16
H index
28
i10 index
1072
Citations
University of Thessaly | 16 H index 28 i10 index 1072 Citations RESEARCH PRODUCTION: 95 Articles 21 Papers EDITOR: Series edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stephanos Τ. Papadamou. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Post-Print / HAL | 6 |
Economics of Security Working Paper Series / DIW Berlin, German Institute for Economic Research | 5 |
Working Papers / University of Pretoria, Department of Economics | 3 |
MPRA Paper / University Library of Munich, Germany | 3 |
Year ![]() | Title of citing document ![]() | |
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2024 | A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2023). Cifuentes, Arturo ; Ram, Domingo ; Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2302.02269. Full description at Econpapers || Download paper | |
2024 | Monetary policy transparency in Colombia. (2024). Romero, José ; Ospina-Tejeiro, Juan. In: Borradores de Economia. RePEc:bdr:borrec:1285. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Stock market reaction to mandatory sustainability reporting: Does carbonâintensity and environmental, social, and governance reputation matter?. (2024). Pandey, Dharen ; Alahdal, Waleed M ; Hashim, Hafiza Aishah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:8:p:9116-9140. Full description at Econpapers || Download paper | |
2024 | Quantitative easing effectiveness: Evidence from Euro private assets. (2024). Kirikos, Dimitris G. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:354-370. Full description at Econpapers || Download paper | |
2024 | ECB monetary policy communication events: Do they move euro area yields?. (2024). Vasiliauskait, Deimant ; Kaminskas, Rokas ; Jurkas, Linas. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:596-625. Full description at Econpapers || Download paper | |
2025 | Sustainable Finance in the New Geo-Political Era: A Difficult Balancing Act. (2025). Esposito, Lorenzo ; Cocco, Marta. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0045. Full description at Econpapers || Download paper | |
2024 | Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Guo, Lingling ; Dai, Yifan ; Xu, Yingying ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792. Full description at Econpapers || Download paper | |
2024 | Do financial markets react to emerging economiesâ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Bhat, Javed Ahmad ; Padhan, Rakesh ; Prabheesh, K P. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000982. Full description at Econpapers || Download paper | |
2024 | Heterogeneous regional effects of monetary policy: Evidence from Korea. (2024). So, Inhwan ; Park, Seungmoon ; Joo, Hyundo. In: Journal of Asian Economics. RePEc:eee:asieco:v:94:y:2024:i:c:s1049007824000745. Full description at Econpapers || Download paper | |
2024 | Transmission of external shocks and regional heterogeneity: Evidence from Korean province-level data. (2024). Chung, Min-Su ; Lim, Hyunjoon. In: Journal of Asian Economics. RePEc:eee:asieco:v:94:y:2024:i:c:s104900782400085x. Full description at Econpapers || Download paper | |
2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper | |
2024 | Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091. Full description at Econpapers || Download paper | |
2024 | Digital Davids, global Goliaths, and the Web3 sling. (2024). Gala, Kaushik. In: Business Horizons. RePEc:eee:bushor:v:67:y:2024:i:1:p:5-17. Full description at Econpapers || Download paper | |
2024 | Do green finance and hi-tech innovation facilitate sustainable development? Evidence from the Yangtze River Economic Belt. (2024). Chen, Zhenling ; Sun, Hui ; Pu, Tianlong ; Zhang, Lixia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1430-1442. Full description at Econpapers || Download paper | |
2024 | The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States. (2024). Si, Kamel ; Cifuentes-Faura, Javier ; Alofaysan, Hind. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:80-94. Full description at Econpapers || Download paper | |
2024 | Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; KoÄenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001. Full description at Econpapers || Download paper | |
2024 | Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219. Full description at Econpapers || Download paper | |
2024 | Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584. Full description at Econpapers || Download paper | |
2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032. Full description at Econpapers || Download paper | |
2024 | A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846. Full description at Econpapers || Download paper | |
2024 | How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426. Full description at Econpapers || Download paper | |
2024 | Volatility and returns connectedness between cryptocurrency and Chinaâs financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566. Full description at Econpapers || Download paper | |
2024 | Conventional monetary interventions through the credit channel and the rise of non-bank institutions. (2024). Rivolta, Giulia ; Cafiso, Gianluca. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000894. Full description at Econpapers || Download paper | |
2024 | The impact of the heterogenous fiscal policy stance of euro-area member states on ECB monetary policy. (2024). Jurkas, Linas. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000384. Full description at Econpapers || Download paper | |
2024 | Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model. (2024). He, Yongda ; Yang, Peng ; Liu, Han ; Guo, Pengwei ; Oxley, Les. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007028. Full description at Econpapers || Download paper | |
