Stephanos Papadamou : Citation Profile


Are you Stephanos Papadamou?

University of Thessaly

10

H index

12

i10 index

444

Citations

RESEARCH PRODUCTION:

71

Articles

16

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 26
   Journals where Stephanos Papadamou has often published
   Relations with other researchers
   Recent citing documents: 173.    Total self citations: 41 (8.45 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa182
   Updated: 2021-10-16    RAS profile: 2021-10-08    
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Relations with other researchers


Works with:

Spyromitros, Eleftherios (11)

Kollias, Christos (8)

Sidiropoulos, Moise (7)

Fassas, Athanasios (6)

Kenourgios, Dimitris (5)

GUPTA, RANGAN (5)

Tzeremes, Panayiotis (5)

Dimitriou, Dimitrios (4)

varelas, erotokritos (2)

Tzeremes, Nickolaos (2)

Wohar, Mark (2)

Antonakakis, Nikolaos (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 (28)

Demirer, Riza (11)

bouoiyour, jamal (9)

Lee, Chien-Chiang (9)

Selmi, Refk (9)

Wohar, Mark (8)

HALKOS, GEORGE (8)

Dai, Meixing (6)

Guesmi, Khaled (6)

Bouri, Elie (6)

Kenourgios, Dimitris (6)

Cites to:

Eijffinger, Sylvester (44)

Engle, Robert (34)

Cruijsen, Carin (29)

Kollias, Christos (27)

lucey, brian (27)

Sidiropoulos, Moise (27)

Spyromitros, Eleftherios (26)

Gertler, Mark (25)

Bernanke, Ben (24)

Corbet, Shaen (23)

Geraats, Petra (23)

Main data


Where Stephanos Papadamou has published?


Journals with more than one article published# docs
Research in International Business and Finance8
International Journal of Financial Studies3
Finance Research Letters3
Economics and Business Letters2
Journal of Economic Studies2
Journal of International Financial Markets, Institutions and Money2
Journal of Forecasting2
The North American Journal of Economics and Finance2
Review of Behavioral Finance2
Economic Modelling2
International Economics and Economic Policy2
The Journal of Economic Asymmetries2
The European Journal of Finance2
International Review of Financial Analysis2
Applied Financial Economics2
International Advances in Economic Research2

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 (2021 and 2020)


YearTitle of citing document
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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2020Knowledge Discovery in Cryptocurrency Transactions: A Survey. (2020). Liu, Si-Hao ; Jiang, Xin-Jian ; Tse, Chi Kong. In: Papers. RePEc:arx:papers:2010.01031.

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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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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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2020Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame. In: Discussion Papers. RePEc:bca:bocadp:20-16.

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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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2020PERFORMANCE-RISK NEXUS OF GLOBAL LOW-RATED ETFS DURING THE QE-TAPERING PERIOD. (2020). Katsaros, Efthimios ; Anastasiadis, Panagiotis ; Koutsioukis, Anastasios-Taxiarchis. In: Studies in Business and Economics. RePEc:blg:journl:v:15:y:2020:i:1:p:194-211.

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2020Central bank independence and systemic risk. (2020). AndrieÈ™, Alin Marius ; Sprincean, Nicu ; Podpiera, Anca Maria. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_013.

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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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2020GARCH Modelling of High-Capitalization Cryptocurrencies Impacts During Bearish Markets. (2020). Athanasios, Pandazis ; Anastasios-Taxiarchis, Koutsioukis ; Efthymios, Katsaros ; Panagiotis, Anastasiadis. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:3:p:87-106.

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2020On Classifying the Effects of Policy Announcements on Volatility. (2020). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, D. In: Working Paper CRENoS. RePEc:cns:cnscwp:202008.

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2020Terror attacks and individual investor behavior: Evidence from the 2015–2017 European terror attacks. (2020). Breitmayer, Bastian ; Pelster, Matthias ; Hasso, Tim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303245.

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2020The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303300.

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2020Quantitative easing impotence in the liquidity trap: Further evidence. (2020). Kirikos, Dimitris. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:151-162.

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2020Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns. (2020). Vo, Xuan Vinh ; Bouri, Elie ; Alqahtani, Abdullah. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:239-249.

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2020Progressive taxation and human capital as determinants of inflation persistence. (2020). Tsintzos, Panagiotis ; Spyromitros, Eleftherios ; Geronikolaou, George. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:82-97.

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2020Forecast performance in times terrorism. (2020). Benchimol, Jonathan ; El-Shagi, Makram. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:386-402.

