Christos Savvas Savva : Citation Profile


Are you Christos Savvas Savva?

Cyprus University of Technology

11

H index

12

i10 index

414

Citations

RESEARCH PRODUCTION:

47

Articles

33

Papers

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 25
   Journals where Christos Savvas Savva has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 25 (5.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa291
   Updated: 2022-08-13    RAS profile: 2021-11-05    
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Relations with other researchers


Works with:

Koursaros, Demetris (4)

Tsouknidis, Dimitris (3)

Christiansen, Charlotte (3)

Bredin, Don (2)

McAleer, Michael (2)

Neanidis, Kyriakos (2)

Delis, Manthos (2)

Fountas, Stilianos (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 (15)

Raheem, Ibrahim (11)

Neanidis, Kyriakos (7)

Napoletano, Mauro (6)

López Vicente, Fernando (6)

Guerini, Mattia (6)

Ftiti, Zied (5)

Barnett, William (5)

JAWADI, Fredj (5)

Stix, Helmut (5)

Ponomarenko, Alexey (5)

Cites to:

Engle, Robert (34)

Neanidis, Kyriakos (34)

Teräsvirta, Timo (29)

Silvennoinen, Annastiina (22)

Ongena, Steven (19)

McAleer, Michael (19)

Bollerslev, Tim (19)

Jagannathan, Ravi (18)

Kilian, Lutz (18)

Peydro, Jose-Luis (17)

Giavazzi, Francesco (16)

Main data


Where Christos Savvas Savva has published?


Journals with more than one article published# docs
Cyprus Economic Policy Review8
Journal of International Financial Markets, Institutions and Money3
Empirical Economics2
Economics Letters2
Journal of Financial Econometrics2
Review of Quantitative Finance and Accounting2

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
Tinbergen Institute Discussion Papers / Tinbergen Institute2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2

Recent works citing Christos Savvas Savva (2022 and 2021)


YearTitle of citing document
2021Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market. (2021). Krettek, Jonas ; Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Kurzinger, Lars M. In: Papers. RePEc:arx:papers:2105.12336.

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2022Currency Substitution and the Hysteresis Effect: An Empirical Application for Argentina. (2022). Temperley, Patricio. In: Ensayos Económicos. RePEc:bcr:ensayo:v:1:y:2022:i:79:p:40-65.

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2021Review of the Bank of Russia and NES Seminar ‘Financial Dollarisation: Causes and Consequences’. (2021). Ponomarenko, Alexey ; Egorov, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:2:p:96-104.

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2021Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090.

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2021Nonlinear relationships between inflation, output growth and uncertainty in India: New evidence from a bivariate threshold model. (2021). Kundu, Srikanta ; Sarkar, Kaustav Kanti ; Chowdhury, Kushal Banik. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:469-493.

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2022Economic Sentiment and Aggregate Activity: A Tale of Two European Cycles. (2022). Sorić, Petar ; Lolić, Ivana ; Logarui, Marija. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:2:p:445-462.

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2021Uncertainty, Risk, and Price-Setting: Evidence from CPI Microdata. (2021). Canales, Mario ; Lopez-Martin, Bernabe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:908.

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2021The RQE-CAPM : New insights about the pricing of idiosyncratic risk. (2021). Moran, Kevin ; Koumou, Nettey Boevi Gilles ; Carmichael, Benoit. In: CIRANO Working Papers. RePEc:cir:cirwor:2021s-28.

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2021Nudging against panic selling: Making use of the IKEA effect. (2021). Rieger, Marc Oliver ; Ashtiani, Amin Zokaei ; Stutz, David. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000460.

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2022The COVID-19 pandemic, consumption and sovereign credit risk: Cross-country evidence. (2022). Xie, Fang ; Sun, Qinru ; Hao, Xiangchao. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000402.

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2022The existence of flight-to-quality under extreme conditions: Evidence from a nonlinear perspective in Chinese stocks and bonds sectors. (2022). Peng, Cheng ; Wang, Gangjin ; Su, Xiaojian ; Deng, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001419.

