12
H index
13
i10 index
943
Citations
University of Piraeus | 12 H index 13 i10 index 943 Citations RESEARCH PRODUCTION: 27 Articles 43 Papers 1 Chapters RESEARCH ACTIVITY: 23 years (1997 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/par104 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michael Arghyrou. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of International Financial Markets, Institutions and Money | 3 |
Economics Letters | 2 |
Ekonomia | 2 |
Applied Economics | 2 |
Journal of Policy Modeling | 2 |
Year | Title of citing document |
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2023 | Exchange rate risk and sovereign debt risk in South Africa: A Regime Dependent Approach. (2023). Biyase, Mduduzi ; Manguzvane, Mathias. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-04-2023. Full description at Econpapers || Download paper |
2024 | Estimating the contribution of macroeconomic factors to sovereign bond spreads in the euro area. (2024). Pérez, Javier ; Kataryniuk, Iván ; Perez, Javier J ; Figueroa, Camila ; Delgado-Tellez, Mar ; Burriel, Pablo. In: Working Papers. RePEc:bde:wpaper:2408. Full description at Econpapers || Download paper |
2024 | “Whatever It Takes!” How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis. (2024). Feld, Lars ; Thomas, Tobias ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10980. Full description at Econpapers || Download paper |
2023 | Current account balances’ divergence in the euro area: an appraisal of the underlying forces. (2023). Mignon, Valérie ; Grekou, Carl ; Faure, Emmanuelle. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-3. Full description at Econpapers || Download paper |
2024 | The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
2024 | Exchange rate and inflation between China and the United States: A bootstrap rolling-window approach. (2024). Ma, Jun-Teng ; Liu, Tie-Ying. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000912. Full description at Econpapers || Download paper |
2024 | The international impact of a fragile EMU. (2024). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002751. Full description at Econpapers || Download paper |
2024 | Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Uddin, Gazi ; Allahdadi, Mohammad Reza ; Yahya, Muhammad ; Wang, Gang-Jin ; Park, Donghyun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200. Full description at Econpapers || Download paper |
2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper |
2024 | Mispricing of debt expansion in the eurozone sovereign credit market. (2024). Zenios, Stavros A ; Milidonis, Andreas ; Lotfi, Somayyeh. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923001158. Full description at Econpapers || Download paper |
2023 | Fiscal outcomes, current account imbalances, and institutions in Europe: Exploring nonlinearities. (2023). Turcu, Camelia ; Rabaud, Isabelle ; Keita, Kady. In: International Economics. RePEc:eee:inteco:v:175:y:2023:i:c:p:121-134. Full description at Econpapers || Download paper |
2023 | Eurozone government bond spreads: A tale of different ECB policy regimes. (2023). Pieterse-Bloem, Mary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001663. Full description at Econpapers || Download paper |
2024 | Private bank deposits and macro/fiscal risk in the euro-area. (2024). Kontonikas, Alexandros ; Gadea, Maria-Dolores ; Arghyrou, Michael G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001936. Full description at Econpapers || Download paper |
2023 | Asymmetry and (in-)stability of Okun’s coefficients in nine European countries. (2023). Mussida, Chiara ; Zanin, Luca. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000257. Full description at Econpapers || Download paper |
2023 | Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191. Full description at Econpapers || Download paper |
2024 | “Whatever It Takes!” How tonality of TV-news affected government bond yield spreads during the European debt crisis. (2024). Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick ; Thomas, Tobias. In: European Journal of Political Economy. RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000132. Full description at Econpapers || Download paper |
2024 | Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251. Full description at Econpapers || Download paper |
2023 | A semi-parametric study on dynamic linkages among international real interest rates. (2023). Goodwin, Barry K ; You, Zhongyuan ; Guney, Selin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:215-229. Full description at Econpapers || Download paper |
2024 | A database: How the euro crisis ended: Not with a (fiscal) bang but a whimper. (2024). Köhler, Ekkehard ; Palhuca, Leonardo ; Hirsch, Patrick ; Kohler, Ekkehard A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1422-1441. Full description at Econpapers || Download paper |
2024 | Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Tian, Shu ; Hedstrom, Axel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044. Full description at Econpapers || Download paper |
2023 | Balance Sheet Expansionary Policies in the Euro Area: Macroeconomic Impacts and a Vulnerable versus Non-Vulnerable Comparison - A Bayesian Structural VAR Approach. (2023). Pereira, Francisco Gomes. In: Working Papers REM. RePEc:ise:remwps:wp02592023. Full description at Econpapers || Download paper |
2023 | Climate Change and Government Borrowing Costs: A Triple Whammy for Emerging Market Economies. (2023). Jalles, Joao ; Clements, Benedict ; Adrogue, Bernat ; Gupta, Sanjeev. In: Working Papers REM. RePEc:ise:remwps:wp02942023. Full description at Econpapers || Download paper |
2023 | Fiscal Sustainability and the Role of Inflation. (2023). Tkacevs, Olegs ; Afonso, Antonio ; Matvejevs, Olegs ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp03032023. Full description at Econpapers || Download paper |
2024 | Bank’s risk-taking channel of monetary policy and TLTRO: Evidence from the Eurozone. (2024). Ferreira, Jorge ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp03202024. Full description at Econpapers || Download paper |
