Costas Milas : Citation Profile

Are you Costas Milas?

University of Liverpool (95% share)
Rimini Centre for Economic Analysis (RCEA) (5% share)

13

H index

20

i10 index

533

Citations

RESEARCH PRODUCTION:

46

Articles

69

Papers

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 23
   Journals where Costas Milas has often published
   Relations with other researchers
   Recent citing documents: 94.    Total self citations: 30 (5.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi119
   Updated: 2022-05-21    RAS profile: 2021-09-12    
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Relations with other researchers

Works with:

Panagiotidis, Theodore (10)

Dergiades, Theologos (6)

Panagiotidis, Theodore (6)

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

Is cited by:

Naraidoo, Ruthira (19)

Piergallini, Alessandro (12)

Ubilava, David (9)

Paya, Ivan (7)

Mallick, Sushanta (7)

Caporale, Guglielmo Maria (6)

Manera, Matteo (6)

van Roye, Björn (6)

tansel, aysıt (6)

GUPTA, RANGAN (6)

De Santis, Roberto (6)

Cites to:

Teräsvirta, Timo (54)

Gertler, Mark (35)

Galí, Jordi (33)

Svensson, Lars (26)

Franses, Philip Hans (25)

van Dijk, Dick (23)

Pesaran, M (21)

Martin, Christopher (20)

Johansen, Soren (20)

Hamilton, James (19)

Rogoff, Kenneth (19)

Main data

Where Costas Milas has published?

Journals with more than one article published# docs
Economic Modelling3
International Journal of Forecasting3
Oxford Economic Papers3
Economics Letters3
Journal of International Money and Finance3
Studies in Nonlinear Dynamics & Econometrics3
Journal of Financial Stability3
Applied Economics2
Journal of Futures Markets2
Economic Inquiry2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis23
Department of Economics Working Papers / University of Bath, Department of Economics5
Discussion Paper Series / Department of Economics, University of Macedonia5
Working Papers / Department of Economics, City University London4
CESifo Working Paper Series / CESifo4
Borradores de Investigación / Universidad del Rosario4
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics2
Econometrics / University Library of Munich, Germany2
Economic Research Papers / University of Warwick - Department of Economics2
Discussion Paper Series / Department of Economics, Loughborough University2

Recent works citing Costas Milas (2021 and 2020)

YearTitle of citing document
2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2020Unequal unemployment effects of COVID-19 and monetary policy across U.S. States. (2020). YILMAZKUDAY, HAKAN. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:4:y:2020:i:s3:p:45-53.

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2020Fifty Shades of QE: Conflicts of Interest in Economic Research. (2020). Fabo, Brian ; Pastor, Lubos ; Kempf, Elisabeth ; Jancokova, Martina. In: Working Papers. RePEc:bfi:wpaper:2020-128.

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2020Suggestions for a Covid-19 post-pandemic research agenda in environmental economics. (2020). Schumacher, Ingmar ; Withagen, Cees. In: Discussion Papers. RePEc:bir:birmec:20-15.

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2021Mandatory disclosure, greenhouse gas emissions and the cost of equity capital: UK evidence of a U?shaped relationship. (2021). Matthews, Lane ; Gerged, Ali Meftah ; Elheddad, Mohamed. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:2:p:908-930.

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2020UNDERSTANDING THE MACROECONOMIC IMPACT OF ILLIQUIDITY SHOCKS IN THE UNITED STATES. (2020). Chou, Yu-Hsi ; Yen, Chiayi. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1245-1278.

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2021Social media adoption in Italian firms. Opportunities and challenges for lagging regions. (2021). Piacentino, Davide ; Bonfanti, Rubinia Celeste ; Aronica, Martina. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:4:p:959-978.

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2020Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions. (2020). Naraidoo, Ruthira ; GUPTA, RANGAN ; Rangan, Gupta ; Christina, Christou. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:17:n:4.

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2020Cashless Economies, Data Analysis, and Research-Based Teaching: The Versatility of the Velocity of Money for Teaching Macroeconomics. (2020). Hickson, Stephen ; Gunby, Philip. In: Working Papers in Economics. RePEc:cbt:econwp:20/07.