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2020Insurance activity, real output, and geopolitical risk: Fresh evidence from BRICS. (2020). Lee, Chien-Chiang. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:207-215.

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2020Systemic risk: The coordination of macroprudential and monetary policies in China. (2020). Weng, Yin-Che ; Liu, Bai ; Pan, Mengmeng ; Zhang, Ailian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:415-429.

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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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2020A fractional cointegration VAR analysis of Islamic stocks: A global perspective. (2020). Salisu, Afees ; Ndako, Umar ; Adediran, Idris ; Swaray, Raymond. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818306636.

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2020Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

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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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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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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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2020Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300876.

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2020Multiscale lead-lag relationships in oil and refined product return dynamics: A symbolic wavelet transfer entropy approach. (2020). Singh, Abhay Kumar ; de Mello, Lurion ; DeMello, Lurion ; Storhas, Dominik P. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s014098832030267x.

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2020Oil at risk: Political violence and accelerated carbon extraction in the Middle East and North Africa. (2020). Orlando, Anthony W ; Merrill, Ryan K. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302759.

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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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2020A review of resource curse burden on inflation in Venezuela. (2020). khan, khalid ; Umar, Muhammad ; Tao, Ran ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:204:y:2020:i:c:s036054422031032x.

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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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2020Sovereign wealth funds: Past, present and future. (2020). Bahoo, Salman ; Paltrinieri, Andrea ; Alon, Ilan. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521918308068.

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2020The impact of regulations on compliance costs, risk-taking, and reporting quality of the EU banks. (2020). Agarwal, Vineet ; Aghanya, Daniel ; Poshakwale, Sunil. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919302510.

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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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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). Gao, Xinxin ; Hao, Jianyang ; Ma, Feng ; Wang, LU. 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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2020Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318305014.

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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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2020Price discovery in Bitcoin: The impact of unregulated markets. (2020). Heck, Daniel F ; Alexander, Carol. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300759.

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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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2020Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business. (2020). Selmi, Refk ; bouoiyour, jamal. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:100-119.

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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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2020Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity. (2020). Selmi, Refk ; bouoiyour, jamal ; Miftah, Amal. In: International Economics. RePEc:eee:inteco:v:164:y:2020:i:c:p:18-35.

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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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2021Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis. (2021). Nie, HE ; Tian, Gengyu ; Wu, Lanxin ; Jiang, Yonghong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000433.

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2021The time-frequency analysis of conventional and unconventional monetary policy: Evidence from Japan. (2021). Meng, Xiangcai ; Huang, Chia-Hsing. In: Japan and the World Economy. RePEc:eee:japwor:v:59:y:2021:i:c:s0922142521000360.

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2020Hedging geopolitical risk with precious metals. (2020). Smales, Lee ; Baur, Dirk G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s037842662030090x.

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2021Perceptions of the threat to national security and the stock market. (2021). Wisniewski, Tomasz Piotr ; Lambe, Brendan J. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:186:y:2021:i:c:p:504-522.

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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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2020An ill wind? Terrorist attacks and CEO compensation. (2020). Rau, Raghavendra ; Tan, Weiqiang ; Stouraitis, Aris ; Dai, Yunhao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:379-398.

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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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2021Credit frictions, fiscal imbalances, monetary policy autonomy, and monetary policy rules. (2021). Rashid, Abdul ; Waheed, Farah. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494920300396.

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2020Bitcoin and gold price returns: A quantile regression and NARDL analysis. (2020). Sierra, Karen ; Tolentino, Marta ; De, Maria ; Jareo, Francisco. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s0301420719309985.

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2020The effects of geopolitical risks on the stock dynamics of Chinas rare metals: A TVP-VAR analysis. (2020). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Mei-Jing. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309183.

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2020Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Wei, Lijian ; Ji, Qiang ; Hu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303718.

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2021The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk. (2021). ben Maatoug, Abderrazek ; Triki, Mohamed Bilel . In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030903x.

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2021Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies. (2021). Chen, Jinyu ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309685.

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2021Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000799.

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2021Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Mokni, Khaled ; Charif, Husni ; Assaf, Ata. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264.

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2021Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks. (2021). Zhang, Hongwei ; Gao, Wang ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001483.

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2020Volatility connectedness in global foreign exchange markets. (2020). Wang, Gang-Jin ; Wen, Tiange. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062.

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2020Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

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2021On the investors sentiments and the Islamic stock-bond interplay across investments horizons. (2021). Shahzad, Syed Jawad Hussain ; Khan, Muhammad Asif ; Hela, Ben hamida ; Hkiri, Besma ; Hussain, Syed Jawad ; Aloui, Chaker. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20307034.

