Christos Savvas Savva : Citation Profile


Are you Christos Savvas Savva?

Cyprus University of Technology

12

H index

15

i10 index

465

Citations

RESEARCH PRODUCTION:

47

Articles

33

Papers

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 29
   Journals where Christos Savvas Savva has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 25 (5.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa291
   Updated: 2024-01-16    RAS profile: 2021-11-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Michail, Nektarios (4)

Christiansen, Charlotte (3)

Koursaros, Demetris (2)

Fountas, Stilianos (2)

Delis, Manthos (2)

Tsouknidis, Dimitris (2)

Bredin, Don (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christos Savvas Savva.

Is cited by:

Asongu, Simplice (15)

Raheem, Ibrahim (11)

Ponomarenko, Alexey (9)

Napoletano, Mauro (8)

Guerini, Mattia (8)

Neanidis, Kyriakos (7)

Tsouknidis, Dimitris (7)

Stix, Helmut (5)

Ajide, Kazeem (5)

Hamori, Shigeyuki (5)

JAWADI, Fredj (5)

Cites to:

Engle, Robert (37)

Neanidis, Kyriakos (35)

Teräsvirta, Timo (27)

Bollerslev, Tim (23)

Silvennoinen, Annastiina (20)

Ongena, Steven (19)

Jagannathan, Ravi (18)

Kilian, Lutz (18)

Hafner, Christian (17)

Peydro, Jose-Luis (17)

Theodossiou, Panayiotis (16)

Main data


Where Christos Savvas Savva has published?


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

Working Papers Series with more than one paper published# docs
Working Papers / Universitat Rovira i Virgili, Department of Economics4
Working Papers / Central Bank of Cyprus3
Tinbergen Institute Discussion Papers / Tinbergen Institute2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2

Recent works citing Christos Savvas Savva (2024 and 2023)


YearTitle of citing document
2023Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

Full description at Econpapers || Download paper

2023Sectoral Growth Impacts of Bank Credit Allocation: The Role of COVID-19 Pandemic as Moderating Variable. (2023). Amri, Khairul ; Ikhsan, Ikhsan. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:5:p:32-50.

Full description at Econpapers || Download paper

2023National Currencies in International Settlements: Main Mechanisms. (2023). Ponomarenko, Alexey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:3:p:35-47.

Full description at Econpapers || Download paper

2023Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8.

Full description at Econpapers || Download paper

2023The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies. (2023). Anderl, Christina ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10276.

Full description at Econpapers || Download paper

2023Macroeconomic news and price synchronicity. (2023). Wang, Qingwei ; Eshraghi, Arman ; Cheema, Arbab K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:390-412.

Full description at Econpapers || Download paper

2023Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147.

Full description at Econpapers || Download paper

2023Electricity price spike formation and LNG prices effect under gross bidding scheme in JEPX. (2023). Kanamura, Takashi ; Rassi, Samin. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001374.

Full description at Econpapers || Download paper

2023The impact of Bank of Japan’s exchange-traded fund purchases. (2023). Yoshida, Jiro ; Hattori, Takahiro. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000025.

Full description at Econpapers || Download paper

2023Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237.

Full description at Econpapers || Download paper

2023Corporate social responsibility in family firms: Can corporate communication affect CSR performance?. (2023). Salvi, Antonio ; Leonidou, Erasmia ; Nirino, Niccolo ; Battisti, Enrico. In: Journal of Business Research. RePEc:eee:jbrese:v:162:y:2023:i:c:s0148296323002230.

Full description at Econpapers || Download paper

2023Analysis of hourly price granularity implementation in the Brazilian deregulated electricity contracting environment. (2023). Pereira, Benvindo Rodrigues ; Lage, Guilherme Guimares ; Faria, Wandry Rodrigues ; Leite, Ciniro Aparecido. In: Utilities Policy. RePEc:eee:juipol:v:81:y:2023:i:c:s0957178723000255.

Full description at Econpapers || Download paper

2023Macroprudential and Monetary Policy Interactions and Coordination in South Africa: Evidence from Business and Financial Cycle Synchronisation. (2023). Muzindutsi, Paul-Francois ; Nyati, Malibongwe Cyprian ; Tipoy, Christian Kakese. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:11:p:272-:d:1272222.