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2020Women on corporate boards, stated-owned enterprises and firm performance: Evidence from Vietnam and quantile regression. (2020). Le, Nhu Tuyen ; Houanti, L'Hocine ; Dang, Rey ; Sahut, Jean-Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01136.

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2022Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions. (2022). Grigoriadis, Vasilis ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002807.

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2020Impact of the Asset Purchase Programme on euro area government bond yields using market news. (2020). de Santis, Roberto A. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:192-209.

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2020Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

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2020Insolvency regimes and firms default risk under economic uncertainty and shocks. (2020). Mohapatra, Sanket ; Gopalakrishnan, Balagopal. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:180-197.

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2021Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

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2021Public debt and economic growth in developing countries: Nonlinearity and threshold analysis. (2021). Law, Siong Hook ; Kutan, Ali M ; Ng, Chee Hung. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:26-40.

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2020Monetary policy, financial uncertainty, and secular stagnation. (2020). Funashima, Yoshito. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302717.

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2020The determinants of austerity in the European Union 2010–16. (2020). Tamborini, Roberto ; Tomaselli, Matteo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081930244x.

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2020Retail investors’ trading and stock market liquidity. (2020). Abudy, Menachem Meni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301741.

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2021Applications of machine learning for corporate bond yield spread forecasting. (2021). Jung, Hojin ; Kim, Dong H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001510.

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2020Financial conditions and monetary policy in the US. (2020). Çevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmus Cagri ; Erdogan, Seyfettin ; Dibooglu, Sel. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518303947.

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2020Estimating retail gasoline price dynamics: The effects of sample characteristics and research design. (2020). POLEMIS, MICHAEL ; Deltas, George. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303169.

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2021Geopolitical risk and crude oil security: A Chinese perspective. (2021). Su, Chi-Wei ; Wang, Kai-Hua ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326621.

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2020Impact of central bank independence and transparency on international equity portfolio allocation: A cross-country analysis. (2020). Du, Min ; Boateng, Agyenim ; Kwabi, Frank O. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301083.

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2020An alternative approach to predicting bank credit risk in Europe with Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305318.

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2021Inflation targeting and financial conditions: UK monetary policy during the great moderation and financial crisis. (2021). Zhu, Sheng ; Osullivan, Niall ; Kavanagh, Ella . In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301376.

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2021Am I riskier if I rescue my banks? Beyond the effects of bailouts. (2021). Suarez, Nuria ; Salvador, Carlos ; Cuadros-Solas, Pedro J. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000942.

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2020Internet search volumes of UK banks during the crisis: The role of banking structure and business model. (2020). , Ivo. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318302308.

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2020On the effect of credit rating announcements on sovereign bonds: International evidence. (2020). Lemonidi, Paraskevi ; Umar, Zaghum ; Kenourgios, Dimitrios . In: International Economics. RePEc:eee:inteco:v:163:y:2020:i:c:p:58-71.

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2021Uncovering the implicit short-term inflation target of the Bank of England. (2021). Zhu, Sheng ; O'Sullivan, Niall ; Kavanagh, Ella. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:120-135.

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2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111.

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2021Economic policy uncertainty and bank stability: Does bank regulation and supervision matter in major European economies?. (2021). Nguyen, Thanh Cong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001062.

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2021Does soft information determine credit risk? Text-based evidence from European banks. (2021). Elshandidy, Tamer ; Acheampong, Albert. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000226.

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2020Fear of hazards in commodity futures markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301680.

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2022Green bond market and Sentiment: Is there a switching Behaviour?. (2022). Evi, Aleksandar ; Lopez-Cabarcos, Angeles M ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:141:y:2022:i:c:p:520-527.

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2021Market expectations and the impact of credit rating on the IPOs of U.S. banks. (2021). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Gounopoulos, Dimitrios. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:587-610.

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2021Risk perception and oil and gasoline markets under COVID-19. (2021). Akhundjanov, Sherzod ; Okhunjanov, Botir B ; Ahundjanov, Behzod B. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304239.

