Alexandros Kontonikas : Citation Profile

Are you Alexandros Kontonikas?

University of Essex

16

H index

24

i10 index

1128

Citations

RESEARCH PRODUCTION:

32

Articles

59

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 70
   Journals where Alexandros Kontonikas has often published
   Relations with other researchers
   Recent citing documents: 82.    Total self citations: 42 (3.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko54
   Updated: 2023-11-04    RAS profile: 2021-01-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Brown, Sarah (3)

Tsoukas, Serafeim (2)

Lamla, Michael (2)

Zekaite, Zivile (2)

Moro, Mirko (2)

Fernandes, Filipa (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alexandros Kontonikas.

Is cited by:

Afonso, Antonio (40)

Jalles, Joao (16)

Arghyrou, Michael (15)

GUPTA, RANGAN (15)

Sosvilla-Rivero, Simon (13)

Cuestas, Juan (12)

Hubert, Paul (11)

Creel, Jerome (11)

Miller, Stephen (11)

Gadea, María (10)

Tiwari, Aviral (10)

Cites to:

Gertler, Mark (46)

Bernanke, Ben (32)

Campbell, John (25)

Galí, Jordi (22)

Kuttner, Kenneth (19)

Shiller, Robert (17)

Svensson, Lars (17)

Pesaran, Mohammad (15)

Woodford, Michael (15)

Arghyrou, Michael (15)

Rudebusch, Glenn (14)

Main data

Where Alexandros Kontonikas has published?

Journals with more than one article published# docs
Economic Modelling4
Journal of International Financial Markets, Institutions and Money3
Journal of International Money and Finance3
Bulletin of Economic Research2
International Journal of Finance & Economics2
Scottish Journal of Political Economy2
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Business School - Economics, University of Glasgow25
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)14
Essex Finance Centre Working Papers / University of Essex, Essex Business School3
Working Papers / The University of Sheffield, Department of Economics3
Cardiff Economics Working Papers / Cardiff University, Cardiff Business School, Economics Section3
Working Papers Department of Economics / ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa2
CESifo Working Paper Series / CESifo2

Recent works citing Alexandros Kontonikas (2023 and 2022)

YearTitle of citing document
2023Exchange 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

2022Stock 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

2023Americas 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

2022The 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

2022Neural 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

2022Joint 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

2022Euro 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

2022Unconventional 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

2022Are 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

2022Economic 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

2022Taming 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

2022When 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

2023Frequency 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

2023Systemic 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

2022Co-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

2023Stock–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

2022Importance 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

2023Retail 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

2023What 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

2023Nonlinear 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

2022Assessing 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

2022The 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

2023Real 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

2022When 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

2022Wage 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

2022Risk, 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

2022The 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

2022What 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

2022The 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

2022Examining 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

2022Extreme 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

2022Effects 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

2022The 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

2023Dynamic 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

2022COVID-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

2022A 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

2022Measuring 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

2022The 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

2022Climate 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

2022Financial 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

2023Assessing 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

2022A 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

2022Working 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

2023Propositions 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

2022Dynamic 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

2022Unconventional 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

2022Are 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

2023Balance 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

2022Sovereign 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

2022Fiscal 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

2022Dynamics 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

2022The 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

2023When 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

2023When 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

2022Financial 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

2022Economic 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

2022Reaction 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

2023The 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

2022Is 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

2022Do 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

2023Measuring 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

2022Transmission 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

2022Sovereign 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

2022Do 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

2022Globalization, 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

2023Real 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

2023Working 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

2023Explaining 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

2023Explaining 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

2022The 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

2022Inflation 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

2022Sovereign 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

2022Examining 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

2022Relationship 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

2022Unconventional 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

2022Heterogeneous 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

2022A 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

Works by Alexandros Kontonikas:

