Alexandros Kontonikas : Citation Profile

Are you Alexandros Kontonikas?

University of Essex

17

H index

21

i10 index

1034

Citations

RESEARCH PRODUCTION:

32

Articles

59

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 64
   Journals where Alexandros Kontonikas has often published
   Relations with other researchers
   Recent citing documents: 169.    Total self citations: 42 (3.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pko54
   Updated: 2022-06-25    RAS profile: 2021-01-28    
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Relations with other researchers

Works with:

Gadea, María (4)

Afonso, Antonio (4)

Arghyrou, Michael (4)

Brown, Sarah (3)

Tsoukas, Serafeim (2)

Lamla, Michael (2)

Zekaite, Zivile (2)

Fernandes, Filipa (2)

Moro, Mirko (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 (37)

Jalles, Joao (15)

Arghyrou, Michael (13)

GUPTA, RANGAN (13)

Cuestas, Juan (12)

Crifo, Patricia (11)

Lengnick, Matthias (10)

Sosvilla-Rivero, Simon (10)

De Grauwe, Paul (9)

Miller, Stephen (9)

Gadea, María (8)

Cites to:

Gertler, Mark (46)

Bernanke, Ben (31)

Campbell, John (26)

Galí, Jordi (22)

Shiller, Robert (18)

Kuttner, Kenneth (17)

Svensson, Lars (16)

Arghyrou, Michael (15)

Woodford, Michael (15)

Pesaran, M (14)

Pedersen, Lasse (14)

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
Scottish Journal of Political Economy2
Economics Letters2
Bulletin of Economic Research2
International Journal of Finance & Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Business School - Economics, University of Glasgow25
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)14
Essex Finance Centre Working Papers / University of Essex, Essex Business School3
Working Papers / The University of Sheffield, Department of Economics3
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section3
CESifo Working Paper Series / CESifo2
Working Papers Department of Economics / ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa2

Recent works citing Alexandros Kontonikas (2021 and 2020)

YearTitle of citing document
2020Does Monetary Policy and Foreign Direct Investment Have an Influence on the Performance of Stock Market: Further Empirical Evidence from Ghana. (2020). Buabeng, Emmanuel ; Adabor, Opoku. In: Economics Literature. RePEc:ana:elitjr:v:2:y:2020:i:2:p:161-176.

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2021Emotions in Macroeconomic News and their Impact on the European Bond Market. (2021). Tosetti, Elisa ; Pezzoli, Luca Tiozzo ; Consoli, Sergio. In: Papers. RePEc:arx:papers:2106.15698.

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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). Minh, Tram Thi ; Mai, Hong Thi ; Nguyen, Thuy Thu . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:758-777.

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2021EMU deepening and sovereign debt spreads: using political space to achieve policy space. (2021). Pérez, Javier ; Kataryniuk, Iván ; Perez, Javier J ; Mora-Bajen, Victor. In: Working Papers. RePEc:bde:wpaper:2103.

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2020Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band. (2020). Hernandez, Juan Ramon. In: Working Papers. RePEc:bdm:wpaper:2020-02.

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2020The international dimension of a fragile EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Livio, Stracca ; Sole, Pagliari Maria ; Demosthenes, Ioannou. In: Working papers. RePEc:bfr:banfra:795.

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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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2021Determinants of Russia’s Sovereign Risk. (2021). Grigoryeva, Evgenia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:4:p:74-97.

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2021Digital financial inclusion development, investment diversification, and household extreme portfolio risk. (2021). Zhou, Hailing ; Guo, Jiaojiao ; Lu, Xiaomeng. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:5:p:6225-6261.

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2021Nonlinear relationships between inflation, output growth and uncertainty in India: New evidence from a bivariate threshold model. (2021). Kundu, Srikanta ; Sarkar, Kaustav Kanti ; Chowdhury, Kushal Banik. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:469-493.

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2021Reassessing the inflation uncertainty?inflation relationship in the tails. (2021). Panagiotidis, Theodore ; Konstantinou, Panagiotis ; Bampinas, Georgios. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:4:p:508-534.

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2020Modelling Financial Contagion Using High Frequency Data. (2020). Yao, Wenying ; Alexeev, Vitali ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:314-330.

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2020The transmission of unconventional monetary policy to bank credit supply: Evidence from the TLTRO. (2020). Afonso, Antonio ; Leite, Joana Sousa ; Sousaleite, Joana. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:151-171.

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2021A Trendy Approach to UK Inflation Dynamics. (2021). Theodoridis, Konstantinos ; Kirkham, Lewis ; Forbes, Kristin. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:s1:p:23-75.

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2022Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies. (2022). Koopman, Siem Jan ; Hindrayanto, Irma ; de Winter, Jasper. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:57-79.

