Stephanos Papadamou : Citation Profile

Are you Stephanos Papadamou?

University of Thessaly

13

H index

22

i10 index

699

Citations

RESEARCH PRODUCTION:

72

Articles

16

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 41
   Journals where Stephanos Papadamou has often published
   Relations with other researchers
   Recent citing documents: 278.    Total self citations: 43 (5.8 %)

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   Permalink: http://citec.repec.org/ppa182
   Updated: 2023-03-25    RAS profile: 2022-08-02    
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Relations with other researchers

Works with:

Spyromitros, Eleftherios (8)

Fassas, Athanasios (7)

Kollias, Christos (6)

Kenourgios, Dimitris (5)

GUPTA, RANGAN (5)

Tzeremes, Panayiotis (5)

Dimitriou, Dimitrios (4)

Sidiropoulos, Moise (4)

Philippas, Dionisis (3)

Antonakakis, Nikolaos (2)

Wohar, Mark (2)

Tzeremes, Nickolaos (2)

Siriopoulos, Costas (2)

varelas, erotokritos (2)

Corbet, Shaen (2)

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

Is cited by:

GUPTA, RANGAN (31)

Selmi, Refk (11)

Demirer, Riza (11)

bouoiyour, jamal (11)

Bouri, Elie (10)

Wohar, Mark (10)

Lee, Chien-Chiang (9)

HALKOS, GEORGE (8)

Salisu, Afees (8)

Dai, Meixing (8)

Bonato, Matteo (8)

Cites to:

Eijffinger, Sylvester (46)

Cruijsen, Carin (39)

Engle, Robert (34)

Bernanke, Ben (32)

Gertler, Mark (31)

lucey, brian (30)

Sidiropoulos, Moise (29)

Spyromitros, Eleftherios (28)

Campbell, John (25)

Siriopoulos, Costas (25)

Geraats, Petra (25)

Main data

Where Stephanos Papadamou has published?

Journals with more than one article published# docs
Research in International Business and Finance8
IJFS3
Finance Research Letters3
Journal of Economic Studies2
The European Journal of Finance2
Economics and Business Letters2
Economic Modelling2
The North American Journal of Economics and Finance2
The Journal of Economic Asymmetries2
International Advances in Economic Research2
Journal of Forecasting2
International Economics and Economic Policy2
Applied Financial Economics2
Review of Behavioral Finance2
Journal of International Financial Markets, Institutions and Money2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Economics of Security Working Paper Series / DIW Berlin, German Institute for Economic Research5
MPRA Paper / University Library of Munich, Germany3
Working Papers / University of Pretoria, Department of Economics3

Recent works citing Stephanos Papadamou (2022 and 2021)

YearTitle of citing document
2021Stock Market Reaction towards Terrorism: An Evidence Based on Seasonal Variation in Pakistan. (2021). Akhtar, Masud ; Saad, Muhammad ; Hussain, Rana Yassir ; Mirza, Hammad Hassan ; Abbas, Jauhar. In: Journal of Economic Impact. RePEc:adx:journl:v:3:y:2021:i:3:p:167-177.

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2021Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14.

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2022Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2021On Classifying the Effects of Policy Announcements on Volatility. (2020). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2011.14094.

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2021Where does the Stimulus go? Deep Generative Model for Commercial Banking Deposits. (2021). Zhan, NI. In: Papers. RePEc:arx:papers:2101.09230.

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2022MicroVelocity: rethinking the Velocity of Money for digital currencies. (2022). Tessone, Claudio J ; D'Errico, Marco ; Campajola, Carlo. In: Papers. RePEc:arx:papers:2201.13416.

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2022Predicting the Bubble of Non-Fungible Tokens (NFTs): An Empirical Investigation. (2022). Mogi, Gento ; Shibano, Kyohei ; Ito, Kensuke. In: Papers. RePEc:arx:papers:2203.12587.

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2023A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2023). Cifuentes, Arturo ; Ram, Domingo ; Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2302.02269.

