14
H index
25
i10 index
623
Citations
University of Liverpool (95% share) | 14 H index 25 i10 index 623 Citations RESEARCH PRODUCTION: 48 Articles 66 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 Costas Milas. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | . Full description at Econpapers || Download paper |
2022 | . 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 | COVID Social Distancing and the Poor: An Analysis of the Evidence for England. (2022). bell, clive ; Clive, Bell ; Parantap, Basu ; Huw, Edwards Terence. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:22:y:2022:i:1:p:211-240:n:1. Full description at Econpapers || Download paper |
2022 | Evaluating the Role of the Exchange Rate in Monetary Policy Reaction Function of Advanced and Emerging Market Economies. (2022). Lazi, Milena ; Fabris, Nikola. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:2:p:77-96. Full description at Econpapers || Download paper |
2023 | Determinants of the Degree of Fiscal Sustainability. (2023). Afonso, Antonio ; Coelho, Jose Carlos ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10225. Full description at Econpapers || Download paper |
2022 | Stochastic debt sustainability analysis using time-varying fiscal reaction functions. An agnostic approach to fiscal forecasting. (2022). Dubbert, Tore. In: CQE Working Papers. RePEc:cqe:wpaper:10422. Full description at Econpapers || Download paper |
2022 | It’s not time to make a change: sovereign fragility and the corporate credit risk. (2022). Zaghini, Andrea ; Fornari, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20222740. Full description at Econpapers || Download paper |
2023 | The Relationship of Energy Generation from Fossil Fuels, Low Carbon Resources, and Renewable Resources and Inflation within the Framework of Taylor s Rule: The Case of Kazakhstan. (2023). Bolganbayev, Artur ; Lukhmanova, Gulnar ; Kuralbayev, Almas ; Balapanova, Elmira ; Niyetalina, Gaukhar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-2. Full description at Econpapers || Download paper |
2022 | Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions. (2022). Grigoriadis, Vasilis ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002807. Full description at Econpapers || Download paper |
2023 | Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475. Full description at Econpapers || Download paper |
2023 | The shocks of natural disasters on NPLs: Global evidence. (2023). Chang, Chun-Ping ; Zhao, Xinxin ; Chen, Xia. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001121. Full description at Econpapers || Download paper |
2023 | Can we forecast better in periods of low uncertainty? The role of technical indicators. (2023). Stamatogiannis, Michalis P ; Pybis, Sam ; Henry, Olan ; Fernandez, Maria Ferrer. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:1-12. Full description at Econpapers || Download paper |
2022 | Do capital buffers matter? Evidence from the stocks and flows of nonperforming loans. (2022). Cotugno, Matteo ; Torluccio, Giuseppe ; Perdichizzi, Salvatore ; Cicchiello, Antonella Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003192. Full description at Econpapers || Download paper |
2022 | Sovereign debt holdings and banks’ credit risk: Evidence from the Eurozone. (2022). Mansilla-Fernandez, Jose Manuel ; Corredor, Pilar ; Abinzano, Isabel. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100502x. Full description at Econpapers || Download paper |
2022 | Does sovereign risk impact banking risk in the Eurozone? Evidence from the COVID-19 pandemic. (2022). Gonzalez-Fernandez, Marcos ; Garcia-Lopez, Marcos ; Gonzalez-Velasco, Carmen. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005808. Full description at Econpapers || Download paper |
2023 | Political institutions, economic uncertainty and sovereign credit ratings. (2023). RamÃrez-Rondán, Nelson R. ; Villavicencio, Julio A ; Rojas-Rojas, Renato M ; Ramirez-Rondan, Nelson R. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000302. Full description at Econpapers || Download paper |
2022 | Institutional mandates for macroeconomic and financial stability. (2022). Flamini, Alessandro ; Agenor, Pierre-Richard. In: Journal of Financial Stability. RePEc:eee:finsta:v:62:y:2022:i:c:s1572308922000857. Full description at Econpapers || Download paper |
2022 | Bank credit risk and macro-prudential policies: Role of counter-cyclical capital buffer. (2022). Sousa, Ricardo ; Mallick, Sushanta K ; Kumar, Abhishek ; Benbouzid, Nadia ; Stojanovic, Aleksandar. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s157230892200105x. Full description at Econpapers || Download paper |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph |
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 | Green bond market and Sentiment: Is there a switching Behaviour?. (2022). Evi, Aleksandar ; Lopez-Cabarcos, Angeles M ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:141:y:2022:i:c:p:520-527. Full description at Econpapers || Download paper |
2022 | It’s not time to make a change: Sovereign fragility and the corporate credit risk. (2022). Zaghini, Andrea ; Fornari, Fabio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001061. Full description at Econpapers || Download paper |
2023 | Household deposits and consumer sentiment expectations: Evidence from Eurozone. (2023). Tsouknidis, Dimitris ; Louhichi, Wael ; Ftiti, Zied ; Anastasiou, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001784. Full description at Econpapers || Download paper |
2023 | Asymmetric impact of economic policy uncertainty on cryptocurrency market: Evidence from NARDL approach. (2023). Sharma, Anil Kumar. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000105. Full description at Econpapers || Download paper |