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2021Exchange rate pass?through to import prices: Evidence from a heterogeneous panel of West African countries. (2021). Barry, Hamidou ; Kinda, Mohamed Tidjane. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:4:p:2454-2472.

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2021The South African–United States sovereign bond spread and its association with macroeconomic fundamentals. (2021). Fedderke, Johannes. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:499-525.

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2021Bayesian State?Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy. (2021). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:4:p:1261-1291.

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2020The nature of trade, global production fragmentation and inflationary dynamics: Cross‐country evidence. (2020). Saygili, Hulya. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:2007-2031.

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2020Causal relationships between inflation and inflation uncertainty. (2020). JAWADI, Fredj ; Barnett, William ; William, Barnett ; ZIED, FTITI . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:26:n:4.

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2020The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit. (2020). Kadiric, Samir. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei271.

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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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2022Unconventional Monetary Policy in the Euro Area. Impacts on Loans, Employment, and Investment. (2022). Afonso, Antonio ; Pereira, Francisco Gomes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9610.

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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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2020COVID-Induced Sovereign Risk in the Euro Area: When Did the ECB Stop the Contagion?. (2020). Tripier, Fabien ; Ortmans, Aymeric. In: Working Papers. RePEc:cii:cepidt:2020-11.

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

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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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2020The international dimension of an incomplete EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes . In: Working Paper Series. RePEc:ecb:ecbwps:20202459.

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2021Euro area equity risk premia and monetary policy: a longer-term perspective. (2021). Kristiansen, Kristian ; Kapp, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20212535.

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2021ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty. (2021). Fernandes, Cecilia Melo. In: Working Paper Series. RePEc:ecb:ecbwps:20212582.

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2020The Day of the Week Effect: Unconditional and Conditional Market Risk Analysis. (2020). Dhaou, Imen ; Chaouachi, Olfa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-13.

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2021Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic. (2021). Shannon, Darren ; Odonnell, Niall ; Sheehan, Barry. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000216.

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2020Banks and the real economy: An assessment of the research. (2020). Wilson, John ; Molyneux, Philip ; John , ; Berger, Allen N. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119919307813.

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2021Estimating redenomination risk under Gumbel–Hougaard survival copulas. (2021). Cherubini, Umberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921002037.

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2021Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. (2021). Wei, Xiaohui ; Yan, Jing ; Li, Xiao-Lin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:640-652.

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2021Exploring the sources of inflation dynamics: New evidence from China. (2021). Lee, Chien-Chiang ; Liao, Ying ; Chiang, Shu-Hen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:313-332.

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2021A century of gaps: Untangling business cycles from secular trends. (2021). Minh, Anh Dinh ; Constantinescu, Mihnea. In: Economic Modelling. RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000948.

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2021Fiscal stance and the sovereign risk pass-through. (2021). Tancioni, Massimiliano ; Patella, Valeria ; Beqiraj, Elton. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001620.

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2022Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011.

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2022Taming the housing crisis: An LTV macroprudential policy. (2022). Sun, Xiaojin ; FORSTER, ROBERT . In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000074.

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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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2020Funding liquidity risk and the low-volatility anomaly: Evidence from the Taiwan stock market. (2020). Chen, Miao-Ling ; Wei, An-Pin ; Hsu, Ching-Chi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302419.

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2021The daily relationship between U.S. asset prices and stock prices of American countries. (2021). Paphakin, Warinthorn ; Chin, Chang-Chiang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000346.

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2021Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets. (2021). Chiang, Thomas C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100139x.

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2021Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment. (2021). GUPTA, RANGAN ; Cepni, Oguzhan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001601.

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2021State-level wage Phillips curves. (2021). Price, Simon ; Kapetanios, George ; Ventouri, Alexia ; Tasiou, Menelaos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:18:y:2021:i:c:p:1-11.

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2021COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?. (2021). Tripier, Fabien ; Ortmans, Aymeric. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001537.

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2020Cash-flow or return predictability at long horizons? The case of earnings yield. (2020). Xu, Danielle ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:172-192.

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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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2020Oil price shocks, global financial markets and their connectedness. (2020). Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110.

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2021The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks. (2021). Sensoy, Ahmet ; Corbet, Shaen ; O'Connell, John F ; Akyildirim, Erdinc. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302738.

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2021Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

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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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2021Unit of account, sovereign debt, and optimal currency area. (2021). Toyofuku, Kenta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001529.

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2020The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads. (2020). Jalles, Joao ; Afonso, Antonio ; Kazemi, Mina. In: International Review of Law and Economics. RePEc:eee:irlaec:v:63:y:2020:i:c:s014481882030137x.