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2021Relationship Between Central Bank Independence and Foreign Direct Investment Inflows. (2021). Mukhametov, Oscar. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:396-405.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2021Variations in the Effects of a Single Monetary Policy: The Case of Russian Regions. (2021). Shulgin, Andrei ; Novak, Anna ; Napalkov, Vadim. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:1:p:3-45.

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2021Do accounting information and market environment matter for cross?asset predictability?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4389-4434.

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2022Quantitative easing and economic growth in Japan: A meta?analysis. (2022). Sequeira, Tiago ; Lopes, Alexandra ; Martins, Luis Filipe ; Linhares, Pedro ; Ferreiralopes, Alexandra. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:235-268.

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2021Stock Market Volatility and Terrorism: New Evidence from the Markov Switching Model. (2021). Shahzad, Mughal Khurrum ; Hyoung-Goo, Kang ; Tariq, Mohmand Yasir ; Mumtaz, Awan Tahir ; Faheem, Aslam. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:27:y:2021:i:2:p:263-284:n:5.

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

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2022Shadow Rates as a Measure of the Monetary Policy Stance: Some International Evidence. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9839.

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2022Analyzing the COVID-19 Pandemic Volatility Spillover Influence on the Collaboration of Foreign and Indian Stock Markets. (2022). Debnath, Arabinda ; Das, Runumi. In: Revista Finanzas y Politica Economica. RePEc:col:000443:020558.

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2022The Spillover Effects of US Unconventional Monetary Policy on the Taiwanese Economy. (2022). Chen, Kuan-Chieh. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-02-11.

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2021Measuring Leverage Effect of Covid 19 on Stock Price Volatility of Energy Companies Using High Frequency Data. (2021). Dum, Deebom Zorle ; Gil, Mathew Thomas ; Hawaldar, Iqbal Thonse ; Meher, Bharat Kumar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-56.

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2023Oil Exports, Political Issues, and Stock Market Nexus. (2023). Saleem, Awaz Mohamed ; Fatah, Omed Rafiq ; Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-39.

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2022Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Mehta, Chhavi ; Chopra, Monika. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000100.

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2021Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis. (2021). Lv, Dayong ; Meng, LU ; Ruan, Qingsong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:153:y:2021:i:p1:s0960077921009309.

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2021The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Chunpeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240.

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2021Contagion and portfolio management in times of COVID-19. (2021). karamti, chiraz ; Belhassine, Olfa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:73-86.

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2022The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505.

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2022Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361.

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2022Macroeconomic effects and transmission channels of quantitative easing. (2022). Stefaski, Maciej. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001894.

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2021Can human development and political stability improve environmental quality? New evidence from the MENA region. (2021). Alsamara, Mouyad ; Mnasri, Ayman ; Mimouni, Karim ; Al Samara, Mouyad ; Mrabet, Zouhair. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:28-44.

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2021Policy-related risk and corporate financing behavior: Evidence from China’s listed companies. (2021). Lee, Chien-Chiang ; Xiao, Shunyi. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:539-547.

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2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

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2021The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984.

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2021Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?. (2021). Ishida, Ryo ; Hattori, Takahiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302096.

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2021Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Suleman, Tahir ; Nekhili, Ramzi ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302126.

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2021Analysis of the impact of COVID-19 pandemic on G20 stock markets. (2021). Dong, Zibing ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001455.

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2022Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic. (2022). Shahrier, Nur Ain. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000596.

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2022Robust drivers of Bitcoin price movements: An extreme bounds analysis. (2022). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s106294082200078x.

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2022Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach. (2022). Olaniran, Abeeb ; Lasisi, Lukman ; Ogbonna, Ahamuefula E ; Salisu, Afees A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001024.

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2021Public Attention to Environmental Issues and Stock Market Returns. (2021). Ziegler, Andreas ; Peillex, Jonathan ; Guesmi, Khaled ; el Ouadghiri, Imane. In: Ecological Economics. RePEc:eee:ecolec:v:180:y:2021:i:c:s0921800919315617.

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2022Examining interconnectedness between media attention and cryptocurrency markets: A transfer entropy story. (2022). Neto, David. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522001033.

