17
H index
24
i10 index
1191
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pko54 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Alexandros Kontonikas. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economic Modelling | 4 |
Journal of International Financial Markets, Institutions and Money | 3 |
Journal of International Money and Finance | 3 |
Bulletin of Economic Research | 2 |
International Journal of Finance & Economics | 2 |
Economics Letters | 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 | Does 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. Full description at Econpapers || Download paper |
2023 | Americas 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. 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 | Asymmetries 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. Full description at Econpapers || Download paper |
2023 | Frequency 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. 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 | Clustering 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. Full description at Econpapers || Download paper |
2024 | Inflation 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. 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 |
2023 | Systemic 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. Full description at Econpapers || Download paper |
2023 | Stock–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. Full description at Econpapers || Download paper |
2023 | Stock 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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Retail 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. 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 | External 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. 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 | Nonlinear 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. 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 |
2024 | Capital 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. Full description at Econpapers || Download paper |
2023 | Real estate illiquidity and returns: A time-varying regional perspective. (2023). Zhu, Yunyi ; Fu, XI ; Ellington, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:58-72. Full description at Econpapers || Download paper |
2023 | State-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. 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 | 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 | Central 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. 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 | Assessing 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. Full description at Econpapers || Download paper |
2023 | Propositions 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. 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 | 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 | 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 | When 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. Full description at Econpapers || Download paper |
2023 | The cause and Interaction between banking crises and the business cycle. (2023). Bodunrin, Olalekan. In: MPRA Paper. RePEc:pra:mprapa:117955. Full description at Econpapers || Download paper |
2024 | Inflation 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. Full description at Econpapers || Download paper |
2023 | Measuring 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. 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 | Working 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. 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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2006 | INFLATION TARGETING AND THE STATIONARITY OF INFLATION: NEW RESULTS FROM AN ESTAR UNIT ROOT TEST In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 21 |
2005 | Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2016 | FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
2013 | On Monetary Policy and Stock Market Anomalies In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 11 |
2010 | On monetary policy and stock market anomalies.(2010) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2010 | On monetary policy and stock market anomalies.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2011 | Euro Area Inflation Differentials: Unit Roots and Nonlinear Adjustment In: Journal of Common Market Studies. [Citation analysis] | article | 10 |
2019 | On the Real Effect of Financial Pressure: Evidence From Firm‐Level Employment During the Euro‐Area Crisis In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
2011 | A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks In: Review of International Economics. [Full Text][Citation analysis] | article | 5 |
2009 | A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks.(2009) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2009 | A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2006 | OPTIMAL MONETARY POLICY AND ASSET PRICE MISALIGNMENTS In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 24 |
2005 | Optimal Monetary Policy and Asset Price Misalignments.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2007 | Do real interest rates converge? Evidence from the European Union In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 65 |
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: 65 | 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: 65 | paper | |
2010 | The EMU sovereign-debt crisis: Fundamentals, expectations and contagion In: Cardiff Economics Working Papers. [Full Text][Citation analysis] | paper | 324 |
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: 324 | 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: 324 | 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: 324 | 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: 324 | 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: 324 | 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 | 52 |
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: 52 | 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: 52 | article | |
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: 52 | paper | |
2006 | The Euro and Inflation Uncertainty in the European Monetary Union In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 47 |
2009 | The Euro and inflation uncertainty in the European Monetary Union.(2009) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
2007 | The Euro and Inflation Uncertainty in the European Monetary Union.(2007) In: CELPE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
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 | |
2010 | IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2010 | Exchange rate pass through to import prices: panel evidence from emerging market economies. In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2010 | Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2010 | International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 28 |
2010 | International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2013 | International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2013 | International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2011 | Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 61 |
2013 | Stock market reaction to fed funds rate surprises: State dependence and the financial crisis.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | article | |
2012 | Stock market reaction to fed funds rate surprises: state dependence and the financial crisis.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2008 | The long run relationship between stock prices and goods prices: new evidence from panel cointegration In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2010 | The long-run relationship between stock prices and goods prices: New evidence from panel cointegration.(2010) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2008 | THE LONG RUN RELATIONSHIP BETWEEN STOCK PRICES AND GOODS PRICES: NEW EVIDENCE FROM PANEL COINTEGRATION.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
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 | |
2013 | Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2014 | Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis.(2014) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2013 | Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2014 | Monetary Policy in Times of Financial Stress. In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Monetary policy in times of financial stress.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2014 | On the real effects of financial pressure: Evidence from euro area firm-level employment during the recent financial crisis. In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | On the real effects of financial pressure: Evidence from euro area firm-level employment during the recent financial crisis.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2004 | Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling In: Economic Modelling. [Full Text][Citation analysis] | article | 102 |
2005 | Should monetary policy respond to asset price misalignments? In: Economic Modelling. [Full Text][Citation analysis] | article | 26 |
2004 | Should Monetary Policy Respond to Asset Price Misalignments?.(2004) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2009 | Modeling the behaviour of inflation deviations from the target In: Economic Modelling. [Full Text][Citation analysis] | article | 17 |
2010 | A new test of the inflation-real marginal cost relationship: ARDL bounds approach In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2012 | Asset prices, credit and the business cycle In: Economics Letters. [Full Text][Citation analysis] | article | 27 |
2012 | Asset Prices, Credit and the Business Cycle.(2012) In: Stirling Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2008 | The impact of monetary policy on stock prices In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 48 |
2004 | Has Monetary Policy Reacted to Asset Price Movements? Evidence from the UK In: Ekonomia. [Citation analysis] | article | 10 |
2018 | Risk, Financial Stability and FDI In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | Volatility Forecasting in European Government Bond Markets In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Is there a trade-off between inventories and trade credit? The role of the sovereign debt crisis In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Stock Returns and Inflation: The Impact of Inflation Targeting In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | Modeling The Non-Linear Behaviour of Inflation Deviations From The Target In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2006 | The EURO and Inflation Uncertainty In The EMU In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Monetary Policy and the Stock Market: Some International evidence In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2006 | Monetary Policy Shocks and Stock Returns: Evidence from the British Market In: Working Papers. [Full Text][Citation analysis] | paper | 30 |
2009 | Monetary policy shocks and stock returns: evidence from the British market.(2009) In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
2007 | Unit Roots in Inflation and Aggregation Bias In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2011 | Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
Monetary Policy and Corporate Bond Returns In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 7 | |
2014 | Aggregate and regional house price to earnings ratio dynamics in the UK In: Urban Studies. [Full Text][Citation analysis] | article | 4 |
2018 | Austerity, Life Satisfaction and Expectations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Life satisfaction and austerity: Expectations and Macroeconomy In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Household Portfolios and Monetary Policy In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2004 | Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK In: Applied Financial Economics. [Full Text][Citation analysis] | article | 16 |
2018 | Monetary policy and stock valuation: structural VAR identification and size effects In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
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 |
2019 | Treasuries variance decomposition and the impact of monetary policy In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
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