Alexandros Kontonikas
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Raslan Alzuabi & Sarah Brown & Alexandros Kontonikas & Alberto Montagnoli, 2020.
"Household Portfolios and Monetary Policy,"
Working Papers
2020001, The University of Sheffield, Department of Economics.
Cited by:
- Xiaomeng Lu & Jiaojiao Guo & Hailing Zhou, 2021. "Digital financial inclusion development, investment diversification, and household extreme portfolio risk," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(5), pages 6225-6261, December.
- Özbekler, Ali Gencay & Kontonikas, Alexandros & Triantafyllou, Athanasios, 2020.
"Volatility Forecasting in European Government Bond Markets,"
Essex Finance Centre Working Papers
27362, University of Essex, Essex Business School.
- Özbekler, Ali Gencay & Kontonikas, Alexandros & Triantafyllou, Athanasios, 2021. "Volatility forecasting in European government bond markets," International Journal of Forecasting, Elsevier, vol. 37(4), pages 1691-1709.
Cited by:
- Hassanniakalager, Arman & Baker, Paul L. & Platanakis, Emmanouil, 2024. "A False Discovery Rate approach to optimal volatility forecasting model selection," International Journal of Forecasting, Elsevier, vol. 40(3), pages 881-902.
- Semeyutin, Artur & Downing, Gareth, 2022. "Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Sarah Brown & Alexandros Kontonikas & Alberto Montagnoli & Mirko Moro & Luisanna Onnis, 2019.
"Life satisfaction and austerity: Expectations and Macroeconomy,"
Working Papers
2019011, The University of Sheffield, Department of Economics.
- Brown, Sarah & Kontonikas, Alexandros & Montagnoli, Alberto & Moro, Mirko & Onnis, Luisanna, 2021. "Life satisfaction and austerity: Expectations and the macroeconomy," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 95(C).
Cited by:
- David G. Blanchflower & Carol L. Graham, 2022.
"The Mid-Life Dip in Well-Being: a Critique,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 161(1), pages 287-344, May.
- Blanchflower, David G. & Graham, Carol L., 2021. "The Mid-Life Dip in Well-Being: A Critique," GLO Discussion Paper Series 923, Global Labor Organization (GLO).
- Kellard, Neil M & Kontonikas, Alexandros & Lamla, Michael J & Maiani, Stefano & Wood, Geoffrey, 2018.
"Risk, Financial Stability and FDI,"
Essex Finance Centre Working Papers
23409, University of Essex, Essex Business School.
- Kellard, Neil M. & Kontonikas, Alexandros & Lamla, Michael J. & Maiani, Stefano & Wood, Geoffrey, 2022. "Risk, financial stability and FDI," Journal of International Money and Finance, Elsevier, vol. 120(C).
Cited by:
- Alin Marius Andries & Alexandra-Maria Chiper & Steven Ongena & Nicu Sprincean, 2022.
"External Wealth of Nations and Systemic Risk,"
Swiss Finance Institute Research Paper Series
22-74, Swiss Finance Institute.
- Andrieş, Alin Marius & Chiper, Alexandra Maria & Ongena, Steven & Sprincean, Nicu, 2024. "External wealth of nations and systemic risk," Journal of Financial Stability, Elsevier, vol. 70(C).
- Faheem Ur Rehman & József Popp & Ejaz Ahmad & Muhammad Asif Khan & Zoltán Lakner, 2021. "Asymmetric and Symmetric Link between Quality of Institutions and Sectorial Foreign Direct Investment Inflow in India: A Fresh Insight Using Simulated Dynamic ARDL Approach," Sustainability, MDPI, vol. 13(24), pages 1-18, December.
- Costas Milas & Theodore Panagiotidis & Georgios Papapanagiotou, 2024.
"UK Foreign Direct Investment in Uncertain Economic Times,"
Working Paper series
24-09, Rimini Centre for Economic Analysis.
- Milas, Costas & Panagiotidis, Theodore & Papapanagiotou, Georgios, 2024. "UK Foreign Direct Investment in uncertain economic times," Journal of International Money and Finance, Elsevier, vol. 147(C).
- Costas Milas & Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "UK Foreign Direct Investment in Uncertain Economic Times," Discussion Paper Series 2024_04, Department of Economics, University of Macedonia, revised Apr 2024.
- Lili Pan & Lin Wang & Qianqian Feng, 2022. "A Bibliometric Analysis of Risk Management in Foreign Direct Investment: Insights and Implications," Sustainability, MDPI, vol. 14(12), pages 1-18, June.