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2022Safe flight to which haven when Russia invades Ukraine? A 48-hour story. (2022). Mohamad, Azhar. In: Economics Letters. RePEc:eee:ecolet:v:216:y:2022:i:c:s0165176522001598.

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2021Modelling a multi-period production process: Evidence from the Japanese regional banks. (2021). Tzeremes, Nickolaos ; Kourtzidis, Stavros ; Matousek, Roman. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:1:p:327-339.

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2021Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

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2022The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638.

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2022Geopolitical risk and dynamic connectedness between commodity markets. (2022). Xu, Jun ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979.

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2022Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks. (2022). Sohag, Kazi ; Mariev, Oleg ; Hammoudeh, Shawkat ; Elsayed, Ahmed H ; Safonova, Yulia. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002341.

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2022Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. (2022). Yuan, DI ; Gong, Chenggang ; Zeng, Yan ; Tu, Dalun ; Li, Sufang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003413.

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2022Economic policy uncertainty and carbon emission trading market: A Chinas perspective. (2022). Lobon, Oana-Ramona ; Zhong, Yifan ; Liu, LU ; Wang, Kai-Hua. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004716.

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2021The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

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2021Bond yield and crude oil prices predictability. (2021). Kang, Jie ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001109.

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2021How does corporate investment react to oil prices changes? Evidence from China. (2021). Wang, Yudong ; Wu, XI. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001201.

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2021Oil price shocks and the return and volatility spillover between industrial and precious metals. (2021). Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001961.

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2022Geopolitical risk and Chinas oil security. (2022). Du, Zhili ; Sun, YI ; Gong, XU. In: Energy Policy. RePEc:eee:enepol:v:163:y:2022:i:c:s0301421522000817.

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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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2021News-based equity market uncertainty and crude oil volatility. (2021). Saeed, Tareq ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:222:y:2021:i:c:s0360544221001791.

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2021Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Energy. RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814.

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2021Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions. (2021). Klein, Tony ; Alqahtani, Abdullah. In: Energy. RePEc:eee:energy:v:236:y:2021:i:c:s0360544221017898.

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2022Terrorist attacks and oil prices: A time-varying causal relationship analysis. (2022). Yang, YI ; Hou, NA ; Chen, BO ; Song, YU. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002432.

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

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2021Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Yoon, Seong-Min ; Hernandez, Jose Arroeola ; Mensi, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000156.

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2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

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2021Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany. (2021). Hamori, Shigeyuki ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000454.

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2021The impact of geopolitical uncertainty on energy volatility. (2021). Xu, Yang ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000855.

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2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

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2021Diversifying equity with cryptocurrencies during COVID-19. (2021). Goutte, Stéphane ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001198.

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2021Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world. (2021). Demir, Ender ; Zaremba, Adam ; Kizys, Renatas ; Rouatbi, Wael. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001538.

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2021Striking the implied volatility of US drone companies. (2021). Renee, Paola Sultana ; Morelli, David ; Bevilacqua, Mattia. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001654.

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2021International review of financial analysis: A retrospective evaluation between 1992 and 2020. (2021). Sharma, Anuj ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002672.

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2022International spillover effects of unconventional monetary policies of major central banks. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002854.

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2022The impact and role of COVID-19 uncertainty: A global industry analysis. (2022). Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921001708.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2022Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503.

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2022Geopolitical risk and the returns and volatility of global defense companies: A new race to arms?. (2022). Jalkh, Naji ; Klein, Tony ; Bouri, Elie ; Zhang, Zhengyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002782.

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2022Time and frequency connectedness of green equity indices: Uncovering a socially important link to Bitcoin. (2022). Kumar, Satish ; Yadav, Miklesh Prasad ; Corbet, Shaen ; Goodell, John W ; Malik, Kunjana ; Sharma, Sudhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003295.

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2021Gold, platinum and the predictability of bond risk premia. (2021). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309079.

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2021Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?. (2021). Ekaputra, Irwan ; Mariana, Christy Dwita ; Husodo, Zaafri Ananto. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316123.

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2021Do economic news releases affect tail risk? Evidence from an emerging market. (2021). Siriopoulos, Costas ; Tsagkanos, Athanasios ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s154461232030297x.

