Christos Savvas Savva : Citation Profile


Are you Christos Savvas Savva?

Cyprus University of Technology

9

H index

9

i10 index

291

Citations

RESEARCH PRODUCTION:

39

Articles

33

Papers

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 18
   Journals where Christos Savvas Savva has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 18 (5.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa291
   Updated: 2021-03-01    RAS profile: 2021-02-01    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

McAleer, Michael (6)

Koursaros, Demetris (4)

Christiansen, Charlotte (3)

Tsouknidis, Dimitris (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christos Savvas Savva.

Is cited by:

Asongu, Simplice (7)

Neanidis, Kyriakos (7)

Raheem, Ibrahim (7)

López Vicente, Fernando (6)

Napoletano, Mauro (5)

Ponomarenko, Alexey (5)

Hamori, Shigeyuki (5)

Stix, Helmut (5)

Guerini, Mattia (5)

Fidrmuc, Jarko (4)

Barnett, William (4)

Cites to:

Engle, Robert (27)

Neanidis, Kyriakos (24)

Kilian, Lutz (18)

Teräsvirta, Timo (18)

McAleer, Michael (17)

Hafner, Christian (15)

Bollerslev, Tim (15)

Silvennoinen, Annastiina (13)

Giavazzi, Francesco (13)

Jagannathan, Ravi (12)

Theodossiou, Panayiotis (11)

Main data


Where Christos Savvas Savva has published?


Journals with more than one article published# docs
Cyprus Economic Policy Review6
Journal of International Financial Markets, Institutions and Money3
Economics Letters2
Review of Quantitative Finance and Accounting2
Journal of Financial Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Universitat Rovira i Virgili, Department of Economics4
Working Papers / Central Bank of Cyprus3
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econmicas y Empresariales, Instituto Complutense de Anlisis Econmico2
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Christos Savvas Savva (2021 and 2020)


YearTitle of citing document
2020An empirical behavioral model of households’ deposit dollarization. (2020). Ponomarenko, Alexey ; Khabibullin, Ramis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps67.

Full description at Econpapers || Download paper

2020Going green, going clean: Lean‐green sustainability strategy and firm growth. (2020). Yirenkyi, Diana Owusu ; Lartey, Theophilus ; Alam, Ashraful ; Amankwahamoah, Joseph ; Danso, Albert ; Adomako, Samuel. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:1:p:118-139.

Full description at Econpapers || Download paper

2020The role of the board chair—A literature review and suggestions for future research. (2020). Nordqvist, Mattias ; Banerjee, Anup ; Hellerstedt, Karin. In: Corporate Governance: An International Review. RePEc:bla:corgov:v:28:y:2020:i:6:p:372-405.

Full description at Econpapers || Download paper

2020Supply Chains Involving a Mean‐Variance‐Skewness‐Kurtosis Newsvendor: Analysis and Coordination. (2020). T. C. E. Cheng, ; Choi, Tsanming ; Sethi, Suresh P ; Zhang, Juzhi. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:6:p:1397-1430.

Full description at Econpapers || Download paper

2020New empirical evidence on CEEs stock markets integration. (2020). Anton, Sorin ; Booc, Claudiu. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2785-2802.

Full description at Econpapers || Download paper

2020Stock market integration in East and Southeast Asia: The role of global factors. (2020). Wu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919304016.

Full description at Econpapers || Download paper

2020Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management. (2020). Tsuji, Chikashi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521919302224.

Full description at Econpapers || Download paper

2020Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?. (2020). Yang, Chen ; Lv, Fei ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301812.

Full description at Econpapers || Download paper

2020The pricing efficiency of crude oil futures in the Shanghai International Exchange. (2020). Shang, Xingxing ; Fang, Libing ; Lv, Fei ; Yang, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319305598.

Full description at Econpapers || Download paper

2020Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

Full description at Econpapers || Download paper

2020Audit committee effectiveness and non-audit service fees: Evidence from UK family firms. (2020). Ben Youssef, Nourhene ; Al-Okaily, Jihad ; Benyoussef, Nourhene. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:41:y:2020:i:c:s1061951820300574.

