16
H index
24
i10 index
1128
Citations
University of Essex | 16 H index 24 i10 index 1128 Citations RESEARCH PRODUCTION: 32 Articles 59 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alexandros Kontonikas. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Exchange rate risk and sovereign debt risk in South Africa: A Regime Dependent Approach. (2023). Biyase, Mduduzi ; Manguzvane, Mathias. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-04-2023. Full description at Econpapers || Download paper |
2022 | Stock Market Responses to Monetary Policy Shocks: Universal Firm-Level Evidence. (2022). Kaplan, Spagnolo Nicola ; Peren, Arin Kerim. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4571. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2023 | Americas decoupling from China: A perspective from stock markets. (2023). Liu, Kerry. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:1:p:32-52. Full description at Econpapers || Download paper |
2022 | The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market. (2022). Farka, Mira. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:633-693. Full description at Econpapers || Download paper |
2022 | Neural forecasting of the Italian sovereign bond market with economic news. (2022). Tiozzo Pezzoli, Luca ; Tosetti, Elisa ; Consoli, Sergio. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:s2:p:s197-s224. Full description at Econpapers || Download paper |
2022 | Joint Decomposition of Business and Financial Cycles: Evidence from Eight Advanced Economies. (2022). Koopman, Siem Jan ; Hindrayanto, Irma ; de Winter, Jasper. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:57-79. Full description at Econpapers || Download paper |
2022 | Euro Area Periphery Countries Fiscal Policy and Monetary Policy Surprises. (2022). Rottmann, Horst ; Hülsewig, Oliver ; Hulsewig, Oliver. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:544-568. Full description at Econpapers || Download paper |
2022 | Unconventional Monetary Policy in the Euro Area. Impacts on Loans, Employment, and Investment. (2022). Afonso, Antonio ; Pereira, Francisco Gomes. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9610. Full description at Econpapers || Download paper |
2022 | Are Fiscal Consolidation Episodes Helpful for Public Sector Efficiency?. (2022). Afonso, Antonio ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9761. Full description at Econpapers || Download paper |
2022 | Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011. Full description at Econpapers || Download paper |
2022 | Taming the housing crisis: An LTV macroprudential policy. (2022). Sun, Xiaojin ; FORSTER, ROBERT . In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000074. Full description at Econpapers || Download paper |
2022 | When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870. Full description at Econpapers || Download paper |
2023 | Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669. Full description at Econpapers || Download paper |
2023 | Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250. Full description at Econpapers || Download paper |
2022 | Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503. Full description at Econpapers || Download paper |
2023 | Stock–bond dependence and flight to/from quality. (2023). Ning, Cathy ; Ponrajah, Jeremey. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004173. Full description at Econpapers || Download paper |
2022 | Importance of ESG factors in sovereign credit ratings. (2022). Estran, Remy ; Le, Phuong ; Pineau, Edouard. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322002203. Full description at Econpapers || Download paper |
2023 | Retail attention and the FOMC equity premium. (2023). Murgia, Lucia Milena ; Monaco, Eleonora. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007735. Full description at Econpapers || Download paper |
2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper |
2023 | Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S.. (2023). Jiang, Cheng ; Chauvet, Marcelle. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000989. Full description at Econpapers || Download paper |
2022 | Assessing the impact of policy and regulation interventions in European sovereign credit risk networks: What worked best?. (2022). Urban, Jorg ; Schienle, Melanie ; Buse, Rebekka. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622001052. Full description at Econpapers || Download paper |
2022 | The determinants of cross-border bond risk premia. (2022). Zhang, Weiguo ; Ge, Futing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001524. Full description at Econpapers || Download paper |
2023 | Real estate illiquidity and returns: A time-varying regional perspective. (2023). Zhu, Yunyi ; Fu, XI ; Ellington, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:58-72. Full description at Econpapers || Download paper |
2022 | When does the fed care about stock prices?. (2022). Zaynutdinova, Gulnara R ; Olson, Eric ; Kurov, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:142:y:2022:i:c:s0378426622001522. Full description at Econpapers || Download paper |
2022 | Wage and unemployment: Evidence from online job vacancy data. (2022). Talavera, Oleksandr ; Pham, Tho ; Tsapin, Andriy ; Faryna, Oleksandr. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:1:p:52-70. Full description at Econpapers || Download paper |
2022 | Risk, financial stability and FDI. (2022). Lamla, Michael ; Kontonikas, Alexandros ; Kellard, Neil M ; Wood, Geoffrey ; Maiani, Stefano. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560620301881. Full description at Econpapers || Download paper |
2022 | The fragility of the Eurozone: Has it disappeared?. (2022). Ji, Yuemei ; de Grauwe, Paul ; DeGrauwe, Paul. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001972. Full description at Econpapers || Download paper |