Full description at Econpapers || Download paper

2023Challenges in Assessing the Behaviour of Nodal Electricity Prices in Insular Electricity Markets: The Case of New Zealand. (2023). Damette, Olivier ; Marques, Antonio Cardoso ; Macedo, Daniela Pereira. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:6:p:159-:d:1161388.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Using a Directional Distance Function to Measure the Environmental Efficiency of International Liner Shipping Companies and Assess Regulatory Impact. (2023). Lee, Hsuan-Shih ; Liao, Yi-Hui. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3821-:d:1074209.

Full description at Econpapers || Download paper

2023Investor sentiment and bitcoin prices. (2023). Koutmos, Dimitrios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01086-4.

Full description at Econpapers || Download paper

2023Analysis of the Impact of Orthogonalized Brent Oil Price Shocks on the Returns of Dependent Industries in Times of the Russian War. (2023). Krahnhof, Philippe ; Au, Cam-Duc ; Friedhoff, Tim. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2023-04.

Full description at Econpapers || Download paper

2023The relationship between technical innovation and financial performance in shipping firms. (2023). Tsouknidis, Dimitris ; Kouspos, Andreas A ; Panayides, Photis M. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:25:y:2023:i:4:d:10.1057_s41278-022-00251-9.

Full description at Econpapers || Download paper

2023Optimum spatial scale of regional tourism cooperation based on spillover effects in tourism flows. (2023). Zhong, Zhangqi ; Li, Xue ; Zeng, Gang ; Zhu, Nina. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:2:p:409-436.

Full description at Econpapers || Download paper

2023An equilibrium analysis of the impact of real estate price volatility on macroeconomics based on ant colony algorithm. (2023). Qi, Chai Hua ; Jie, Zhou. In: Journal of Combinatorial Optimization. RePEc:spr:jcomop:v:45:y:2023:i:2:d:10.1007_s10878-023-00995-x.

Full description at Econpapers || Download paper

2023Uncertainty, politics, and crises: The case for cash. (2023). Seitz, Franz ; Rosl, Gerhard. In: IMFS Working Paper Series. RePEc:zbw:imfswp:186.

Full description at Econpapers || Download paper

Works by Christos Savvas Savva:


YearTitleTypeCited
2013Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]
paper16
2016Risk-return trade-off for European stock markets.(2016) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
article
2015Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2014Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers.
[Full Text][Citation analysis]
paper2
2019Idiosyncratic volatility puzzle: influence of macro-finance factors.(2019) In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2015Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2021Are central banks to blame? Monetary policy and bank lending behavior In: Bulletin of Economic Research.
[Full Text][Citation analysis]
article0
2019Sentiment, order imbalance, and co?movement: An examination of shocks to retail and institutional trading activity In: European Financial Management.
[Full Text][Citation analysis]
article3
2020Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]
article7
2011ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA In: Manchester School.
[Full Text][Citation analysis]
article9
2021Is British output growth related to its uncertainty? Evidence using eight centuries of data In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]
article2
2021Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data.(2021) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2016The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns In: Working Papers.
[Full Text][Citation analysis]
paper0
2018To Create or to Redistribute? That is the Question In: Working Papers.
[Full Text][Citation analysis]
paper0
2011Modeling interbank relations during the international financial crisis In: Economics Bulletin.
[Full Text][Citation analysis]
article0
2011Nominal uncertainty and inflation: The role of European Union membership In: Economics Letters.
[Full Text][Citation analysis]
article12
2010Nominal Uncertainty and Inflation: The Role of European Union Membership.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12
paper
2013Institutions and financial dollarization: Indirect effects based on a policy experiment In: Economics Letters.
[Full Text][Citation analysis]
article7
2013Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment.(2013) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2013Illiquidity shocks and the comovement between stocks: New evidence using smooth transition In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article6
2021Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components In: Energy Economics.
[Full Text][Citation analysis]
article12
2015Family involvement and firm performance: Evidence from UK listed firms In: Journal of Family Business Strategy.
[Full Text][Citation analysis]
article16
2020Flight-to-safety and the risk-return trade-off: European evidence In: Finance Research Letters.
[Full Text][Citation analysis]
article3
2021The impact of the coronavirus crisis on the market price of risk In: Journal of Financial Stability.
[Full Text][Citation analysis]
article5
2009International stock markets interactions and conditional correlations In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article34
2015Short-horizon excess returns and exchange rate and interest rate effects In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article3
2015The effect of security and market order flow shocks on co-movement In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article0
2009Financial dollarization: Short-run determinants in transition economies In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article46
2009Financial Dollarization: Short-Run Determinants in Transition Economies.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46
paper
2017The effects of oil price shocks on U.S. stock order flow imbalances and stock returns In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article14
2013Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article31
2010Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31
paper
2016Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article6
2011The relative efficiency of shipping companies In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]
article21
2009Modelling change in financial market integration In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2017Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper1
2017Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors.(2017) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2016Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
2016Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors.(2016) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2017Modelling house price volatility states in Cyprus with switching ARCH models In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article3
2018Factors Affecting Housing Prices: International Evidence In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article0
2020What Determines Bank Lending Standards in Cyprus? In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article0
2021Public Debt Thresholds: An Analysis for Cyprus In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article0
2007The Efficiency of Cypriot Commercial Banks: A Comparison with Greece and the UK In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article1
2009Factors Affecting House Prices in Cyprus: 1988-2008 In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article7
2014The Effects of Fiscal Consolidation on Macroeconomic Indicators in Cyprus In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article0
2015House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus In: Cyprus Economic Policy Review.
[Full Text][Citation analysis]
article2
2017Size Effects of Fiscal Policy and Business Confidence in the Euro Area In: IJFS.
[Full Text][Citation analysis]
article1
2021Quantile Risk–Return Trade-Off In: JRFM.
[Full Text][Citation analysis]
article0
2010Business cycle synchronization of the euro area with the new and negotiating member countries In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article47
2007Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries.(2007) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47
paper
2007Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries.(2007) In: University of Cyprus Working Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47
paper
2016Skewness and the Relation Between Risk and Return In: Management Science.
[Full Text][Citation analysis]
article12
2016Short-horizon event study estimation with a STAR model and real contaminated events In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article3
2015Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
paper3
2018Regional Spillovers in Financial Dollarization In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
paper0
2005Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
paper13
2005Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro.(2005) In: Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2005Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro.(2005) In: Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13
paper
2006The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
paper5
2006The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies.(2006) In: Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2006Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
paper14
2006Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US.(2006) In: Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
paper
2008Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US.(2008) In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14
article
2020Cross-Border Spillovers in Foreign Currency Credit In: Economics Discussion Paper Series.
[Full Text][Citation analysis]
paper0
2005Volatility, spillover Effects and Correlations in US and Major European Markets In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Full Text][Citation analysis]
paper8
2018The Risk and Return Conundrum Explained: International Evidence In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]
article2
2018Effects of fiscal consolidation on business confidence in the Euro Area In: Economics and Business Letters.
[Full Text][Citation analysis]
article0
2020A Coronavirus Asset Pricing Model: The Role of Skewness In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2010Stock market integration between new EU member states and the Euro-zone In: Empirical Economics.
[Full Text][Citation analysis]
article39
2008Stock market integration between new EU member states and the Euro-zone.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39
paper
2021Tell me where to stop: thresholds in the bank lending and output growth relationship In: Empirical Economics.
[Full Text][Citation analysis]
article1
2015Support for smoke-free policies in the Cyprus hospitality industry In: International Journal of Public Health.
[Full Text][Citation analysis]
article0
2009Spillovers and correlations between US and major European stock markets: the role of the euro In: Applied Financial Economics.
[Full Text][Citation analysis]
article38
2020Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean In: Defence and Peace Economics.
[Full Text][Citation analysis]
article1
2019Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation In: Econometric Reviews.
[Full Text][Citation analysis]
article1
2020The effects of oil price shocks on the prices of EU emission trading system and European stock returns In: The European Journal of Finance.
[Full Text][Citation analysis]
article5
2020Weekly dynamic conditional correlations among cryptocurrencies and traditional assets In: Working Papers.
[Full Text][Citation analysis]
paper3
2016Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team