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2021How are Bitcoin forks related to Bitcoin?. (2021). Bazan-Palomino, Walter. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320307522.

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2021The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets. (2021). Brzeszczyski, Janusz ; Charteris, Ailie ; Bwanya, Princess Rutendo ; Szczygielski, Jan Jakub. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100026x.

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2022Bitcoin and integration patterns in the forex market. (2022). Virk, Nader. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001732.

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2022Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index: What forms of nonlinearity help improve forecast accuracy the most?. (2022). Nonejad, Nima. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003408.

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2022The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area. (2022). Osterholm, Par ; Nguyen, Hoang ; Kiss, Tamas. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003688.

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2022Bubbles in Ethereum. (2022). Figuerola-Ferretti, Isabel ; Bellon, Carlos . In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003871.

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2022Terrorism, investor sentiment, and stock market reaction: Evidence from the British and the French markets. (2022). Naoui, Kamel ; Arfaoui, Nadia. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s154461232100444x.

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2022Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries. (2022). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004451.

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2022Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs. (2022). el Montasser, Ghassen ; Charfeddine, Lanouar ; Maouchi, Youcef. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005341.

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2022A shot for the US economy. (2022). Meier, Martin ; Huber, Florian ; Gachter, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005730.

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2022Corporate decisions in times of war: Evidence from the Russia-Ukraine conflict. (2022). Eshraghi, Arman ; Tosun, Onur Kemal. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001908.

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2022The impact of the Russia-Ukraine conflict on the connectedness of financial markets. (2022). Umar, Zaghum ; Polat, Onur ; Choi, Sun-Yong ; Teplova, Tamara. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002252.

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2022Asymmetric dynamic spillover effect between cryptocurrency and Chinas financial market: Evidence from TVP-VAR based connectedness approach. (2022). Xie, Wenhao ; Cao, Guangxi. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003026.

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2022Informativeness of CME Micro Bitcoin Futures in Pricing of Bitcoin: Intraday Evidence. (2022). Pati, Pratap Chandra. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003117.

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2022Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict. (2022). Goodell, John W ; ben Jabeur, Sami ; Saadaoui, Foued. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003270.

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2022Interdependence, contagion and speculative bubbles in cryptocurrency markets. (2022). Bazan-Palomino, Walter. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003555.

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2022Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine. (2022). Zaremba, Adam ; Demir, Ender ; Bdowska-Sojka, Barbara. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322003981.

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2022The Russia-Ukraine conflict and volatility risk of commodity markets. (2022). Shao, Zhiquan ; Fang, YI. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s154461232200455x.

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2022Time-varying and asymmetric impact of exchange rate on oil prices in India: Evidence from a multiple threshold nonlinear ARDL model. (2022). Gopinathan, R ; Jalal, Rubia. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004809.

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2022Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets.. (2022). Yarovaya, Larisa ; Yousaf, Imran. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004822.

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2022Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology. (2022). Shen, Dehua ; Goodell, John W ; Tong, Zezheng. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005293.

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2022Demystifying the US Treasury floating rate note puzzle: A swap market perspective. (2022). Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005396.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2021The energy transition, Trump energy agenda and COVID-19. (2021). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E ; Errami, Youssef ; Hammoudeh, Shawkat. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:140-153.

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2021National culture and central bank transparency: Cross-country evidence. (2021). Pasiouras, Fotios ; Makrychoriti, Panagiota. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000378.

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More than 100 citations found, this list is not complete...

