12
H index
14
i10 index
465
Citations
Christos Savvas Savva : Citation Profile
Cyprus University of Technology | RESEARCH PRODUCTION: 47 Articles 35 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2005 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Christos Savvas Savva. | Is cited by:
| Cites to:
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Main data
Where Christos Savvas Savva has published?
| Journals with more than one article published | # docs |
|---|---|
| Cyprus Economic Policy Review | 8 |
| Journal of International Financial Markets, Institutions and Money | 3 |
| Empirical Economics | 2 |
| Economics Letters | 2 |
| Review of Quantitative Finance and Accounting | 2 |
| Journal of Financial Econometrics | 2 |
Recent works citing Christos Savvas Savva (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper |
| 2023 | Sectoral Growth Impacts of Bank Credit Allocation: The Role of COVID-19 Pandemic as Moderating Variable. (2023). Amri, Khairul ; Ikhsan, Ikhsan. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:5:p:32-50. Full description at Econpapers || Download paper |
| 2023 | National Currencies in International Settlements: Main Mechanisms. (2023). Ponomarenko, Alexey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:3:p:35-47. Full description at Econpapers || Download paper |
| 2023 | Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8. Full description at Econpapers || Download paper |
| 2023 | The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies. (2023). Anderl, Christina ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10276. Full description at Econpapers || Download paper |
| 2023 | Macroeconomic news and price synchronicity. (2023). Wang, Qingwei ; Eshraghi, Arman ; Cheema, Arbab K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:390-412. Full description at Econpapers || Download paper |
| 2023 | Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147. Full description at Econpapers || Download paper |
| 2023 | Dynamic volatility connectedness in the European electricity market. (2023). Papie, Monika ; Sikorska-Pastuszka, Magdalena. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005431. Full description at Econpapers || Download paper |
| 2023 | Electricity price spike formation and LNG prices effect under gross bidding scheme in JEPX. (2023). Kanamura, Takashi ; Rassi, Samin. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001374. Full description at Econpapers || Download paper |
| 2023 | The impact of Bank of Japan’s exchange-traded fund purchases. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000025. Full description at Econpapers || Download paper |
| 2023 | Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237. Full description at Econpapers || Download paper |
| 2023 | Corporate social responsibility in family firms: Can corporate communication affect CSR performance?. (2023). Salvi, Antonio ; Leonidou, Erasmia ; Nirino, Niccolo ; Battisti, Enrico. In: Journal of Business Research. RePEc:eee:jbrese:v:162:y:2023:i:c:s0148296323002230. Full description at Econpapers || Download paper |
| 2023 | Analysis of hourly price granularity implementation in the Brazilian deregulated electricity contracting environment. (2023). Pereira, Benvindo Rodrigues ; Lage, Guilherme Guimares ; Faria, Wandry Rodrigues ; Leite, Ciniro Aparecido. In: Utilities Policy. RePEc:eee:juipol:v:81:y:2023:i:c:s0957178723000255. Full description at Econpapers || Download paper |
| 2023 | Macroprudential and Monetary Policy Interactions and Coordination in South Africa: Evidence from Business and Financial Cycle Synchronisation. (2023). Muzindutsi, Paul-Francois ; Nyati, Malibongwe Cyprian ; Tipoy, Christian Kakese. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:11:p:272-:d:1272222. Full description at Econpapers || Download paper |
| 2023 | Challenges in Assessing the Behaviour of Nodal Electricity Prices in Insular Electricity Markets: The Case of New Zealand. (2023). Damette, Olivier ; Marques, Antonio Cardoso ; Macedo, Daniela Pereira. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:6:p:159-:d:1161388. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Using a Directional Distance Function to Measure the Environmental Efficiency of International Liner Shipping Companies and Assess Regulatory Impact. (2023). Lee, Hsuan-Shih ; Liao, Yi-Hui. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3821-:d:1074209. Full description at Econpapers || Download paper |
| 2023 | Investor sentiment and bitcoin prices. (2023). Koutmos, Dimitrios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01086-4. Full description at Econpapers || Download paper |
| 2023 | Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2023-04. Full description at Econpapers || Download paper |
| 2023 | The relationship between technical innovation and financial performance in shipping firms. (2023). Tsouknidis, Dimitris ; Kouspos, Andreas A ; Panayides, Photis M. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:25:y:2023:i:4:d:10.1057_s41278-022-00251-9. Full description at Econpapers || Download paper |
| 2023 | Optimum spatial scale of regional tourism cooperation based on spillover effects in tourism flows. (2023). Zhong, Zhangqi ; Li, Xue ; Zeng, Gang ; Zhu, Nina. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:2:p:409-436. Full description at Econpapers || Download paper |
| 2023 | An equilibrium analysis of the impact of real estate price volatility on macroeconomics based on ant colony algorithm. (2023). Qi, Chai Hua ; Jie, Zhou. In: Journal of Combinatorial Optimization. RePEc:spr:jcomop:v:45:y:2023:i:2:d:10.1007_s10878-023-00995-x. Full description at Econpapers || Download paper |
| 2023 | Uncertainty, politics, and crises: The case for cash. (2023). Seitz, Franz ; Rosl, Gerhard. In: IMFS Working Paper Series. RePEc:zbw:imfswp:186. Full description at Econpapers || Download paper |
Works by Christos Savvas Savva:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 16 |
| 2016 | Risk-return trade-off for European stock markets.(2016) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2015 | Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2014 | Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Idiosyncratic volatility puzzle: influence of macro-finance factors.(2019) In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2015 | Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2021 | Are central banks to blame? Monetary policy and bank lending behavior In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2019 | Sentiment, order imbalance, and co?movement: An examination of shocks to retail and institutional trading activity In: European Financial Management. [Full Text][Citation analysis] | article | 3 |
| 2020 | Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 7 |
| 2011 | ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA In: Manchester School. [Full Text][Citation analysis] | article | 9 |
| 2021 | Is British output growth related to its uncertainty? Evidence using eight centuries of data In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