2024 | Do geopolitical risks always harm energy security? Their non-linear effects and mechanism. (2024). Lee, Chien-Chiang ; He, Zhi-Wen ; Yuan, Zihao ; Xiao, FU. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007430. Full description at Econpapers || Download paper | |
2024 | Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379. Full description at Econpapers || Download paper | |
2024 | Does renewable energy development reduce energy import dependency in emerging economies? Evidence from CS-ARDL and panel causality approach. (2024). Mahalik, Mantu Kumar ; Yadav, Aneet. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000641. Full description at Econpapers || Download paper | |
2024 | Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; Nielsen, Joshua ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403. Full description at Econpapers || Download paper | |
2024 | Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816. Full description at Econpapers || Download paper | |
2024 | Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; Zhu, Xuening ; Sheng, Lin Wen ; Park, Donghyun ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626. Full description at Econpapers || Download paper | |
2024 | The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, MichaÅ. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687. Full description at Econpapers || Download paper | |
2024 | Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535. Full description at Econpapers || Download paper | |
2024 | Enhancing the accuracy of Chinas electricity consumption forecasting through economic cycle division: An MSAR-OPLS scenario analysis. (2024). Pan, Xianyou ; Sun, Feihu ; Shu, Yalin ; Xie, Pinjie. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003906. Full description at Econpapers || Download paper | |
2024 | Volatility spillovers among economic policy uncertainty, energy and carbon marketsâThe quantile time-frequency perspective. (2024). Liu, Xutang ; Jiang, Wei ; Dong, Lingfei ; Zou, Liming. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024575. Full description at Econpapers || Download paper | |
2024 | The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x. Full description at Econpapers || Download paper | |
2024 | Cryptocurrency price forecasting â A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719. Full description at Econpapers || Download paper | |
2024 | Bursting the bitcoin bubble: Do market prices reflect fundamental bitcoin value?. (2024). Podhorsky, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000905. Full description at Econpapers || Download paper | |
2024 | Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832. Full description at Econpapers || Download paper | |
2024 | Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934. Full description at Econpapers || Download paper | |
2024 | Spillover relationships between international crude oil markets and global energy stock markets under the influence of geopolitical risks: New evidence. (2024). Liang, Chao ; Luo, Keyu ; Yang, Shuangpeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004794. Full description at Econpapers || Download paper | |
2024 | Do managers have more incentives to hoard bad news during panic? A study of terrorist attacks and stock price crash risk. (2024). Zhao, Sheng ; Wei, ZI ; Liu, Xianda. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004861. Full description at Econpapers || Download paper | |
2024 | Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary eras. (2024). Dimitriadis, Konstantinos A ; Savva, Christos S ; Koursaros, Demetris. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006252. Full description at Econpapers || Download paper | |
2024 | Flight to safety, intermediation frictions, and US Treasury floating rate note prices. (2024). Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301245x. Full description at Econpapers || Download paper | |
2024 | A comparative analysis of the price explosiveness in Bitcoin and forked coins. (2024). Narayan, Seema ; Baltas, Konstantinos ; Ren, Yi-Shuai ; Ma, Chaoqun ; Kong, Xiaolin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013272. Full description at Econpapers || Download paper | |
2024 | No rewardâno effort: Will Bitcoin collapse near to the year 2140?. (2024). Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003246. Full description at Econpapers || Download paper | |
2024 | On co-dependent power-law behavior across cryptocurrencies. (2024). Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003258. Full description at Econpapers || Download paper | |
2024 | The impact of North Korean nuclear threat on stock market linkages in Northeast Asia: The case of South Korea, China, and Japan. (2024). Lee, Geesun. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007578. Full description at Econpapers || Download paper | |
2024 | Does central bank transparency converge across the world? Evidence from a club convergence perspective. (2024). Sharma, Ujjwal ; Sethi, Dinabandhu ; Meher, Alekha. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007621. Full description at Econpapers || Download paper | |
2024 | The cross section of information transmission in news media and stock returns. (2024). Wu, YI ; Wang, Xinyao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008109. Full description at Econpapers || Download paper | |
2024 | Global equity, commodities and bond market response to Israel-Hamas war. (2024). Martins, Antonio Miguel. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009309. Full description at Econpapers || Download paper | |
2024 | Can municipal bonds hedge US state-level climate risks?. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Ji, Qiang ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009450. Full description at Econpapers || Download paper | |