Full description at Econpapers || Download paper

2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

Full description at Econpapers || Download paper

2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

Full description at Econpapers || Download paper

2020Stock market reactions to domestic sentiment: Panel CS-ARDL evidence. (2020). , Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919303873.

Full description at Econpapers || Download paper

2020Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets. (2020). Potrykus, Marcin ; Kubiszewska, Katarzyna. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:1047-1067.

Full description at Econpapers || Download paper

2020Hierarchical Structures and Leadership Design in Mean-Field-Type Games with Polynomial Cost. (2020). Tembine, Hamidou ; Choutri, Salah Eddine ; Barreiro-Gomez, Julian ; el Oula, Zahrate. In: Games. RePEc:gam:jgames:v:11:y:2020:i:3:p:30-:d:395498.

Full description at Econpapers || Download paper

2020Determinants of Dollarization of Savings in the Turkish Economy. (2020). Virlanuta, Florina Oana ; Duramaz, Selim ; Gule, Tuna Can ; Brbu-Miu, Nicoleta. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:15:p:6141-:d:392247.

Full description at Econpapers || Download paper

2020Causal Relationships Between Inflation and Inflation Uncertainty. (2020). Barnett, William ; Ftiti, Zied ; Jawadi, Fredj. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202010.

Full description at Econpapers || Download paper

2020Cross-border spillovers in foreign currency credit. (2020). Savva, Christos ; Neanidis, Kyriakos. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:2002.

Full description at Econpapers || Download paper

2020Causal Relationships between Inflation and Inflation Uncertainty. (2020). Barnett, William ; Ftiti, Zied ; Jawadi, Fredj. In: MPRA Paper. RePEc:pra:mprapa:101682.

Full description at Econpapers || Download paper

2020The Conditional Risk and Return Trade-Off on Currency Portfolios. (2020). Sakemoto, Ryuta ; Byrne, Joseph ; Joseph, Byrne. In: MPRA Paper. RePEc:pra:mprapa:99497.

Full description at Econpapers || Download paper

2021Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Gabauer, David ; Balcilar, Mehmet ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202111.

Full description at Econpapers || Download paper

2020What matters for consumer sentiment? World oil price or retail gasoline price?. (2020). Tsouknidis, Dimitris ; Lambertides, Neophytos ; Krokida, Styliani-Iris ; Clerides, Sofronis. In: Working Paper series. RePEc:rim:rimwps:20-22.

Full description at Econpapers || Download paper

2020What matters for consumer sentiment? World oil price or retail gasoline price?. (2020). Clerides, Sofronis ; Tsouknidis, Dimitris ; Lambertides, Neophytos ; Krokida, Styliani-Iris. In: University of Cyprus Working Papers in Economics. RePEc:ucy:cypeua:05-2020.

Full description at Econpapers || Download paper

2021Walking the talk in family firms. An empirical investigation of CSR communication and practices. (2021). Cosma, Simona ; Ligorio, Lorenzo ; Principale, Salvatore ; Venturelli, Andrea. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:28:y:2021:i:1:p:497-510.

Full description at Econpapers || Download paper

2021Exploring the cargo and eco?efficiencies of international container shipping companies: A network?based ranking approach. (2021). Kuo, Kuocheng ; Hsieh, Pierre H ; Lu, Wenmin ; Le, Minhhieu. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:1:p:45-60.

Full description at Econpapers || Download paper

Works by Christos Savvas Savva:


YearTitleTypeCited
2013Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]
paper7
2016Risk-return trade-off for European stock markets.(2016) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2015Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2014Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2019Idiosyncratic volatility puzzle: influence of macro-finance factors.(2019) In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity In: European Financial Management.
[Full Text][Citation analysis]
article0
2020Freight 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]
article0
2011ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA In: Manchester School.
[Full Text][Citation analysis]
article4
2016The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns In: Working Papers.
[Full Text][Citation analysis]
paper0
2018To Create or to Redistribute? That is the Question In: Working Papers.
[Full Text][Citation analysis]
paper0
2011Modeling interbank relations during the international financial crisis In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2011Nominal uncertainty and inflation: The role of European Union membership In: Economics Letters.
[Full Text][Citation analysis]
article11
2010Nominal 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 another version. Agregated cites: 11
paper
2013Institutions and financial dollarization: Indirect effects based on a policy experiment In: Economics Letters.
[Full Text][Citation analysis]
article7
2013Institutions 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 another version. Agregated cites: 7
paper
2013Illiquidity shocks and the comovement between stocks: New evidence using smooth transition In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article0
2015Family involvement and firm performance: Evidence from UK listed firms In: Journal of Family Business Strategy.
[Full Text][Citation analysis]
article9
2020Flight-to-safety and the risk-return trade-off: European evidence In: Finance Research Letters.
[Full Text][Citation analysis]
article0
2009International stock markets interactions and conditional correlations In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article29
2015Short-horizon excess returns and exchange rate and interest rate effects In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article3
2015The effect of security and market order flow shocks on co-movement In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article0
2009Financial dollarization: Short-run determinants in transition economies In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article41
2009Financial 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 another version. Agregated cites: 41
paper
2017The 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]
article7
2013Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article18
2010Macroeconomic 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 another version. Agregated cites: 18
paper
2016Dynamic 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]
article3
2011The relative efficiency of shipping companies In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]
article13
2017Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
2017Tourism 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 another version. Agregated cites: 0
paper
2016Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
2016Tourism 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 another version. Agregated cites: 0
paper
2016Tourism stocks in times of crises: An econometric investigation of non-macro factors.(2016) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Tourism stocks in times of crises: An econometric investigation of non-macro factors.(2017) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Modelling house price volatility states in Cyprus with switching ARCH models In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article1
2018Factors Affecting Housing Prices: International Evidence In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article0
2007The Efficiency of Cypriot Commercial Banks: A Comparison with Greece and the UK In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article1
2009Factors Affecting House Prices in Cyprus: 1988-2008 In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article2
2014The Effects of Fiscal Consolidation on Macroeconomic Indicators in Cyprus In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article0
2015House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article1
2017Size Effects of Fiscal Policy and Business Confidence in the Euro Area In: International Journal of Financial Studies.
[Full Text][Citation analysis]
article1
2010Business cycle synchronization of the euro area with the new and negotiating member countries In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article33
2007Business 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 another version. Agregated cites: 33
paper
2007Business 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 another version. Agregated cites: 33
paper
2016Skewness and the Relation Between Risk and Return In: Management Science.
[Full Text][Citation analysis]
article7
2016Short-horizon event study estimation with a STAR model and real contaminated events In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article2
2015Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
paper1
2018Regional Spillovers in Financial Dollarization In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
paper0
2005Spillovers 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]
paper37
2005Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro.(2005) In: The School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2005Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro.(2005) In: The School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2009Spillovers 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 another version. Agregated cites: 37
article
2006The 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]
paper1
2006The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies.(2006) In: The School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2006Periodic 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]
paper14
2006Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US.(2006) In: The School of Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2008Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US.(2008) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2021Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data In: Discussion Paper Series.
[Full Text][Citation analysis]
paper1
2005Volatility, spillover Effects and Correlations in US and Major European Markets In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Full Text][Citation analysis]
paper7
2018The Risk and Return Conundrum Explained: International Evidence In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article1
2018Effects of fiscal consolidation on business confidence in the Euro Area In: Economics and Business Letters.
[Full Text][Citation analysis]
article0
2020A Coronavirus Asset Pricing Model: The Role of Skewness In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2010Stock market integration between new EU member states and the Euro-zone In: Empirical Economics.
[Full Text][Citation analysis]
article29
2008Stock market integration between new EU member states and the Euro-zone.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2015Support for smoke-free policies in the Cyprus hospitality industry In: International Journal of Public Health.
[Full Text][Citation analysis]
article0
2020Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean In: Defence and Peace Economics.
[Full Text][Citation analysis]
article0
2019Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation In: Econometric Reviews.
[Full Text][Citation analysis]
article0
2020The 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]
article0
2020Weekly dynamic conditional correlations among cryptocurrencies and traditional assets In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Replication 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]
article0

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