| 2021 | Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data.(2021) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | To Create or to Redistribute? That is the Question In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Modeling interbank relations during the international financial crisis In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2011 | Nominal uncertainty and inflation: The role of European Union membership In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 2010 | Nominal Uncertainty and Inflation: The Role of European Union Membership.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2013 | Institutions and financial dollarization: Indirect effects based on a policy experiment In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2013 | Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment.(2013) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2013 | Illiquidity shocks and the comovement between stocks: New evidence using smooth transition In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
| 2021 | Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components In: Energy Economics. [Full Text][Citation analysis] | article | 13 |
| 2015 | Family involvement and firm performance: Evidence from UK listed firms In: Journal of Family Business Strategy. [Full Text][Citation analysis] | article | 16 |
| 2020 | Flight-to-safety and the risk-return trade-off: European evidence In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2021 | The impact of the coronavirus crisis on the market price of risk In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 5 |
| 2009 | International stock markets interactions and conditional correlations In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 34 |
| 2015 | Short-horizon excess returns and exchange rate and interest rate effects In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2015 | The effect of security and market order flow shocks on co-movement In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
| 2009 | Financial dollarization: Short-run determinants in transition economies In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 46 |
| 2009 | Financial Dollarization: Short-Run Determinants in Transition Economies.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2017 | The effects of oil price shocks on U.S. stock order flow imbalances and stock returns In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 14 |
| 2013 | Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 31 |
| 2010 | Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2016 | Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 6 |
| 2011 | The relative efficiency of shipping companies In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 21 |
| 2009 | Modelling change in financial market integration In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2017 | Modelling house price volatility states in Cyprus with switching ARCH models In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 3 |
| 2018 | Factors Affecting Housing Prices: International Evidence In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
| 2020 | What Determines Bank Lending Standards in Cyprus? In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
| 2021 | Public Debt Thresholds: An Analysis for Cyprus In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
| 2007 | The Efficiency of Cypriot Commercial Banks: A Comparison with Greece and the UK In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 1 |
| 2009 | Factors Affecting House Prices in Cyprus: 1988-2008 In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 7 |
| 2014 | The Effects of Fiscal Consolidation on Macroeconomic Indicators in Cyprus In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
| 2015 | House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 2 |
| 2017 | Size Effects of Fiscal Policy and Business Confidence in the Euro Area In: IJFS. [Full Text][Citation analysis] | article | 1 |
| 2021 | Quantile Risk–Return Trade-Off In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2010 | Business cycle synchronization of the euro area with the new and negotiating member countries In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 47 |
| 2007 | Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries.(2007) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2007 | Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries.(2007) In: University of Cyprus Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2016 | Skewness and the Relation Between Risk and Return In: Management Science. [Full Text][Citation analysis] | article | 12 |
| 2016 | Short-horizon event study estimation with a STAR model and real contaminated events In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 3 |
| 2015 | Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Regional Spillovers in Financial Dollarization In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 49 |
| 2005 | Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro.(2005) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2005 | Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro.(2005) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
| 2009 | Spillovers and correlations between US and major European stock markets: the role of the euro.(2009) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
| 2006 | The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2006 | The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies.(2006) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2006 | Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 2006 | Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US.(2006) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2008 | Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US.(2008) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2020 | Cross-Border Spillovers in Foreign Currency Credit In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Volatility, spillover Effects and Correlations in US and Major European Markets In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] | paper | 8 |
| 2018 | The Risk and Return Conundrum Explained: International Evidence In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Effects of fiscal consolidation on business confidence in the Euro Area In: Economics and Business Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | A Coronavirus Asset Pricing Model: The Role of Skewness In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Stock market integration between new EU member states and the Euro-zone In: Empirical Economics. [Full Text][Citation analysis] | article | 39 |
| 2008 | Stock market integration between new EU member states and the Euro-zone.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2021 | Tell me where to stop: thresholds in the bank lending and output growth relationship In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Support for smoke-free policies in the Cyprus hospitality industry In: International Journal of Public Health. [Full Text][Citation analysis] | article | 0 |
| 2020 | Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 2 |
| 2019 | Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation In: Econometric Reviews. [Full Text][Citation analysis] | article | 1 |
| 2020 | The effects of oil price shocks on the prices of EU emission trading system and European stock returns In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
| 2020 | Weekly dynamic conditional correlations among cryptocurrencies and traditional assets In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
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