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2020Uncertainty in Euro area and the bond spreads. (2020). Siriopoulos, Costas ; Svingou, Argyro ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315109.

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2020The impacts of terrorism on Turkish equity market: An investigation using intraday data. (2020). Gok, Ibrahim Yasar ; Topuz, Sefa ; Demirdogen, Yavuz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119319454.

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2020Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices. (2020). Balli, Faruk ; Hussain, Syed Jawad ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300583.

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2021Analysis of global stock markets’ connections with emphasis on the impact of COVID-19. (2021). Zhang, Xin ; Yu, Hang ; Zhao, Xinyao ; Guo, Hongfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:569:y:2021:i:c:s0378437121000467.

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2021Cross-correlations between the P2P interest rate, Shibor and treasury yields. (2021). Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s037843712100217x.

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

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2021Implied volatility indices – A review. (2021). Siriopoulos, Costas ; Fassas, Athanasios P. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:303-329.

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

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2021Geopolitical risk and volatility spillovers in oil and stock markets. (2021). Smales, Lee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:358-366.

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2021US quantitative easing and firm’s default risk: The role of Corporate Social Responsibility (CSR). (2021). Chen, Sheng-Hung ; Hsu, Feng-Jui. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:650-664.

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2020News and return volatility of Chinese bank stocks. (2020). Zhang, Zhaoyong ; Shi, Yanlin ; Ho, Kin-Yip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:1095-1105.

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2021Publication bias in the price effects of monetary policy: A meta-regression analysis for emerging and developing economies. (2021). Bergeijk, Peter ; PEter, ; Papyrakis, Elissaios ; Lan, Thi Mai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:567-583.

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2021Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies. (2021). Shen, Dehua ; Goodell, John W ; Li, Yue. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:723-746.

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2020The impact of central bank transparency on systemic risk—Evidence from Central and Eastern Europe. (2020). Sprincean, Nicu ; Andrieș, Alin Marius ; Nistor, Simona. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531917308735.

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2020Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287.

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2020Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531918310638.

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2020Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. (2020). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822.

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2020Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets. (2020). el Meslmani, Nabil ; Lee, Seungho ; Switzer, Lorne N. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919309808.