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2021Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries. (2021). Kondoz, Mehmet ; Athari, Seyed Alireza ; Kirikkaleli, Dervis. In: Journal of Economics and Business. RePEc:eee:jebusi:v:116:y:2021:i:c:s0148619521000023.

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2020Monetary policy and food inflation in South Africa: A quantile regression analysis. (2020). Alagidede, Imhotep Paul ; Iddrisu, Abdul-Aziz . In: Food Policy. RePEc:eee:jfpoli:v:91:y:2020:i:c:s0306919219306384.

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2021Face masks, public policies and slowing the spread of COVID-19: Evidence from Canada. (2021). Shigeoka, Hitoshi ; Karaivanov, Alexander ; Pamplona, Stephanie ; Chen, Cong. In: Journal of Health Economics. RePEc:eee:jhecon:v:78:y:2021:i:c:s0167629621000606.

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2021Stock market volatility and jumps in times of uncertainty. (2021). Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Megaritis, Anastasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000048.

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2020Corporate events, return synchronicity and price efficiency. (2020). Petsas, Iordanis ; Li, Fengyun ; Cai, Jinghan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300751.

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2020Testing of leader-follower interaction between fed and emerging countries’ central banks. (2020). Tetik, Metin . In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300281.

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2020Testing for asymmetry in monetary policy rule for small-open developing economies: Multiscale Bayesian quantile evidence from Ghana. (2020). Akosah, Nana ; Schaling, Eric ; Alagidede, Imhotep Paul. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:22:y:2020:i:c:s1703494920300293.

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2020Financial Crisis and Sustainability of US Fiscal Deficit: Indicators or Tests?. (2020). Piergallini, Alessandro ; Canofari, Paolo ; Marini, Giancarlo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:1:p:192-204.

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2021Fifty shades of QE: Comparing findings of central bankers and academics. (2021). Pastor, Lubos ; Fabo, Brian ; Kempf, Elisabeth ; Janokova, Martina. In: Journal of Monetary Economics. RePEc:eee:moneco:v:120:y:2021:i:c:p:1-20.

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2021Impacts of the sovereign risk perception on financial stability: Evidence from Brazil. (2021). de Moraes, Claudio ; Valladares, Matheus ; Montes, Gabriel Caldas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:358-369.

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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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2021Crude oil shocks and African stock markets. (2021). Odei-Mensah, Jones ; Junior, Peterson Owusu ; Enwereuzoh, Precious Adaku. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309545.

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2022Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC. (2022). Muoz, Carlos Salvador ; Cuadros-Solas, Pedro Jesus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001562.

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2021Does Media Visibility Make EU Fiscal Rules More Effective?. (2021). Langedijk, Sven ; Mourre, Gilles ; Mohl, Philipp ; Hoogeland, Martijn. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:155.

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2020An Analysis of the Literature on International Unconventional Monetary Policy. (2018). Neely, Christopher ; Bhattarai, Saroj. In: Working Papers. RePEc:fip:fedlwp:2016-021.

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2021Unequal Unemployment Effects of COVID-19 and Monetary Policy across U.S. States. (2021). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2102.

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2021The impact of economic growth on the financial and capital market. (2021). Vlducu, Liviu-Valentin ; Lceanu, Claudiu-Florentin ; Culea, Marius-Silviu ; Petru, Ovidiu-Gheorghe. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:10:y:2021:i:6:p:77-93.

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2021The Effect of Risk Rating Agencies Decisions on Economic Growth and Investment in a Developing Country: The Case of South Africa. (2021). Mothibi, Lerato ; Meyer, Daniel Francois. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:288-:d:580939.

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2021Analysis of Australia’s Fiscal Vulnerability to Crisis. (2021). Rahman, Habib-Ur ; Khan, Safdar Ullah ; Rajaguru, Gulasekaran. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:297-:d:585178.