2022 | What the current yield curve says, and what the future prices of energy do. (2022). Qadan, Mahmoud ; Idilbi-Bayaa, Yasmeen. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100502x. Full description at Econpapers || Download paper |
2022 | Oil price, green innovation and institutional pressure: A Chinas perspective. (2022). Wang, Kai-Hua ; Hu, Jinyan ; Su, Chiwei ; Umar, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002367. Full description at Econpapers || Download paper |
2023 | Financial stability and monetary policy reaction: Evidence from the GCC countries. (2023). Elsayed, Ahmed ; Nasreen, Samia ; Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:396-405. Full description at Econpapers || Download paper |
2022 | Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC. (2022). Muoz, Carlos Salvador ; Cuadros-Solas, Pedro Jesus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001562. Full description at Econpapers || Download paper |
2022 | Bank credit risk and macro-prudential policies: role of counter-cyclical capital buffer. (2022). Sousa, Ricardo ; Mallick, Sushanta K ; Kumar, Abhishek ; Benbouzid, Nadia ; Stojanovic, Aleksandar. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117539. Full description at Econpapers || Download paper |
2023 | An Analysis of the Pass-Through of Exchange Rates in Forest Product Markets. (2023). Goodwin, Barry ; Riquelme, Andres ; Guney, Selin. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:3:p:515-:d:1075655. Full description at Econpapers || Download paper |
2022 | The Effect of Market Isolation on Competitive Behavior in Retail Petrol Markets. (2022). Razmjoo, Armin ; Ghazanfari, Arezoo. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:13:p:8102-:d:854517. Full description at Econpapers || Download paper |
2022 | Wagner’s Law vs. Keynesian Hypothesis: Dynamic Impacts. (2022). Olivares, Yennyfer Morales ; Alvarez-Quiroz, Victor Josue ; Bazan, Ciro. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:10431-:d:894595. Full description at Econpapers || Download paper |
2022 | An Asymmetric Analysis of the Influence That Economic Policy Uncertainty, Institutional Quality, and Corruption Level Have on India’s Digital Banking Services and Banking Stability. (2022). Kamal, Muhammad ; Ullah, Assad ; Syed, Aamir Aijaz ; Grima, Simon. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3238-:d:767820. Full description at Econpapers || Download paper |
2022 | What Matters for Regional Economic Resilience Amid Multi Shock Situations: Structural or Agency? Evidence from Resource-Based Cities in China. (2022). Li, Chen ; Liu, Shuoya ; Lo, Kevin ; Zhang, Pingyu. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5701-:d:811381. Full description at Econpapers || Download paper |
2023 | Determinants of the degree of fiscal sustainability. (2023). Afonso, Antonio ; Coelho, Jose Carlos ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp02552023. Full description at Econpapers || Download paper |
2022 | Market structure and power: comparative empirical evidence from a dual banking system. (2022). Ariffin, Noraini Mohd ; Kassim, Salina ; Alhabshi, Syed Musa ; Harkati, Rafik. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:3:d:10.1007_s10644-021-09369-x. Full description at Econpapers || Download paper |
2022 | A GARCH Approach to Modeling Chilean Long-Term Swap Yields. (2022). Mamun, Khawaja ; Akram, Tanweer. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_1008. Full description at Econpapers || Download paper |
2022 | Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_03. Full description at Econpapers || Download paper |
2022 | The bond market impact of the South African Reserve Bank bond purchase programme. (2022). Steenkamp, Daan ; van Jaarsveld, Rossouw ; van Vuuren, Henk Janse ; Havemann, Roy. In: Working Papers. RePEc:rbz:wpaper:11024. Full description at Econpapers || Download paper |
2023 | Debt Limit, Fiscal Space and Fiscal Fatigue in the Central and Eastern European Countries of EU. (2023). Olteanu, Dan ; Iancu, Aurel. In: Working Papers of National Institute for Economic Research. RePEc:ror:wpince:230629. Full description at Econpapers || Download paper |
2022 | Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises. (2022). Hunter, John ; Yfanti, S ; Karanasos, M. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04042-y. Full description at Econpapers || Download paper |
2023 | Efficiency of government policy during the COVID-19 pandemic. (2023). Tasiou, Menelaos ; Iosifidi, Maria ; Delis, Manthos D. In: Annals of Operations Research. RePEc:spr:annopr:v:328:y:2023:i:2:d:10.1007_s10479-023-05364-9. Full description at Econpapers || Download paper |
2023 | Measuring the impacts of monetary policy in Turkey: an extended structural vector autoregressive model with structural breaks. (2023). Bulut, Umit. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:17:y:2023:i:1:d:10.1007_s42495-022-00095-4. Full description at Econpapers || Download paper |
2022 | An Empirical Assessment of the Contagion Determinants in the Euro Area in a Period of Sovereign Debt Risk. (2022). Sica, Edgardo ; Pacelli, Vincenzo ; Altinba, Hazar. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:8:y:2022:i:2:d:10.1007_s40797-021-00147-2. Full description at Econpapers || Download paper |
2022 | Determinants of Interest rate swap spreads: A quantile regression approach. (2022). Tah, Kenneth A. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:3:d:10.1007_s12197-022-09574-y. Full description at Econpapers || Download paper |
2023 | An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach. (2023). Frimpong, Ophelia ; Ntiamoah, Bernard O ; Aidoo, Eric N ; Ampofo, Richard T ; Sasu, Daniel. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09613-8. Full description at Econpapers || Download paper |
