17
H index
20
i10 index
909
Citations
University of Essex | 17 H index 20 i10 index 909 Citations RESEARCH PRODUCTION: 32 Articles 59 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alexandros Kontonikas. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Government Bond Market Integration in ASEAN Countries. (2020). Zhuo, Juanjuan ; Kumamoto, Masao. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:289-312. Full description at Econpapers || Download paper | |
2020 | Monetary 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. Full description at Econpapers || Download paper | |
2021 | EMU 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. Full description at Econpapers || Download paper | |
2020 | Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band. (2020). Hernandez, Juan Ramon. In: Working Papers. RePEc:bdm:wpaper:2020-02. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Wage 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. Full description at Econpapers || Download paper | |
2020 | Female Small Business Owners in China: discouraged, not discriminated. (2020). Talavera, Oleksandr ; Caglayan, Mustafa ; Xiong, Lin. In: Discussion Papers. RePEc:bir:birmec:20-04. Full description at Econpapers || Download paper | |
2021 | Determinants 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. Full description at Econpapers || Download paper | |
2021 | Nonlinear 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. Full description at Econpapers || Download paper | |
2021 | Reassessing 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. Full description at Econpapers || Download paper | |
2020 | Modelling 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2022 | Joint 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Bayesian 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. Full description at Econpapers || Download paper | |
2020 | The nature of trade, global production fragmentation and inflationary dynamics: Crossâ€country evidence. (2020). Saygili, Hulya. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:2007-2031. Full description at Econpapers || Download paper | |
2020 | Causal 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2022 | Unconventional 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. Full description at Econpapers || Download paper | |
2020 | Sovereign Debt Crisis in Portugal and Spain. (2020). Afonso, Antonio ; Verdial, Nuno. In: EconPol Working Paper. RePEc:ces:econwp:_40. Full description at Econpapers || Download paper | |
2020 | COVID-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. Full description at Econpapers || Download paper | |
2020 | 1. (2020). . In: Working Papers. RePEc:cty:dpaper:20/08. Full description at Econpapers || Download paper | |
2020 | Sectoral inflation persistence, market concentration and imperfect common knowledge. (2020). Tsuruga, Takayuki ; Okuda, Tatsushi ; Kato, Ryo. In: ISER Discussion Paper. RePEc:dpr:wpaper:1082. Full description at Econpapers || Download paper | |
2020 | Assessing 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. Full description at Econpapers || Download paper | |
2020 | The international dimension of an incomplete EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes . In: Working Paper Series. RePEc:ecb:ecbwps:20202459. Full description at Econpapers || Download paper | |
2021 | Euro area equity risk premia and monetary policy: a longer-term perspective. (2021). Kristiansen, Kristian ; Kapp, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20212535. Full description at Econpapers || Download paper | |
2021 | ECB 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2021 | Immune 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. Full description at Econpapers || Download paper | |
2020 | Banks 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. Full description at Econpapers || Download paper | |
2021 | Estimating 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2021 | Exploring 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. Full description at Econpapers || Download paper | |
2021 | A 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. Full description at Econpapers || Download paper | |
2021 | Fiscal 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. Full description at Econpapers || Download paper | |
2022 | Economic 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. Full description at Econpapers || Download paper | |
2022 | Taming 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Funding 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Spillovers 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. Full description at Econpapers || Download paper | |
2021 | Time-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. Full description at Econpapers || Download paper | |
2021 | State-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. Full description at Econpapers || Download paper | |
2021 | COVID-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. Full description at Econpapers || Download paper | |
2020 | Oil 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. Full description at Econpapers || Download paper | |
2020 | Oil 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Connectedness 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. Full description at Econpapers || Download paper | |
2020 | Systemic 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. Full description at Econpapers || Download paper | |
2021 | Unit 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Bank 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. Full description at Econpapers || Download paper | |
2020 | Solvency 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. Full description at Econpapers || Download paper | |
2020 | An 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. Full description at Econpapers || Download paper | |
2021 | Sectoral 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Sovereign 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. Full description at Econpapers || Download paper | |
2021 | Towards 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. Full description at Econpapers || Download paper | |
2021 | Emotions 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. Full description at Econpapers || Download paper | |
2022 | Risk, 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | What 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. Full description at Econpapers || Download paper | |