- Feng, Yusen & Wang, Gang-Jin & Zhu, You & Xie, Chi, 2023. "Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries," Emerging Markets Review, Elsevier, vol. 55(C).
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017.
""Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects,"
CESifo Working Paper Series
6691, CESifo.
- Afonso, António & Arghyrou, Michael G. & Gadea, María Dolores & Kontonikas, Alexandros, 2018. "“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 1-30.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Working Papers REM 2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Afonso, Ant nio & Arghyrou, Michael G & Gadea, Mar a Dolores & Kontonikas, Alexandros, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Cardiff Economics Working Papers E2017/12, Cardiff University, Cardiff Business School, Economics Section.
- Afonso, A & Arghyrou, MG & Gadea, MD & Kontonikas, A, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Essex Finance Centre Working Papers 20417, University of Essex, Essex Business School.
Cited by:
- Ioannis Chatziantoniou & David Gabauer, 2019.
"EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness,"
Working Papers in Economics & Finance
2019-07, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Chatziantoniou, Ioannis & Gabauer, David, 2021. "EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 1-14.
- Arghyrou, Michael G & Gadea, Mar a Dolores, 2019.
"Private bank deposits and macro/fiscal risk in the euro-area,"
Cardiff Economics Working Papers
E2019/6, Cardiff University, Cardiff Business School, Economics Section.
- Michael G. Arghyrou & Maria Dolores Gadea, 2019. "Private bank deposits and macro/fiscal risk in the euro-area," CESifo Working Paper Series 7532, CESifo.
- Wojciech Grabowski & Ewa Stawasz-Grabowska, 2021. "How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(1), pages 43-83, March.
- António Afonso & Jorge Braga Ferreira, 2024.
"Bank’s risk-taking channel of monetary policy and TLTRO: Evidence from the Eurozone,"
Working Papers REM
2024/0320, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & Jorge Braga Ferreira, 2024. "Bank’s Risk-Taking Channel of Monetary Policy and TLTRO: Evidence from the Eurozone," CESifo Working Paper Series 11116, CESifo.
- Cherubini, Umberto, 2021. "Estimating redenomination risk under Gumbel–Hougaard survival copulas," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
- Konstantinov, Gueorgui S. & Fabozzi, Frank J., 2021. "Towards a dead end? EMU bond market exposure and manager performance," Journal of International Money and Finance, Elsevier, vol. 116(C).
- Hülsewig, Oliver & Rottmann, Horst, 2021.
"Euro area periphery countries' fiscal policy and monetary policy surprises,"
Weidener Diskussionspapiere
81, University of Applied Sciences Amberg-Weiden (OTH).
- Oliver Hülsewig & Horst Rottmann, 2022. "Euro Area Periphery Countries' Fiscal Policy and Monetary Policy Surprises," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 544-568, June.
- Oliver Hülsewig & Horst Rottmann, 2020. "Euro Area Periphery Countries' Fiscal Policy and Monetary Policy Surprises," CESifo Working Paper Series 8041, CESifo.
- Alessi, Lucia & Balduzzi, Pierluigi & Savona, Roberto, 2019. "Anatomy of a Sovereign Debt Crisis: CDS Spreads and Real-Time Macroeconomic Data," JRC Working Papers in Economics and Finance 2019-03, Joint Research Centre, European Commission.
- Beetsma, Roel & van Spronsen, Josha, 2019.
"Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt,"
CEPR Discussion Papers
14099, C.E.P.R. Discussion Papers.
- J.J.M. Van Spronsen & R.M.W.J. Beetsma, 2022. "Unconventional Monetary Policy and Auction Cycles of Eurozone Sovereign Debt," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(1), pages 169-202, February.
- Ioannou, Demosthenes & Pagliari, Maria Sole & Stracca, Livio, 2024. "The international impact of a fragile EMU," European Economic Review, Elsevier, vol. 161(C).
- Hirsch, Patrick & Köhler, Ekkehard A. & Feld, Lars P. & Thomas, Tobias, 2020. ""Whatever it takes!": How tonality of TV-news affects government bond yield spreads during crises," Freiburg Discussion Papers on Constitutional Economics 20/9, Walter Eucken Institut e.V..
- António Afonso & Francisco Gomes Pereira, 2022.