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2022The risk–return relation in the corporate loan market. (2022). Duran, Miguel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000043.

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2021Investor sentiment and stock returns: Global evidence. (2021). Duxbury, Darren ; Su, Chen ; Wang, Wenzhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:365-391.

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2021Impacts of oil shocks on the EU carbon emissions allowances under different market conditions. (2021). Wen, Fenghua ; Liu, Wenhua ; Zhou, Min ; Yin, Hua ; Zheng, Yan. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005387.

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2022What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?. (2022). Tsouknidis, Dimitris ; Clerides, Sofronis ; Lambertides, Neophytos ; Krokida, Styliani-Iris. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005880.

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2021Asymmetric effects of oil shocks on carbon allowance price: Evidence from China. (2021). Wen, Fenghua ; Zhou, Min ; Zheng, Yan. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000888.

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2021Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models. (2021). Di, Peng ; Zhang, QI ; Farnoosh, Arash. In: Energy. RePEc:eee:energy:v:223:y:2021:i:c:s0360544221002991.

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2021Leadership Styles and Leadership Behaviors in Family Firms: A Systematic Literature Review. (2021). Kammerlander, Nadine ; Fries, Alexander ; Leitterstorf, Max. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:12:y:2021:i:1:s1877858520301017.

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2021Family business risk-taking and financial performance: Is it easier said than done?. (2021). Chea, Jaly ; Chavez, Helmuth ; Gomez, Juan M ; Rodriguez, Yeny E ; Gonzalez, Ana C. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:12:y:2021:i:4:s1877858521000164.

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2022Say-on-Pay voting dispersion in listed family and non-family firms: A panel data analysis. (2022). Baixauli-Soler, Samuel J ; Sanchez-Marin, Gregorio ; Lozano-Reina, Gabriel. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:13:y:2022:i:1:s1877858521000048.

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2021A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. (2021). Guidi, Francesco ; Cagliesi, Gabriella. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000417.

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2022Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. (2022). Drakos, Konstantinos ; Ballis, Antonis ; Anastasiou, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000795.

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2022Flight-to-safety and retail investor behavior. (2022). Lehnert, Thorsten. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922001090.

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2021Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State. (2021). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300933.

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2021Flight-to-quality between global stock and bond markets in the COVID era. (2021). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Fassas, Athanasios P ; Papadamou, Stephanos. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316664.

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2022Investor attention and the risk-return trade-off. (2022). Kim, Ryumi ; Lee, Yu Kyung. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004906.

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2021Banking research in the time of COVID-19. (2021). Demirguc-Kunt, Asli ; Demirgu-Kunt, Asli ; Berger, Allen N. In: Journal of Financial Stability. RePEc:eee:finsta:v:57:y:2021:i:c:s157230892100098x.

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2021In lands of foreign currency credit, bank lending channels run through?. (2021). Vonnák, Dzsamila ; Vonnak, Dzsamila ; Schindele, Ibolya ; Ongena, Steven. In: Journal of International Economics. RePEc:eee:inecon:v:129:y:2021:i:c:s002219962100012x.

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2021Stock market and deviations from covered interest parity. (2021). Ibhagui, Oyakhilome. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001104.

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2021The conditional volatility premium on currency portfolios. (2021). Sakemoto, Ryuta ; Byrne, Joseph P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s104244312100130x.

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2021Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Jinyu ; Zhu, Xuehong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002543.

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2022How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach. (2022). Ozturk, Ilhan ; Sharif, Arshian ; Ashraf, Muhammad Sajjad ; Khan, Muhammad Kamran ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004785.

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2021Evaluation of the eco-efficiency of territorial districts with seaport economic activities. (2021). Rocca, Antonella ; Mazzocchi, Paolo ; Quintano, Claudio. In: Utilities Policy. RePEc:eee:juipol:v:71:y:2021:i:c:s0957178721000825.

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2021Correlations and volatility spillovers between China and Southeast Asian stock markets. (2021). Liu, Jiapeng ; Zhong, YI. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:57-69.