YearTitleTypeCited
2006INFLATION TARGETING AND THE STATIONARITY OF INFLATION: NEW RESULTS FROM AN ESTAR UNIT ROOT TEST In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article19
2005Inflation 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
2016FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article0
2013On Monetary Policy and Stock Market Anomalies In: Journal of Business Finance & Accounting.
[Full Text][Citation analysis]		article11
2010On monetary policy and stock market anomalies.(2010) In: SIRE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2010On monetary policy and stock market anomalies.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2011Euro Area Inflation Differentials: Unit Roots and Nonlinear Adjustment In: Journal of Common Market Studies.
[Citation analysis]		article10
2019On 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]		article3
2011A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks In: Review of International Economics.
[Full Text][Citation analysis]		article5
2009A 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
2009A 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
2006OPTIMAL MONETARY POLICY AND ASSET PRICE MISALIGNMENTS In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article23
2005Optimal Monetary Policy and Asset Price Misalignments.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2010THE TIME?SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article1
2007Do real interest rates converge? Evidence from the European Union In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper63
2009Do 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
2007Do 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
2010The EMU sovereign-debt crisis: Fundamentals, expectations and contagion In: Cardiff Economics Working Papers.
[Full Text][Citation analysis]		paper314
2010The 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
2011The 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
2012The 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
2011The 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
2010The 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
2017Whatever 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]		paper42
2017Whatever 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
2017Whatever 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
2006The Euro and Inflation Uncertainty in the European Monetary Union In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper45
2009The 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
2007The 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
2015The determinants of sovereign bond yield spreads in the EMU In: Working Paper Series.
[Full Text][Citation analysis]		paper85
2012The 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
2012The 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
2012The 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
2010IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper1
2010Inflation 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
2010Exchange rate pass through to import prices: panel evidence from emerging market economies. In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper11
2010Exchange 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
2010International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper25
2010International 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
2013International 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
2013International 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
2011Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper1
2012Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper58
2013Stock 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
2012Stock 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
2008The long run relationship between stock prices and goods prices: new evidence from panel cointegration In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper8
2010The 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
2008THE 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
2013On the time-varying relationship between EMU sovereign spreads and their determinants In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper36
2015On 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
2013On 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
2013On 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
2013Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper16
2014Stock 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
2013Stock 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
2014Monetary Policy in Times of Financial Stress. In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper0
2014Monetary policy in times of financial stress.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2014On 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]		paper3
2014On 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
2004Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling In: Economic Modelling.
[Full Text][Citation analysis]		article100
2005Should monetary policy respond to asset price misalignments? In: Economic Modelling.
[Full Text][Citation analysis]		article25
2004Should Monetary Policy Respond to Asset Price Misalignments?.(2004) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2009Modeling the behaviour of inflation deviations from the target In: Economic Modelling.
[Full Text][Citation analysis]		article16
2010A new test of the inflation-real marginal cost relationship: ARDL bounds approach In: Economics Letters.
[Full Text][Citation analysis]		article1
2012Asset prices, credit and the business cycle In: Economics Letters.
[Full Text][Citation analysis]		article25
2012Asset 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
2008The impact of monetary policy on stock prices In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article48
2004Has Monetary Policy Reacted to Asset Price Movements? Evidence from the UK In: Ekonomia.
[Citation analysis]		article10
2018Risk, Financial Stability and FDI In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper3
2020Volatility Forecasting in European Government Bond Markets In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper1
2020Is 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]		paper0
2006Stock Returns and Inflation: The Impact of Inflation Targeting In: Working Papers.
[Full Text][Citation analysis]		paper2
2005Modeling The Non-Linear Behaviour of Inflation Deviations From The Target In: Working Papers.
[Full Text][Citation analysis]		paper5
2006The EURO and Inflation Uncertainty In The EMU In: Working Papers.
[Full Text][Citation analysis]		paper0
2006Monetary Policy and the Stock Market: Some International evidence In: Working Papers.
[Full Text][Citation analysis]		paper14
2006Monetary Policy Shocks and Stock Returns: Evidence from the British Market In: Working Papers.
[Full Text][Citation analysis]		paper28
2009Monetary 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
2007Unit Roots in Inflation and Aggregation Bias In: Working Papers.
[Full Text][Citation analysis]		paper1
2007Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment In: Working Papers.
[Full Text][Citation analysis]		paper8
2011Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper2
Monetary Policy and Corporate Bond Returns In: The Review of Asset Pricing Studies.
[Full Text][Citation analysis]		article7
2014Aggregate and regional house price to earnings ratio dynamics in the UK In: Urban Studies.
[Full Text][Citation analysis]		article4
2018Austerity, Life Satisfaction and Expectations In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Life satisfaction and austerity: Expectations and Macroeconomy In: Working Papers.
[Full Text][Citation analysis]		paper1
2020Household Portfolios and Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper1
2004Does 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]		article16
2018Monetary policy and stock valuation: structural VAR identification and size effects In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2014PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article26
2019Treasuries variance decomposition and the impact of monetary policy In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team