Costas Milas : Citation Profile

Are you Costas Milas?

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

14

H index

24

i10 index

660

Citations

RESEARCH PRODUCTION:

50

Articles

71

Papers

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 26
   Journals where Costas Milas has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 30 (4.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi119
   Updated: 2024-11-04    RAS profile: 2024-04-06    
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Relations with other researchers

Works with:

Panagiotidis, Theodore (11)

Dergiades, Theologos (9)

Panagiotidis, Theodore (2)

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

Is cited by:

Naraidoo, Ruthira (20)

Piergallini, Alessandro (12)

Manera, Matteo (9)

Bastianin, Andrea (9)

González-Fernández, Marcos (9)

Ubilava, David (9)

Paya, Ivan (7)

GUPTA, RANGAN (7)

Caporale, Guglielmo Maria (6)

tansel, aysıt (6)

Guidolin, Massimo (6)

Cites to:

Teräsvirta, Timo (59)

Gertler, Mark (36)

Galí, Jordi (33)

Svensson, Lars (32)

Franses, Philip Hans (28)

Afonso, Antonio (27)

van Dijk, Dick (26)

Pesaran, Mohammad (25)

Johansen, Soren (20)

Martin, Christopher (20)

Hamilton, James (19)

Main data

Where Costas Milas has published?

Journals with more than one article published# docs
Economic Modelling4
Oxford Economic Papers4
Studies in Nonlinear Dynamics & Econometrics3
Economics Letters3
Journal of Financial Stability3
Journal of International Money and Finance3
International Journal of Forecasting2
The European Journal of Finance2
Applied Economics2
Economic Inquiry2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis24
Discussion Paper Series / Department of Economics, University of Macedonia5
Department of Economics Working Papers / University of Bath, Department of Economics5
Working Papers / Department of Economics, City University London4
CESifo Working Paper Series / CESifo4
Borradores de Investigacin / Universidad del Rosario4
The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics2
Discussion Paper Series / Department of Economics, Loughborough University2
Econometrics / University Library of Munich, Germany2
Economic Research Papers / University of Warwick - Department of Economics2

Recent works citing Costas Milas (2024 and 2023)

YearTitle of citing document
2023.

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2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2024.

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2024Mandatory disclosure, greenhouse gas emissions and the cost of equity capital: UK evidence of a U?shaped relationship. (2021). Matthews, Lane ; Gerged, Ali Meftah ; Elheddad, Mohamed. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:2:p:908-930.

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

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2023The inefficiency of Quantitative Easing in the Euro Area. (2023). Michail, Nektarios ; Louka, Kyriaki G. In: Working Papers. RePEc:cyb:wpaper:2023-3.

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2023The Relationship of Energy Generation from Fossil Fuels, Low Carbon Resources, and Renewable Resources and Inflation within the Framework of Taylor s Rule: The Case of Kazakhstan. (2023). Bolganbayev, Artur ; Lukhmanova, Gulnar ; Kuralbayev, Almas ; Balapanova, Elmira ; Niyetalina, Gaukhar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-2.

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2023The Shocks of Climate Change on Bank Loans. (2023). Puspani, Ni Nyoman ; Sugiarto, Agus ; Trisilia, Mustika Septiyas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-54.

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2024Impact of global liquidity on Indian financial markets and monetary policy outcomes: An ARDL approach. (2024). CHAUBAL, ADITI ; Padha, Vimarsh. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000945.

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2024International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000411.

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2023Financial inclusion and economic uncertainty in developing countries: The role of digitalisation. (2023). Law, Siong Hook ; Trinugroho, Irwan ; Mohamad, M S ; Rahim, Abd. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:786-806.

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2023Subnational governments and COVID management. (2023). Kabiraj, Sujana ; Bandyopadhyay, Simanti ; Majumder, Subrata. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001116.

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2023Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market. (2023). Garrett, Ian ; Liu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s026499932300295x.

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2023The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528.

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2024Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; Tatoutchoup, Didier ; ben Hmiden, Oussama ; Avele, Donatien. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121.

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2024Will voters polarize over pandemic restrictions? Theory and evidence from COVID-19. (2024). Stankov, Petar. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001056.