2023 | Tax more or spend less? Historical evidence from Switzerland’s federal budget plans. (2023). Schaltegger, Christoph ; Salvi, Michele. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:3:d:10.1007_s10797-021-09716-8. Full description at Econpapers || Download paper |
2023 | Does joining the European monetary union improve labor productivity? A synthetic control approach. (2023). Eren, Mesut ; Ersoy, Imre ; Wang, Miao Grace ; Zhuang, Hong. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:59:y:2023:i:3:d:10.1007_s11123-023-00668-1. Full description at Econpapers || Download paper |
2023 | When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond. (2023). Raggi, Davide ; Pintus, Francesco Jacopo ; Greco, Luciano. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0300. Full description at Econpapers || Download paper |
2023 | General Equilibrium Trade Policy Analysis among One Belt One Road Nations Using Structural Gravity Framework. (2023). Mir, Parvez Ahmad ; Manzoor, Hajra. In: Foreign Trade Review. RePEc:sae:fortra:v:58:y:2023:i:4:p:484-503. Full description at Econpapers || Download paper |
2023 | Real interest rate parity in the Pacific Rim countries: new empirical evidence. (2023). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02282-w. Full description at Econpapers || Download paper |
2023 | The determinants of liquidity commonality in the Euro-area sovereign bond market. (2023). Jiang, XU ; Panagiotou, Panagiotis ; Gavilan, Angel. In: The European Journal of Finance. RePEc:taf:eurjfi:v:29:y:2023:i:10:p:1144-1186. Full description at Econpapers || Download paper |
2023 | Explaining Long-Term Bond Yields Synchronization Dynamics in Europe. (2023). Fernandez, Oscar ; Cuaresma, Jesus Crespo. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp344. Full description at Econpapers || Download paper |
2023 | Explaining Long-Term Bond Yields Synchronization Dynamics in Europe. (2023). Fernandez, Oscar ; Cuaresma, Jesus Crespo. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:44944212. Full description at Econpapers || Download paper |
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Year | Title | Type | Cited |
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2013 | UK FISCAL POLICY SUSTAINABILITY, 1955–2006 In: Manchester School. [Full Text][Citation analysis] | article | 6 |
2011 | UK Fiscal Policy Sustainability, 1955-2006.(2011) In: Cardiff Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2008 | Current Account Imbalances and Real Exchange Rates in the Euro Area* In: Review of International Economics. [Full Text][Citation analysis] | article | 106 |
2006 | Current Account Imbalances and Real Exchange Rates in the Euro Area.(2006) In: Cardiff Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
2011 | The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes In: The World Economy. [Citation analysis] | article | 91 |
2010 | The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes.(2010) In: Cardiff Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
2010 | The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes.(2010) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 91 | paper | |
2006 | Monetary policy before and after the euro: Evidence from Greece In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 6 |
2009 | Monetary policy before and after the euro: evidence from Greece.(2009) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2007 | Do real interest rates converge? Evidence from the European Union In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 62 |
2009 | Do real interest rates converge? Evidence from the European union.(2009) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | article | |
2007 | Do real interest rates converge? Evidence from the European Union.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | paper | |
2008 | The single monetary policy and domestic macro-fundamentals: Evidence from Spain In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 11 |
2012 | The single monetary policy and domestic macro-fundamentals: Evidence from Spain.(2012) In: Journal of Policy Modeling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2008 | The single monetary policy and domestic macro-fundamentals: Evidence from Spain.(2008) In: Documentos de Trabajo. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2009 | A new solution to the purchasing power parity puzzles? Risk-aversion, exchange rate uncertainty and the law of one price: Insights from the market of online air-travel tickets In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Exchange rate uncertainty and deviations from Purchasing Power Parity: Evidence from the G7 area In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | The Option Of Last Resort: A Two-Currency Emu In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 6 |
2010 | Corruption as a form of extreme individualism: An economic explanation based on geography and climate conditions In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 318 |
2010 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2010) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 318 | paper | |
2011 | The EMU sovereign-debt crisis: fundamentals, expectations and contagion.(2011) In: SIRE Focus Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 318 | paper | |
2012 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2012) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 318 | article | |
2011 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2011) In: European Economy - Economic Papers 2008 - 2015. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 318 | paper | |
2010 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 318 | paper | |
2014 | Is Greece turning the corner? A theory-based assessment of recent Greek macro-policy In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Is Greece Turning the Corner? A Theory-Based Assessment of Recent Greek Macro-Policy.(2014) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2017 | Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 50 |