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2020Improving Early Warning System Indicators for Crisis Manifestations in the Russian Economy. (2020). Nikitina, Natalya ; Elyakova, Izabella ; Zekiy, Angelina ; Volkova, Maria ; Maramygin, Maksim ; Kuznetsov, Nikolay ; Sokolov, Alexander ; Vasiljeva, Marina ; Semin, Alexander. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:6:y:2020:i:4:p:171-:d:453988.

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2020Fiscal Sustainability in Aging Societies: Evidence from Euro Area Countries. (2020). Sosvilla-Rivero, Simon ; del Carmen, Maria. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10276-:d:459061.

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2021Government Effectiveness and the COVID-19 Pandemic. (2021). Clance, Matthew ; Gupta, Rangan ; Chisadza, Carolyn. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3042-:d:514489.

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2021Validity of Wagner’s Law in Transition Economies: A Multivariate Approach. (2021). Živkov, Dejan ; Balaban, Suzana. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2021:v:236:i:1:p:105-131.

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2020Suggestions for a Covid-19 Post-Pandemic Research Agenda in Environmental Economics. (2020). Schumacher, Ingmar ; Robert, ; Withagen, Cees. In: Working Papers. RePEc:ipg:wpaper:2020-003.

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2020FED ve TCMB Politika Kararlar? Aras?ndaki Stratejik Etkile?imin Testi: Toda-Yamamoto Yakla??m?. (2020). Tetik, Metin ; Kara, Gorkem. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2020:i:32:p:35-47.

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2020Monetary Policy and Financial Stability in the Nigerian Banking Industry. (2020). Henry, James Tumba ; Chukwudi, Oparah Felix. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:11:y:2020:i:1:p:82-114.

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2020Transparency and market discipline: evidence from the Russian interbank market. (2020). Guillemin, Franois ; Semenova, Maria. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:2:d:10.1007_s10436-020-00361-5.

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2021Unemployment Rate Forecasting: A Hybrid Approach. (2021). Bhattacharya, Shramana ; Banerjee, Sayak ; Biswas, Munmun ; Chakraborty, Ashis Kumar. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10040-2.

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2021Analysing the determinants of financial performance for UK insurance companies using financial strength ratings information. (2021). , Diara ; Sharma, Abhijit ; Ward, Damian . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:3:d:10.1007_s10644-019-09260-w.

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2020Suggestions for a Covid-19 Post-Pandemic Research Agenda in Environmental Economics. (2020). Schumacher, Ingmar ; Withagen, Cees. In: Environmental & Resource Economics. RePEc:kap:enreec:v:76:y:2020:i:4:d:10.1007_s10640-020-00478-1.

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2021Fiscal and External Deficits Nexus in GIIPS Countries: Evidence from Parametric and Nonparametric Causality Tests. (2021). Aworinde, Olalekan Bashir ; Ahmad, Ahmad Hassan. In: International Advances in Economic Research. RePEc:kap:iaecre:v:27:y:2021:i:3:d:10.1007_s11294-021-09829-0.

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2020US non-linear causal effects on global equity indices in Normal times versus unconventional eras. (2020). Tzeremes, Panayiotis ; Kyriazis, Ikolaos A ; Papadamou, Stephanos. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00457-y.

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2020An Unconventional Approach to Evaluate the Bank of England’s Asset Purchase Program. (2020). Neuenkirch, Matthias. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:1:d:10.1007_s11079-019-09527-9.

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2020Testing the ‘Fear of Floating’ Hypothesis: A Statistical Analysis for Eight African Countries. (2020). Pentecost, Eric ; Ahmad, Ahmad Hassan. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09557-3.

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2021Public expenditures and the risk of social dominance. (2021). Zemanek, Holger ; Schuknecht, Ludger. In: Public Choice. RePEc:kap:pubcho:v:188:y:2021:i:1:d:10.1007_s11127-020-00814-5.

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2022Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_03.

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2021Closed for business: The mortality impact of business closures during the Covid-19 pandemic. (2021). Wagner, Wolf ; Mazzola, Francesco ; Bongaerts, Dion. In: PLOS ONE. RePEc:plo:pone00:0251373.