2022 | What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254. Full description at Econpapers || Download paper |
2022 | The Fed and the stock market: A tale of sentiment states. (2022). Kontonikas, Alexandros ; Hung, Chi-Hsiou D ; Guo, Haifeng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001103. Full description at Econpapers || Download paper |
2022 | Examining the asymmetric impact of macroeconomic policy in the UAE: Evidence from quartile impulse responses and machine learning. (2022). Polyzos, Efstathios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000275. Full description at Econpapers || Download paper |
2022 | Extreme dependence between structural oil shocks and stock markets in GCC countries. (2022). Maghyereh, Aktham ; Abdoh, Hussein. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000757. Full description at Econpapers || Download paper |
2022 | Effects of fundamentals, geopolitical risk and expectations factors on crude oil prices. (2022). Visalakshmi, S ; Manickavasagam, Jeevananthan ; Gkillas, Konstantinos. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003324. Full description at Econpapers || Download paper |
2022 | The Relationship between Fiscal and Monetary Policies in Colombia: An Empirical Exploration of the Credit Channel. (2022). Arias-Rodriguez, Fernando ; Lozano-Espitia, Ignacio. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:3:y:2022:i:4:s2666143822000266. Full description at Econpapers || Download paper |
2023 | Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191. Full description at Econpapers || Download paper |
2022 | COVID-19 and policy responses: Early evidence in banks and FinTech stocks. (2022). Bianchi, Robert J ; Kakhkharov, Jakhongir. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x2200110x. Full description at Econpapers || Download paper |
2022 | A closer look into the behavior of emerging market sovereign spreads: State-dependent and asymmetric behaviors. (2022). Kayalidere, Koray ; AKTAS, Huseyin ; Cayirli, Omer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:522-548. Full description at Econpapers || Download paper |
2022 | Measuring financial cycles: Empirical evidence for Germany, United Kingdom and United States of America. (2022). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:599-630. Full description at Econpapers || Download paper |
2022 | The study of co-movement risk in the context of the Belt and Road Initiative. (2022). Chien, Fengsheng ; Hsu, Ching-Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:1130-1152. Full description at Econpapers || Download paper |
2022 | Climate change and the pricing of sovereign debt: Insights from European markets. (2022). Marchewka-Bartkowiak, Kamilla ; Boitan, Iustina Alina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000733. Full description at Econpapers || Download paper |
2022 | Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence. (2022). Altuntas, Mehmet ; Kilic, Emre ; Kucukkaplan, Ilhan ; Nazlioglu, Saban. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001301. Full description at Econpapers || Download paper |
2023 | Assessing the Use of Gold as a Zero-Beta Asset in Empirical Asset Pricing: Application to the US Equity Market. (2023). Ahmed, Yousry ; Elamer, Ahmed A ; Godfrey, Christopher ; Abdou, Hussein A ; Abdullah, Muhammad. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:204-:d:1098335. Full description at Econpapers || Download paper |
2022 | A Bibliometric Analysis of Risk Management in Foreign Direct Investment: Insights and Implications. (2022). Feng, Qianqian ; Wang, Lin ; Pan, Lili. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:12:p:7078-:d:835029. Full description at Econpapers || Download paper |
2022 | Working Capital Management, Financial Constraints, and Exports. Evidence from European and US Manufacturers. (2022). Baleix, Juliette Milgram ; Mansilla-Fernandez, Jose Manuel. In: ThE Papers. RePEc:gra:wpaper:22/11. Full description at Econpapers || Download paper |
2023 | Propositions pour construire un système informationnel guidant une politique régionale d’innovation. (2023). Raffestin, Louis ; Leroy, Aurelien ; Benchora, Inessa. In: Bordeaux Economics Working Papers. RePEc:grt:bdxewp:2023-08. Full description at Econpapers || Download paper |
2022 | Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets.. (2022). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:202217. Full description at Econpapers || Download paper |
2022 | Unconventional Monetary Policy in the Euro Area. Impacts on Loans, Employment, and Investment. (2022). Pereira, Francisco ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp02182022. Full description at Econpapers || Download paper |
2022 | Are fiscal consolidation episodes helpful for public sector efficiency?. (2022). Afonso, Antonio ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp02302022. Full description at Econpapers || Download paper |
2023 | Balance Sheet Expansionary Policies in the Euro Area: Macroeconomic Impacts and a Vulnerable versus Non-Vulnerable Comparison - A Bayesian Structural VAR Approach. (2023). Pereira, Francisco Gomes. In: Working Papers REM. RePEc:ise:remwps:wp02592023. Full description at Econpapers || Download paper |
2022 | Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09371-x. Full description at Econpapers || Download paper |
2022 | Fiscal tensions and risk premium. (2022). Ciżkowicz, Piotr ; Rzoca, Andrzej ; Parosa, Grzegorz ; Cikowicz, Piotr. In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:3:d:10.1007_s10663-022-09532-1. Full description at Econpapers || Download paper |
2022 | Dynamics of the public-debt-to-gdp ratio: can it explain the risk premium of treasury bonds?. (2022). Lagoa, Sergio C ; Leo, Emanuel R ; Bhimjee, Diptes P. In: Empirica. RePEc:kap:empiri:v:49:y:2022:i:4:d:10.1007_s10663-022-09547-8. Full description at Econpapers || Download paper |