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2020Bank funding and the recent political development in Italy: What about redenomination risk?. (2020). Schwarzbach, Christoph ; Tholl, Johannes ; von Mettenheim, Hans-Jorg ; Pittalis, Sandro. In: International Review of Law and Economics. RePEc:eee:irlaec:v:64:y:2020:i:c:s0144818820301459.

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2020Solvency II and sovereign credit risk: Additional empirical evidence and some thoughts about implications for regulators and lawmakers. (2020). Basse, Tobias. In: International Review of Law and Economics. RePEc:eee:irlaec:v:64:y:2020:i:c:s0144818820301460.

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2021Unemployment and aggregate stock returns. (2021). Atanasov, Victoria. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001187.

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2021Corporate bond market reactions to quantitative easing during the COVID-19 pandemic. (2021). Qiu, Yancheng ; Nozawa, Yoshio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621001114.

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2020An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach. (2020). Spyrou, Spyros ; Galariotis, Emilios ; Filippopoulou, Chryssanthi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:344-363.

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2021Sectoral inflation persistence, market concentration, and imperfect common knowledge. (2021). Tsuruga, Takayuki ; Okuda, Tatsushi ; Kato, Ryo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:192:y:2021:i:c:p:500-517.

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2020The relationship between credit ratings and asset liquidity: Evidence from Western European banks. (2020). Junttila, Juha ; Merilainen, Jari-Mikko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620301807.

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2020Sovereign risk and asset market dynamics in the euro area. (2020). Perego, Erica. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:109:y:2020:i:c:s026156062030190x.

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2021Towards a dead end? EMU bond market exposure and manager performance. (2021). Fabozzi, Frank J ; Konstantinov, Gueorgui S. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s026156062100084x.

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2021Emotions in macroeconomic news and their impact on the European bond market. (2021). Tiozzo Pezzoli, Luca ; Tosetti, Elisa ; Consoli, Sergio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001236.

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2022Risk, financial stability and FDI. (2022). Lamla, Michael ; Kontonikas, Alexandros ; Kellard, Neil M ; Wood, Geoffrey ; Maiani, Stefano. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560620301881.

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2022The fragility of the Eurozone: Has it disappeared?. (2022). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001972.

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2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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2020Sectoral inflation persistence and optimal monetary policy. (2020). Ida, Daisuke. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301415.

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2021The impact of the ECBs asset purchase programme on core and peripheral sovereign yields and its transmission channels. (2021). Vidrago, Jose ; Farinha, Jorge Bento. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000189.

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2021The impact of the term spread in US monetary policy from 1870 to 2013. (2021). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:230-251.

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2021Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic. (2021). Singh, Vik ; Roca, Eduardo ; Li, Bin. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:2:p:253-277.

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2021Are precious metals and equities immune to monetary and fiscal policy uncertainties?. (2021). Bhanumurthy, N R ; Dar, Arif ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002713.

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2021Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system. (2021). Gabauer, David. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000049.

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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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2020Time-varying linkages among gold, stocks, bonds and real estate. (2020). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:165-185.

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2020Fed’s unconventional monetary policy and risk spillover in the US financial markets. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:42-52.

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2021EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness. (2021). Chatziantoniou, Ioannis ; Gabauer, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:1-14.

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2021Credit, default, financial system and development. (2021). Reinaldo, Luciana ; Santos, Davi Dos ; da Silva, Cristiano ; Matos, Paulo. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:281-289.

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2021On the effect of full-fledged IT adoption on stock returns and their conditional volatility: Evidence from propensity score matching. (2021). Boughrara, Adel ; Dridi, Ichrak. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:179-194.

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2021When and why do stock and bond markets predict US economic growth?. (2021). McMillan, David G. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:331-343.

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2021The impact of the ECB’s asset purchase programme on euro area equities. (2021). Vidrago, Jose ; Farinha, Jorge Bento. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:270-279.

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2020A sentiment index to measure sovereign risk using Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:406-418.

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2020Are there any other safe haven assets? Evidence for “exotic” and alternative assets. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Simos, Theodore. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:614-628.

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2021Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699.

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2021Banking reforms and bank efficiency: Evidence for the collapse of Spanish savings banks. (2021). Blanco-Oliver, Antonio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:334-347.

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2021The cross-border impacts of China’s official rate shocks on stock returns of Chinese concepts shares listed on U.S. market. (2021). Tan, Chaosheng ; Lv, Xin ; Xin Lv, ; Lien, Donald ; Dong, Weijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1305-1322.

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2022A closer look into the behavior of emerging market sovereign spreads: State-dependent and asymmetric behaviors. (2022). Kayalidere, Koray ; AKTAS, Huseyin ; Cayirli, Omer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:522-548.

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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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2020Stock market reactions to domestic sentiment: Panel CS-ARDL evidence. (2020). , Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919303873.