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2021Early social distancing policies in Europe, changes in mobility & COVID-19 case trajectories: Insights from Spring 2020. (2021). Corrado, Greg ; Gadepalli, Krishna ; Chou, Katherine ; Fabrikant, Alex ; Oplinger, Andrew ; Tizzoni, Michele ; Hogue, Michael ; Gauvin, Laetitia ; Abueg, Matthew ; Cattuto, Ciro ; Bavadekar, Shailesh ; Jacobson, Benjamin H ; Stanton, Charlotte ; Vispute, Swapnil ; Gabrilovich, Evgeniy ; Schlosberg, Arran ; Tsai, Thomas C ; Wellenius, Gregory A ; Kamath, Chaitanya ; Espinosa, Valeria ; Jha, Ashish K ; Pearce, Adam ; Hennessy, Jonathan ; Shekel, Tomer ; Boulanger, Adam ; Woskie, Liana R. In: PLOS ONE. RePEc:plo:pone00:0253071.

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Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis. (2020). Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios ; Papadamou, Stephanos. In: MPRA Paper. RePEc:pra:mprapa:100020.

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2022The bond market impact of the South African Reserve Bank bond purchase programme. (2022). Steenkamp, Daan ; van Jaarsveld, Rossouw ; van Vuuren, Henk Janse ; Havemann, Roy. In: Working Papers. RePEc:rbz:wpaper:11024.

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2020An Investigation into the Intertemporal Spending Path of Local Government in Mauritius. (2020). Sobhee, Sanjeev K ; Naraidoo, Sanju. In: Margin: The Journal of Applied Economic Research. RePEc:sae:mareco:v:14:y:2020:i:4:p:432-453.

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2020.

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2020The effects of economic policy uncertainty on European economies: evidence from a TVP-FAVAR. (2020). Pruser, Jan ; Schlosser, Alexander. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-018-01619-8.

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2020Epidemiology of inflation expectations and internet search: an analysis for India. (2020). Chattopadhyay, Siddhartha ; Sahu, Sohini. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:3:d:10.1007_s11403-019-00255-4.

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2020Fifty Shades of QE: Conflicts of Interest in Economic Research. (2020). Jancokova, Martina ; Fabo, Brian ; Pastor, Lubos ; Kempf, Elisabeth. In: Working and Discussion Papers. RePEc:svk:wpaper:1073.

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2021Distortionary effects of economic crises on policy coordination in Turkey: Threshold GMM approach. (2021). tetik, metin ; Ozan, Yildirim Mustafa ; Metin, Tetik. In: Economics and Business Review. RePEc:vrs:ecobur:v:7:y:2021:i:3:p:83-102:n:2.

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2020Identifying a robust policy rule for the Feds response to financial stress. (2020). Ahmad, Saad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:565-578.

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2021Bank deposits and Google searches in a crisis economy: Bayesian non?linear evidence for Greece (2009–2015). (2021). Tsionas, Efthymios G ; Michaelides, Panayotis G ; Paraskeuopoulou, Despoina ; Konstantakis, Konstantinos N. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5408-5424.

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2022On the Italian public accounts sustainability: A wavelet approach. (2022). Magazzino, Cosimo ; Giolli, Lorenzo ; Forte, Francesco. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:943-952.

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2022Monetary policy reaction to uncertainty in Japan: Evidence from a quantile?on?quantile interest rate rule. (2022). Hassapis, Christis ; Gupta, Rangan ; Naraidoo, Ruthira ; Christou, Christina. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2041-2053.

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2020Big data tools for Islamic financial analysis. (2020). Hassan, M. Kabir ; Mouakhar, Khaireddine ; Jarboui, Anis ; Mnif, Emna. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:27:y:2020:i:1:p:10-21.

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2020Short?term forecasting of the US unemployment rate. (2020). Maas, Benedikt. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:3:p:394-411.

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2021Does It Matter Where You Search? Twitter versus Traditional News Media. (2021). Panagiotidis, Theodore ; Dergiades, Theologos ; Milas, Costas. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:53:y:2021:i:7:p:1757-1795.

