Costas Milas : Citation Profile

Are you Costas Milas?

University of Liverpool (95% share)
Rimini Centre for Economic Analysis (RCEA) (5% share)

14

H index

24

i10 index

616

Citations

RESEARCH PRODUCTION:

49

Articles

66

Papers

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 25
   Journals where Costas Milas has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 31 (4.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi119
   Updated: 2023-08-19    RAS profile: 2022-06-24    
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Relations with other researchers

Works with:

Panagiotidis, Theodore (13)

Dergiades, Theologos (9)

Panagiotidis, Theodore (6)

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

Is cited by:

Naraidoo, Ruthira (20)

Piergallini, Alessandro (12)

Ubilava, David (9)

Manera, Matteo (9)

Sousa, Ricardo (7)

Paya, Ivan (7)

GUPTA, RANGAN (7)

Mallick, Sushanta (7)

De Santis, Roberto (6)

tansel, aysıt (6)

Caporale, Guglielmo Maria (6)

Cites to:

Teräsvirta, Timo (58)

Gertler, Mark (35)

Galí, Jordi (33)

Svensson, Lars (32)

Franses, Philip Hans (29)

van Dijk, Dick (27)

Afonso, Antonio (27)

Pesaran, Mohammad (21)

Rogoff, Kenneth (19)

Martin, Christopher (19)

Johansen, Soren (17)

Main data

Where Costas Milas has published?

Journals with more than one article published# docs
Economic Modelling4
International Journal of Forecasting3
Journal of Financial Stability3
Studies in Nonlinear Dynamics & Econometrics3
Economics Letters3
Journal of International Money and Finance3
Oxford Economic Papers3
Journal of Futures Markets2
Economic Inquiry2
Applied Economics2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis24
Discussion Paper Series / Department of Economics, University of Macedonia5
Department of Economics Working Papers / University of Bath, Department of Economics5
Borradores de Investigación / Universidad del Rosario4
CESifo Working Paper Series / CESifo4
Econometrics / University Library of Munich, Germany2
Economic Research Papers / University of Warwick - Department of Economics2
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics2
Discussion Paper Series / Department of Economics, Loughborough University2

Recent works citing Costas Milas (2022 and 2021)

YearTitle of citing document
2023.

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2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2022.

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2021Mandatory disclosure, greenhouse gas emissions and the cost of equity capital: UK evidence of a U?shaped relationship. (2021). Matthews, Lane ; Gerged, Ali Meftah ; Elheddad, Mohamed. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:2:p:908-930.

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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.

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2021Social media adoption in Italian firms. Opportunities and challenges for lagging regions. (2021). Piacentino, Davide ; Bonfanti, Rubinia Celeste ; Aronica, Martina. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:4:p:959-978.

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2022COVID 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.

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2022Evaluating 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.

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2023Determinants of the Degree of Fiscal Sustainability. (2023). Afonso, Antonio ; Coelho, Jose Carlos ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10225.

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2022Stochastic 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.

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2022It’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.

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2022Conditional 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.

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2021Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

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2021Public debt and economic growth in developing countries: Nonlinearity and threshold analysis. (2021). Law, Siong Hook ; Kutan, Ali M ; Ng, Chee Hung. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:26-40.

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2021Applications of machine learning for corporate bond yield spread forecasting. (2021). Jung, Hojin ; Kim, Dong H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001510.

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2023Interactions 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.

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2023The 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.

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2023Can 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.

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2021Geopolitical risk and crude oil security: A Chinese perspective. (2021). Su, Chi-Wei ; Wang, Kai-Hua ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326621.

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2022Do 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.

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2022Sovereign 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.

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2022Does 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.

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2023Political institutions, economic uncertainty and sovereign credit ratings. (2023). Ramírez-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.

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2021Inflation targeting and financial conditions: UK monetary policy during the great moderation and financial crisis. (2021). Zhu, Sheng ; Osullivan, Niall ; Kavanagh, Ella . In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301376.

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2021Am I riskier if I rescue my banks? Beyond the effects of bailouts. (2021). Suarez, Nuria ; Salvador, Carlos ; Cuadros-Solas, Pedro J. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000942.