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2023Interactions between investors’ fear and greed sentiment and Bitcoin prices. (2023). Schweizer, Denis ; Sahut, Jean-Michel ; Nakhli, Mohamed Sahbi ; Gaies, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000475.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2023The shocks of natural disasters on NPLs: Global evidence. (2023). Chang, Chun-Ping ; Zhao, Xinxin ; Chen, Xia. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:1:s0939362522001121.

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2024Macroeconomic fundamentals and attention: What drives european consumers’ inflation expectations?. (2024). Koaik, Vojtch ; Paki, Daniel ; Kuerova, Zuzana. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000924.

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2024Assessing the effectiveness of international government responses to the COVID-19 pandemic. (2024). González-Álvarez, María A. ; Gonzalez-Alvarez, Maria A ; Lopez-Mendoza, Hector ; Montaes, Antonio. In: Economics & Human Biology. RePEc:eee:ehbiol:v:52:y:2024:i:c:s1570677x24000054.

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2023Can we forecast better in periods of low uncertainty? The role of technical indicators. (2023). Stamatogiannis, Michalis P ; Pybis, Sam ; Henry, Olan ; Fernandez, Maria Ferrer. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:1-12.

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2023Fiscal or monetary? Efficacy of regulatory regimes and energy trilemma of the inflation reduction act (IRA). (2023). Abbas, Syed Kumail ; Naqvi, Bushra ; Mirza, Nawazish ; Umar, Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300337x.

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2023Behavioral implications of sovereign ceiling doctrine for the access to credit by firms. (2023). faff, robert ; Riaz, Yasir ; Shahab, Yasir ; Shehzad, Choudhry Tanveer. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003812.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Sun, Yang ; Ge, Zhenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292.

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2023Political institutions, economic uncertainty and sovereign credit ratings. (2023). Ramírez-Rondán, Nelson R. ; Villavicencio, Julio A ; Rojas-Rojas, Renato M ; Ramirez-Rondan, Nelson R. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000302.

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2023SFDR, investor attention, and European financial markets. (2023). Nabeel-Ud, Raja ; Chiappini, Helen ; Birindelli, Giuliana. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s154461232300507x.

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2023Frontier markets sovereign risk: New evidence from spatial econometric models. (2023). Telila, Henok Fasil. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010371.

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2024Fixed vs. adjustable-rate mortgages and attention. (2024). Gonzalez-Velasco, Carmen ; Saez, Francisco Jose ; Gonzalez-Fernandez, Marcos. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001806.

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2023Financial earthquakes and aftershocks: From Brexit to Russia-Ukraine conflict and the stability of European banks. (2023). Phan, Hoa ; Huynh, Nhan ; Thu, Phuong Thi ; Hoang, Hanh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000987.

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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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2023Chronological changes of government sectors’ fiscal policies and fiscal sustainability in Japan. (2023). Yoshida, Motonori. In: Japan and the World Economy. RePEc:eee:japwor:v:66:y:2023:i:c:s092214252300004x.

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2023Household deposits and consumer sentiment expectations: Evidence from Eurozone. (2023). Tsouknidis, Dimitris ; Louhichi, Wael ; Ftiti, Zied ; Anastasiou, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001784.

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2024Macroprudential capital regulation and fiscal balances in the euro area. (2024). Kolb, Benedikt ; Hülsewig, Oliver ; Hulsewig, Oliver ; Hristov, Nikolay. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000615.

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2023Psychological price barriers, El Niño, La Niña: New insights for the case of coffee. (2023). Otero, Jesus ; Holmes, Mark. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000405.

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2023Asymmetric impact of economic policy uncertainty on cryptocurrency market: Evidence from NARDL approach. (2023). Sharma, Anil Kumar ; Imran, S. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000105.

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2023Dying together: A convergence analysis of fatalities during COVID-19. (2023). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000270.

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2023Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. (2023). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000294.

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2023Analysing financial stability reports as crisis predictors with the use of text-mining. (2023). Smaga, Pawe ; Kurowski, Ukasz. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000348.

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2024The ability of energy commodities to hedge the dynamic risk of epidemic black swans. (2024). Lin, Che-Chun ; Chen, Han-Bo ; Tsai, I-Chun. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013338.

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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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2023Financial stability and monetary policy reaction: Evidence from the GCC countries. (2023). Elsayed, Ahmed ; Nasreen, Samia ; Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:396-405.

