Christos Savvas Savva : Citation Profile

Cyprus University of Technology

13

H index

17

i10 index

551

Citations

RESEARCH PRODUCTION:

47

Articles

35

Papers

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 34
   Journals where Christos Savvas Savva has often published
   Relations with other researchers
   Recent citing documents: 70.    Total self citations: 25 (4.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa291
   Updated: 2026-02-21    RAS profile: 2021-11-05    
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Relations with other researchers

Works with:

Michail, Nektarios (4)

Delis, Manthos (2)

Christiansen, Charlotte (2)

Fountas, Stilianos (2)

Koursaros, Demetris (2)

Bredin, Don (2)

Tsouknidis, Dimitris (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Christos Savvas Savva.

Is cited by:

Asongu, Simplice (15)

Raheem, Ibrahim (11)

Tsouknidis, Dimitris (9)

Napoletano, Mauro (9)

Ponomarenko, Alexey (9)

Guerini, Mattia (8)

Neanidis, Kyriakos (7)

Michail, Nektarios (7)

Ftiti, Zied (5)

Luu, Duc Thi (5)

JAWADI, Fredj (5)

Cites to:

Neanidis, Kyriakos (35)

Engle, Robert (35)

Teräsvirta, Timo (27)

Bollerslev, Tim (22)

Silvennoinen, Annastiina (20)

Ongena, Steven (19)

Kilian, Lutz (18)

Jagannathan, Ravi (18)

De Haas, Ralph (18)

Peydro, Jose-Luis (17)

Giavazzi, Francesco (16)

Main data

Where Christos Savvas Savva has published?

Journals with more than one article published# docs
Cyprus Economic Policy Review8
Journal of International Financial Markets, Institutions and Money3
Economics Letters2
Review of Quantitative Finance and Accounting2
Journal of Financial Econometrics2
Empirical Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Universitat Rovira i Virgili, Department of Economics4
Working Papers / Central Bank of Cyprus3
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico2
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Christos Savvas Savva (2025 and 2024)

YearTitle of citing document
2024Assessing the Effect of Monetary Policy on the Competitiveness of Agricultural Enterprises. (2024). Kozelsk, Robert ; Zelenka, Ondej ; Maitah, Mansoor ; Cvik, Eva Daniela ; Flegel, Emil ; Toth, Daniel ; Sindi, Ali. In: Research on World Agricultural Economy. RePEc:ags:reowae:343477.

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2024Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. (2024). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281.

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2024The Blockchain Risk Parity Line: Moving From The Efficient Frontier To The Final Frontier Of Investments. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2407.09536.

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2025Semiparametric Dynamic Copula Models for Portfolio Optimization. (2025). Ghosh, Sujit K ; Pareek, Savita. In: Papers. RePEc:arx:papers:2504.12266.

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2025Explainable AI for Comprehensive Risk Assessment for Financial Reports: A Lightweight Hierarchical Transformer Network Approach. (2025). Tan, Xue Wen ; Kok, Stanley. In: Papers. RePEc:arx:papers:2506.23767.

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2024Nonfinancial reporting in family firms: A systematic review and agenda for future research. (2024). Brunelli, Sofia ; Sciascia, Salvatore ; Bau, Massimo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:162-179.

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2025The Pass Through of Monetary Policy to Euro Area Bank Interest Rates. (2025). Nektarios, Michail ; Kyriaki, Louka. In: German Economic Review. RePEc:bpj:germec:v:26:y:2025:i:2:p:131-192:n:1001.

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2024Price forecasting in the Ontario electricity market via TriConvGRU hybrid model: Univariate vs. multivariate frameworks. (2024). Pineau, Pierre-Olivier ; Charlin, Laurent ; Ehsani, Behdad. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261924000321.

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2024Half-hourly electricity price prediction with a hybrid convolution neural network-random vector functional link deep learning approach. (2024). Salcedo-Sanz, Sancho ; Deo, Ravinesh C ; Acharya, Rajendra U ; Barua, Prabal Datta ; Sharma, Ekta ; Casillas-Perez, David ; Ghimire, Sujan. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924013035.

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2024Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184.

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2024Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232.

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2025Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness. (2025). Wang, Mei-Chih ; Chang, Tsangyao ; Jiang, Peiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002110.

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2025Spatial linkages of positive feedback trading among the stock index futures markets. (2025). Liu, Shuyi ; Tian, Shuxi ; Mu, Lijie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002407.

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2025A large confirmatory dynamic factor model for stock market returns in different time zones. (2025). Wu, Jianbin ; Tang, Haihan ; Linton, Oliver B. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000259.