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2021Do higher-order realized moments matter for cryptocurrency returns?. (2021). Ahmed, Walid ; al Mafrachi, Mustafa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:483-499.

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2021Risk, ambiguity, and equity premium: International evidence. (2021). Byun, Suk-Joon ; Kim, Eung-Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:321-335.

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2022Role of emerging markets vis-à-vis frontier markets in improving portfolio diversification benefits. (2022). Paul, Justin ; Yadav, Surendra Singh ; Kashiramka, Smita ; Thomas, Nisha Mary. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:95-121.

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2022Calendar anomalies in passion investments: Price patterns and profit opportunities. (2022). Ji, Qiang ; Havrylina, Ahniia ; Bouri, Elie ; Plastun, Alex. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000666.

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2021Freight rate co-movement and risk spillovers in the product tanker shipping market: A copula analysis. (2021). Lee, Jasmine Siu ; Bai, Xiwen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:149:y:2021:i:c:s1366554521000892.

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2021Assessment of the Target Model Implementation in the Wholesale Electricity Market of Greece. (2021). Everkiadi, Antigoni ; Andriosopoulos, Kostas ; Kosmidou, Kyriaki ; Ioannidis, Filippos. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6397-:d:650897.

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2021Prosperity or Real Estate Bubble? Exuberance Probability Index of Real Housing Prices in Chile. (2021). Contreras-Reyes, Javier E ; Lozano, Francisco J ; Idrovo-Aguirre, Byron J. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:3:p:51-:d:638335.

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2021How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the Literature. (2021). Arnaut-Berilo, Almira ; Omanovic, Adna ; Zaimovic, Azra. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:551-:d:679488.

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2022A Comparative Analysis of the Nature of Stock Return Volatility in BRICS and G7 Markets. (2022). Muguto, Lorraine ; Muzindutsi, Paul-Francois. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:85-:d:752418.

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2022The Interplay between Digitalization, Education and Financial Development: A European Case Study. (2022). Horobet, Alexandra ; Belascu, Lucian ; Luminita, Emanuela Marinela ; Mnohoghitnei, Irina. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:135-:d:769185.

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2021Impact of COVID-19 on Performance Evaluation Large Market Capitalization Stocks and Open Innovation. (2021). Muniroh, Leny ; Aminda, Renea Shinta ; Endri, Endri ; Nurhayati, Immas. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:7:y:2021:i:1:p:56-:d:493125.

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2021Evaluation of the Efficiency of Maritime Transport Using a Network Slacks-Based Measure (SBM) Approach: A Case Study on the Korean Coastal Ferry Market. (2021). Kim, Hwayoung. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:11:p:6094-:d:564266.

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2022Identifying Key Financial, Environmental, Social, Governance (ESG), Bond, and COVID-19 Factors Affecting Global Shipping Companies —A Hybrid Multiple-Criteria Decision-Making Method. (2022). Hung, Brian ; Chang, Hai-Yen ; Lin, Arthur J. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5148-:d:801295.

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2021The influence of family-related factors on intellectual capital performance in family businesses. (2021). Ossorio, Mario ; Ginesti, Gianluca. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:25:y:2021:i:2:d:10.1007_s10997-020-09510-4.

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2022Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components. (2022). Savva, Christos S ; Ellina, Polina ; Theodossiou, Panayiotis. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01055-x.

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2021The political reception of innovations. (2021). Moran, Kevin ; Koumou, Gilles Boevi ; Carmichael, Benoit. In: Cahiers de recherche. RePEc:lvl:crrecr:2107.

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2022Bitcoin: like a satellite or always hardcore? A core–satellite identification in the cryptocurrency market. (2022). Hoffmann, Ingo ; Borner, Christoph J ; Schmitz, Tim ; Krettek, Jonas. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00267-z.

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2022Dynamic volatility spillovers and investor sentiment components across freight-shipping markets. (2022). Panayides, Photis M ; Melas, Konstantinos D ; Tsouknidis, Dimitris A. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:24:y:2022:i:2:d:10.1057_s41278-021-00209-3.