2022 | The determinants of sovereign risk premiums in the UK and the European government bond market: the impact of Brexit. (2022). Kadiric, Samir. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:2:d:10.1007_s10368-022-00535-8. Full description at Econpapers || Download paper |
2023 | When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond. (2023). Raggi, Davide ; Pintus, Francesco Jacopo ; Greco, Luciano. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0300. Full description at Econpapers || Download paper |
2023 | When a correction turns into a bear market: What explains the depth of the stock market drawdown? A discretionary global macro approach. (2023). Jackson, Dave ; Tokic, Damir. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00306-3. Full description at Econpapers || Download paper |
2022 | Financial development, life insurance and growth: Evidence from 17 European countries. (2022). Hou, Han ; Cheng, Su-Yin. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:47:y:2022:i:4:d:10.1057_s41288-021-00247-1. Full description at Econpapers || Download paper |
2022 | Economic effect of the golf simulation industry in Korea: an analysis based on the SVAR model. (2022). Kong, Mengyuan ; Hao, Yuanyuan. In: Palgrave Communications. RePEc:pal:palcom:v:9:y:2022:i:1:d:10.1057_s41599-022-01255-9. Full description at Econpapers || Download paper |
2022 | Reaction of the Philippine stock market to domestic monetary policy surprises: an event study approach. (2022). Maran, Raluca. In: MPRA Paper. RePEc:pra:mprapa:114855. Full description at Econpapers || Download paper |
2023 | The cause and Interaction between banking crises and the business cycle. (2023). Bodunrin, Olalekan. In: MPRA Paper. RePEc:pra:mprapa:117955. Full description at Econpapers || Download paper |
2022 | Is Inflation Uncertainty a Self-Fulfilling Prophecy? The Inflation-Inflation Uncertainty Nexus and Inflation Targeting in South Africa. (2022). van der Westhuizen, Chevaughn ; van Eyden, Renee ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:202254. Full description at Econpapers || Download paper |
2022 | Do house price-earnings ratios in England and Wales follow a power law? An application of Lavalette’s law to district data. (2022). Gray, David. In: Environment and Planning B. RePEc:sae:envirb:v:49:y:2022:i:4:p:1184-1196. Full description at Econpapers || Download paper |
2023 | Measuring Response of Stock Market to Central Bank Independence Shock. (2023). Suhendra, Indra ; Anwar, Cep Jandi. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231152135. Full description at Econpapers || Download paper |
2022 | Transmission of the Greek crisis on the sovereign debt markets in the euro area. (2022). Tahi, Sofiane ; Bellalah, Makram ; Kchaou, Oussama. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-03938-z. Full description at Econpapers || Download paper |
2022 | Sovereign bond market integration in the euro area: a new empirical conceptualization. (2022). Dufrenot, Gilles ; Jawadi, Fredj ; Ftiti, Zied. In: Annals of Operations Research. RePEc:spr:annopr:v:318:y:2022:i:1:d:10.1007_s10479-022-04847-5. Full description at Econpapers || Download paper |
2022 | Do financial markets respond to macroeconomic surprises? Evidence from the UK. (2022). Heinlein, Reinhold ; Lepori, Gabriele M. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02108-1. Full description at Econpapers || Download paper |
2022 | Globalization, long memory, and real interest rate convergence: a historical perspective. (2022). Miller, Stephen M ; Gil-Alana, Luis A ; Gupta, Rangan ; Canarella, Giorgio. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:5:d:10.1007_s00181-022-02206-8. Full description at Econpapers || Download paper |
2023 | Real interest rate parity in the Pacific Rim countries: new empirical evidence. (2023). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02282-w. Full description at Econpapers || Download paper |
2023 | Working capital management, financial constraints and exports: evidence from European and US manufacturers. (2023). Milgram-Baleix, Juliette ; Mansilla-Fernandez, Jose Manuel. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02295-5. Full description at Econpapers || Download paper |
2023 | Explaining Long-Term Bond Yields Synchronization Dynamics in Europe. (2023). Fernandez, Oscar ; Cuaresma, Jesus Crespo. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp344. Full description at Econpapers || Download paper |
2023 | Explaining Long-Term Bond Yields Synchronization Dynamics in Europe. (2023). Fernandez, Oscar ; Cuaresma, Jesus Crespo. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:44944212. Full description at Econpapers || Download paper |
2022 | The impact of the yield curve on the equity returns of insurance companies. (2022). Chen, Haiwei ; Killins, Robert N. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1134-1153. Full description at Econpapers || Download paper |
2022 | Inflation in the G7 and the expected time to reach the reference rate: A nonparametric approach. (2022). Nicolau, Joo ; da Cunha, Ines. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1608-1620. Full description at Econpapers || Download paper |
2022 | Sovereign bond yield spreads spillovers in the Economic and Monetary Union. (2022). Afonso, Antonio ; Kazemi, Mina. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2615-2626. Full description at Econpapers || Download paper |
2022 | Examining the relationship between unconventional monetary policy and exchange rate movements: Empirical evidence from United States quantitative easing. (2022). Khalifa, Wagdi ; Bein, Murad A ; Masoud, Serag. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3444-3458. Full description at Econpapers || Download paper |