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2020Whatever it takes!: How tonality of TV-news affects government bond yield spreads during crises. (2020). Thomas, Tobias ; Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick. In: Freiburg Discussion Papers on Constitutional Economics. RePEc:zbw:aluord:2009.

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2021Euro area periphery countries fiscal policy and monetary policy surprises. (2021). Rottmann, Horst ; Hulsewig, Oliver. In: Weidener Diskussionspapiere. RePEc:zbw:hawdps:81.

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2021Fifty shades of QE: Conflicts of interest in economic research. (2021). Pastor, Lubos ; Kempf, Elisabeth ; Janokova, Martina ; Fabo, Brian. In: IMFS Working Paper Series. RePEc:zbw:imfswp:147.

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2021Heterogeneous effects of unconventional monetary policy on bond yields across the euro area. (2019). Demir, Ä°shak ; Yildirim-Karaman, Secil ; Eroglu, Burak A. In: LEAF Working Paper Series. RePEc:zbw:leafwp:1906.

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Works by Costas Milas:

YearTitleTypeCited
1998MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE In: Economic Research Papers.
[Full Text][Citation analysis]		paper1
1998Modeling The Behaviour of the Spot Prices of Various Types of Coffee..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
1999IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE In: Economic Research Papers.
[Full Text][Citation analysis]		paper0
1999Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case..(1999) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 0		paper
2001Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper3
2000Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach.(2000) In: Borradores de Investigación.
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This paper has another version. Agregated cites: 3		paper
2003Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach.(2003) In: Economic Modelling.
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This paper has another version. Agregated cites: 3		article
2009UNCERTAINTY AND MONETARY POLICY RULES IN THE UNITED STATES In: Economic Inquiry.
[Full Text][Citation analysis]		article10
2012NONLINEARITIES AND THE SUSTAINABILITY OF THE GOVERNMENTS INTERTEMPORAL BUDGET CONSTRAINT In: Economic Inquiry.
[Full Text][Citation analysis]		article14
2010Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data In: International Finance.
[Full Text][Citation analysis]		article1
2010TESTING THE OPPORTUNISTIC APPROACH TO MONETARY POLICY In: Manchester School.
[Full Text][Citation analysis]		article21
2006Testing the Opportunistic Approach to Monetary Policy.(2006) In: MPRA Paper.
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This paper has another version. Agregated cites: 21		paper
2010THE COMPLEX RESPONSE OF MONETARY POLICY TO THE EXCHANGE RATE In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article5
2007The Complex Response of Monetary Policy to the Exchange Rate.(2007) In: Working Paper series.
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This paper has another version. Agregated cites: 5		paper
2006Non-linear Real Exchange Rate Effects in the UK Labour Market In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article4
2004Non-linear real exchange rate effects in the UK labour market.(2004) In: International Finance.
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This paper has another version. Agregated cites: 4		paper
2005Non-linear real exchange rate effects in the UK labour market.(2005) In: Macroeconomics.
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This paper has another version. Agregated cites: 4		paper
2011Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article6
2009Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty.(2009) In: Working Paper series.
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This paper has another version. Agregated cites: 6		paper
2010Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 6		paper
2002On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article5
2001On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach.(2001) In: Borradores de Investigación.
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This paper has another version. Agregated cites: 5		paper
2010Spend-and-Tax Adjustments and the Sustainability of the Governments Intertemporal Budget Constraint In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2011Debt Sustainability and Financial Crises: Evidence from the GIIPS In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2011Debt Sustainability and Financial Crises: Evidence from the GIIPS.(2011) In: Working Paper series.
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This paper has another version. Agregated cites: 6		paper
2012Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2012Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2013Modelling the Fiscal Reaction Functions of the GIPS Based on State-Varying Thresholds In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper20
2013Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds.(2013) In: Economics Letters.
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This paper has another version. Agregated cites: 20		article
2013Modelling the Fiscal Reaction Functions of the GIPS based on State-Varying Thresholds.(2013) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20		paper
2001Forecasting the spot prices of various coffee types using linear and non-linear error correction models In: Borradores de Investigación.
[Full Text][Citation analysis]		paper14