"Unconventional Monetary Policy in the Euro Area. Impacts on Loans, Employment, and Investment,"
CESifo Working Paper Series
9610, CESifo.
- António Afonso & Francisco Gomes Pereira, 2022. "Unconventional Monetary Policy in the Euro Area. Impacts on Loans, Employment, and Investment," Working Papers REM 2022/0218, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Pablo Burriel & Mar Delgado-Téllez & Camila Figueroa & Iván Kataryniuk & Javier J. Pérez, 2024. "Estimating the contribution of macroeconomic factors to sovereign bond spreads in the euro area," Working Papers 2408, Banco de España.
- Ortmans, Aymeric & Tripier, Fabien, 2021. "COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?," European Economic Review, Elsevier, vol. 137(C).
- G. Arghyrou, Michael & Gadea, Maria-Dolores & Kontonikas, Alexandros, 2024. "Private bank deposits and macro/fiscal risk in the euro-area," Journal of International Money and Finance, Elsevier, vol. 140(C).
- António Afonso & Nuno Verdial, 2020.
"Sovereign Debt Crisis in Portugal and Spain,"
EconPol Working Paper
40, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- António Afonso & Nuno Verdial, 2019. "Sovereign debt crisis in Portugal and in Spain," Working Papers REM 2019/0112, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Brož, Václav & Kočenda, Evžen, 2018.
"Dynamics and factors of inflation convergence in the European union,"
Journal of International Money and Finance, Elsevier, vol. 86(C), pages 93-111.
- Vaclav Broz & Evzen Kocenda, 2017. "Dynamics and Factors of Inflation Convergence in the European Union," Working Papers IES 2017/24, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2017.
- Kellard, Neil M. & Kontonikas, Alexandros & Lamla, Michael J. & Maiani, Stefano & Wood, Geoffrey, 2022.
"Risk, financial stability and FDI,"
Journal of International Money and Finance, Elsevier, vol. 120(C).
- Kellard, Neil M & Kontonikas, Alexandros & Lamla, Michael J & Maiani, Stefano & Wood, Geoffrey, 2018. "Risk, Financial Stability and FDI," Essex Finance Centre Working Papers 23409, University of Essex, Essex Business School.
- António Afonso & Joana Sousa‐Leite, 2020.
"The transmission of unconventional monetary policy to bank credit supply: Evidence from the TLTRO,"
Manchester School, University of Manchester, vol. 88(S1), pages 151-171, September.
- António Afonso & Joana Sousa-Leite, 2019. "The Transmission of Unconventional Monetary Policy to Bank Credit Supply: Evidence from the TLTRO," Working Papers REM 2019/65, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Joana Sousa Leite & António Afonso, 2019. "The transmission of unconventional monetary policy to bank credit supply: evidence from the TLTRO," Working Papers w201901, Banco de Portugal, Economics and Research Department.
- Maria E. de Boyrie & Ivelina Pavlova, 2020. "Analysing the link between environmental performance and sovereign credit risk," Applied Economics, Taylor & Francis Journals, vol. 52(54), pages 5949-5966, November.
- Meriläinen, Jari-Mikko & Junttila, Juha, 2020. "The relationship between credit ratings and asset liquidity: Evidence from Western European banks," Journal of International Money and Finance, Elsevier, vol. 108(C).
- Aymeric Ortmans & Fabien Tripier, 2020. "COVID-Induced Sovereign Risk in the Euro Area: When Did the ECB Stop the Contagion?," Working Papers 2020-11, CEPII research center.
- Christophe Blot & Caroline Bozou & Jérôme Creel & Paul Hubert, 2021.
"Are all Central Bank Asset Purchases the Same? Different Rationales, Different Effects,"
Working Papers
hal-03554141, HAL.
- Christophe Blot & Caroline Bozou & Jérôme Creel & Paul Hubert, 2021. "Are all Central Bank Asset Purchases the Same? Different Rationales, Different Effects," SciencePo Working papers Main hal-03554141, HAL.
- Vácha, Lukáš & Šmolík, Filip & Baxa, Jaromír, 2019. "Comovement and disintegration of EU sovereign bond markets during the crisis," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 541-556.
- Gómez-Puig, Marta & Pieterse-Bloem, Mary & Sosvilla-Rivero, Simón, 2023. "Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
- Jens Klose, 2019.
"Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data,"
MAGKS Papers on Economics
201903, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Klose, Jens, 2019. "Measuring Redenomination Risks in the Euro Area - New Evidence from Survey Data," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203484, Verein für Socialpolitik / German Economic Association.