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2024Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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2025Fifty years at the interface between financial modeling and operations research. (2025). Fabozzi, Frank J ; Recchioni, Maria Cristina ; Ren, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:1-21.

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2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

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2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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2024Measuring crisis from climate risk spillovers in European electricity markets. (2024). Liu, Zhenhua ; Zhai, Xiangyang ; Zhao, Wanli ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002949.

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2024Geopolitical risk and energy price crash risk. (2024). Apergis, Nicholas ; Fahmy, Hany. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006832.

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2025A simulation model for imbalance costs of renewable energy aggregators: The case of Greek balancing market. (2025). Andriosopoulos, Kostas ; Zopounidis, Constantinos ; Kosmidou, Kyriaki ; Georgitsioti, Tatiani ; Ioannidis, Filippos. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008648.

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2025Multiscale extreme risk spillover between shipping and commodity markets: An analysis based on GARCH-Copula-CoVaR. (2025). Bei, Honghan ; Wang, Qian ; Yan, Xiaoxiao ; Geng, Xinpeng. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325003883.

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2024Auditory-circuit-motivated deep network with application to short-term electricity price forecasting. (2024). Liang, Yan ; Gao, Xiao-Zhi ; Du, Pei ; Wu, Han. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031237.

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2024Nexus between carbon, stock, and energy markets in New Zealand: An analysis of causal domains. (2024). Poletti, Stephen ; Sheng, Mingyue Selena ; Tao, Miaomiao ; Wen, LE. In: Energy. RePEc:eee:energy:v:299:y:2024:i:c:s0360544224011824.

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2024Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Farina, Vincenzo ; Gufler, Ivan ; Carlini, Federico ; Previtali, Daniele. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108.

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2024Attractiveness of clean energy stocks in Europe. (2024). Zkan, Ayegl Ukun ; Sanin, Maria Eugenia. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005301.

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2024Does a governments organizational structure affect the governance structure of local family firms? A perspective on the number of cities’ subordinate counties. (2024). Cheng, Xirong ; Fu, Xiaoxia ; Yu, Xiaodong ; Sun, Shize ; Wang, Meiling. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s154461232400607x.

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2024The role of central bank communication in the long-term stock-bond correlations: Evidence from China. (2024). Wang, Yanning. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009231.

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2024The topological structure of panel variance decomposition networks. (2024). Pagnottoni, Paolo ; Cerchiello, Paola ; Celani, Alessandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400007x.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach N. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2025How does foreign economic policy uncertainty affect domestic analyst earnings forecasts?. (2025). Zhou, Xiaozhou ; Song, Jian. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000146.

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2025Equity market linkages across Latin American countries. (2025). Guidi, Francesco ; Madonia, Giuseppina ; Sarwar, Sohan. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000341.

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2024Asymmetric effects of EU cohesion policy on EU regional growth: The role of macroeconomic uncertainty. (2024). Pinar, Mehmet ; Karahasan, Burhan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000318.

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2024Uncertainty, politics, and crises: The case for cash. (2024). Seitz, Franz ; Rosl, Gerhard. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:3:s2666143824000103.

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2024VMD-ATT-LSTM electricity price prediction based on grey wolf optimization algorithm in electricity markets considering renewable energy. (2024). Jin, Tao ; Zeng, Ziyang ; Zheng, Xidong ; Huang, Xin ; Xu, Yuzhen. In: Renewable Energy. RePEc:eee:renene:v:236:y:2024:i:c:s0960148124014769.

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2025Sell-side financial analyst social network and forecast accuracy. (2025). Li, Hao ; Ding, Wenjie ; Wang, Qingwei ; Xiao, Jason Zezhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006641.

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2024Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set. (2024). Wang, Gang-Jin ; Zeng, Zhi-Jian ; Li, Zhao-Chen ; Zhu, You ; Gong, Jue ; Xie, Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:673-711.

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2024Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis. (2024). Hanif, Waqas ; Shah, Waheed Ullah ; Younis, Ijaz ; Gupta, Himani ; Du, Anna Min. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001983.

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2024Do online attention and sentiment affect cryptocurrencies’ correlations?. (2024). Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Savva, Christos S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002812.

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2024Exploring the nexus between ESG risk variations and investment preferences: Insights from sustainable ETFs during the COVID-19 era. (2024). Ricciardi, Irene ; Muto, Valerio ; Turriziani, Lorenzo ; Landi, Giovanni Catello. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002386.