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2021Panamax markets behaviour: explaining volatility and expectations. (2021). Pelagidis, Theodore ; Karaoulanis, Ioannis. In: MPRA Paper. RePEc:pra:mprapa:110749.

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

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2021Are Family Firms More Levered? An Analysis of Family and Non-Family Firms. (2021). zainudin, zalina ; Qayyum, Abdul ; Haider, Jahanzaib. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211022322.

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2022Disaggregating the impact of oil prices on European industrial equity indices: a spatial econometric analysis. (2022). Ahmad, Nisar ; Ahmed, Sheraz ; Naveed, Amjad ; Hussain, Syed Mujahid. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:6:d:10.1007_s00181-021-02116-1.

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2021African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification. (2021). Sjo, BO ; Boako, Gideon ; Alagidede, Imhotep Paul. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:2:d:10.1007_s12197-020-09527-3.

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2022An empirical behavioral model of household’s deposit dollarization. (2022). Ponomarenko, Alexey ; Khabibullin, Ramis. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:3:d:10.1007_s11403-022-00345-w.

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2021Panamax markets behaviour: explaining volatility and expectations. (2021). Pelagidis, Theodore ; Karaoulanis, Ioannis. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:6:y:2021:i:1:d:10.1186_s41072-021-00096-0.

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2022Forecasting the volatility of the German stock market: New evidence. (2022). Zhang, Yaojie ; Liang, Chao. In: Applied Economics. RePEc:taf:applec:v:54:y:2022:i:9:p:1055-1070.

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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.

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2021Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co?movement between the Mainland Chinese, Hong Kong, and U.S. stock markets?. (2021). Chen, Qian ; Li, Shuangqi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2871-2890.

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2022Optimal forecast error as an unbiased estimator of abnormal return: A proposition. (2022). Atici, Kazim Baris ; Enginar, Onur. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:158-166.

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2021A step further in the theory of regional integration: A look at the South American integration strategy. (2021). Bonilla Bolaños, Andrea Gabriela ; Bolaos, Andrea Bonilla ; Bonillabolaos, Andrea. In: Journal of International Development. RePEc:wly:jintdv:v:33:y:2021:i:5:p:845-873.

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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.

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2021Contagion effects on capital and forex markets around GFC and COVID-19 crises. A comparative study. (2021). Brania, Krzysztof ; Gurgul, Henryk. In: Operations Research and Decisions. RePEc:wut:journl:v:31:y:2021:i:2:p:41-59:id:1605.

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Works by Christos Savvas Savva:


YearTitleTypeCited
2013Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers.
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2016Risk-return trade-off for European stock markets.(2016) In: International Review of Financial Analysis.
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This paper has another version. Agregated cites: 15
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2015Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers.
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2014Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers.
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2019Idiosyncratic volatility puzzle: influence of macro-finance factors.(2019) In: Review of Quantitative Finance and Accounting.
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2015Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers.
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2021Are central banks to blame? Monetary policy and bank lending behavior In: Bulletin of Economic Research.
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2019Sentiment, order imbalance, and co?movement: An examination of shocks to retail and institutional trading activity In: European Financial Management.
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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.
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2011ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA In: Manchester School.
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2021Is British output growth related to its uncertainty? Evidence using eight centuries of data In: Scottish Journal of Political Economy.
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2021Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data.(2021) In: Discussion Paper Series.
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2016The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour In: Working Papers.
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2016Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns In: Working Papers.
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2018To Create or to Redistribute? That is the Question In: Working Papers.
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2011Modeling interbank relations during the international financial crisis In: Economics Bulletin.
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2011Nominal uncertainty and inflation: The role of European Union membership In: Economics Letters.
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2010Nominal Uncertainty and Inflation: The Role of European Union Membership.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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This paper has another version. Agregated cites: 12
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2013Institutions and financial dollarization: Indirect effects based on a policy experiment In: Economics Letters.
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2013Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment.(2013) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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