13
H index
16
i10 index
510
Citations
Christos Savvas Savva : Citation Profile
Cyprus University of Technology | RESEARCH PRODUCTION: 47 Articles 35 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2005 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Christos Savvas Savva. | Is cited by:
| Cites to:
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Main data
Where Christos Savvas Savva has published?
| Journals with more than one article published | # docs |
|---|---|
| Cyprus Economic Policy Review | 8 |
| Journal of International Financial Markets, Institutions and Money | 3 |
| Journal of Financial Econometrics | 2 |
| Review of Quantitative Finance and Accounting | 2 |
| Economics Letters | 2 |
| Empirical Economics | 2 |
Recent works citing Christos Savvas Savva (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Uncertain Prior Economic Knowledge and Statistically Identified Structural Vector Autoregressions. (2023). Keweloh, Sascha A. In: Papers. RePEc:arx:papers:2303.13281. Full description at Econpapers || Download paper |
| 2024 | Nonfinancial reporting in family firms: A systematic review and agenda for future research. (2024). Bau, Massimo ; Sciascia, Salvatore ; Brunelli, Sofia. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:162-179. Full description at Econpapers || Download paper |
| 2024 | Price forecasting in the Ontario electricity market via TriConvGRU hybrid model: Univariate vs. multivariate frameworks. (2024). Charlin, Laurent ; Pineau, Pierre-Olivier ; Ehsani, Behdad. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261924000321. Full description at Econpapers || Download paper |
| 2024 | Half-hourly electricity price prediction with a hybrid convolution neural network-random vector functional link deep learning approach. (2024). Ghimire, Sujan ; Salcedo-Sanz, Sancho ; Deo, Ravinesh C ; Acharya, Rajendra U ; Barua, Prabal Datta ; Sharma, Ekta ; Casillas-Perez, David. In: Applied Energy. RePEc:eee:appene:v:374:y:2024:i:c:s0306261924013035. Full description at Econpapers || Download paper |
| 2024 | Exchange 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. Full description at Econpapers || Download paper |
| 2024 | Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Qunwei. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457. Full description at Econpapers || Download paper |
| 2024 | Auditory-circuit-motivated deep network with application to short-term electricity price forecasting. (2024). Gao, Xiao-Zhi ; Liang, Yan ; Wu, Han ; Du, Pei. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031237. Full description at Econpapers || Download paper |
| 2024 | Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Previtali, Daniele ; Gufler, Ivan ; Farina, Vincenzo ; Carlini, Federico. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108. Full description at Econpapers || Download paper |
| 2024 | Attractiveness 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Pham, Thach N ; Bannigidadmath, Deepa. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899. Full description at Econpapers || Download paper |
| 2024 | Uncertainty, 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. Full description at Econpapers || Download paper |
| 2024 | VMD-ATT-LSTM electricity price prediction based on grey wolf optimization algorithm in electricity markets considering renewable energy. (2024). Huang, Xin ; Xu, Yuzhen ; Jin, Tao ; Zeng, Ziyang ; Zheng, Xidong. In: Renewable Energy. RePEc:eee:renene:v:236:y:2024:i:c:s0960148124014769. Full description at Econpapers || Download paper |
| 2024 | Do 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. Full description at Econpapers || Download paper |
| 2024 | Exploring 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. Full description at Econpapers || Download paper |
| 2024 | Exporting stability to the European neighborhood – the role of deposit euroization in CESEE revisited after 25 years of EMU. (2024). Worz, Julia ; Scheiber, Thomas. In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2024:i:q4/23:b:3. Full description at Econpapers || Download paper |
| 2024 | Responsible 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. Full description at Econpapers || Download paper |
| 2024 | Investment 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. Full description at Econpapers || Download paper |
| 2024 | Oil price uncertainty and the relation to tanker shipping. (2024). Bentsos, Christos ; Pouliasis, Panos K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2472-2494. Full description at Econpapers || Download paper |
| 2024 | The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns. (2024). Zhang, Yaojie ; Wang, Qunwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:557-584. Full description at Econpapers || Download paper |
Works by Christos Savvas Savva:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Risk-Return Trade-Off for European Stock Markets In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 16 |
| 2016 | Risk-return trade-off for European stock markets.(2016) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2015 | Risk-Return Trade-Off for European Stock Markets.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2014 | Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Idiosyncratic 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 | |
| 2015 | Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2021 | Are central banks to blame? Monetary policy and bank lending behavior In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2019 | Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity In: European Financial Management. [Full Text][Citation analysis] | article | 4 |
| 2020 | Freight 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. [Full Text][Citation analysis] | article | 9 |
| 2011 | ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA In: Manchester School. [Full Text][Citation analysis] | article | 10 |
| 2021 | Is British output growth related to its uncertainty? Evidence using eight centuries of data In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
| 2021 | Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data.(2021) In: Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2016 | The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | To Create or to Redistribute? That is the Question In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Modeling interbank relations during the international financial crisis In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2011 | Nominal uncertainty and inflation: The role of European Union membership In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 2010 | Nominal Uncertainty and Inflation: The Role of European Union Membership.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2013 | Institutions and financial dollarization: Indirect effects based on a policy experiment In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