2024 | CSR disclosure, political risk and market quality: Evidence from the Russia-Ukraine conflict. (2024). Fu, Chengbo ; Clancey-Shang, Danjue. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000103. Full description at Econpapers || Download paper | |
2024 | A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Suleman, Muhammed Tahir ; Shah, Nida ; Raza, Syed Ali. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756. Full description at Econpapers || Download paper | |
2024 | Herding in the cryptocurrency market: A transaction-level analysis. (2024). Preda, Alex ; Gemayel, Roland. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001750. Full description at Econpapers || Download paper | |
2024 | The bind and the slack of Basel III liquidity regulations: Evidence from Indonesia. (2024). Raz, Arisyi ; Danarsari, Dwi ; Husodo, Zafri A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001124. Full description at Econpapers || Download paper | |
2024 | Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. (2024). Wilfling, Bernd ; GUPTA, RANGAN ; Segnon, Mawuli. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:29-43. Full description at Econpapers || Download paper | |
2024 | âGet rich quick,â scheme or script? The effect of cryptoculture on the susceptibility of fraud victimization among cryptocurrency purchasers. (2024). Connealy, Nathan ; Logan, Matthew William ; Dulisse, Brandon Christopher. In: Journal of Criminal Justice. RePEc:eee:jcjust:v:94:y:2024:i:c:s0047235224001223. Full description at Econpapers || Download paper | |
2024 | A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets. (2024). Cavicchioli, Maddalena. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000610. Full description at Econpapers || Download paper | |
2024 | Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069. Full description at Econpapers || Download paper | |
2024 | Do retail-oriented banks have less non-performing loans?. (2024). Vouldis, Angelos ; Farne, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000070. Full description at Econpapers || Download paper | |
2024 | How geopolitical risk and economic policy uncertainty impact coal, natural gas, and oil rent? Evidence from China. (2024). Gao, KE ; Huang, Yan ; Zhou, Bingjun ; Luo, Chunyang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011042. Full description at Econpapers || Download paper | |
2024 | Unveiling asymmetric dynamics: Exploring the impact of oil price on economic growth and current account deficit: Evidence from G-7 countries. (2024). Wang, Xiaofang ; Ma, Binfeng. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723011923. Full description at Econpapers || Download paper | |
2024 | Economic corruption, green recovery, and mineral trade relationships in emerging economies. (2024). Lyu, Yifei ; Liu, Biao. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000928. Full description at Econpapers || Download paper | |
2024 | Disentangled oil shocks and macroeconomic policy uncertainty in South Africa. (2024). Makanda, Samantha ; Fasanya, Ismail. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005622. Full description at Econpapers || Download paper | |
2024 | The role of gold in terrorism: Risk aversion or financing source?. (2024). Song, YU ; Chang, Shiwei ; He, Lele. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005683. Full description at Econpapers || Download paper | |
2024 | The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war. (2024). Tang, Miaomiao ; Luo, Ziyang ; Zhao, Peng ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x. Full description at Econpapers || Download paper | |
2024 | A combined framework to explore cryptocurrency volatility and dependence using multivariate GARCH and Copula modeling. (2024). David, S A ; Kristoufek, L ; Queiroz, R. G. S., . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:652:y:2024:i:c:s0378437124005557. Full description at Econpapers || Download paper | |
2024 | Impact of Black Swan Events on Ethereum blockchain ERC20 token transaction networks. (2024). Pradhan, Priodyuti ; Jalan, Sarika ; Reddy, Uday Kumar ; Pradeep, Moturi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006381. Full description at Econpapers || Download paper | |
2024 | Quantile time-frequency connectedness among G7 stock markets and clean energy markets. (2024). Alshater, Muneer ; el Khoury, Rim ; Xiong, Xiong ; Li, Yanshuang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:71-90. Full description at Econpapers || Download paper | |
2024 | Dual effects of investor sentiment and uncertainty in financial markets. (2024). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315. Full description at Econpapers || Download paper | |
2024 | Credit risk and bubble behavior of credit default swaps in the corporate energy sector. (2024). Figuerola-Ferretti, Isabel ; Cervera, Ignacio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:702-731. Full description at Econpapers || Download paper | |
2024 | The asymmetry and uncertainty effects on the response of the yield curve to Brazilian monetary policy. (2024). Meurer, Roberto ; Cavaca, Igor Bastos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:831-844. Full description at Econpapers || Download paper | |
2024 | Are markets sentiment driving the price bubbles in the virtual?. (2024). Guesmi, Khaled ; Galariotis, Emilios ; ben Osman, Myriam ; Naoui, Kamel ; Hamdi, Haykel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:272-285. Full description at Econpapers || Download paper | |
2024 | Exploring the ingredients, mixtures, and inclinations of geopolitical risk. (2024). Kannadhasan, M ; Halder, Abhishek ; Tamilselvan, M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:187-206. Full description at Econpapers || Download paper | |
