Alexandros Kontonikas : Citation Profile


Are you Alexandros Kontonikas?

University of Essex

17

H index

24

i10 index

1191

Citations

RESEARCH PRODUCTION:

31

Articles

59

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 74
   Journals where Alexandros Kontonikas has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 39 (3.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko54
   Updated: 2024-12-03    RAS profile: 2021-01-28    
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Relations with other researchers


Works with:

Fernandes, Filipa (2)

Tsoukas, Serafeim (2)

Brown, Sarah (2)

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

Is cited by:

Afonso, Antonio (45)

Jalles, Joao (16)

GUPTA, RANGAN (15)

Arghyrou, Michael (15)

Köhler, Ekkehard (15)

Sosvilla-Rivero, Simon (13)

Thomas, Tobias (12)

Gómez-Puig, Marta (12)

Feld, Lars (12)

Cuestas, Juan (12)

Crifo, Patricia (11)

Cites to:

Gertler, Mark (46)

Bernanke, Ben (32)

Campbell, John (25)

Galí, Jordi (22)

Kuttner, Kenneth (19)

Shiller, Robert (17)

Svensson, Lars (16)

Woodford, Michael (15)

Arghyrou, Michael (15)

Vayanos, Dimitri (14)

Hofmann, Boris (14)

Main data


Where Alexandros Kontonikas has published?


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

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

Recent works citing Alexandros Kontonikas (2024 and 2023)


YearTitle of citing document
2023Exchange rate risk and sovereign debt risk in South Africa: A Regime Dependent Approach. (2023). Biyase, Mduduzi ; Manguzvane, Mathias. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-04-2023.

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2024Estimating 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.

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2024Does membership of the EMU matter for economic and financial outcomes?. (2024). Song, Suyong ; Kishor, N ; Ardakani, Omid M. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:3:p:416-447.

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2023Americas decoupling from China: A perspective from stock markets. (2023). Liu, Kerry. In: Economic Affairs. RePEc:bla:ecaffa:v:43:y:2023:i:1:p:32-52.

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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.

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2023Asymmetries in multi-target monetary policy rule and the role of uncertainty: Evidence from China. (2023). Tian, Hao ; Zuo, Yulan ; Long, Shaobo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:278-296.

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2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

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2024The 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.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2024Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603.

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2024The 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.

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2023Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250.

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2023Stock–bond dependence and flight to/from quality. (2023). Ning, Cathy ; Ponrajah, Jeremey. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004173.

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2023Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995.

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2023The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms. (2023). Apergis, Nicholas ; Xu, Bing ; Lau, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003630.

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2023Retail attention and the FOMC equity premium. (2023). Murgia, Lucia Milena ; Monaco, Eleonora. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007735.

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2024Multilayer 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.

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2023What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

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2024External wealth of nations and systemic risk. (2024). Ongena, Steven ; Chiper, Alexandra Maria ; Andrie, Alin Marius ; Sprincean, Nicu. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300092x.

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2024Mispricing 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.

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2023Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S.. (2023). Jiang, Cheng ; Chauvet, Marcelle. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000989.

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2023Fiscal 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.

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2024Capital flow dynamics and the synchronization of financial cycles and business cycles in emerging market economies. (2024). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000465.

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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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2023State-dependent effects of the unconventional monetary policy in stock markets. (2023). Shirota, Toyoichiro. In: Japan and the World Economy. RePEc:eee:japwor:v:67:y:2023:i:c:s0922142523000348.

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2023Eurozone 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.

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2024Private 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.

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2023Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets. (2023). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000191.

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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.

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2024Managing 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.

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2023A 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.

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2024A 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.

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2024Central bank intervention and financial bubbles. (2024). Beteto, Danilo Lopomo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1-19.

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2024Bond 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.