| 2013 | Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment.(2013) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2013 | Illiquidity shocks and the comovement between stocks: New evidence using smooth transition In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
| 2021 | Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components In: Energy Economics. [Full Text][Citation analysis] | article | 18 |
| 2015 | Family involvement and firm performance: Evidence from UK listed firms In: Journal of Family Business Strategy. [Full Text][Citation analysis] | article | 19 |
| 2020 | Flight-to-safety and the risk-return trade-off: European evidence In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2021 | The impact of the coronavirus crisis on the market price of risk In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 8 |
| 2009 | International stock markets interactions and conditional correlations In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 34 |
| 2015 | Short-horizon excess returns and exchange rate and interest rate effects In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2015 | The effect of security and market order flow shocks on co-movement In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
| 2009 | Financial dollarization: Short-run determinants in transition economies In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 48 |
| 2009 | Financial Dollarization: Short-Run Determinants in Transition Economies.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2017 | The effects of oil price shocks on U.S. stock order flow imbalances and stock returns In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 14 |
| 2013 | Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 33 |
| 2010 | Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2016 | Dynamic 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. [Full Text][Citation analysis] | article | 8 |
| 2011 | The relative efficiency of shipping companies In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 22 |
| 2009 | Modelling change in financial market integration In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors.(2017) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2017 | Modelling house price volatility states in Cyprus with switching ARCH models In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 3 |
| 2018 | Factors Affecting Housing Prices: International Evidence In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
| 2020 | What Determines Bank Lending Standards in Cyprus? In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
| 2021 | Public Debt Thresholds: An Analysis for Cyprus In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
| 2007 | The Efficiency of Cypriot Commercial Banks: A Comparison with Greece and the UK In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 1 |
| 2009 | Factors Affecting House Prices in Cyprus: 1988-2008 In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 7 |
| 2014 | The Effects of Fiscal Consolidation on Macroeconomic Indicators in Cyprus In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 0 |
| 2015 | House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus In: Cyprus Economic Policy Review. [Full Text][Citation analysis] | article | 2 |
| 2017 | Size Effects of Fiscal Policy and Business Confidence in the Euro Area In: IJFS. [Full Text][Citation analysis] | article | 1 |
| 2021 | Quantile Risk–Return Trade-Off In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2010 | Business cycle synchronization of the euro area with the new and negotiating member countries In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 48 |
| 2007 | Business 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2007 | Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries.(2007) In: University of Cyprus Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2016 | Skewness and the Relation Between Risk and Return In: Management Science. [Full Text][Citation analysis] | article | 15 |
| 2016 | Short-horizon event study estimation with a STAR model and real contaminated events In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 3 |
| 2015 | Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2018 | Regional Spillovers in Financial Dollarization In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Spillovers 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. [Full Text][Citation analysis] | paper | 52 |
| 2005 | Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro.(2005) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2005 | Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro.(2005) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2009 | Spillovers and correlations between US and major European stock markets: the role of the euro.(2009) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 2006 | The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 6 |
| 2006 | The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies.(2006) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2006 | Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 17 |
| 2006 | Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US.(2006) In: Economics Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2008 | Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US.(2008) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2020 | Cross-Border Spillovers in Foreign Currency Credit In: Economics Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Volatility, spillover Effects and Correlations in US and Major European Markets In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] | paper | 8 |
| 2018 | The Risk and Return Conundrum Explained: International Evidence In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Effects of fiscal consolidation on business confidence in the Euro Area In: Economics and Business Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | A Coronavirus Asset Pricing Model: The Role of Skewness In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Stock market integration between new EU member states and the Euro-zone In: Empirical Economics. [Full Text][Citation analysis] | article | 40 |
| 2008 | Stock market integration between new EU member states and the Euro-zone.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2021 | Tell me where to stop: thresholds in the bank lending and output growth relationship In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Support for smoke-free policies in the Cyprus hospitality industry In: International Journal of Public Health. [Full Text][Citation analysis] | article | 0 |
| 2020 | Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean In: Defence and Peace Economics. [Full Text][Citation analysis] | article | 2 |
| 2019 | Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
| 2020 | The effects of oil price shocks on the prices of EU emission trading system and European stock returns In: The European Journal of Finance. [Full Text][Citation analysis] | article | 11 |
| 2020 | Weekly dynamic conditional correlations among cryptocurrencies and traditional assets In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
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