2004Forecasting the spot prices of various coffee types using linear and non-linear error correction models.(2004) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		article
2000Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) In: Borradores de Investigación.
[Full Text][Citation analysis]		paper0
2003The price-dividend relationship in inflationary and deflationary regimes In: Working Papers.
[Full Text][Citation analysis]		paper5
2005The price-dividend relationship in inflationary and deflationary regimes.(2005) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2005THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES.(2005) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2003Non-linear multivariate adjustment of the UK real exchange rate In: Working Papers.
[Full Text][Citation analysis]		paper0
2004Uncertainty and UK Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper0
2004Uncertainty and UK Monetary Policy.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2004Non-linear adjustments in fiscal policy In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS In: Economics Bulletin.
[Full Text][Citation analysis]		article4
2015Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2002Modelling Monetary Policy: Inflation Targeting in Practice In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]		paper24
2017An assessment of the inflation targeting experience In: Bank of Estonia Working Papers.
[Full Text][Citation analysis]		paper1
2012Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article9
1998Long-run structural estimation of labour market equations with an application to Greece1 In: Economic Modelling.
[Full Text][Citation analysis]		article1
2001Modelling the spot prices of various coffee types In: Economic Modelling.
[Full Text][Citation analysis]		article13
2015Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone In: Economics Letters.
[Full Text][Citation analysis]		article12
2015Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone.(2015) In: Discussion Paper Series.
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This paper has another version. Agregated cites: 12		paper
2015Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone.(2015) In: Working Paper series.
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This paper has another version. Agregated cites: 12		paper
2020A mixed frequency approach for stock returns and valuation ratios In: Economics Letters.
[Full Text][Citation analysis]		article2
2019A Mixed Frequency Approach for Stock Returns and Valuation Ratios..(2019) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2009Price dynamics in European petroleum markets In: Energy Economics.
[Full Text][Citation analysis]		article19
2019Non-performing loans and sovereign credit ratings In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2019Non-performing loans and sovereign credit ratings.(2019) In: Working Paper series.
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This paper has another version. Agregated cites: 4		paper
2015Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications In: Journal of Financial Stability.
[Full Text][Citation analysis]		article2
2019Global liquidity, money growth and UK inflation In: Journal of Financial Stability.
[Full Text][Citation analysis]		article0
2014Global liquidity, money growth and UK inflation.(2014) In: Working Paper series.
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This paper has another version. Agregated cites: 0		paper
2013Financial crises and monetary policy: Evidence from the UK In: Journal of Financial Stability.
[Full Text][Citation analysis]		article35
2011Financial Crises and Monetary Policy: Evidence from the UK.(2011) In: Working Paper series.
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This paper has another version. Agregated cites: 35		paper
2006Gunnar, Bardsen, Oyvind, Eitrheim, Eilev S. Jansen, Ragnar Nymoen (Eds.), The Econometrics of Macroeconomic Modelling, Published in the series Advanced Texts in Econometrics Oxford University Press, O In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2008Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article24
2007Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts.(2007) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2009Forecasting returns and risk in financial markets using linear and nonlinear models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2004Time-varying excess returns on UK government bonds: A non-linear approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2014On stock market illiquidity and real-time GDP growth In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article13
2017Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article4
2016Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR.(2016) In: Working Paper series.
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This paper has another version. Agregated cites: 4		paper
2017Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article22
2017Economic Policy Uncertainty and Sovereign Credit Rating Decisions: Panel Quantile Evidence for the Eurozone.(2017) In: Working Paper series.
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This paper has another version. Agregated cites: 22		paper
1999Labor Market Decisions and Greek Manufacturing Competitiveness In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article1
2021On the economic impact of aggregate liquidity shocks: The case of the UK In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2013Tweets, Google trends and sovereign spreads in the GIIPS In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper52
2013Tweets, Google Trends and Sovereign Spreads in the GIIPS.(2013) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