2017 | Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects.(2017) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2018 | “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects.(2018) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | article | |
2017 | Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects.(2017) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2017 | Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects.(2017) In: Working Papers REM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2019 | Private bank deposits and macro/fiscal risk in the euro-area In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Private bank deposits and macro/fiscal risk in the euro-area.(2019) In: CESifo Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | Exchange Rate Risk and Deviations from Purchasing Power Parity In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | The Greek Crisis and Financial Assistance Programmes: An Evaluation In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2015 | On Greek Crises, Growth, Market-access and Debt-forgiveness In: ifo DICE Report. [Full Text][Citation analysis] | article | 0 |
2011 | Risk aversion, exchange-rate uncertainty, and the law of one price: insights from the market for online air-travel tickets In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
2011 | Risk aversion, exchange‐rate uncertainty, and the law of one price: insights from the market for online air‐travel tickets.(2011) In: Canadian Journal of Economics/Revue canadienne d'économique. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2015 | The determinants of sovereign bond yield spreads in the EMU In: Working Paper Series. [Full Text][Citation analysis] | paper | 88 |
2012 | The determinants of sovereign bond yield spreads in the EMU.(2012) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2012 | The determinants of sovereign bond yield spreads in the EMU.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2012 | The determinants of sovereign bond yield spreads in the EMU.(2012) In: Working Papers Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 88 | paper | |
2003 | Government Solvency: Revisiting some EMU Countries In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 50 |
2007 | Government solvency: Revisiting some EMU countries.(2007) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | article | |
2013 | On the time-varying relationship between EMU sovereign spreads and their determinants In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 41 |
2015 | On the time-varying relationship between EMU sovereign spreads and their determinants.(2015) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
2013 | On the time-varying relationship between EMU sovereign spreads and their determinants.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2013 | On the time-varying relationship between EMU sovereign spreads and their determinants.(2013) In: Working Papers Department of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2008 | Non-linearity versus non-normality in real exchange rate dynamics In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
2007 | Testing for Purchasing Power Parity correcting for non-normality using the wild bootstrap In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
2016 | Inflation announcements and asymmetric exchange rate responses In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 7 |
2009 | Introduction to the EEFS conference papers In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
2016 | Institutional performance and ship registration In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 3 |
2000 | Public Expenditure and National Income: Time Series Evidence from Greece In: Ekonomia. [Citation analysis] | article | 1 |
2000 | Public Expenditure and National Income: Time Series Evidence from Greece.(2000) In: Ekonomia. [Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
1999 | Monetary Policy at the European Periphery. Greek Experience and Lessons for Transition Economies In: CERT Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2004 | Non-linear and non-symmetric exchange-rate adjustment: new evidence from medium- and high-inflation economies In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 1 |
2004 | Nonlinear inflation dynamics: evidence from the UK In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 1 |
2005 | Beyond Purchasing Power Parity: Nominal exchange rates, output shocks and non linear/asymmetric equilibrium adjustment in Central Europe In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] | paper | 2 |
2005 | Non-linear inflationary dynamics: evidence from the UK In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 12 |
2015 | From the Euro-Crisis to a New European Economic Architecture In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] | chapter | 0 |
1997 | Greece and the European Monetary Union: An Explorative Essay In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | Casual Relationships Between Public Expenditure, Public Receipts and Gross Domestic Product: The Case of Greece In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1998 | EU Participation and the External Trade of Greece: An Appraisal of the Evidence In: Working Papers. [Full Text][Citation analysis] | paper | 12 |
2000 | EU participation and the external trade of Greece: an appraisal of the evidence.(2000) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2003 | Competitiveness and the External Trade of Greece in the 1990s: A Cross-Sectoral Investigation In: Journal of Economic Integration. [Citation analysis] | article | 3 |
2006 | Non-linear and non-symmetric exchange-rate adjustment: Evidence from medium- and high-inflation countries In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
1998 | Causal relationships between public expenditure, public receipts and gross domestic product: Greece 1965-95 In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2007 | The price effects of joining the euro: modelling the Greek experience using non-linear price-adjustment models In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
2014 | PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 34 |
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