2023 | Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach. (2023). Hegerty, Scott W ; Mutascu, Mihai. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09616-z. Full description at Econpapers || Download paper |
2022 | Unconventional monetary policies in an agent-based model with mark-to-market standards. (2022). Treibich, Tania ; Roventini, Andrea ; Napoletano, Mauro ; Guerini, Mattia ; Lamperti, Francesco. In: Review of Evolutionary Political Economy. RePEc:spr:revepe:v:3:y:2022:i:1:d:10.1007_s43253-022-00065-8. Full description at Econpapers || Download paper |
2023 | Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA. (2023). Bamba, Lambert Ngaladjo ; Gbongue, Florent Kanga. In: Region et Developpement. RePEc:tou:journl:v:57:y:2023:p:101-145. Full description at Econpapers || Download paper |
2022 | On the Italian public accounts sustainability: A wavelet approach. (2022). Magazzino, Cosimo ; Giolli, Lorenzo ; Forte, Francesco. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:943-952. Full description at Econpapers || Download paper |
2022 | Monetary policy reaction to uncertainty in Japan: Evidence from a quantile?on?quantile interest rate rule. (2022). Hassapis, Christis ; Gupta, Rangan ; Naraidoo, Ruthira ; Christou, Christina. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2041-2053. Full description at Econpapers || Download paper |
2022 | Can black swans be tamed with a flexible mean?variance specification?. (2022). Karoglou, Michail ; Chatzikonstanti, Vasiliki. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3202-3227. 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 |
2023 | The impact of COVID?19 on unemployment rate: An intelligent based unemployment rate prediction in selected countries of Europe. (2023). Abbas, Syed Zaheer ; Haider, Syed Jawad ; Jiang, Chong Hui ; Khan, Yousaf Ali ; Ahmad, Muneeb. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:528-543. Full description at Econpapers || Download paper |
2023 | Should stock returns predictability be ‘hooked on’ long?horizon regressions?. (2023). Pouliasis, Panos K ; Dergiades, Theologos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:718-732. Full description at Econpapers || Download paper |
2022 | A state?dependent linear recurrent formula with application to time series with structural breaks. (2022). Fay, Damien ; Rahmani, Donya. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:43-63. 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 |
2023 | Do sovereign credit rating events affect the foreign exchange market? Evidence from a treatment effect analysis. (2023). Minea, Alexandru ; BALIMA, HIPPOLYTE ; Vinturis, Cezara. In: Southern Economic Journal. RePEc:wly:soecon:v:90:y:2023:i:1:p:156-181. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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1998 | MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE In: Economic Research Papers. [Full Text][Citation analysis] | paper | 1 |
1998 | Modeling The Behaviour of the Spot Prices of Various Types of Coffee..(1998) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1999 | IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE In: Economic Research Papers. [Full Text][Citation analysis] | paper | 0 |
1999 | Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case..(1999) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2001 | Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach In: CeNDEF Workshop Papers, January 2001. [Citation analysis] | paper | 3 |
2000 | Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach.(2000) In: Borradores de Investigación. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2003 | Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach.(2003) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2009 | UNCERTAINTY AND MONETARY POLICY RULES IN THE UNITED STATES In: Economic Inquiry. [Full Text][Citation analysis] | article | 10 |
2012 | NONLINEARITIES AND THE SUSTAINABILITY OF THE GOVERNMENTS INTERTEMPORAL BUDGET CONSTRAINT In: Economic Inquiry. [Full Text][Citation analysis] | article | 14 |
2010 | Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data In: International Finance. [Full Text][Citation analysis] | article | 2 |
2010 | TESTING THE OPPORTUNISTIC APPROACH TO MONETARY POLICY In: Manchester School. [Full Text][Citation analysis] | article | 21 |
2006 | Testing the Opportunistic Approach to Monetary Policy.(2006) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2010 | THE COMPLEX RESPONSE OF MONETARY POLICY TO THE EXCHANGE RATE In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 6 |
2007 | The Complex Response of Monetary Policy to the Exchange Rate.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2006 | Non-linear Real Exchange Rate Effects in the UK Labour Market In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 5 |
2004 | Non-linear real exchange rate effects in the UK labour market.(2004) In: International Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2005 | Non-linear real exchange rate effects in the UK labour market.(2005) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2011 | Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 7 |
2009 | Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2010 | Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2002 | On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 8 |