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This paper has another version. Agregated cites: 52		paper
2014Tweets, Google Trends and Sovereign Spreads in the GIIPS.(2014) In: Discussion Paper Series.
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This paper has another version. Agregated cites: 52		paper
2015Tweets, Google trends, and sovereign spreads in the GIIPS.(2015) In: Oxford Economic Papers.
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This paper has another version. Agregated cites: 52		article
2009Causes of the Financial Crisis: An Assessment using UK Data In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2009Causes of the Financial Crisis: an Assessment Using UK Data.(2009) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2010Financial Stability and Monetary Policy In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper6
2010Financial Stability and Monetary Policy.(2010) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2012Quantitative Easing: a Sceptical Survey In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper46
2012Quantitative easing: a sceptical survey.(2012) In: Oxford Review of Economic Policy.
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This paper has another version. Agregated cites: 46		article
2012Quantitative Easing: A Sceptical Survey.(2012) In: Working Paper series.
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This paper has another version. Agregated cites: 46		paper
2014The Policy Window: The Impact of Financial Stress in the UK In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper1
2009The Sub-Prime Crisis and UK Monetary Policy In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper12
2010The Sub-Prime Crisis and UK Monetary Policy.(2010) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		article
2008The Sub-Prime Crisis and UK Monetary Policy.(2008) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2007Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models In: Journal of Forecasting.
[Full Text][Citation analysis]		article4
2006Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models..(2006) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2002The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth In: International Tax and Public Finance.
[Full Text][Citation analysis]		article8
2005On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models. In: Discussion Paper Series.
[Full Text][Citation analysis]		paper1
2021Does it Matter where you Search? Twitter versus Traditional News Media In: Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2021Effectiveness of Government Policies in Response to the COVID-19 Outbreak In: Discussion Paper Series.
[Full Text][Citation analysis]		paper7
2004Nonlinear inflation dynamics: evidence from the UK In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper1
2007The Complex Response of Monetary Policy to Asset Prices In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]		paper0
2005Non-linear inflationary dynamics: evidence from the UK In: Oxford Economic Papers.
[Full Text][Citation analysis]		article9
2009Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model In: Oxford Economic Papers.
[Full Text][Citation analysis]		article4
2007Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model.(2007) In: Working Paper series.
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This paper has another version. Agregated cites: 4		paper
2014Open-economy Distribution Forecast Targeting, Macroeconomic Volatility and Financial Implication In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2009Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment In: Working Papers.
[Citation analysis]		paper4
2009Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment.(2009) In: Working Paper series.
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This paper has another version. Agregated cites: 4		paper
2009A Non-linear Analysis on the Sustainability of the Governments Intertemporal Budget Constraint In: 2009 Meeting Papers.
[Citation analysis]		paper0
2008Smooth Transition Models in Price Transmission In: Working Paper series.
[Full Text][Citation analysis]		paper2
2014Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013 In: Working Paper series.
[Full Text][Citation analysis]		paper0
2018Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets In: Working Paper series.
[Full Text][Citation analysis]		paper2
2007Monetary Policy and the Hybrid Phillips Curve In: Working Paper series.
[Full Text][Citation analysis]		paper0
2012The Impact of Stock Market Illiquidity on Real UK GDP Growth In: Working Paper series.
[Full Text][Citation analysis]		paper0
2002A Multivariate Approach to the Growth of Governments In: Public Finance Review.
[Full Text][Citation analysis]		article3
2002Smooth transition vector error correction models for the spot prices of coffee In: Applied Economics Letters.
[Full Text][Citation analysis]		article10
1998Demand for Greek imports using multivariate cointegration techniques In: Applied Economics.
[Full Text][Citation analysis]		article6
2000Employment, output and political business cycle effects in the Greek non-tradable sector In: Applied Economics.
[Full Text][Citation analysis]		article10
2011Price Transmission in the EU Wholesale Petroleum Markets In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article5
2001Identifying the Factors that Affect Interest?Rate Swap Spreads: Some Evidence from the United States and the United Kingdom In: Journal of Futures Markets.
[Full Text][Citation analysis]		article14
2004Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
2005Multivariate STAR Unemployment Rate Forecasts In: Econometrics.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team