec:wp4.

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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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2017Analysis of the impact of select macroeconomic variables on the Indian Stock Market: A heteroscedastic cointegration approach. (2017). Alam, Naushad. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:13:y:2017:i:1:p:119-127.

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2017Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis. (2017). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan. In: MPRA Paper. RePEc:pra:mprapa:76915.

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2017Mean Reversion of the Real Exchange Rate and the validity of PPP Hypothesis in the context of Bangladesh: A Holistic Approach. (2017). Raihan, Selim ; Abdullah, S M ; Siddiqua, Salina ; Barkat, Aroni . In: MPRA Paper. RePEc:pra:mprapa:77172.

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2017Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations. (2017). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:80668.

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2017Average Pay in Banks: Do Agency Problems and Bank Performance Matter?. (2017). Mare, Davide Salvatore ; Crook, Jonathan N ; Harkin, Sean M. In: MPRA Paper. RePEc:pra:mprapa:81249.

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2017Performance of Markov-Switching GARCH Model Forecasting Inflation Uncertainty. (2017). Raihan, Tasneem. In: MPRA Paper. RePEc:pra:mprapa:82343.

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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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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]		article4
2010On monetary policy and stock market anomalies.(2010) In: SIRE Discussion Papers.
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This paper has another version. Agregated cites: 4		paper
2010On monetary policy and stock market anomalies.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 4		paper
2011Euro Area Inflation Differentials: Unit Roots and Nonlinear Adjustment In: Journal of Common Market Studies.
[Citation analysis]		article8
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.
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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.
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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]		article19
2005Optimal Monetary Policy and Asset Price Misalignments.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 19		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]		paper53
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: 53		article
2007Do real interest rates converge? Evidence from the European Union.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 53		paper
2010The EMU sovereign-debt crisis: Fundamentals, expectations and contagion In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper190
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: 190		paper
2011The EMU sovereign-debt crisis: fundamentals, expectations and contagion.(2011) In: SIRE Focus Papers.
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2012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2012) In: Journal of International Financial Markets, Institutions and Money.
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This paper has another version. Agregated cites: 190		article
2011The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2011) In: European Economy - Economic Papers 2008 - 2015.
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This paper has another version. Agregated cites: 190		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: 190		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]		paper1
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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This paper has another version. Agregated cites: 1		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.
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This paper has another version. Agregated cites: 1		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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This paper has another version. Agregated cites: 1		paper
2006The Euro and Inflation Uncertainty in the European Monetary Union In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper29
2009The Euro and inflation uncertainty in the European Monetary Union.(2009) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 29		article
2007The Euro and Inflation Uncertainty in the European Monetary Union.(2007) In: CELPE Discussion Papers.
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This paper has another version. Agregated cites: 29		paper
2015The determinants of sovereign bond yield spreads in the EMU In: Working Paper Series.
[Full Text][Citation analysis]		paper35
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: 35		paper
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: 35		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: 35		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]		paper4
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: 4		paper
2010International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper7
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: 7		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: 7		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]		paper26
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: 26		article
2012Stock market reaction to fed funds rate surprises: state dependence and the financial crisis.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 26		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]		paper10
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: 10		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: 10		paper
2013On the time-varying relationship between EMU sovereign spreads and their determinants.(2013) In: Working Papers Department of Economics.
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This paper has another version. Agregated cites: 10		paper
2013Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper8
2014Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis.(2014) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 8		article
2013Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 8		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.
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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]		article69
2005Should monetary policy respond to asset price misalignments? In: Economic Modelling.
[Full Text][Citation analysis]		article19
2004Should Monetary Policy Respond to Asset Price Misalignments?.(2004) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper
2009Modeling the behaviour of inflation deviations from the target In: Economic Modelling.
[Full Text][Citation analysis]		article10
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]		article12
2012Asset Prices, Credit and the Business Cycle.(2012) In: Stirling Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2008The impact of monetary policy on stock prices In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article25
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.
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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
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]		paper7
2006Monetary Policy Shocks and Stock Returns: Evidence from the British Market In: Working Papers.
[Full Text][Citation analysis]		paper17
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: 17		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]		paper0
2014Aggregate and regional house price to earnings ratio dynamics in the UK In: Urban Studies.
[Full Text][Citation analysis]		article1
2018Austerity, Life Satisfaction and Expectations 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]		article12
2018Monetary policy and stock valuation: structural VAR identification and size effects In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2014PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 3th 2019. Contact: CitEc Team