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2022Institutional 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.

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2022Bank 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.

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2021Uncovering the implicit short-term inflation target of the Bank of England. (2021). Zhu, Sheng ; O'Sullivan, Niall ; Kavanagh, Ella. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:120-135.

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2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111.

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2021Economic policy uncertainty and bank stability: Does bank regulation and supervision matter in major European economies?. (2021). Nguyen, Thanh Cong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001062.

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2021Does soft information determine credit risk? Text-based evidence from European banks. (2021). Elshandidy, Tamer ; Acheampong, Albert. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000226.

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2022Forecasting: 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
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.

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2021The global financial crisis, the EMU sovereign debt crisis and international financial regulation: lessons from a systematic literature review. (2021). Kunze, Frederik ; Gonzalez, Miguel Rodriguez ; Meier, Samira. In: International Review of Law and Economics. RePEc:eee:irlaec:v:65:y:2021:i:c:s0144818820301587.

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2022Green 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.

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2021Market expectations and the impact of credit rating on the IPOs of U.S. banks. (2021). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Gounopoulos, Dimitrios. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:587-610.

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2021Risk perception and oil and gasoline markets under COVID-19. (2021). Akhundjanov, Sherzod ; Okhunjanov, Botir B ; Ahundjanov, Behzod B. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304239.

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2021Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries. (2021). Kondoz, Mehmet ; Athari, Seyed Alireza ; Kirikkaleli, Dervis. In: Journal of Economics and Business. RePEc:eee:jebusi:v:116:y:2021:i:c:s0148619521000023.

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2021Face masks, public policies and slowing the spread of COVID-19: Evidence from Canada. (2021). Shigeoka, Hitoshi ; Karaivanov, Alexander ; Pamplona, Stephanie ; Chen, Cong. In: Journal of Health Economics. RePEc:eee:jhecon:v:78:y:2021:i:c:s0167629621000606.

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2021Stock market volatility and jumps in times of uncertainty. (2021). Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Megaritis, Anastasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000048.

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2022It’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.

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2023Household 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.

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2022What 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.

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2022Oil 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.

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2021Fifty shades of QE: Comparing findings of central bankers and academics. (2021). Pastor, Lubos ; Fabo, Brian ; Kempf, Elisabeth ; Janokova, Martina. In: Journal of Monetary Economics. RePEc:eee:moneco:v:120:y:2021:i:c:p:1-20.

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2021Impacts of the sovereign risk perception on financial stability: Evidence from Brazil. (2021). de Moraes, Claudio ; Valladares, Matheus ; Montes, Gabriel Caldas. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:358-369.

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2023Financial 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.

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2021Crude oil shocks and African stock markets. (2021). Odei-Mensah, Jones ; Junior, Peterson Owusu ; Enwereuzoh, Precious Adaku. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309545.

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2022Disentangling 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.

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2022Bank 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.

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2021Does Media Visibility Make EU Fiscal Rules More Effective?. (2021). Langedijk, Sven ; Mourre, Gilles ; Mohl, Philipp ; Hoogeland, Martijn. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:155.

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2021Unequal Unemployment Effects of COVID-19 and Monetary Policy across U.S. States. (2021). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2102.

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2021The impact of economic growth on the financial and capital market. (2021). Vlducu, Liviu-Valentin ; Lceanu, Claudiu-Florentin ; Culea, Marius-Silviu ; Petru, Ovidiu-Gheorghe. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:10:y:2021:i:6:p:77-93.

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2021Sticky Stock Market Analysts. (2021). Lorenz, Marco ; Judek, Jan Rene ; Filiz, Ibrahim ; Spiwoks, Markus. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:593-:d:698283.

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2021The Effect of Risk Rating Agencies Decisions on Economic Growth and Investment in a Developing Country: The Case of South Africa. (2021). Mothibi, Lerato ; Meyer, Daniel Francois. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:288-:d:580939.

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2021Analysis of Australia’s Fiscal Vulnerability to Crisis. (2021). Rajaguru, Gulasekaran ; Khan, Safdar Ullah ; Rahman, Habib-Ur. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:297-:d:585178.