2020 | Sectoral inflation persistence and optimal monetary policy. (2020). Ida, Daisuke. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301415. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Effectiveness 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. Full description at Econpapers || Download paper | |
2021 | Are 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. Full description at Econpapers || Download paper | |
2021 | Dynamic 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. Full description at Econpapers || Download paper | |
2020 | Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x. Full description at Econpapers || Download paper | |
2020 | Time-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. Full description at Econpapers || Download paper | |
2020 | Fed’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. Full description at Econpapers || Download paper | |
2021 | EMU 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. Full description at Econpapers || Download paper | |
2021 | Credit, 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. Full description at Econpapers || Download paper | |
2021 | On 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. Full description at Econpapers || Download paper | |
2021 | When 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Are 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. Full description at Econpapers || Download paper | |
2021 | Nonlinearity 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. Full description at Econpapers || Download paper | |
2021 | Banking 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2020 | Accrual 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. Full description at Econpapers || Download paper | |
2020 | Stock 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. Full description at Econpapers || Download paper | |
2020 | Impactos 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2021 | Asymmetric 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. Full description at Econpapers || Download paper | |
2021 | Executive Gender and Firm Environmental Management: Evidence from CFO Transitions. (2021). Zhang, Xiaotian Tina ; Wen, Jun ; Wang, Zehui. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:7:p:3653-:d:524029. Full description at Econpapers || Download paper | |
2020 | Inflation, uncertainty and labor market conditions in the US. (2020). Albulescu, Claudiu ; Oros, Cornel. In: Working Papers. RePEc:hal:wpaper:hal-02464147. Full description at Econpapers || Download paper | |
2022 | Unconventional Monetary Policy in the Euro Area. Impacts on Loans, Employment, and Investment. (2022). Pereira, Francisco ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp02182022. Full description at Econpapers || Download paper | |
2020 | Causal Relationships Between Inflation and Inflation Uncertainty. (2020). Barnett, William ; Ftiti, Zied ; Jawadi, Fredj. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202010. Full description at Econpapers || Download paper | |
2020 | A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization. (2020). Mba, Jules Clement ; Mwambi, Sutene. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00346-4. Full description at Econpapers || Download paper | |
2020 | Relevance of Sovereign Bond Valuations Topic in the Speeches of ECB Officials. (2020). Klincevicius, Vitalijus ; Jurksas, Linas. In: Bank of Lithuania Discussion Paper Series. RePEc:lie:dpaper:20. Full description at Econpapers || Download paper | |
2020 | Banks and Sovereigns: Did adversity bring them closer?. (2020). Sheenan, L ; Dongue, M ; Flavin, T. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n307-20.pdf. Full description at Econpapers || Download paper | |
2020 | Monetary Policy, Risk Aversion and Uncertainty in an International Context. (2020). Deisting, Florent ; Sehgal, Sanjay ; Saini, Sakshi. In: Multinational Finance Journal. RePEc:mfj:journl:v:24:y:2020:i:3-4:p:211-266. Full description at Econpapers || Download paper | |
2020 | Stability in Stock Market Prices and Monetary Policy in Nigeria; What Does the Empirics Say?. (2020). Onayemi, Serifat Olukorede ; Elekeokwuri, Anthony Emeka ; Adekunle, Ibrahim Ayoade. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xx:y:2020:i:1:p:2-13. Full description at Econpapers || Download paper | |
2020 | Covered Interest Parity: A Stochastic Volatility Approach to Estimate the Neutral Band. (2020). Hernandez, Juan. In: MPRA Paper. RePEc:pra:mprapa:100744. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2006 | INFLATION TARGETING AND THE STATIONARITY OF INFLATION: NEW RESULTS FROM AN ESTAR UNIT ROOT TEST In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 17 |
2005 | Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2016 | FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
2013 | On Monetary Policy and Stock Market Anomalies In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 8 |
2010 | On monetary policy and stock market anomalies.(2010) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2010 | On monetary policy and stock market anomalies.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2011 | Euro Area Inflation Differentials: Unit Roots and Nonlinear Adjustment In: Journal of Common Market Studies. [Citation analysis] | article | 8 |
2019 | On 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] | article | 1 |
2011 | A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks In: Review of International Economics. [Full Text][Citation analysis] | article | 4 |
2009 | A 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 | |
2009 | A 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 | |
2006 | OPTIMAL MONETARY POLICY AND ASSET PRICE MISALIGNMENTS In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 23 |
2005 | Optimal Monetary Policy and Asset Price Misalignments.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2010 | THE TIME?SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 1 |
2007 | Do real interest rates converge? Evidence from the European Union In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 58 |
2009 | Do 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: 58 | article | |
2007 | Do real interest rates converge? Evidence from the European Union.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
2010 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 254 |
2010 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2010) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 254 | paper | |
2011 | The EMU sovereign-debt crisis: fundamentals, expectations and contagion.(2011) In: SIRE Focus Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 254 | paper | |
2012 | The 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: 254 | article | |