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2023Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market. (2023). Shang, Yuhuang ; Zhu, Chunhui ; Li, Shaoyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:170-185.

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2024Economic policy uncertainty as an indicator of abrupt movements in the US stock market. (2024). Pantelidis, Theologos ; Tzika, Paraskevi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:93-103.

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2023Can renewable energy mitigate the impacts of inflation and policy interest on climate change?. (2023). Akan, Taner. In: Renewable Energy. RePEc:eee:renene:v:214:y:2023:i:c:p:255-289.

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2023An Analysis of the Pass-Through of Exchange Rates in Forest Product Markets. (2023). Goodwin, Barry ; Riquelme, Andres ; Guney, Selin. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:3:p:515-:d:1075655.

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2023Country Risk and Financial Stability: A Focus on Commercial Banks in Africa. (2023). Muzindutsi, Paul-Francois ; Oyetade, Damilola. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:11:p:198-:d:1279954.

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2024Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403.

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

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2024Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x.

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2023Debt Limit, Fiscal Space and Fiscal Fatigue in the Central and Eastern European Countries of EU. (2023). Olteanu, Dan ; Iancu, Aurel. In: Working Papers of National Institute for Economic Research. RePEc:ror:wpince:230629.

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2023Efficiency of government policy during the COVID-19 pandemic. (2023). Tasiou, Menelaos ; Iosifidi, Maria ; Delis, Manthos D. In: Annals of Operations Research. RePEc:spr:annopr:v:328:y:2023:i:2:d:10.1007_s10479-023-05364-9.

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2023Measuring the impacts of monetary policy in Turkey: an extended structural vector autoregressive model with structural breaks. (2023). Bulut, Umit. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:17:y:2023:i:1:d:10.1007_s42495-022-00095-4.

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2023An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach. (2023). Frimpong, Ophelia ; Ntiamoah, Bernard O ; Aidoo, Eric N ; Ampofo, Richard T ; Sasu, Daniel. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09613-8.

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2023Predicting the contribution of artificial intelligence to unemployment rates: an artificial neural network approach. (2023). Hegerty, Scott W ; Mutascu, Mihai. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09616-z.

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2023Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA. (2023). Bamba, Lambert Ngaladjo ; Gbongue, Florent Kanga. In: Region et Developpement. RePEc:tou:journl:v:57:y:2023:p:101-145.

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2024Can black swans be tamed with a flexible mean?variance specification?. (2022). Karoglou, Michail ; Chatzikonstanti, Vasiliki. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3202-3227.

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2024Short?term forecasting of the US unemployment rate. (2020). Maas, Benedikt. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:3:p:394-411.

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2023.

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2023Do sovereign credit rating events affect the foreign exchange market? Evidence from a treatment effect analysis. (2023). Minea, Alexandru ; BALIMA, HIPPOLYTE ; Vinturis, Cezara. In: Southern Economic Journal. RePEc:wly:soecon:v:90:y:2023:i:1:p:156-181.

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2024How effective quantitative tightening can be with a higher-for-longer pledge?. (2024). Kortelainen, Mika. In: BoF Economics Review. RePEc:zbw:bofecr:284721.

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Works by Costas Milas:

YearTitleTypeCited
1998MODELLING THE BEHAVIOUR OF THE SPOT PRICES OF VARIOUS TYPES OF COFFEE In: Economic Research Papers.
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1998Modeling The Behaviour of the Spot Prices of Various Types of Coffee..(1998) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 1		paper
1999IDENTIFICATION AND ESTIMATION OF A LABOUR MARKET MODEL FOR THE TRADEABLES SECTOR: THE GREEK CASE In: Economic Research Papers.
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1999Identification and Estimation of a Labour Market Model for the Tradeables Sector: the Greek Case..(1999) In: The Warwick Economics Research Paper Series (TWERPS).
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This paper has nother version. Agregated cites: 0		paper
2001Modelling Official And Parallel Exchange Rates In Colombia Under Alternative Regimes: A Non-Linear Approach In: CeNDEF Workshop Papers, January 2001.
[Citation analysis]		paper3
2000Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach.(2000) In: Borradores de Investigación.
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2003Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach.(2003) In: Economic Modelling.
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2009UNCERTAINTY AND MONETARY POLICY RULES IN THE UNITED STATES In: Economic Inquiry.
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2012NONLINEARITIES AND THE SUSTAINABILITY OF THE GOVERNMENTS INTERTEMPORAL BUDGET CONSTRAINT In: Economic Inquiry.
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2010Financial Market Liquidity and the Financial Crisis: An Assessment Using UK Data In: International Finance.
[Full Text][Citation analysis]		article2
2010TESTING THE OPPORTUNISTIC APPROACH TO MONETARY POLICY In: Manchester School.
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2006Testing the Opportunistic Approach to Monetary Policy.(2006) In: MPRA Paper.
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2010THE COMPLEX RESPONSE OF MONETARY POLICY TO THE EXCHANGE RATE In: Scottish Journal of Political Economy.
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2007The Complex Response of Monetary Policy to the Exchange Rate.(2007) In: Working Paper series.
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2006Non-linear Real Exchange Rate Effects in the UK Labour Market In: Studies in Nonlinear Dynamics & Econometrics.
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2004Non-linear real exchange rate effects in the UK labour market.(2004) In: International Finance.
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2005Non-linear real exchange rate effects in the UK labour market.(2005) In: Macroeconomics.
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2011Real-Time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty In: Studies in Nonlinear Dynamics & Econometrics.
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2009Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty.(2009) In: Working Paper series.
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2010Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty.(2010) In: Working Papers.
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2002On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach In: Studies in Nonlinear Dynamics & Econometrics.
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2001On the dynamics of lending and deposit interest rates in emerging markets: a non-linear approach.(2001) In: Borradores de Investigación.
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2010Spend-and-Tax Adjustments and the Sustainability of the Governments Intertemporal Budget Constraint In: CESifo Working Paper Series.
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2011Debt Sustainability and Financial Crises: Evidence from the GIIPS In: CESifo Working Paper Series.
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2011Debt Sustainability and Financial Crises: Evidence from the GIIPS.(2011) In: Working Paper series.
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2012Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS In: CESifo Working Paper Series.
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2012Fiscal Policy Sustainability, Economic Cycle and Financial Crises: The Case of the GIPS.(2012) In: Working Paper series.
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2013Modelling the Fiscal Reaction Functions of the GIPS Based on State-Varying Thresholds In: CESifo Working Paper Series.
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2013Modelling the fiscal reaction functions of the GIPS based on state-varying thresholds.(2013) In: Economics Letters.
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2013Modelling the Fiscal Reaction Functions of the GIPS based on State-Varying Thresholds.(2013) In: Working Paper series.
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2001Forecasting the spot prices of various coffee types using linear and non-linear error correction models In: Borradores de Investigación.
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2004Forecasting the spot prices of various coffee types using linear and non-linear error correction models.(2004) In: International Journal of Finance & Economics.
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2000Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach (Corrected version) In: Borradores de Investigación.
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2003The price-dividend relationship in inflationary and deflationary regimes In: Working Papers.
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2005The price-dividend relationship in inflationary and deflationary regimes.(2005) In: Finance Research Letters.
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2005THE PRICE-DIVIDEND RELATIONSHIP IN INFLATIONARY AND DEFLATIONARY REGIMES.(2005) In: Econometrics.
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2003Non-linear multivariate adjustment of the UK real exchange rate In: Working Papers.
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2004Uncertainty and UK Monetary Policy.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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2002Modelling Monetary Policy: Inflation Targeting in Practice In: Royal Economic Society Annual Conference 2002.
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1998Long-run structural estimation of labour market equations with an application to Greece1 In: Economic Modelling.
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2001Modelling the spot prices of various coffee types In: Economic Modelling.
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2015Has the crisis affected the behavior of the rating agencies? Panel evidence from the Eurozone In: Economics Letters.
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2015Has the crisis affected the behavior of the rating agencies? Panel Evidence from the Eurozone.(2015) In: Discussion Paper Series.
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2019A Mixed Frequency Approach for Stock Returns and Valuation Ratios..(2019) In: Discussion Paper Series.
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2014Global liquidity, money growth and UK inflation.(2014) In: Working Paper series.
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2013Financial crises and monetary policy: Evidence from the UK In: Journal of Financial Stability.
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2013Tweets, Google Trends and Sovereign Spreads in the GIIPS.(2013) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
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2004Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach In: Journal of Futures Markets.
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