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2021Examining the Sources of Sovereign Risk for South Africa: A Time Varying Flexible Least Squares Approach. (2021). Zhou, Sheunesu. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:9:y:2021:i:1:p:29-45.

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2020Impactos monetarios sobre la rentabilidad del mercado accionario en México: Un análisis de cambio de régimen Markoviano. (Monetary Impacts on the Mexican Stock Market Returns: A Markov Switching Appro. (2020). Nava, Abigail Rodriguez ; Castro, Miriam Sosa ; Navarrete, Rosalinda Arriaga. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxix:y:2020:i:2:p:187-216.

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2021Do Fundamentals Explain Differences between Euro Area Sovereign Interest Rates?. (2021). Ptru, Anda ; Carnot, Nicolas ; Pamies, Stephanie. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:141.

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2021Monetary policy and the corporate bond market: How important is the Fed information effect?. (2021). Suarez, Gustavo ; Smolyansky, Michael. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-10.

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2020The Driving Factors of EMU Government Bond Yields: The Role of Debt, Liquidity and Fiscal Councils. (2020). Kostakis, Ioannis ; Pappas, Anastasios. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:3:p:53-:d:407343.

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2021The Effect of Quantitative Easing through Google Metrics on US Stock Indices. (2021). Papadamou, Stephanos ; Poutachidou, Nikoletta. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:4:p:56-:d:649470.

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2020.

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2021Asymmetric and Symmetric Link between Quality of Institutions and Sectorial Foreign Direct Investment Inflow in India: A Fresh Insight Using Simulated Dynamic ARDL Approach. (2021). Lakner, Zoltan ; Khan, Muhammad Asif ; Ahmad, Ejaz ; Popp, Jozsef ; Ur, Faheem. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:24:p:13760-:d:701531.

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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]		article17
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: 17		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]		article8
2010On monetary policy and stock market anomalies.(2010) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2010On monetary policy and stock market anomalies.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 8		paper
2011Euro Area Inflation Differentials: Unit Roots and Nonlinear Adjustment In: Journal of Common Market Studies.
[Citation analysis]		article9
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]		article1
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]		article23
2005Optimal Monetary Policy and Asset Price Misalignments.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		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]		paper60
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: 60		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: 60		paper
2010The EMU sovereign-debt crisis: Fundamentals, expectations and contagion In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper304
2010The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2010) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 304		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: 304		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: 304		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: 304		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: 304		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]		paper31
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: 31		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: 31		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: 31		paper
2006The Euro and Inflation Uncertainty in the European Monetary Union In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper45
2009The Euro and inflation uncertainty in the European Monetary Union.(2009) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		article
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: 45		paper
2015The determinants of sovereign bond yield spreads in the EMU In: Working Paper Series.
[Full Text][Citation analysis]		paper77
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: 77		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: 77		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: 77		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]		paper11
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: 11		paper
2010International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper23
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: 23		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: 23		article
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: 23		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]		paper48
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: 48		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: 48		paper
2008The long run relationship between stock prices and goods prices: new evidence from panel cointegration In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper7
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		article
2008THE LONG RUN RELATIONSHIP BETWEEN STOCK PRICES AND GOODS PRICES: NEW EVIDENCE FROM PANEL COINTEGRATION.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2013On the time-varying relationship between EMU sovereign spreads and their determinants In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper30
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: 30		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: 30		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: 30		paper
2013Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper16
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: 16		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: 16		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]		article95
2005Should monetary policy respond to asset price misalignments? In: Economic Modelling.
[Full Text][Citation analysis]		article26
2004Should Monetary Policy Respond to Asset Price Misalignments?.(2004) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		paper
2009Modeling the behaviour of inflation deviations from the target In: Economic Modelling.
[Full Text][Citation analysis]		article15
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]		article22
2012Asset Prices, Credit and the Business Cycle.(2012) In: Stirling Economics Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2008The impact of monetary policy on stock prices In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article40
2004Has Monetary Policy Reacted to Asset Price Movements? Evidence from the UK In: Ekonomia.
[Citation analysis]		article9
2018Risk, Financial Stability and FDI In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper1
2020Volatility Forecasting in European Government Bond Markets In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper0
2020Is there a trade-off between inventories and trade credit? The role of the sovereign debt crisis 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]		paper2
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]		paper12
2006Monetary Policy Shocks and Stock Returns: Evidence from the British Market In: Working Papers.
[Full Text][Citation analysis]		paper27
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: 27		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]		paper8
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]		paper2
Monetary Policy and Corporate Bond Returns In: Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article7
2014Aggregate and regional house price to earnings ratio dynamics in the UK In: Urban Studies.
[Full Text][Citation analysis]		article2
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]		paper1
2020Household Portfolios and Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper1
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]		article17
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]		article18
2019Treasuries variance decomposition and the impact of monetary policy In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0

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