- Afonso, António & Jalles, João Tovar & Kazemi, Mina, 2020. "The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads," International Review of Law and Economics, Elsevier, vol. 63(C).
- Panagiotis Panagiotou & Xu Jiang & Angel Gavilan, 2023. "The determinants of liquidity commonality in the Euro-area sovereign bond market," The European Journal of Finance, Taylor & Francis Journals, vol. 29(10), pages 1144-1186, July.
- Uddin, Gazi Salah & Yahya, Muhammad & Park, Donghyun & Hedström, Axel & Tian, Shu, 2024. "Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1028-1044.
- Patrick Hirsch & Lars P. Feld & Ekkehard A. Köhler & Tobias Thomas, 2024.
"“Whatever It Takes!” How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis,"
CESifo Working Paper Series
10980, CESifo.
- Hirsch, Patrick & Feld, Lars P. & Köhler, Ekkehard A. & Thomas, Tobias, 2024. "“Whatever It Takes!” How tonality of TV-news affected government bond yield spreads during the European debt crisis," European Journal of Political Economy, Elsevier, vol. 82(C).
- Piotr Ciżkowicz & Grzegorz Parosa & Andrzej Rzońca, 2022. "Fiscal tensions and risk premium," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 49(3), pages 833-896, August.
- Marta Gómez-Puig & Mary Pieterse-Bloem & Simón Sosvilla-Rivero, 2022. ""Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets"," IREA Working Papers 202217, University of Barcelona, Research Institute of Applied Economics, revised Oct 2022.
- Köhler, Ekkehard A. & Hirsch, Patrick & Palhuca, Leonardo, 2024. "A database: How the euro crisis ended: Not with a (fiscal) bang but a whimper," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1422-1441.
- Francisco Gomes Pereira, 2023. "Balance Sheet Expansionary Policies in the Euro Area: Macroeconomic Impacts and a Vulnerable versus Non-Vulnerable Comparison - A Bayesian Structural VAR Approach," Working Papers REM 2023/0259, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Yahya, Muhammad & Allahdadi, Mohammad Reza & Uddin, Gazi Salah & Park, Donghyun & Wang, Gang-Jin, 2024. "Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets," Finance Research Letters, Elsevier, vol. 59(C).
- Tholl, Johannes & Schwarzbach, Christoph & Pittalis, Sandro & von Mettenheim, Hans-Jörg, 2020. "Bank funding and the recent political development in Italy: What about redenomination risk?," International Review of Law and Economics, Elsevier, vol. 64(C).
- Ralf Fendel & Frederik Neugebauer, 2018. "Country-Specific Euro Area Government Bond Yield Reactions to ECB’s Non-Standard Monetary Policy Announcements," WHU Working Paper Series - Economics Group 18-02, WHU - Otto Beisheim School of Management.
- Basse, Tobias, 2020. "Solvency II and sovereign credit risk: Additional empirical evidence and some thoughts about implications for regulators and lawmakers," International Review of Law and Economics, Elsevier, vol. 64(C).
- Gabauer, David, 2021. "Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system," Journal of Multinational Financial Management, Elsevier, vol. 60(C).
- Alexandros Kontonikas & Charles Nolan & Zivile Zekaite, 2015.
"Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy,"
Working Papers
2015_17, Business School - Economics, University of Glasgow.
Cited by:
- Siganos, Antonios & Vagenas-Nanos, Evangelos & Verwijmeren, Patrick, 2017. "Divergence of sentiment and stock market trading," Journal of Banking & Finance, Elsevier, vol. 78(C), pages 130-141.
- Kontonikas, A & Maio, P & Zekaite, Z, 2017.
"Monetary Policy and Corporate Bond Returns,"
Essex Finance Centre Working Papers
20571, University of Essex, Essex Business School.
- Alexandros Kontonikas & Paulo Maio & Zivile Zekaite, 2016. "Monetary Policy and Corporate Bond Returns," Working Papers 2016_05, Business School - Economics, University of Glasgow.
- Filipa Fernandes & Alexandros Kontonikas & Serafeim Tsoukas, 2014.
"On the real effects of financial pressure: Evidence from euro area firm-level employment during the recent financial crisis,"
Working Papers
2014_09, Business School - Economics, University of Glasgow.