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2021Government Effectiveness and the COVID-19 Pandemic. (2021). GUPTA, RANGAN ; Clance, Matthew ; Chisadza, Carolyn. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:6:p:3042-:d:514489.

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2022The 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.

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2022Wagner’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.

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2022An 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.

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2022What 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.

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2021Validity of Wagner’s Law in Transition Economies: A Multivariate Approach. (2021). Živkov, Dejan ; Balaban, Suzana. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2021:v:236:i:1:p:105-131.

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2023Determinants of the degree of fiscal sustainability. (2023). Afonso, Antonio ; Coelho, Jose Carlos ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp02552023.

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2021Unemployment Rate Forecasting: A Hybrid Approach. (2021). Banerjee, Sayak ; Biswas, Munmun ; Chakraborty, Ashis Kumar ; Bhattacharya, Shramana. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10040-2.

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2021Analysing the determinants of financial performance for UK insurance companies using financial strength ratings information. (2021). Ward, Damian ; Sharma, Abhijit. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:3:d:10.1007_s10644-019-09260-w.

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2022Market 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.

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2021Fiscal and External Deficits Nexus in GIIPS Countries: Evidence from Parametric and Nonparametric Causality Tests. (2021). Ahmad, Ahmad Hassan ; Aworinde, Olalekan Bashir. In: International Advances in Economic Research. RePEc:kap:iaecre:v:27:y:2021:i:3:d:10.1007_s11294-021-09829-0.

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2021Public expenditures and the risk of social dominance. (2021). Schuknecht, Ludger ; Zemanek, Holger. In: Public Choice. RePEc:kap:pubcho:v:188:y:2021:i:1:d:10.1007_s11127-020-00814-5.

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2022A GARCH Approach to Modeling Chilean Long-Term Swap Yields. (2022). Mamun, Khawaja ; Akram, Tanweer. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_1008.

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2022Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K. In: Discussion Paper Series. RePEc:mcd:mcddps:2021_03.

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2021Closed for business: The mortality impact of business closures during the Covid-19 pandemic. (2021). Wagner, Wolf ; Mazzola, Francesco ; Bongaerts, Dion. In: PLOS ONE. RePEc:plo:pone00:0251373.

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2021Early social distancing policies in Europe, changes in mobility & COVID-19 case trajectories: Insights from Spring 2020. (2021). Oplinger, Andrew ; Tizzoni, Michele ; Hogue, Michael ; Gauvin, Laetitia ; Abueg, Matthew ; Cattuto, Ciro ; Bavadekar, Shailesh ; Jacobson, Benjamin H ; Stanton, Charlotte ; Vispute, Swapnil ; Gabrilovich, Evgeniy ; Schlosberg, Arran ; Tsai, Thomas C ; Wellenius, Gregory A ; Kamath, Chaitanya ; Espinosa, Valeria ; Jha, Ashish K ; Pearce, Adam ; Hennessy, Jonathan ; Shekel, Tomer ; Boulanger, Adam ; Woskie, Liana R ; Corrado, Greg ; Gadepalli, Krishna ; Chou, Katherine ; Fabrikant, Alex. In: PLOS ONE. RePEc:plo:pone00:0253071.

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Empirická verifikace vztahu mezi saldem hospoda?ení sektoru vládních institucí a b?žného ú?tu platební bilance: P?ípad zemí Evropské unie. (2023). Imova, Kateina. In: Politická ekonomie. RePEc:prg:jnlpol:v:2023:y:2023:i:2:id:1381:p:153-176.

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2022The 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.

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2023Debt 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.

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2022Emerging 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.

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2023Measuring 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.

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2022An 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.

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2022Determinants 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.

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2023An 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.

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2023Predicting 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.

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2022Unconventional 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.

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2021Money and inflation in inflation-targeting regimes – new evidence from time–frequency analysis. (2021). Ryczkowski, Maciej. In: Journal of Applied Economics. RePEc:taf:recsxx:v:24:y:2021:i:1:p:17-44.

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2023Le 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.