2022 | Relationship between stock returns and inflation: New evidence from the US using wavelet and causality methods. (2022). Tiwari, Aviral ; Roubaud, David ; Awodumi, Olabanji B ; Adewuyi, Adeolu O. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4515-4540. Full description at Econpapers || Download paper |
2022 | Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt. (2022). Beetsma, Roel ; R. M. W. J. BEETSMA, ; J. J. M. VAN SPRONSEN, . In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:1:p:169-202. Full description at Econpapers || Download paper |
2022 | Heterogeneous Effects of Unconventional Monetary Policy on the Bond Yields across the Euro Area. (2022). Yildirimkaraman, Sel ; Erolu, Burak A ; Demr, Shak. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:5:p:1425-1457. Full description at Econpapers || Download paper |
2022 | A COMPARATIVE ANALYSIS OF HOLTS-WINTERS’ AND NEURAL NETWORK PREDICTION MODELS ON ANNUAL BLOEMFONTEIN’S PRECIPITATION: RISK AVERSION. (2022). Hlalele, Bernard Moeketsi. In: Big Data In Agriculture (BDA). RePEc:zib:zbnbda:v:4:y:2022:i:1:p:17-21. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2006 | INFLATION TARGETING AND THE STATIONARITY OF INFLATION: NEW RESULTS FROM AN ESTAR UNIT ROOT TEST In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 19 |
2005 | Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2016 | FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
2013 | On Monetary Policy and Stock Market Anomalies In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 11 |
2010 | On monetary policy and stock market anomalies.(2010) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2010 | On monetary policy and stock market anomalies.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2011 | Euro Area Inflation Differentials: Unit Roots and Nonlinear Adjustment In: Journal of Common Market Studies. [Citation analysis] | article | 10 |
2019 | On the Real Effect of Financial Pressure: Evidence From Firm?Level Employment During the Euro?Area Crisis In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
2011 | A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks In: Review of International Economics. [Full Text][Citation analysis] | article | 5 |
2009 | A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks.(2009) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2009 | A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2006 | OPTIMAL MONETARY POLICY AND ASSET PRICE MISALIGNMENTS In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 23 |
2005 | Optimal Monetary Policy and Asset Price Misalignments.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2010 | THE TIME?SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 1 |
2007 | Do real interest rates converge? Evidence from the European Union In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 63 |
2009 | Do real interest rates converge? Evidence from the European union.(2009) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | article | |
2007 | Do real interest rates converge? Evidence from the European Union.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 63 | paper | |
2010 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 314 |
2010 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2010) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 314 | paper | |
2011 | The EMU sovereign-debt crisis: fundamentals, expectations and contagion.(2011) In: SIRE Focus Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 314 | paper | |
2012 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2012) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 314 | article | |
2011 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2011) In: European Economy - Economic Papers 2008 - 2015. [Full Text][Citation analysis] This paper has another version. Agregated cites: 314 | paper | |
2010 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 314 | paper | |
2017 | Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 42 |
2017 | Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2018 | “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects.(2018) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | article | |
2017 | Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects.(2017) In: Working Papers REM. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
2006 | The Euro and Inflation Uncertainty in the European Monetary Union In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 45 |
2009 | The Euro and inflation uncertainty in the European Monetary Union.(2009) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | article | |
2007 | The Euro and Inflation Uncertainty in the European Monetary Union.(2007) In: CELPE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 45 | paper | |
2015 | The determinants of sovereign bond yield spreads in the EMU In: Working Paper Series. [Full Text][Citation analysis] | paper | 85 |
2012 | The determinants of sovereign bond yield spreads in the EMU.(2012) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2012 | The determinants of sovereign bond yield spreads in the EMU.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2012 | The determinants of sovereign bond yield spreads in the EMU.(2012) In: Working Papers Department of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | paper | |
2010 | IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2010 | Exchange rate pass through to import prices: panel evidence from emerging market economies. In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2010 | Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2010 | International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2010 | International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2013 | International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2013 | International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2011 | Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 58 |