- Fernandes, Filipa & Kontonikas, Alexandros & Tsoukas, Serafeim, 2014. "On the real effects of financial pressure: Evidence from euro area firm-level employment during the recent financial crisis," SIRE Discussion Papers 2014-028, Scottish Institute for Research in Economics (SIRE).
Cited by:
- Fátima Herranz González & Carmen Martínez-Carrascal, 2017. "The impact of firms’ financial position on fixed investment and employment. An analysis for Spain," Working Papers 1714, Banco de España.
- Andrew Benito, 2017. "How does monetary policy affect labor demand and labor productivity?," IZA World of Labor, Institute of Labor Economics (IZA), pages 340-340, July.
- Bernal, Oscar & Gnabo, Jean-Yves & Guilmin, Grégory, 2016. "Economic policy uncertainty and risk spillovers in the Eurozone," Journal of International Money and Finance, Elsevier, vol. 65(C), pages 24-45.
- António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas, 2013.
"On the time-varying relationship between EMU sovereign spreads and their determinants,"
Working Papers
2013_05, Business School - Economics, University of Glasgow.
- Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2015. "On the time-varying relationship between EMU sovereign spreads and their determinants," Economic Modelling, Elsevier, vol. 44(C), pages 363-371.
- Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2013. "On the time-varying relationship between EMU sovereign spreads and their determinants," SIRE Discussion Papers 2013-47, Scottish Institute for Research in Economics (SIRE).
- António Afonso, & Michael G. Arghyrou, & George Bagdatoglou, & Alexandros Kontonikas, 2013. "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers Department of Economics 2013/05, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
Cited by:
- Gilles Dufrénot & Karine Gente & Frédia Monsia, 2016.
"Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view,"
Post-Print
hal-01440301, HAL.
- Dufrénot, Gilles & Gente, Karine & Monsia, Frédia, 2016. "Macroeconomic imbalances, financial stress and fiscal vulnerability in the euro area before the debt crises: A market view," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 123-146.
- António Afonso & José Alves & Sofia Monteiro, 2023.
"Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics,"
Working Papers REM
2023/0300, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & José Alves & Sofia Monteiro, 2023. "Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics," CESifo Working Paper Series 10801, CESifo.
- Afonso, António & Alves, José & Monteiro, Sofia, 2024. "Beyond borders: Assessing the influence of Geopolitical tensions on sovereign risk dynamics," European Journal of Political Economy, Elsevier, vol. 83(C).
- António Afonso & João Tovar Jalles & Mina Kazemi, 2019.
"The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU,"
EconPol Working Paper
22, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- António Afonso & João Tovar Jalles & Mina Kazemi, 2019. "The Effects of Macroeconomic, Fiscal and Monetary Policy Announcements on Sovereign Bond Spreads: An Event Study from the EMU," Working Papers REM 2019/67, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Beaupain, Renaud & Girard, Alexandre, 2020.
"The value of understanding central bank communication,"
Economic Modelling, Elsevier, vol. 85(C), pages 154-165.
- Renaud Beaupain & Alexandre Girard, 2020. "The value of understanding central bank communication," Post-Print hal-02509297, HAL.
- Afonso, A & Arghyrou, MG & Gadea, MD & Kontonikas, A, 2017.
""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects,"
Essex Finance Centre Working Papers
20417, University of Essex, Essex Business School.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Working Papers REM 2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Afonso, Ant nio & Arghyrou, Michael G & Gadea, Mar a Dolores & Kontonikas, Alexandros, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Cardiff Economics Working Papers E2017/12, Cardiff University, Cardiff Business School, Economics Section.
- Afonso, António & Arghyrou, Michael G. & Gadea, María Dolores & Kontonikas, Alexandros, 2018. "“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 1-30.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects," CESifo Working Paper Series 6691, CESifo.
- Christina Erlwein-Sayer, 2018. "Macroeconomic News Sentiment: Enhanced Risk Assessment for Sovereign Bonds," Risks, MDPI, vol. 6(4), pages 1-27, December.
- Agur, Itai & Chan, Melissa & Goswami, Mangal & Sharma, Sunil, 2019.
"On international integration of emerging sovereign bond markets,"
Emerging Markets Review, Elsevier, vol. 38(C), pages 347-363.
- Mr. Itai Agur & Melissa Chan & Mr. Mangal Goswami & Mr. Sunil Sharma, 2018. "On International Integration of Emerging Sovereign Bond Markets," IMF Working Papers 2018/018, International Monetary Fund.