Stephanos Papadamou is editor of

Journal
Journal of Risk & Control

Works by Stephanos Papadamou:

YearTitleTypeCited
2020SELECTIVITY AND MARKET TIMING SKILLS IN EMERGING GREEK EQUITY MUTUAL FUNDS DURING THE SOVEREIGN DEBT CRISIS In: Studies in Business and Economics.
[Full Text][Citation analysis]		article0
2014Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests In: Peace Economics, Peace Science, and Public Policy.
[Full Text][Citation analysis]		article3
2012Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests.(2012) In: Economics of Security Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2010Terrorism and Capital Markets: The Effects of the Istanbul Bombings In: Economics of Security Working Paper Series.
[Full Text][Citation analysis]		paper3
2010Has Stock Markets Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market In: Economics of Security Working Paper Series.
[Full Text][Citation analysis]		paper2
2011The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship In: Economics of Security Working Paper Series.
[Full Text][Citation analysis]		paper10
2012Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data In: Economics of Security Working Paper Series.
[Full Text][Citation analysis]		paper4
2012Terrorism and Market Jitters In: EUSECON Policy Briefing.
[Full Text][Citation analysis]		paper0
2021Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article8
2013Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates In: Economic Modelling.
[Full Text][Citation analysis]		article6
2015Central bank transparency and the interest rate channel: Evidence from emerging economies In: Economic Modelling.
[Full Text][Citation analysis]		article26
2019The role of leverage in quantitative easing decisions: Evidence from the UK In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article3
2021Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article12
2013The effects of terrorism and war on the oil price–stock index relationship In: Energy Economics.
[Full Text][Citation analysis]		article40
2013The risk relevance of International Financial Reporting Standards: Evidence from Greek banks In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2019Unconventional monetary policy effects on output and inflation: A meta-analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2015Intraday exchange rate volatility transmissions across QE announcements In: Finance Research Letters.
[Full Text][Citation analysis]		article12
2017Geopolitical risks and the oil-stock nexus over 1899–2016 In: Finance Research Letters.
[Full Text][Citation analysis]		article79
2017Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 79		paper
2021Flight-to-quality between global stock and bond markets in the COVID era In: Finance Research Letters.
[Full Text][Citation analysis]		article16
2014Does central bank transparency affect stock market volatility? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article24
2020Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2020Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts.(2020) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
2020The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies? In: Journal of Business Research.
[Full Text][Citation analysis]		article9
2014Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK In: Journal of Economics and Business.
[Full Text][Citation analysis]		article10
2019The effectiveness of quantitative easing: Evidence from Japan In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article11
2018Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article2
2018A Taylor Rule for EU members. Does one rule fit to all EU member needs? In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article8
2018News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article11
2017News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets.(2017) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 11		paper
2011Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market In: European Journal of Political Economy.
[Full Text][Citation analysis]		article34
2014Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK In: Research in Economics.
[Full Text][Citation analysis]		article2
2011Terrorism and capital markets: The effects of the Madrid and London bomb attacks In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article55
2006An investigation of bond term premia in international government bond indices In: Research in International Business and Finance.
[Full Text][Citation analysis]		article3
2015On quantitative easing and high frequency exchange rate dynamics In: Research in International Business and Finance.
[Full Text][Citation analysis]		article13
2017Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article8
2017Does central bank independence affect stock market volatility? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article13
2016Does Central Bank Independence Affect Stock Market Volatility?.(2016) In: Working Papers of BETA.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2018Variance risk premium and equity returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2019Investigating volatility transmission and hedging properties between Bitcoin and Ethereum In: Research in International Business and Finance.
[Full Text][Citation analysis]		article54
2020Price discovery in bitcoin futures In: Research in International Business and Finance.
[Full Text][Citation analysis]		article18
2020A systematic review of the bubble dynamics of cryptocurrency prices In: Research in International Business and Finance.
[Full Text][Citation analysis]		article21
2020A survey of empirical findings on unconventional central bank policies In: Journal of Economic Studies.
[Full Text][Citation analysis]		article17
2017Public investment, inflation persistence and central bank independence In: Journal of Economic Studies.
[Full Text][Citation analysis]		article4
2017The macroeconomic effects of fiscal consolidation policies in Greece In: Journal of Financial Economic Policy.
[Full Text][Citation analysis]		article0