2024 | Are we in a bubble? Financial vulnerabilities in semiconductor, Web3, and genetic engineering markets. (2024). Wu, Zewen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:32-44. Full description at Econpapers || Download paper | |
2024 | Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Teplova, Tamara ; Phiri, Andrew ; Choi, Sun-Yong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363. Full description at Econpapers || Download paper | |
2024 | Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113. Full description at Econpapers || Download paper | |
2024 | The Federal Reserveâs Quantitative Easing policy and volatility spillovers: Evidence from Australia. (2024). de Mello, Lurion ; Yahyaei, Hamid ; Singh, Abhay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003897. Full description at Econpapers || Download paper | |
2024 | Context-dependent responses to geopolitical risk in Middle Eastern and African stock markets: An asymmetric volatility spillover study. (2024). Eissa, Mohamed Abdelaziz ; al Refai, Hisham. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003940. Full description at Econpapers || Download paper | |
2024 | Fintech, bank diversification and liquidity: Evidence from China. (2024). Corbet, Shaen ; Hu, Yang ; Tang, Mengxuan ; Oxley, Les ; Hou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002088. Full description at Econpapers || Download paper | |
2024 | Ready for a digital Euro? Insights from a research agenda. (2024). Perdichizzi, Salvatore ; Manta, Francesco ; Cotugno, Matteo ; Stefanelli, Valeria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s027553192300243x. Full description at Econpapers || Download paper | |
2024 | Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000527. Full description at Econpapers || Download paper | |
2024 | Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Journal of Risk & Control |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2025 | Policy uncertainty and nonâperforming loans in Greece In: American Journal of Economics and Sociology. [Full Text][Citation analysis] | article | 0 |
2020 | SELECTIVITY AND MARKET TIMING SKILLS IN EMERGING GREEK EQUITY MUTUAL FUNDS DURING THE SOVEREIGN DEBT CRISIS In: Studies in Business and Economics. [Full Text][Citation analysis] | article | 0 |
2014 | Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests In: Peace Economics, Peace Science, and Public Policy. [Full Text][Citation analysis] | article | 3 |
2012 | Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests.(2012) In: Economics of Security Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2021 | Could the Public Debt Management via ECBâs QE Create a Surge of Inflation in the Euro Area? In: Revue française d'économie. [Full Text][Citation analysis] | article | 1 |
2010 | Terrorism and Capital Markets: The Effects of the Istanbul Bombings In: Economics of Security Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2010 | Has Stock Markets Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market In: Economics of Security Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2011 | The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship In: Economics of Security Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2012 | Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data In: Economics of Security Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2012 | Terrorism and Market Jitters In: EUSECON Policy Briefing. [Full Text][Citation analysis] | paper | 0 |
2021 | Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 21 |
2023 | Does innovation affect the impact of corruption on economic growth? International evidence In: Economic Analysis and Policy. [Full Text][Citation analysis] | article | 6 |
2023 | Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises? In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
2013 | Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
2015 | Central bank transparency and the interest rate channel: Evidence from emerging economies In: Economic Modelling. [Full Text][Citation analysis] | article | 30 |
2015 | Central bank transparency and the interest rate channel : Evidence from emerging economies.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 30 | paper | |
2019 | The role of leverage in quantitative easing decisions: Evidence from the UK In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
2021 | Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 21 |
2024 | Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
2013 | The effects of terrorism and war on the oil priceâstock index relationship In: Energy Economics. [Full Text][Citation analysis] | article | 67 |
2013 | The risk relevance of International Financial Reporting Standards: Evidence from Greek banks In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
2019 | Unconventional monetary policy effects on output and inflation: A meta-analysis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 13 |
2015 | Intraday exchange rate volatility transmissions across QE announcements In: Finance Research Letters. [Full Text][Citation analysis] | article | 18 |
2017 | Geopolitical risks and the oil-stock nexus over 1899â2016 In: Finance Research Letters. [Full Text][Citation analysis] | article | 138 |
2017 | Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 138 | paper | |
2021 | Flight-to-quality between global stock and bond markets in the COVID era In: Finance Research Letters. [Full Text][Citation analysis] | article | 37 |
2024 | Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets In: Global Finance Journal. [Full Text][Citation analysis] | article | 2 |
2014 | Does central bank transparency affect stock market volatility? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 32 |
2014 | Does central bank transparency affect stock market volatility?.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2020 | Modelling the dynamics of unconventional monetary policiesâ impact on professionalsâ forecasts In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