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2025Unpacking the role of entrepreneurial orientation in the digital transformation of family SMEs: The importance of leadership structure and generational involvement. (2025). Arzubiaga, Unai ; Iturralde, Txomin ; Maseda, Amaia. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:219:y:2025:i:c:s0040162525002793.

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2025An autoregressive spatial stochastic frontier analysis for quantifying the sales efficiency of the electric vehicle market: An application to 88 pilot cities in China. (2025). Pellegrini, Andrea ; Yao, Xusheng ; Rose, John M ; Ma, Shoufeng. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:193:y:2025:i:c:s0965856425000163.

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2025The Hitchhiker’s Guide to challenges in transport policy research: Towards ANSWERing questions regarding life, mobility, and everything. (2025). Eliasson, Jonas ; Ding, Yida ; Liu, Zhiyuan ; Budd, Lucy ; Antoniou, Constantinos ; Ma, Xiaolei ; Zhang, Anming ; de Dios, Juan ; Wandelt, Sebastian ; Oviedo-Trespalacios, Oscar ; Goessling, Stefan ; Wang, Donggen ; He, Sylvia Y ; Sun, Xiaoqian ; Ison, Stephen ; Castro-Nuno, Mercedes ; Jiang, Changmin ; Lee, Jasmine Siu. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:200:y:2025:i:c:s0965856425002782.

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2025Exploring spillover effects in the four shipping markets: Theory and empirical evidence from bulk shipping. (2025). Palaios, Panagiotis ; Triantafillou, Anna. In: Transport Policy. RePEc:eee:trapol:v:170:y:2025:i:c:p:75-91.

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2025From Policy to Prices: How Carbon Markets Transmit Shocks Across Energy and Labor Systems. (2025). Sierra, Javier ; Stancu, Georgiana Roxana ; Sova, Robert ; Girlovan, Aura ; Tudor, Cristiana. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:15:p:4125-:d:1716966.

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2024Beyond the Silicon Valley of the East: Exploring Portfolio Diversification with India and MINT Economies. (2024). Hekim, Derya ; Ozdurak, Caner. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:269-:d:1424272.

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2025Day-Ahead Electricity Price Forecasting for Sustainable Electricity Markets: A Multi-Objective Optimization Approach Combining Improved NSGA-II and RBF Neural Networks. (2025). Sun, Yumiao ; Song, Shiwei ; Wang, Donglai ; Zhang, Guifan ; Liu, Zhenghan ; Qiu, Shuang. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:10:p:4551-:d:1657146.

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2025Monetary policy stance and foreign currency lending: evidence from a persistently dollarized emerging market. (2025). Özgür, Önder ; Aslan, Murat. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:4:d:10.1007_s10644-025-09895-y.

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2025Do business confidence and economic growth expectations react to discretionary fiscal policy, fiscal opacity, and fiscal credibility?. (2025). Montes, Gabriel ; Cabral, Joaci Mariano. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:3:d:10.1007_s10368-025-00667-7.

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2025Linking CEO Celebrity to the Ethical Behavior of Family Firms in a Digital Age: Evidence from China. (2025). Chin, Tachia ; Singh, Sanjay Kumar ; Wu, Liang ; Lamprinakos, Grigorios. In: Journal of Business Ethics. RePEc:kap:jbuset:v:198:y:2025:i:4:d:10.1007_s10551-025-05940-y.

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2024Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models. (2024). Newton, David P ; Huang, Winifred ; Xiao, Chuxuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01279-z.

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2025Equity financing during the Covid-19 economic downturn. (2025). Panetsidou, Styliani ; Synapis, Angelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:3:d:10.1007_s11156-024-01335-8.

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2024Exporting stability to the European neighborhood – the role of deposit euroization in CESEE revisited after 25 years of EMU. (2024). Scheiber, Thomas ; Worz, Julia. In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2024:i:q4/23:b:3.

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2024Examining the impact of the COVID-19 pandemic on container carrier performance. (2024). Hwang, Sunil ; Joo, Seong-Jong. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:26:y:2024:i:3:d:10.1057_s41278-023-00260-2.

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2025Oil price shocks, policy uncertainty, and China’s carbon emissions trading market price. (2025). Cao, Qiang ; Hong, Qin ; Yu, Wenmei. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04724-z.

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2025The Dynamics of Wealth Inequality: Distributional Effects of Asset Prices in Europe. (2025). Walk, Marten. In: MPRA Paper. RePEc:pra:mprapa:126040.

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2024Tourism development and urban housing prices: Evidence from China. (2024). Liu, Yijun ; Lyu, Qier ; Zhang, Jiayi ; Song, Changyao. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:5:p:1115-1139.

