Costas Milas : Citation Profile

Are you Costas Milas?

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

12

H index

18

i10 index

480

Citations

RESEARCH PRODUCTION:

45

Articles

69

Papers

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 20
   Journals where Costas Milas has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 32 (6.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi119
   Updated: 2021-03-07    RAS profile: 2021-02-12    
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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)

De Santis, Roberto (7)

Mallick, Sushanta (7)

Paya, Ivan (7)

van Roye, Björn (6)

SAHIN, Afsin (6)

Bastianin, Andrea (6)

Caporale, Guglielmo Maria (6)

Manera, Matteo (6)

Cites to:

Teräsvirta, Timo (54)

Gertler, Mark (34)

Galí, Jordi (33)

Franses, Philip Hans (27)

Svensson, Lars (26)

van Dijk, Dick (24)

Pesaran, M (20)

Rogoff, Kenneth (19)

Hamilton, James (19)

Johansen, Soren (18)

Reinhart, Carmen (17)

Main data

Where Costas Milas has published?

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

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

Recent works citing Costas Milas (2021 and 2020)

YearTitle of citing document
2020Dynamic 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). Pastor, Lubos ; Kempf, Elisabeth ; Jancokova, Martina ; Fabo, Brian. 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). Elheddad, Mohamed ; Matthews, Lane ; Gerged, Ali Meftah. 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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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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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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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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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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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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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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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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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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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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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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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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2020Improving Early Warning System Indicators for Crisis Manifestations in the Russian Economy. (2020). Volkova, Maria ; Maramygin, Maksim ; Kuznetsov, Nikolay ; Sokolov, Alexander ; Vasiljeva, Marina ; Semin, Alexander ; Nikitina, Natalya ; Elyakova, Izabella ; Zekiy, Angelina. 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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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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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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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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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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2021Should 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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2020Direct 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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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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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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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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2020Whatever it takes!: How tonality of TV-news affects government bond yield spreads during crises. (2020). Feld, Lars ; Thomas, Tobias ; Kohler, Ekkehard A ; Hirsch, Patrick. In: Freiburg Discussion Papers on Constitutional Economics. RePEc:zbw:aluord:2009.

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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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Works by Costas Milas:

YearTitleTypeCited
1998MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE In: Economic Research Papers.
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1998Modeling The Behaviour of the Spot Prices of Various Types of Coffee..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
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1999IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE In: Economic Research Papers.
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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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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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2003Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach.(2003) In: Economic Modelling.
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2009UNCERTAINTY AND MONETARY POLICY RULES IN THE UNITED STATES In: Economic Inquiry.
[Full Text][Citation analysis]		article9
2012NONLINEARITIES AND THE SUSTAINABILITY OF THE GOVERNMENTS INTERTEMPORAL BUDGET CONSTRAINT In: Economic Inquiry.
[Full Text][Citation analysis]		article13
2010Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data In: International Finance.
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2010TESTING THE OPPORTUNISTIC APPROACH TO MONETARY POLICY In: Manchester School.
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2006Testing the Opportunistic Approach to Monetary Policy.(2006) In: MPRA Paper.
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2010THE COMPLEX RESPONSE OF MONETARY POLICY TO THE EXCHANGE RATE In: Scottish Journal of Political Economy.
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2007The Complex Response of Monetary Policy to the Exchange Rate.(2007) In: Working Paper series.
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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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2005Non-linear real exchange rate effects in the UK labour market.(2005) In: Macroeconomics.
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2011Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty In: Studies in Nonlinear Dynamics & Econometrics.
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2009Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty.(2009) In: Working Paper series.
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2010Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty.(2010) In: Working Papers.
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2002On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach In: Studies in Nonlinear Dynamics & Econometrics.
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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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2010Spend-and-Tax Adjustments and the Sustainability of the Governments Intertemporal Budget Constraint In: CESifo Working Paper Series.
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2011Debt Sustainability and Financial Crises: Evidence from the GIIPS In: CESifo Working Paper Series.
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2011Debt Sustainability and Financial Crises: Evidence from the GIIPS.(2011) In: Working Paper series.
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2012Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS In: CESifo Working Paper Series.
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2012Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS.(2012) In: Working Paper series.
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2013Modelling the Fiscal Reaction Functions of the GIPS Based on State-Varying Thresholds In: CESifo Working Paper Series.
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2013Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds.(2013) In: Economics Letters.
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2013Modelling the Fiscal Reaction Functions of the GIPS based on State-Varying Thresholds.(2013) In: Working Paper series.
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2001Forecasting the spot prices of various coffee types using linear and non-linear error correction models In: Borradores de Investigación.
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2004Forecasting the spot prices of various coffee types using linear and non-linear error correction models.(2004) In: International Journal of Finance & Economics.
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2000Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) In: Borradores de Investigación.
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2003The price-dividend relationship in inflationary and deflationary regimes In: Working Papers.
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2005The price-dividend relationship in inflationary and deflationary regimes.(2005) In: Finance Research Letters.
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2005THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES.(2005) In: Econometrics.
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2003Non-linear multivariate adjustment of the UK real exchange rate In: Working Papers.
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2004Uncertainty and UK Monetary Policy In: Working Papers.
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2004Uncertainty and UK Monetary Policy.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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2004Non-linear adjustments in fiscal policy In: Working Papers.
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2012Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS In: Economics Bulletin.
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2015Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds In: Working Paper Series.
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2002Modelling Monetary Policy: Inflation Targeting in Practice In: Royal Economic Society Annual Conference 2002.
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2017An assessment of the inflation targeting experience In: Bank of Estonia Working Papers.
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2012Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment In: Computational Statistics & Data Analysis.
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1998Long-run structural estimation of labour market equations with an application to Greece1 In: Economic Modelling.
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2001Modelling the spot prices of various coffee types In: Economic Modelling.
[Full Text][Citation analysis]		article11
2015Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone In: Economics Letters.
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2015Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone.(2015) In: Discussion Paper Series.
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2015Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone.(2015) In: Working Paper series.
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2020A mixed frequency approach for stock returns and valuation ratios In: Economics Letters.
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2019A Mixed Frequency Approach for Stock Returns and Valuation Ratios..(2019) In: Discussion Paper Series.
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2009Price dynamics in European petroleum markets In: Energy Economics.
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2019Non-performing loans and sovereign credit ratings In: International Review of Financial Analysis.
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2019Non-performing loans and sovereign credit ratings.(2019) In: Working Paper series.
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2015Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications In: Journal of Financial Stability.
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2019Global liquidity, money growth and UK inflation In: Journal of Financial Stability.
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2014Global liquidity, money growth and UK inflation.(2014) In: Working Paper series.
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2013Financial crises and monetary policy: Evidence from the UK In: Journal of Financial Stability.
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2011Financial Crises and Monetary Policy: Evidence from the UK.(2011) In: Working Paper series.
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