2001 | On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach.(2001) In: Borradores de Investigación. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2010 | Spend-and-Tax Adjustments and the Sustainability of the Governments Intertemporal Budget Constraint In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2011 | Debt Sustainability and Financial Crises: Evidence from the GIIPS In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2011 | Debt Sustainability and Financial Crises: Evidence from the GIIPS.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2012 | Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2012 | Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2013 | Modelling the Fiscal Reaction Functions of the GIPS Based on State-Varying Thresholds In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 25 |
2013 | Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds.(2013) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2013 | Modelling the Fiscal Reaction Functions of the GIPS based on State-Varying Thresholds.(2013) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2001 | Forecasting the spot prices of various coffee types using linear and non-linear error correction models In: Borradores de Investigación. [Full Text][Citation analysis] | paper | 14 |
2004 | Forecasting the spot prices of various coffee types using linear and non-linear error correction models.(2004) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2000 | Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) In: Borradores de Investigación. [Full Text][Citation analysis] | paper | 0 |
2012 | Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS In: Economics Bulletin. [Full Text][Citation analysis] | article | 4 |
2015 | Fiscal policy adjustments in the euro area stressed countries: new evidence from non-linear models with state-varying thresholds In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2002 | Modelling Monetary Policy: Inflation Targeting in Practice In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 24 |
2017 | An assessment of the inflation targeting experience In: Bank of Estonia Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Financial conditions and nonlinearities in the European Central Bank (ECB) reaction function: In-sample and out-of-sample assessment In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 10 |
2022 | Unemployment claims during COVID-19 and economic support measures in the U.S. In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2022 | Unemployment Claims During COVID-19 and Economic Support Measures in the U.S..(2022) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1998 | Long-run structural estimation of labour market equations with an application to Greece1 In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2001 | Modelling the spot prices of various coffee types In: Economic Modelling. [Full Text][Citation analysis] | article | 13 |
2015 | Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone In: Economics Letters. [Full Text][Citation analysis] | article | 15 |
2015 | Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone.(2015) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2015 | Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone.(2015) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2020 | A mixed frequency approach for stock returns and valuation ratios In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
2019 | A Mixed Frequency Approach for Stock Returns and Valuation Ratios..(2019) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2009 | Price dynamics in European petroleum markets In: Energy Economics. [Full Text][Citation analysis] | article | 20 |
2019 | Non-performing loans and sovereign credit ratings In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
2019 | Non-performing loans and sovereign credit ratings.(2019) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2005 | The price-dividend relationship in inflationary and deflationary regimes In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2005 | THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES.(2005) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2015 | Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 3 |
2019 | Global liquidity, money growth and UK inflation In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 1 |
2014 | Global liquidity, money growth and UK inflation.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | Financial crises and monetary policy: Evidence from the UK In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 40 |
2011 | Financial Crises and Monetary Policy: Evidence from the UK.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2008 | Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
2007 | Out-of-Sample Forecasting of Unemployment Rates with Pooled STVECM Forecasts.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2009 | Forecasting returns and risk in financial markets using linear and nonlinear models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2004 | Time-varying excess returns on UK government bonds: A non-linear approach In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
2014 | On stock market illiquidity and real-time GDP growth In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 16 |
2017 | Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
2016 | Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR.(2016) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2017 | Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 29 |
2017 | Economic Policy Uncertainty and Sovereign Credit Rating Decisions: Panel Quantile Evidence for the Eurozone.(2017) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
1999 | Labor Market Decisions and Greek Manufacturing Competitiveness In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 1 |
2021 | On the economic impact of aggregate liquidity shocks: The case of the UK In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2013 | Tweets, Google trends and sovereign spreads in the GIIPS In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 53 |