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2024Responsible investing and portfolio selection: a shapley - CVaR approach. (2024). Morelli, Giacomo. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05144-x.

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2024Relationships between inflation, output growth, and uncertainty in the era of inflation stabilization: a multicountry study. (2024). Chowdhury, Kushal Banik. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02473-z.

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2024Measuring economic country-specific uncertainty in Türkiye. (2024). Balli, Faruk ; Kilic, Ilhan. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02594-z.

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2025Baltic dry index forecasting using a neuro-fuzzy inference system. (2025). Michail, Nektarios ; Atsalaki, Ioanna ; Atsalakis, George S ; Melas, Konstantinos D. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:3:d:10.1007_s12197-025-09720-2.

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2024Can commodity prices predict stock market returns? The case of dry bulk shipping companies. (2024). Michail, Nektarios ; Melas, Konstantinos D. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:9:y:2024:i:1:d:10.1186_s41072-024-00178-9.

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2024The regulatory environment, access innovations and financial inclusiveness: perspective from emerging economies. (2024). Abaidoo, Rexford ; Agyapong, Elvis Kwame. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:5:d:10.1007_s43546-024-00652-3.

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2025Revisiting the Dynamics of CEE Capital Markets. (2025). George-Cristian, Ttaru ; Ioan, Ttaru Rzvan ; Andreea, Iordache. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:1856-1874:n:1015.

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2024Climate regulation costs and firms’ distress risk. (2024). Tsouknidis, Dimitris ; Lambertides, Neophytos. In: Financial Markets, Institutions & Instruments. RePEc:wly:finmar:v:33:y:2024:i:1:p:3-30.

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2024Investment under uncertainty and irreversibility: Evidence from the shipping markets. (2024). Tsouknidis, Dimitris ; Drakos, Konstantinos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2139-2154.

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2024Oil price uncertainty and the relation to tanker shipping. (2024). Pouliasis, Panos K ; Bentsos, Christos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2472-2494.

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2025Negative interest rate policy and bank riskâ€taking: Search for yield or deâ€leverage?. (2025). Tang, Wenjin ; Chen, Weichang ; Ma, Xiaorui ; Fu, Chengbo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2450-2469.

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2024The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns. (2024). Zhang, Yaojie ; Wang, Yudong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:557-584.

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2025Spillovers Into the German Electricity Market From the Gas, Coal, and CO2 Emissions Markets. (2025). Kosmidou, Kyriaki ; Ioannidis, Filippos ; Theodossiou, Panayiotis. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1253-1277.

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Works by Christos Savvas Savva:

YearTitleTypeCited
2013Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers.
[Full Text][Citation analysis]		paper17
2016Risk-return trade-off for European stock markets.(2016) In: International Review of Financial Analysis.
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This paper has nother version. Agregated cites: 17		article
2015Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 17		paper
2014Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2019Idiosyncratic volatility puzzle: influence of macro-finance factors.(2019) In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2015Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2021Are central banks to blame? Monetary policy and bank lending behavior In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article2
2019Sentiment, order imbalance, and coâ€movement: An examination of shocks to retail and institutional trading activity In: European Financial Management.
[Full Text][Citation analysis]		article5
2020Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments In: Journal of the Royal Statistical Society Series A.
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2011ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA In: Manchester School.
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2021Is British output growth related to its uncertainty? Evidence using eight centuries of data In: Scottish Journal of Political Economy.
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2021Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data.(2021) In: Discussion Paper Series.
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2016The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour In: Working Papers.
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2016Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns In: Working Papers.
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2018To Create or to Redistribute? That is the Question In: Working Papers.
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2011Modeling interbank relations during the international financial crisis In: Economics Bulletin.
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2011Nominal uncertainty and inflation: The role of European Union membership In: Economics Letters.
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2010Nominal Uncertainty and Inflation: The Role of European Union Membership.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2013Institutions and financial dollarization: Indirect effects based on a policy experiment In: Economics Letters.
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2013Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment.(2013) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2013Illiquidity shocks and the comovement between stocks: New evidence using smooth transition In: Journal of Empirical Finance.
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2021Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components In: Energy Economics.
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2015Family involvement and firm performance: Evidence from UK listed firms In: Journal of Family Business Strategy.
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2020Flight-to-safety and the risk-return trade-off: European evidence In: Finance Research Letters.
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2021The impact of the coronavirus crisis on the market price of risk In: Journal of Financial Stability.
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2009International stock markets interactions and conditional correlations In: Journal of International Financial Markets, Institutions and Money.
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2015Short-horizon excess returns and exchange rate and interest rate effects In: Journal of International Financial Markets, Institutions and Money.
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2015The effect of security and market order flow shocks on co-movement In: Journal of International Financial Markets, Institutions and Money.
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2009Financial dollarization: Short-run determinants in transition economies In: Journal of Banking & Finance.
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2009Financial Dollarization: Short-Run Determinants in Transition Economies.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2017The effects of oil price shocks on U.S. stock order flow imbalances and stock returns In: Journal of International Money and Finance.
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2013Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 In: Journal of Macroeconomics.
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2010Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2016Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets In: Journal of Multinational Financial Management.
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2011The relative efficiency of shipping companies In: Transportation Research Part E: Logistics and Transportation Review.
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2009Modelling change in financial market integration In: CAMA Working Papers.
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2017Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors In: Econometric Institute Research Papers.
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2017Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors.(2017) In: Tinbergen Institute Discussion Papers.
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2016Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors In: Econometric Institute Research Papers.
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2016Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors.(2016) In: Tinbergen Institute Discussion Papers.
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2016Tourism stocks in times of crises: An econometric investigation of non-macro factors.(2016) In: Documentos de Trabajo del ICAE.
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2017Tourism stocks in times of crises: An econometric investigation of non-macro factors.(2017) In: Documentos de Trabajo del ICAE.
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2017Modelling house price volatility states in Cyprus with switching ARCH models In: Cyprus Economic Policy Review.
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2018Factors Affecting Housing Prices: International Evidence In: Cyprus Economic Policy Review.
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2020What Determines Bank Lending Standards in Cyprus? In: Cyprus Economic Policy Review.
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2021Public Debt Thresholds: An Analysis for Cyprus In: Cyprus Economic Policy Review.
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2007The Efficiency of Cypriot Commercial Banks: A Comparison with Greece and the UK In: Cyprus Economic Policy Review.
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2009Factors Affecting House Prices in Cyprus: 1988-2008 In: Cyprus Economic Policy Review.
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2014The Effects of Fiscal Consolidation on Macroeconomic Indicators in Cyprus In: Cyprus Economic Policy Review.
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2015House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus In: Cyprus Economic Policy Review.
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2017Size Effects of Fiscal Policy and Business Confidence in the Euro Area In: IJFS.
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2021Quantile Risk–Return Trade-Off In: JRFM.
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2010Business cycle synchronization of the euro area with the new and negotiating member countries In: International Journal of Finance & Economics.
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2007Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries.(2007) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2007Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries.(2007) In: University of Cyprus Working Papers in Economics.
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2016Skewness and the Relation Between Risk and Return In: Management Science.
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2016Short-horizon event study estimation with a STAR model and real contaminated events In: Review of Quantitative Finance and Accounting.
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2015Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2018Regional Spillovers in Financial Dollarization In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2005Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2005Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro.(2005) In: Economics Discussion Paper Series.
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2005Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro.(2005) In: Economics Discussion Paper Series.
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2009Spillovers and correlations between US and major European stock markets: the role of the euro.(2009) In: Applied Financial Economics.
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2006The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2006The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies.(2006) In: Economics Discussion Paper Series.
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2006Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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2006Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US.(2006) In: Economics Discussion Paper Series.
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2008Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US.(2008) In: Journal of Financial Econometrics.
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2020Cross-Border Spillovers in Foreign Currency Credit In: Economics Discussion Paper Series.
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2005Volatility, spillover Effects and Correlations in US and Major European Markets In: Money Macro and Finance (MMF) Research Group Conference 2005.
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2018The Risk and Return Conundrum Explained: International Evidence In: Journal of Financial Econometrics.
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2018Effects of fiscal consolidation on business confidence in the Euro Area In: Economics and Business Letters.
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2020A Coronavirus Asset Pricing Model: The Role of Skewness In: MPRA Paper.
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2010Stock market integration between new EU member states and the Euro-zone In: Empirical Economics.
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2008Stock market integration between new EU member states and the Euro-zone.(2008) In: Working Papers.
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2015Support for smoke-free policies in the Cyprus hospitality industry In: International Journal of Public Health.
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2020Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean In: Defence and Peace Economics.
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2019Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation In: Econometric Reviews.
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2020The effects of oil price shocks on the prices of EU emission trading system and European stock returns In: The European Journal of Finance.
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2020Weekly dynamic conditional correlations among cryptocurrencies and traditional assets In: Working Papers.
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2016Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth In: Journal of Applied Econometrics.
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