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

Stephanos Papadamou is editor of


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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 Busine and Economics.
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2014Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests In: Peace Economics, Peace Science, and Public Policy.
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2012Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests.(2012) In: Economics of Security Working Paper Series.
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2010Terrorism and Capital Markets: The Effects of the Istanbul Bombings In: Economics of Security Working Paper Series.
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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.
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paper2
2011The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship In: Economics of Security Working Paper Series.
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paper10
2012Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data In: Economics of Security Working Paper Series.
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paper3
2012Terrorism and Market Jitters In: EUSECON Policy Briefing.
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2021Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets In: Journal of Behavioral and Experimental Finance.
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article1
2013Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates In: Economic Modelling.
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article6
2015Central bank transparency and the interest rate channel: Evidence from emerging economies In: Economic Modelling.
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article23
2019The role of leverage in quantitative easing decisions: Evidence from the UK In: The North American Journal of Economics and Finance.
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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.
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article6
2013The effects of terrorism and war on the oil price–stock index relationship In: Energy Economics.
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article31
2013The risk relevance of International Financial Reporting Standards: Evidence from Greek banks In: International Review of Financial Analysis.
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2019Unconventional monetary policy effects on output and inflation: A meta-analysis In: International Review of Financial Analysis.
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article9
2015Intraday exchange rate volatility transmissions across QE announcements In: Finance Research Letters.
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article10
2017Geopolitical risks and the oil-stock nexus over 1899–2016 In: Finance Research Letters.
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article39
2017Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016.(2017) In: Working Papers.
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2021Flight-to-quality between global stock and bond markets in the COVID era In: Finance Research Letters.
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2014Does central bank transparency affect stock market volatility? In: Journal of International Financial Markets, Institutions and Money.
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article20
2020Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts In: Journal of International Financial Markets, Institutions and Money.
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2020Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts.(2020) In: Post-Print.
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2020The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies? In: Journal of Business Research.
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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.
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article7
2019The effectiveness of quantitative easing: Evidence from Japan In: Journal of International Money and Finance.
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article7
2018Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates In: The Journal of Economic Asymmetries.
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article2
2018A Taylor Rule for EU members. Does one rule fit to all EU member needs? In: The Journal of Economic Asymmetries.
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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.
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article7
2017News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets.(2017) In: Working Papers.
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2011Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market In: European Journal of Political Economy.
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article28
2014Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK In: Research in Economics.
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2011Terrorism and capital markets: The effects of the Madrid and London bomb attacks In: International Review of Economics & Finance.
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2006An investigation of bond term premia in international government bond indices In: Research in International Business and Finance.
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2015On quantitative easing and high frequency exchange rate dynamics In: Research in International Business and Finance.
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2017Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets In: Research in International Business and Finance.
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2017Does central bank independence affect stock market volatility? In: Research in International Business and Finance.
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2016Does Central Bank Independence Affect Stock Market Volatility?.(2016) In: Working Papers of BETA.
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2018Variance risk premium and equity returns In: Research in International Business and Finance.
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2019Investigating volatility transmission and hedging properties between Bitcoin and Ethereum In: Research in International Business and Finance.
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2020Price discovery in bitcoin futures In: Research in International Business and Finance.
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2020A systematic review of the bubble dynamics of cryptocurrency prices In: Research in International Business and Finance.
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2020A survey of empirical findings on unconventional central bank policies In: Journal of Economic Studies.
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2017Public investment, inflation persistence and central bank independence In: Journal of Economic Studies.
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2017The macroeconomic effects of fiscal consolidation policies in Greece In: Journal of Financial Economic Policy.
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2018Asymmetric price responses to stock addition to and deletion from the Athens Stock Exchange Index In: Managerial Finance.
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2018Abnormal lending and risk in Swedish financial institutions In: Review of Accounting and Finance.
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2019Investors’ risk aversion integration and quantitative easing In: Review of Behavioral Finance.
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2019Optimism-pessimism effects on money demand: theory and evidence In: Review of Behavioral Finance.
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2013European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings In: International Journal of Financial Studies.
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2017Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis In: International Journal of Financial Studies.
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2021The Effect of Quantitative Easing through Google Metrics on US Stock Indices In: International Journal of Financial Studies.
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2019Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices In: Journal of Risk and Financial Management.
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2004American equity mutual funds in European markets: Hot hands phenomenon and style analysis In: International Journal of Finance & Economics.
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article6
2012The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone In: International Advances in Economic Research.
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2014Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen In: International Advances in Economic Research.
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2018Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach In: International Economics and Economic Policy.
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2020US non-linear causal effects on global equity indices in Normal times versus unconventional eras In: International Economics and Economic Policy.
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2016Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis In: Journal of Business Ethics.
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2012Banks’ lending behavior and monetary policy: evidence from Sweden In: Review of Quantitative Finance and Accounting.
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article2
2017Investigating the relationship between central bank transparency and stock market volatility in a nonparametric framework In: Credit and Capital Markets.
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2017The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries In: Review of Economics.
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article0
2016Central bank transparency and exchange rate volatility effects on inflation-output volatility In: Economics and Business Letters.
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article0
2021The effect of central bank transparency on inflation persistence In: Economics and Business Letters.
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article0
2020Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis In: MPRA Paper.
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paper8
2008Does the ECB Care about Shifts in Investors’ Risk Appetite? In: MPRA Paper.
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paper1
2017How effective quantitative easing is in relation to the Gold Standard? A historical approach based on the US experience In: MPRA Paper.
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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.
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paper1
2009Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea In: Journal of Economic Integration.
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article1
2014A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe In: Bulletin of Applied Economics.
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article0
2016Regional asymmetries in monetary policy transmission: The case of the Greek regions In: Environment and Planning C.
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2016Stock markets and effective exchange rates in European countries: threshold cointegration findings In: Eurasian Economic Review.
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article4
2017Is There a Role for Central Bank Independence on Public Debt Dynamics? In: Journal of Applied Finance & Banking.
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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.
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article14
2018Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets In: The European Journal of Finance.
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article2
2021U.S. unconventional monetary policy and risk tolerance in major currency markets In: The European Journal of Finance.
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article0
2007The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition In: International Economic Journal.
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article2
2015The effect of the market-based monetary policy transparency index on inflation and output variability In: International Review of Applied Economics.
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article4
2014THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES In: Region et Developpement.
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article1
2016Central Bank Independence and the Dynamics of Public Debt? In: Working Papers of BETA.
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paper0
2012The effects of Monetary Policy shocks across the Greek Regions In: ERSA conference papers.
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paper2
2018The informational content of unconventional monetary policy on precious metal markets In: Journal of Forecasting.
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article4
2021The prudential role of Basel III liquidity provisions towards financial stability In: Journal of Forecasting.
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2019PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES In: The Singapore Economic Review (SER).
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article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team