2020 | Modelling the dynamics of unconventional monetary policiesâ impact on professionalsâ forecasts.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2020 | The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies? In: Journal of Business Research. [Full Text][Citation analysis] | article | 10 |
2014 | Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banksâ and life insurance companiesâ stocks in the UK In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 12 |
2019 | The effectiveness of quantitative easing: Evidence from Japan In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
2024 | Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 1 |
2018 | Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 6 |
2018 | A Taylor Rule for EU members. Does one rule fit to all EU member needs? In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 12 |
2018 | A Taylor Rule for EU members. Does one rule fit to all EU member needs ?.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2022 | Private capital formation and government spending interaction in the case of eurozone countries In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 0 |
2023 | Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 2 |
2024 | The impact of the shadow economy on the direct-indirect tax mix: Can central banksâ independence mitigate the effect? In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
2018 | News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 14 |
2017 | News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2011 | Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 42 |
2023 | The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19 In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 11 |
2014 | Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK In: Research in Economics. [Full Text][Citation analysis] | article | 2 |
2011 | Terrorism and capital markets: The effects of the Madrid and London bomb attacks In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 69 |
2006 | An investigation of bond term premia in international government bond indices In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
2015 | On quantitative easing and high frequency exchange rate dynamics In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 15 |
2017 | Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 12 |
2017 | Interest rate dynamic effect on stock returns and central bank transparency : Evidence from emerging markets.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2017 | Does central bank independence affect stock market volatility? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 16 |
2017 | Does central bank independence affect stock market volatility ?.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2016 | Does Central Bank Independence Affect Stock Market Volatility?.(2016) In: Working Papers of BETA. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2018 | Variance risk premium and equity returns In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 6 |
2019 | Investigating volatility transmission and hedging properties between Bitcoin and Ethereum In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 73 |
2020 | Price discovery in bitcoin futures In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 27 |
2020 | A systematic review of the bubble dynamics of cryptocurrency prices In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 52 |
2023 | Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
2020 | A survey of empirical findings on unconventional central bank policies In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 27 |
2021 | Evaluating survey-based forecasts of interest rates and macroeconomic variables In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 1 |
2017 | Public investment, inflation persistence and central bank independence In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 4 |
2024 | Does government spending cointegrate with bank lending? Evidence from Eurozone panel data In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
2017 | The macroeconomic effects of fiscal consolidation policies in Greece In: Journal of Financial Economic Policy. [Full Text][Citation analysis] | article | 0 |
2018 | Abnormal lending and risk in Swedish financial institutions In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Investorsâ risk aversion integration and quantitative easing In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 2 |
2019 | Optimism-pessimism effects on money demand: theory and evidence In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
2019 | The stock-bond nexus and investorsâ behavior in mature and emerging markets In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2023 | Central Bank Credibilityâs Effect on Stock Exchange Returnsâ Volatility: Evidence from OECD Countries In: Economies. [Full Text][Citation analysis] | article | 0 |
2022 | The Determinants of Energy and Electricity Consumption in Developed and Developing Countries: International Evidence In: Energies. [Full Text][Citation analysis] | article | 10 |
2022 | Cannabis Stocks Returns: The Role of Liquidity and Investorsâ Attention via Google Metrics In: IJFS. [Full Text][Citation analysis] | article | 5 |
2013 | European Marketsâ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings In: IJFS. [Full Text][Citation analysis] | article | 2 |
2017 | Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis In: IJFS. [Full Text][Citation analysis] | article | 4 |
2021 | The Effect of Quantitative Easing through Google Metrics on US Stock Indices In: IJFS. [Full Text][Citation analysis] | article | 1 |
2019 | Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices In: JRFM. [Full Text][Citation analysis] | article | 7 |