2011 | The 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: 254 | paper | |
2010 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 254 | paper | |
2017 | Whatever 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] | paper | 30 |
2017 | Whatever 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: 30 | 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: 30 | article | |
2017 | Whatever 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: 30 | paper | |
2006 | The Euro and Inflation Uncertainty in the European Monetary Union In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 39 |
2009 | The 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: 39 | article | |
2007 | The 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: 39 | paper | |
2015 | The determinants of sovereign bond yield spreads in the EMU In: Working Paper Series. [Full Text][Citation analysis] | paper | 55 |
2012 | The 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: 55 | paper | |
2012 | The determinants of sovereign bond yield spreads in the EMU.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
2012 | The 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: 55 | paper | |
2010 | IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Inflation 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 | |
2010 | Exchange rate pass through to import prices: panel evidence from emerging market economies. In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2010 | Exchange 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: 7 | paper | |
2010 | International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
2010 | International 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: 21 | paper | |
2013 | International 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: 21 | article | |
2013 | International 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: 21 | article | |
2011 | Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 48 |
2013 | Stock 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 | |
2012 | Stock 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 | |
2008 | The long run relationship between stock prices and goods prices: new evidence from panel cointegration In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2010 | The 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: 5 | article | |
2008 | THE 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: 5 | paper | |
2013 | On the time-varying relationship between EMU sovereign spreads and their determinants In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
2015 | On 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: 24 | article | |
2013 | On 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: 24 | paper | |
2013 | On 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: 24 | paper | |
2013 | Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2014 | Stock 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: 15 | article | |
2013 | Stock 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: 15 | paper | |
2014 | Monetary Policy in Times of Financial Stress. In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Monetary policy in times of financial stress.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | On 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] | paper | 3 |
2014 | On 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 | |
2004 | Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling In: Economic Modelling. [Full Text][Citation analysis] | article | 83 |
2005 | Should monetary policy respond to asset price misalignments? In: Economic Modelling. [Full Text][Citation analysis] | article | 25 |
2004 | Should Monetary Policy Respond to Asset Price Misalignments?.(2004) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2009 | Modeling the behaviour of inflation deviations from the target In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
2010 | A new test of the inflation-real marginal cost relationship: ARDL bounds approach In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2012 | Asset prices, credit and the business cycle In: Economics Letters. [Full Text][Citation analysis] | article | 22 |
2012 | Asset 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 | |
2008 | The impact of monetary policy on stock prices In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 40 |
2004 | Has Monetary Policy Reacted to Asset Price Movements? Evidence from the UK In: Ekonomia. [Citation analysis] | article | 9 |
2018 | Risk, Financial Stability and FDI In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Volatility Forecasting in European Government Bond Markets In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Is 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] | paper | 0 |
2006 | Stock Returns and Inflation: The Impact of Inflation Targeting In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | Modeling The Non-Linear Behaviour of Inflation Deviations From The Target In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2006 | The EURO and Inflation Uncertainty In The EMU In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Monetary Policy and the Stock Market: Some International evidence In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2006 | Monetary Policy Shocks and Stock Returns: Evidence from the British Market In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
2009 | Monetary 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: 24 | article | |
2007 | Unit Roots in Inflation and Aggregation Bias In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2011 | Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
Monetary Policy and Corporate Bond Returns In: Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 0 | |
2014 | Aggregate and regional house price to earnings ratio dynamics in the UK In: Urban Studies. [Full Text][Citation analysis] | article | 2 |
2018 | Austerity, Life Satisfaction and Expectations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Life satisfaction and austerity: Expectations and Macroeconomy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Household Portfolios and Monetary Policy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Does 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] | article | 17 |
2018 | Monetary policy and stock valuation: structural VAR identification and size effects In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
2014 | PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 18 |
2019 | Treasuries variance decomposition and the impact of monetary policy In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team