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2021Distortionary effects of economic crises on policy coordination in Turkey: Threshold GMM approach. (2021). tetik, metin ; Ozan, Yildirim Mustafa ; Metin, Tetik. In: Economics and Business Review. RePEc:vrs:ecobur:v:7:y:2021:i:3:p:83-102:n:2.

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2021Bank deposits and Google searches in a crisis economy: Bayesian non?linear evidence for Greece (2009–2015). (2021). Tsionas, Efthymios G ; Michaelides, Panayotis G ; Paraskeuopoulou, Despoina ; Konstantakis, Konstantinos N. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5408-5424.

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2022On 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.

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2022Monetary 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.

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2022Can 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.

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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.

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2023The 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.

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2023Should 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.

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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.

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2023Do 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.

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2021Euro area periphery countries fiscal policy and monetary policy surprises. (2021). Rottmann, Horst ; Hulsewig, Oliver. In: Weidener Diskussionspapiere. RePEc:zbw:hawdps:81.

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2021Fifty shades of QE: Conflicts of interest in economic research. (2021). Pastor, Lubos ; Kempf, Elisabeth ; Janokova, Martina ; Fabo, Brian. In: IMFS Working Paper Series. RePEc:zbw:imfswp:147.

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2021Heterogeneous effects of unconventional monetary policy on bond yields across the euro area. (2019). Demir, Ä°shak ; Yildirim-Karaman, Secil ; Eroglu, Burak A. In: LEAF Working Paper Series. RePEc:zbw:leafwp:1906.

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Works by Costas Milas:

YearTitleTypeCited
1998MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE In: Economic Research Papers.
[Full Text][Citation analysis]		paper1
1998Modeling The Behaviour of the Spot Prices of Various Types of Coffee..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 1		paper
1999IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE In: Economic Research Papers.
[Full Text][Citation analysis]		paper0
1999Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case..(1999) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has another version. Agregated cites: 0		paper
2001Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper3
2000Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach.(2000) In: Borradores de Investigación.
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This paper has another version. Agregated cites: 3		paper
2003Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach.(2003) In: Economic Modelling.
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This paper has another version. Agregated cites: 3		article
2009UNCERTAINTY AND MONETARY POLICY RULES IN THE UNITED STATES In: Economic Inquiry.
[Full Text][Citation analysis]		article10
2012NONLINEARITIES AND THE SUSTAINABILITY OF THE GOVERNMENTS INTERTEMPORAL BUDGET CONSTRAINT In: Economic Inquiry.
[Full Text][Citation analysis]		article14
2010Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data In: International Finance.
[Full Text][Citation analysis]		article2
2010TESTING THE OPPORTUNISTIC APPROACH TO MONETARY POLICY In: Manchester School.
[Full Text][Citation analysis]		article21
2006Testing the Opportunistic Approach to Monetary Policy.(2006) In: MPRA Paper.
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This paper has another version. Agregated cites: 21		paper
2010THE COMPLEX RESPONSE OF MONETARY POLICY TO THE EXCHANGE RATE In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article6
2007The Complex Response of Monetary Policy to the Exchange Rate.(2007) In: Working Paper series.
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This paper has another version. Agregated cites: 6		paper
2006Non-linear Real Exchange Rate Effects in the UK Labour Market In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article4
2004Non-linear real exchange rate effects in the UK labour market.(2004) In: International Finance.
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This paper has another version. Agregated cites: 4		paper
2005Non-linear real exchange rate effects in the UK labour market.(2005) In: Macroeconomics.
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This paper has another version. Agregated cites: 4		paper
2011Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article7
2009Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty.(2009) In: Working Paper series.
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This paper has another version. Agregated cites: 7		paper
2010Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 7		paper
2002On 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]		article8
2001On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach.(2001) In: Borradores de Investigación.
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This paper has another version. Agregated cites: 8		paper
2010Spend-and-Tax Adjustments and the Sustainability of the Governments Intertemporal Budget Constraint In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2011Debt Sustainability and Financial Crises: Evidence from the GIIPS In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper6
2011Debt Sustainability and Financial Crises: Evidence from the GIIPS.(2011) In: Working Paper series.
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This paper has another version. Agregated cites: 6		paper
2012Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2012Fiscal 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
2013Modelling the Fiscal Reaction Functions of the GIPS Based on State-Varying Thresholds In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper25
2013Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds.(2013) In: Economics Letters.
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This paper has another version. Agregated cites: 25		article
2013Modelling 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
2001Forecasting the spot prices of various coffee types using linear and non-linear error correction models In: Borradores de Investigación.
[Full Text][Citation analysis]		paper14
2004Forecasting 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
2000Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) In: Borradores de Investigación.
[Full Text][Citation analysis]		paper0
2012Long-Run Debt Sustainability and Threshold Adjustments: Non-Linear Empirical Evidence from the GIIPS In: Economics Bulletin.
[Full Text][Citation analysis]		article4
2015Fiscal 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]		paper1
2002Modelling Monetary Policy: Inflation Targeting in Practice In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]		paper24
2017An assessment of the inflation targeting experience In: Bank of Estonia Working Papers.
[Full Text][Citation analysis]		paper1
2012Financial 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]		article10
2022Unemployment claims during COVID-19 and economic support measures in the U.S. In: Economic Modelling.
[Full Text][Citation analysis]		article1
2022Unemployment 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
1998Long-run structural estimation of labour market equations with an application to Greece1 In: Economic Modelling.
[Full Text][Citation analysis]		article1
2001Modelling the spot prices of various coffee types In: Economic Modelling.
[Full Text][Citation analysis]		article13
2015Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone In: Economics Letters.
[Full Text][Citation analysis]		article15
2015Has 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
2015Has the Crisis Affected the Behavior of the Rating Agencies? Panel Evidence from the Eurozone.(2015) In: Working Paper series.
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This paper has another version. Agregated cites: 15		paper
2020A mixed frequency approach for stock returns and valuation ratios In: Economics Letters.
[Full Text][Citation analysis]		article4
2019A 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
2009Price dynamics in European petroleum markets In: Energy Economics.
[Full Text][Citation analysis]		article20
2019Non-performing loans and sovereign credit ratings In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2019Non-performing loans and sovereign credit ratings.(2019) In: Working Paper series.
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This paper has another version. Agregated cites: 11		paper
2005The price-dividend relationship in inflationary and deflationary regimes In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2005THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES.(2005) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2015Distribution forecast targeting in an open-economy, macroeconomic volatility and financial implications In: Journal of Financial Stability.
[Full Text][Citation analysis]		article3
2019Global liquidity, money growth and UK inflation In: Journal of Financial Stability.
[Full Text][Citation analysis]		article1
2014Global liquidity, money growth and UK inflation.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2013Financial crises and monetary policy: Evidence from the UK In: Journal of Financial Stability.
[Full Text][Citation analysis]		article39
2011Financial Crises and Monetary Policy: Evidence from the UK.(2011) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		paper