2013 | Tweets, Google Trends and Sovereign Spreads in the GIIPS.(2013) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2014 | Tweets, Google Trends and Sovereign Spreads in the GIIPS.(2014) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2015 | Tweets, Google trends, and sovereign spreads in the GIIPS.(2015) In: Oxford Economic Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | article | |
2009 | Causes of the Financial Crisis: An Assessment using UK Data In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Causes of the Financial Crisis: an Assessment Using UK Data.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2010 | Financial Stability and Monetary Policy In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 15 |
2010 | Financial Stability and Monetary Policy.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2012 | Quantitative Easing: a Sceptical Survey In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 52 |
2012 | Quantitative easing: a sceptical survey.(2012) In: Oxford Review of Economic Policy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | article | |
2012 | Quantitative Easing: A Sceptical Survey.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2014 | The Policy Window: The Impact of Financial Stress in the UK In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | The Sub-Prime Crisis and UK Monetary Policy In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 15 |
2010 | The Sub-Prime Crisis and UK Monetary Policy.(2010) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2008 | The Sub-Prime Crisis and UK Monetary Policy.(2008) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2007 | Forecasting interest rate swap spreads using domestic and international risk factors: evidence from linear and non-linear models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
2006 | Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models..(2006) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2002 | The Role of Omitted Variables in Identifying a Long-run Equilibrium Relationship for the Italian Government Growth In: International Tax and Public Finance. [Full Text][Citation analysis] | article | 9 |
2005 | On the predictability of common risk factors in the US and UK interest rate swap markets: Evidence from non-linear and linear models. In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
2021 | Does it Matter where you Search? Twitter versus Traditional News Media In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 3 |
2021 | Does It Matter Where You Search? Twitter versus Traditional News Media.(2021) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2021 | Effectiveness of Government Policies in Response to the COVID-19 Outbreak In: Discussion Paper Series. [Full Text][Citation analysis] | paper | 10 |
2004 | Nonlinear inflation dynamics: evidence from the UK In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 1 |
2004 | Uncertainty and UK Monetary Policy In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 3 |
2007 | The Complex Response of Monetary Policy to Asset Prices In: Money Macro and Finance (MMF) Research Group Conference 2006. [Full Text][Citation analysis] | paper | 0 |
2005 | Non-linear inflationary dynamics: evidence from the UK In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 11 |
2009 | Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 5 |
2007 | Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model.(2007) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2014 | Open-economy Distribution Forecast Targeting, Macroeconomic Volatility and Financial Implication In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
2009 | Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment In: Working Papers. [Citation analysis] | paper | 4 |
2009 | Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment.(2009) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2009 | A Non-linear Analysis on the Sustainability of the Governments Intertemporal Budget Constraint In: 2009 Meeting Papers. [Citation analysis] | paper | 0 |
2008 | Smooth Transition Models in Price Transmission In: Working Paper series. [Full Text][Citation analysis] | paper | 2 |
2014 | Financial Stress and the Impact of Public Debt on UK Growth in High versus Low-Growth Regimes: 1850-2013 In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
2018 | Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets In: Working Paper series. [Full Text][Citation analysis] | paper | 2 |
2007 | Monetary Policy and the Hybrid Phillips Curve In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
2012 | The Impact of Stock Market Illiquidity on Real UK GDP Growth In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
2002 | A Multivariate Approach to the Growth of Governments In: Public Finance Review. [Full Text][Citation analysis] | article | 4 |
2002 | Smooth transition vector error correction models for the spot prices of coffee In: Applied Economics Letters. [Full Text][Citation analysis] | article | 10 |
1998 | Demand for Greek imports using multivariate cointegration techniques In: Applied Economics. [Full Text][Citation analysis] | article | 6 |
2000 | Employment, output and political business cycle effects in the Greek non-tradable sector In: Applied Economics. [Full Text][Citation analysis] | article | 11 |
2011 | Price Transmission in the EU Wholesale Petroleum Markets In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 5 |
2001 | Identifying the Factors that Affect Interest?Rate Swap Spreads: Some Evidence from the United States and the United Kingdom In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 18 |
2004 | Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
2005 | Multivariate STAR Unemployment Rate Forecasts In: Econometrics. [Full Text][Citation analysis] | paper | 1 |
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