2013 | Stock market reaction to fed funds rate surprises: State dependence and the financial crisis.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
2012 | Stock market reaction to fed funds rate surprises: state dependence and the financial crisis.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
2008 | The long run relationship between stock prices and goods prices: new evidence from panel cointegration In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2010 | The long-run relationship between stock prices and goods prices: New evidence from panel cointegration.(2010) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2008 | THE LONG RUN RELATIONSHIP BETWEEN STOCK PRICES AND GOODS PRICES: NEW EVIDENCE FROM PANEL COINTEGRATION.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2013 | On the time-varying relationship between EMU sovereign spreads and their determinants In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 36 |
2015 | On the time-varying relationship between EMU sovereign spreads and their determinants.(2015) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
2013 | On the time-varying relationship between EMU sovereign spreads and their determinants.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2013 | On the time-varying relationship between EMU sovereign spreads and their determinants.(2013) In: Working Papers Department of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
2013 | Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
2014 | Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis.(2014) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2013 | Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2014 | Monetary Policy in Times of Financial Stress. In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Monetary policy in times of financial stress.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | On the real effects of financial pressure: Evidence from euro area firm-level employment during the recent financial crisis. In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | On the real effects of financial pressure: Evidence from euro area firm-level employment during the recent financial crisis.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2004 | Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling In: Economic Modelling. [Full Text][Citation analysis] | article | 100 |
2005 | Should monetary policy respond to asset price misalignments? In: Economic Modelling. [Full Text][Citation analysis] | article | 25 |
2004 | Should Monetary Policy Respond to Asset Price Misalignments?.(2004) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2009 | Modeling the behaviour of inflation deviations from the target In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
2010 | A new test of the inflation-real marginal cost relationship: ARDL bounds approach In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2012 | Asset prices, credit and the business cycle In: Economics Letters. [Full Text][Citation analysis] | article | 25 |
2012 | Asset Prices, Credit and the Business Cycle.(2012) In: Stirling Economics Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2008 | The impact of monetary policy on stock prices In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 48 |
2004 | Has Monetary Policy Reacted to Asset Price Movements? Evidence from the UK In: Ekonomia. [Citation analysis] | article | 10 |
2018 | Risk, Financial Stability and FDI In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Volatility Forecasting in European Government Bond Markets In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Is there a trade-off between inventories and trade credit? The role of the sovereign debt crisis In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Stock Returns and Inflation: The Impact of Inflation Targeting In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | Modeling The Non-Linear Behaviour of Inflation Deviations From The Target In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2006 | The EURO and Inflation Uncertainty In The EMU In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Monetary Policy and the Stock Market: Some International evidence In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
2006 | Monetary Policy Shocks and Stock Returns: Evidence from the British Market In: Working Papers. [Full Text][Citation analysis] | paper | 28 |
2009 | Monetary policy shocks and stock returns: evidence from the British market.(2009) In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
2007 | Unit Roots in Inflation and Aggregation Bias In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2011 | Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
Monetary Policy and Corporate Bond Returns In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 7 | |
2014 | Aggregate and regional house price to earnings ratio dynamics in the UK In: Urban Studies. [Full Text][Citation analysis] | article | 4 |
2018 | Austerity, Life Satisfaction and Expectations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Life satisfaction and austerity: Expectations and Macroeconomy In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Household Portfolios and Monetary Policy In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK In: Applied Financial Economics. [Full Text][Citation analysis] | article | 16 |
2018 | Monetary policy and stock valuation: structural VAR identification and size effects In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
2014 | PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 26 |
2019 | Treasuries variance decomposition and the impact of monetary policy In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
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