- Cizkowicz, Piotr & Rzonca, Andrzej & Trzeciakowski, Rafal, 2015.
"Membership in the Euro area and fiscal sustainability. Analysis through panel fiscal reaction functions,"
MPRA Paper
61560, University Library of Munich, Germany.
- Piotr Ciżkowicz & Andrzej Rzońca & Rafał Trzeciakowski, 2015. "Windfall of Low Interest Payments and Fiscal Sustainability in the Euro Area: Analysis through Panel Fiscal Reaction Functions," Kyklos, Wiley Blackwell, vol. 68(4), pages 475-510, November.
- Piotr Ciżkowicz & Andrzej Rzońca & Rafał Trzeciakowski, 2015. "Membership in the Euro area and fiscal sustainability - Analysis through panel fiscal reaction functions," a/ Working Papers Series 1501, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
- Piotr Ciżkowicz & Andrzej Rzońca & Rafał Trzeciakowski, 2015. "Membership in the Euro area and fiscal sustainability. Analysis through panel fiscal reaction functions," NBP Working Papers 203, Narodowy Bank Polski.
- Popescu, Alexandra & Turcu, Camelia, 2017.
"Sovereign debt and systemic risk in the eurozone,"
Economic Modelling, Elsevier, vol. 67(C), pages 275-284.
- Alexandra Popescu & Camélia Turcu, 2017. "Sovereign debt and systemic risk in the eurozone," Post-Print hal-02521449, HAL.
- Ioannou, Demosthenes & Pagliari, Maria Sole & Stracca, Livio, 2024. "The international impact of a fragile EMU," European Economic Review, Elsevier, vol. 161(C).
- Angeliki Skoura, 2019. "Detection of Lead-Lag Relationships Using Both Time Domain and Time-Frequency Domain; An Application to Wealth-To-Income Ratio," Economies, MDPI, vol. 7(2), pages 1-27, April.
- Ortmans, Aymeric & Tripier, Fabien, 2021. "COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?," European Economic Review, Elsevier, vol. 137(C).
- D. Cornille & H. Godefroid & L. Van Meensel & S. Van Parys, 2019. "How risky is the high public debt in a context of low interest rates ?," Economic Review, National Bank of Belgium, issue ii, pages 70-96, September.
- António Afonso & João Tovar Jalles, 2017.
"Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence,"
Working Papers REM
2017/20, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Afonso, António & Tovar Jalles, João, 2019. "Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 208-224.
- Lozano-Espitia, Ignacio & Arias-Rodríguez, Fernando, 2022. "The Relationship between Fiscal and Monetary Policies in Colombia: An Empirical Exploration of the Credit Channel," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 3(4).
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- Pennings, Steven & Ramayandi, Arief & Tang, Hsiao Chink, 2011.
"The Impact of Monetary Policy on Financial Markets in Small Open Economies: More or Less Effective During the Global Financial Crisis?,"
Working Papers on Regional Economic Integration
72, Asian Development Bank.
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- Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2013. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 913-932, August.
- Byrne, Joseph P. & Kontonikas, Alexandros & Montagnoliz, Alberto, 2010. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," SIRE Discussion Papers 2010-57, Scottish Institute for Research in Economics (SIRE).
Cited by:
- Hülya Saygılı, 2020. "The nature of trade, global production fragmentation and inflationary dynamics: Cross‐country evidence," The World Economy, Wiley Blackwell, vol. 43(7), pages 2007-2031, July.
- Tiwari, Aviral Kumar & Oros, Cornel & Albulescu, Claudiu Tiberiu, 2014.
"Revisiting the inflation–output gap relationship for France using a wavelet transform approach,"
Economic Modelling, Elsevier, vol. 37(C), pages 464-475.
- Claudiu T. Albulescu & Cornel Oros & Aviral Kumar Tiwari, 2014. "Revisiting the inflation - output gap relationship for France using a wavelet transform approach," Post-Print hal-00954189, HAL.
- George Kapetanios & Simon Price & Menelaos Tasiou & Alexia Ventouri, 2020.
"State-level wage Phillips curves,"
CAMA Working Papers
2020-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kapetanios, G. & Price, S. & Tasiou, M. & Ventouri, A., 2020. "State-level wage Phillips curves," Working Papers 20/08, Department of Economics, City University London.
- Kapetanios, George & Price, Simon & Tasiou, Menelaos & Ventouri, Alexia, 2021. "State-level wage Phillips curves," Econometrics and Statistics, Elsevier, vol. 18(C), pages 1-11.