2008 | The effect of diversification across businesses and within lending activities on risks of commercial banks portfolios: evidence from South Korea In: International Journal of Monetary Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2004 | American equity mutual funds in European markets: Hot hands phenomenon and style analysis In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 8 |
2012 | The Monetary Approach to the Exchange Rate Determination for a âPetrocurrencyâ: The Case of Norwegian Krone In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 2 |
2014 | Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 8 |
2018 | Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 1 |
2020 | US non-linear causal effects on global equity indices in Normal times versus unconventional eras In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 3 |
2016 | Environmentally Responsible and Conventional Market Indicesâ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 6 |
2012 | Banksâ lending behavior and monetary policy: evidence from Sweden In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 6 |
2017 | The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries In: Review of Economics. [Full Text][Citation analysis] | article | 0 |
2022 | The Distorting Effects of Corruption on Financial Stability and Economic Growth: Evidence from Russian Banks Using a PVAR Approach In: Eastern European Economics. [Full Text][Citation analysis] | article | 0 |
2016 | Central bank transparency and exchange rate volatility effects on inflation-output volatility In: Economics and Business Letters. [Full Text][Citation analysis] | article | 2 |
2021 | The effect of central bank transparency on inflation persistence In: Economics and Business Letters. [Full Text][Citation analysis] | article | 1 |
2021 | The role of net stable funding ratio on the bank lending channel: evidence from European Union In: Journal of Banking Regulation. [Full Text][Citation analysis] | article | 3 |
2023 | Built-in challenges within the supervisory architecture of the Eurozone In: Journal of Banking Regulation. [Full Text][Citation analysis] | article | 1 |
2024 | The impact of corporate governance mechanisms on mitigating banksâ propensity for risk-taking In: Journal of Banking Regulation. [Full Text][Citation analysis] | article | 1 |
2020 | Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 40 |
2008 | Does the ECB Care about Shifts in Investorsâ Risk Appetite? In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2017 | How effective quantitative easing is in relation to the Gold Standard? A historical approach based on the US experience In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US In: Working Papers. [Citation analysis] | paper | 1 |
2009 | Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea In: Journal of Economic Integration. [Citation analysis] | article | 3 |
2014 | A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe In: Bulletin of Applied Economics. [Full Text][Citation analysis] | article | 0 |
2016 | Regional asymmetries in monetary policy transmission: The case of the Greek regions In: Environment and Planning C. [Full Text][Citation analysis] | article | 2 |
2016 | Stock markets and effective exchange rates in European countries: threshold cointegration findings In: Eurasian Economic Review. [Full Text][Citation analysis] | article | 7 |
2022 | The dimension of popularity in the cryptocurrency market In: SN Business & Economics. [Full Text][Citation analysis] | article | 0 |
2017 | Is There a Role for Central Bank Independence on Public Debt Dynamics? In: Journal of Applied Finance & Banking. [Full Text][Citation analysis] | article | 2 |
2009 | Yield spreads and real economic activity in East European transition economies In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2004 | Evaluating the style-based risk model for equity mutual funds investing in Europe In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2007 | Significance of risk modelling in the term structure of interest rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
2010 | ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 23 |
2018 | Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 8 |
2021 | U.S. unconventional monetary policy and risk tolerance in major currency markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
2007 | The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition In: International Economic Journal. [Full Text][Citation analysis] | article | 3 |
2015 | The effect of the market-based monetary policy transparency index on inflation and output variability In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 5 |
2014 | THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES In: Region et Developpement. [Full Text][Citation analysis] | article | 2 |
2016 | Central Bank Independence and the Dynamics of Public Debt? In: Working Papers of BETA. [Full Text][Citation analysis] | paper | 0 |
2012 | The effects of Monetary Policy shocks across the Greek Regions In: ERSA conference papers. [Full Text][Citation analysis] | paper | 3 |
2021 | The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 6 |
2018 | The informational content of unconventional monetary policy on precious metal markets In: Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
2021 | The prudential role of Basel III liquidity provisions towards financial stability In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2013 | Does Terrorism Affect the StockâBond Covariance? Evidence from European Countries In: Southern Economic Journal. [Full Text][Citation analysis] | article | 5 |
2019 | PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES In: The Singapore Economic Review (SER). [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team