2018Asymmetric price responses to stock addition to and deletion from the Athens Stock Exchange Index In: Managerial Finance.
[Full Text][Citation analysis]		article1
2018Abnormal lending and risk in Swedish financial institutions In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article0
2019Investors’ risk aversion integration and quantitative easing In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article2
2019Optimism-pessimism effects on money demand: theory and evidence In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article0
2013European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings In: IJFS.
[Full Text][Citation analysis]		article2
2017Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis In: IJFS.
[Full Text][Citation analysis]		article4
2021The Effect of Quantitative Easing through Google Metrics on US Stock Indices In: IJFS.
[Full Text][Citation analysis]		article1
2019Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices In: JRFM.
[Full Text][Citation analysis]		article4
2004American equity mutual funds in European markets: Hot hands phenomenon and style analysis In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article8
2012The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone In: International Advances in Economic Research.
[Full Text][Citation analysis]		article2
2014Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen In: International Advances in Economic Research.
[Full Text][Citation analysis]		article8
2018Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach In: International Economics and Economic Policy.
[Full Text][Citation analysis]		article1
2020US non-linear causal effects on global equity indices in Normal times versus unconventional eras In: International Economics and Economic Policy.
[Full Text][Citation analysis]		article2
2016Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis In: Journal of Business Ethics.
[Full Text][Citation analysis]		article5
2012Banks’ lending behavior and monetary policy: evidence from Sweden In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article2
2017Investigating the relationship between central bank transparency and stock market volatility in a nonparametric framework In: Credit and Capital Markets.
[Citation analysis]		article0
2017The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries In: Review of Economics.
[Full Text][Citation analysis]		article0
2016Central bank transparency and exchange rate volatility effects on inflation-output volatility In: Economics and Business Letters.
[Full Text][Citation analysis]		article2
2021The effect of central bank transparency on inflation persistence In: Economics and Business Letters.
[Full Text][Citation analysis]		article0
2020Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis In: MPRA Paper.
[Full Text][Citation analysis]		paper29
2008Does the ECB Care about Shifts in Investors’ Risk Appetite? In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2017How effective quantitative easing is in relation to the Gold Standard? A historical approach based on the US experience In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US In: Working Papers.
[Citation analysis]		paper1
2009Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea In: Journal of Economic Integration.
[Citation analysis]		article3
2014A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe In: Bulletin of Applied Economics.
[Full Text][Citation analysis]		article0
2016Regional asymmetries in monetary policy transmission: The case of the Greek regions In: Environment and Planning C.
[Full Text][Citation analysis]		article1
2016Stock markets and effective exchange rates in European countries: threshold cointegration findings In: Eurasian Economic Review.
[Full Text][Citation analysis]		article6
2017Is There a Role for Central Bank Independence on Public Debt Dynamics? In: Journal of Applied Finance & Banking.
[Full Text][Citation analysis]		article2
2009Yield spreads and real economic activity in East European transition economies In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2004Evaluating the style-based risk model for equity mutual funds investing in Europe In: Applied Financial Economics.
[Full Text][Citation analysis]		article3
2007Significance of risk modelling in the term structure of interest rates In: Applied Financial Economics.
[Full Text][Citation analysis]		article4
2010ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP In: Defence and Peace Economics.
[Full Text][Citation analysis]		article17
2018Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets In: The European Journal of Finance.
[Full Text][Citation analysis]		article5
2021U.S. unconventional monetary policy and risk tolerance in major currency markets In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2007The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition In: International Economic Journal.
[Full Text][Citation analysis]		article2
2015The effect of the market-based monetary policy transparency index on inflation and output variability In: International Review of Applied Economics.
[Full Text][Citation analysis]		article4
2014THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES In: Region et Developpement.
[Full Text][Citation analysis]		article1
2016Central Bank Independence and the Dynamics of Public Debt? In: Working Papers of BETA.
[Full Text][Citation analysis]		paper0
2012The effects of Monetary Policy shocks across the Greek Regions In: ERSA conference papers.
[Full Text][Citation analysis]		paper2
2018The informational content of unconventional monetary policy on precious metal markets In: Journal of Forecasting.
[Full Text][Citation analysis]		article6
2021The prudential role of Basel III liquidity provisions towards financial stability In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2013Does Terrorism Affect the Stock?Bond Covariance? Evidence from European Countries In: Southern Economic Journal.
[Full Text][Citation analysis]		article1
2019PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team