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2023Assessing the Use of Gold as a Zero-Beta Asset in Empirical Asset Pricing: Application to the US Equity Market. (2023). Ahmed, Yousry ; Elamer, Ahmed A ; Godfrey, Christopher ; Abdou, Hussein A ; Abdullah, Muhammad. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:204-:d:1098335.

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2023Propositions pour construire un système informationnel guidant une politique régionale d’innovation. (2023). Raffestin, Louis ; Leroy, Aurelien ; Benchora, Inessa. In: Bordeaux Economics Working Papers. RePEc:grt:bdxewp:2023-08.

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2023Balance Sheet Expansionary Policies in the Euro Area: Macroeconomic Impacts and a Vulnerable versus Non-Vulnerable Comparison - A Bayesian Structural VAR Approach. (2023). Pereira, Francisco Gomes. In: Working Papers REM. RePEc:ise:remwps:wp02592023.

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2023Fiscal Sustainability and the Role of Inflation. (2023). Tkacevs, Olegs ; Afonso, Antonio ; Matvejevs, Olegs ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp03032023.

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2024Bank’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.

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2023When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond. (2023). Raggi, Davide ; Pintus, Francesco Jacopo ; Greco, Luciano. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0300.

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2023When a correction turns into a bear market: What explains the depth of the stock market drawdown? A discretionary global macro approach. (2023). Jackson, Dave ; Tokic, Damir. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00306-3.

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2023The cause and Interaction between banking crises and the business cycle. (2023). Bodunrin, Olalekan. In: MPRA Paper. RePEc:pra:mprapa:117955.

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2024Inflation and Its Uncertainty: Evidence from Indonesia and the Philippines. (2024). Kuncoro, Haryo. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:16:y:2024:i:2:p:231-247.

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2023Measuring Response of Stock Market to Central Bank Independence Shock. (2023). Suhendra, Indra ; Anwar, Cep Jandi. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231152135.

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2023Real interest rate parity in the Pacific Rim countries: new empirical evidence. (2023). Wu, An-Chi ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:3:d:10.1007_s00181-022-02282-w.

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2023Working capital management, financial constraints and exports: evidence from European and US manufacturers. (2023). Milgram-Baleix, Juliette ; Mansilla-Fernandez, Jose Manuel. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02295-5.

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2023The 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.

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2023Explaining Long-Term Bond Yields Synchronization Dynamics in Europe. (2023). Fernandez, Oscar ; Cuaresma, Jesus Crespo. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp344.

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2023Explaining Long-Term Bond Yields Synchronization Dynamics in Europe. (2023). Fernandez, Oscar ; Cuaresma, Jesus Crespo. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:44944212.

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2023.

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2023.

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Works by Alexandros Kontonikas:


YearTitleTypeCited
2006INFLATION TARGETING AND THE STATIONARITY OF INFLATION: NEW RESULTS FROM AN ESTAR UNIT ROOT TEST In: Bulletin of Economic Research.
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article21
2005Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test.(2005) In: Working Papers.
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2016FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION In: Bulletin of Economic Research.
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article0
2013On Monetary Policy and Stock Market Anomalies In: Journal of Business Finance & Accounting.
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article11
2010On monetary policy and stock market anomalies.(2010) In: SIRE Discussion Papers.
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2010On monetary policy and stock market anomalies.(2010) In: Working Papers.
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2011Euro Area Inflation Differentials: Unit Roots and Nonlinear Adjustment In: Journal of Common Market Studies.
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article10
2019On the Real Effect of Financial Pressure: Evidence From Firm‐Level Employment During the Euro‐Area Crisis In: Oxford Bulletin of Economics and Statistics.
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article3
2011A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks In: Review of International Economics.
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article5
2009A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks.(2009) In: SIRE Discussion Papers.
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2009A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks.(2009) In: Working Papers.
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2006OPTIMAL MONETARY POLICY AND ASSET PRICE MISALIGNMENTS In: Scottish Journal of Political Economy.
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article24
2005Optimal Monetary Policy and Asset Price Misalignments.(2005) In: Working Papers.
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2007Do real interest rates converge? Evidence from the European Union In: Cardiff Economics Working Papers.
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2009Do real interest rates converge? Evidence from the European union.(2009) In: Journal of International Financial Markets, Institutions and Money.
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2007Do real interest rates converge? Evidence from the European Union.(2007) In: Working Papers.
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2010The EMU sovereign-debt crisis: Fundamentals, expectations and contagion In: Cardiff Economics Working Papers.
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2010The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2010) In: SIRE Discussion Papers.
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2011The EMU sovereign-debt crisis: fundamentals, expectations and contagion.(2011) In: SIRE Focus Papers.
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2012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2012) In: Journal of International Financial Markets, Institutions and Money.
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2011The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2011) In: European Economy - Economic Papers 2008 - 2015.
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2010The EMU sovereign-debt crisis: Fundamentals, expectations and contagion.(2010) In: Working Papers.
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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects In: Cardiff Economics Working Papers.
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2017Whatever it takes to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects.(2017) In: CESifo Working Paper Series.
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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.
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2017Whatever it takes to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects.(2017) In: Working Papers REM.
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2006The Euro and Inflation Uncertainty in the European Monetary Union In: CESifo Working Paper Series.
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2009The Euro and inflation uncertainty in the European Monetary Union.(2009) In: Journal of International Money and Finance.
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2007The Euro and Inflation Uncertainty in the European Monetary Union.(2007) In: CELPE Discussion Papers.
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2015The determinants of sovereign bond yield spreads in the EMU In: Working Paper Series.
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2012The determinants of sovereign bond yield spreads in the EMU.(2012) In: SIRE Discussion Papers.
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2012The determinants of sovereign bond yield spreads in the EMU.(2012) In: Working Papers.
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2012The determinants of sovereign bond yield spreads in the EMU.(2012) In: Working Papers Department of Economics.
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2010IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility In: SIRE Discussion Papers.
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2010Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility.(2010) In: Working Papers.
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2010Exchange rate pass through to import prices: panel evidence from emerging market economies. In: SIRE Discussion Papers.
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2010Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies.(2010) In: Working Papers.
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2010International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data In: SIRE Discussion Papers.
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2010International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data.(2010) In: Working Papers.
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2013International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking.
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2013International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking.
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2011Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: SIRE Discussion Papers.
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2012Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis In: SIRE Discussion Papers.
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2013Stock market reaction to fed funds rate surprises: State dependence and the financial crisis.(2013) In: Journal of Banking & Finance.
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2012Stock market reaction to fed funds rate surprises: state dependence and the financial crisis.(2012) In: Working Papers.
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2008The long run relationship between stock prices and goods prices: new evidence from panel cointegration In: SIRE Discussion Papers.
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2010The long-run relationship between stock prices and goods prices: New evidence from panel cointegration.(2010) In: Journal of International Financial Markets, Institutions and Money.
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2008THE LONG RUN RELATIONSHIP BETWEEN STOCK PRICES AND GOODS PRICES: NEW EVIDENCE FROM PANEL COINTEGRATION.(2008) In: Working Papers.
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2013On the time-varying relationship between EMU sovereign spreads and their determinants In: SIRE Discussion Papers.
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2015On the time-varying relationship between EMU sovereign spreads and their determinants.(2015) In: Economic Modelling.
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2013On the time-varying relationship between EMU sovereign spreads and their determinants.(2013) In: Working Papers.
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2013On the time-varying relationship between EMU sovereign spreads and their determinants.(2013) In: Working Papers Department of Economics.
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2013Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis In: SIRE Discussion Papers.
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2014Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis.(2014) In: Journal of International Money and Finance.
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2013Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis.(2013) In: Working Papers.
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2014Monetary Policy in Times of Financial Stress. In: SIRE Discussion Papers.
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2014Monetary policy in times of financial stress.(2014) In: Working Papers.
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