2006Gunnar, Bardsen, Oyvind, Eitrheim, Eilev S. Jansen, Ragnar Nymoen (Eds.), The Econometrics of Macroeconomic Modelling, Published in the series Advanced Texts in Econometrics Oxford University Press, O In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2008Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article27
2007Out-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: 27		paper
2009Forecasting returns and risk in financial markets using linear and nonlinear models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2004Time-varying excess returns on UK government bonds: A non-linear approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article12
2014On stock market illiquidity and real-time GDP growth In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article16
2017Liquidity shocks and real GDP growth: Evidence from a Bayesian time-varying parameter VAR In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article5
2016Liquidity Shocks and Real GDP Growth: Evidence from a Bayesian Time-varying Parameter VAR.(2016) In: Working Paper series.
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This paper has another version. Agregated cites: 5		paper
2017Economic policy uncertainty and sovereign credit rating decisions: Panel quantile evidence for the Eurozone In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article29
2017Economic 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
1999Labor Market Decisions and Greek Manufacturing Competitiveness In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article1
2021On the economic impact of aggregate liquidity shocks: The case of the UK In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2013Tweets, Google trends and sovereign spreads in the GIIPS In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper53
2013Tweets, Google Trends and Sovereign Spreads in the GIIPS.(2013) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
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This paper has another version. Agregated cites: 53		paper
2014Tweets, Google Trends and Sovereign Spreads in the GIIPS.(2014) In: Discussion Paper Series.
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This paper has another version. Agregated cites: 53		paper
2015Tweets, Google trends, and sovereign spreads in the GIIPS.(2015) In: Oxford Economic Papers.
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This paper has another version. Agregated cites: 53		article
2009Causes of the Financial Crisis: An Assessment using UK Data In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper0
2009Causes of the Financial Crisis: an Assessment Using UK Data.(2009) In: Working Paper series.
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This paper has another version. Agregated cites: 0		paper
2010Financial Stability and Monetary Policy In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper15
2010Financial Stability and Monetary Policy.(2010) In: Working Paper series.
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This paper has another version. Agregated cites: 15		paper
2012Quantitative Easing: a Sceptical Survey In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper52
2012Quantitative easing: a sceptical survey.(2012) In: Oxford Review of Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52		article
2012Quantitative Easing: A Sceptical Survey.(2012) In: Working Paper series.
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This paper has another version. Agregated cites: 52		paper
2014The Policy Window: The Impact of Financial Stress in the UK In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper1
2009The Sub-Prime Crisis and UK Monetary Policy In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper15
2010The 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
2008The 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
2007Forecasting 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]		article4
2006Forecasting interest rate swap spreads using domestic and international risk factors: Evidence from linear and non-linear models..(2006) In: Discussion Paper Series.
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This paper has another version. Agregated cites: 4		paper
2002The 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]		article9
2005On 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]		paper1
2021Does it Matter where you Search? Twitter versus Traditional News Media In: Discussion Paper Series.
[Full Text][Citation analysis]		paper2
2021Does 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: 2		article
2021Effectiveness of Government Policies in Response to the COVID-19 Outbreak In: Discussion Paper Series.
[Full Text][Citation analysis]		paper9
2004Nonlinear inflation dynamics: evidence from the UK In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]		paper1
2004Uncertainty and UK Monetary Policy In: Money Macro and Finance (MMF) Research Group Conference 2004.
[Full Text][Citation analysis]		paper3
2007The Complex Response of Monetary Policy to Asset Prices In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]		paper0
2005Non-linear inflationary dynamics: evidence from the UK In: Oxford Economic Papers.
[Full Text][Citation analysis]		article10
2009Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model In: Oxford Economic Papers.
[Full Text][Citation analysis]		article5
2007Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model.(2007) In: Working Paper series.
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This paper has another version. Agregated cites: 5		paper
2014Open-economy Distribution Forecast Targeting, Macroeconomic Volatility and Financial Implication In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
In: .
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2009Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment In: Working Papers.
[Citation analysis]		paper4
2009Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment.(2009) In: Working Paper series.
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This paper has another version. Agregated cites: 4		paper
2009A Non-linear Analysis on the Sustainability of the Governments Intertemporal Budget Constraint In: 2009 Meeting Papers.
[Citation analysis]		paper0
2008Smooth Transition Models in Price Transmission In: Working Paper series.
[Full Text][Citation analysis]		paper2
2014Financial 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]		paper0
2018Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets In: Working Paper series.
[Full Text][Citation analysis]		paper2
2007Monetary Policy and the Hybrid Phillips Curve In: Working Paper series.
[Full Text][Citation analysis]		paper0
2012The Impact of Stock Market Illiquidity on Real UK GDP Growth In: Working Paper series.
[Full Text][Citation analysis]		paper0
2002A Multivariate Approach to the Growth of Governments In: Public Finance Review.
[Full Text][Citation analysis]		article4
2002Smooth transition vector error correction models for the spot prices of coffee In: Applied Economics Letters.
[Full Text][Citation analysis]		article10
1998Demand for Greek imports using multivariate cointegration techniques In: Applied Economics.
[Full Text][Citation analysis]		article6
2000Employment, output and political business cycle effects in the Greek non-tradable sector In: Applied Economics.
[Full Text][Citation analysis]		article11
2011Price Transmission in the EU Wholesale Petroleum Markets In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article5
2001Identifying 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]		article18
2004Common 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]		article4
2005Multivariate STAR Unemployment Rate Forecasts In: Econometrics.
[Full Text][Citation analysis]		paper1

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