- Kapetanios, George & Tasiou, Menelaos & Price, Simon & Ventouri, Alexia, 2018. "State-level wage Phillips curves," Essex Finance Centre Working Papers 23707, University of Essex, Essex Business School.
- Ampudia, Miguel & Lombardi, Marco Jacopo & Renault, Théodore, 2024.
"The wage-price pass-through across sectors: evidence from the euro area,"
Working Paper Series
2948, European Central Bank.
- Miguel Ampudia & Marco Jacopo Lombardi & Théodore Renault, 2024. "The wage-price pass-through across sectors: evidence from the euro area," BIS Working Papers 1192, Bank for International Settlements.
- Abbas, Syed K. & Bhattacharya, Prasad Sankar & Sgro, Pasquale, 2016. "The new Keynesian Phillips curve: An update on recent empirical advances," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 378-403.
- Ida, Daisuke, 2020. "Sectoral inflation persistence and optimal monetary policy," Journal of Macroeconomics, Elsevier, vol. 65(C).
- Gkillas, Konstantinos & Manickavasagam, Jeevananthan & Visalakshmi, S., 2022. "Effects of fundamentals, geopolitical risk and expectations factors on crude oil prices," Resources Policy, Elsevier, vol. 78(C).
- Kalim Hyder & Stephen G. Hall, 2020. "Estimates of the New Keynesian Phillips Curve for Pakistan," Empirical Economics, Springer, vol. 59(2), pages 871-886, August.
- Viacheslav Kramkov, 2023. "Does CPI disaggregation improve inflation forecast accuracy?," Bank of Russia Working Paper Series wps112, Bank of Russia.
- Mustafa Caglayan & Oleksandr Talavera & Lin Xiong, 2020.
"Female Small Business Owners in China: Discouraged, not Discriminated,"
Discussion Papers
20-04, Department of Economics, University of Birmingham.
- Caglayan, Mustafa & Talavera, Oleksandr & Xiong, Lin, 2022. "Female small business owners in China: Discouraged, not discriminated," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Byrne, Joseph P. & Lorusso, Marco & Xu, Bing, 2019. "Oil prices, fundamentals and expectations," Energy Economics, Elsevier, vol. 79(C), pages 59-75.
- María Jose Luengo-Prado & Nikhil Rao & Viacheslav Sheremirov, 2017.
"Sectoral inflation and the Phillips curve: what has changed since the Great Recession?,"
Current Policy Perspectives
17-5, Federal Reserve Bank of Boston.
- Luengo-Prado, María José & Rao, Nikhil & Sheremirov, Viacheslav, 2018. "Sectoral inflation and the Phillips curve: What has changed since the Great Recession?," Economics Letters, Elsevier, vol. 172(C), pages 63-68.
- Faryna, Oleksandr & Pham, Tho & Talavera, Oleksandr & Tsapin, Andriy, 2022. "Wage and unemployment: Evidence from online job vacancy data," Journal of Comparative Economics, Elsevier, vol. 50(1), pages 52-70.
- Oleksandr Faryna & Tho Pham & Oleksandr Talavera & Andriy Tsapin, 2020.
"Wage Setting and Unemployment: Evidence from Online Job Vacancy Data,"
Economics Discussion Papers
em-dp2020-02, Department of Economics, University of Reading.
- Oleksandr Faryna & Tho Pham & Oleksandr Talavera & Andriy Tsapin, 2020. "Wage Setting and Unemployment: Evidence from Online Job Vacancy Data," Discussion Papers 20-03, Department of Economics, University of Birmingham.
- Faryna, Oleksandr & Pham, Tho & Talavera, Oleksandr & Tsapin, Andriy, 2020. "Wage Setting and Unemployment: Evidence from Online Job Vacancy Data," GLO Discussion Paper Series 503, Global Labor Organization (GLO).
- Norkute, Milda, 2013. "Assessing the New Keynesian Phillips Curve in the Euro Area Using Disaggregate Data," Working Papers 2013:31, Lund University, Department of Economics.
- Ryo Kato & Tatsushi Okuda & Takayuki Tsuruga, 2020.
"Sectoral inflation persistence, market concentration and imperfect common knowledge,"
ISER Discussion Paper
1082, Institute of Social and Economic Research, Osaka University.
- Ryo Kato & Tatsushi Okuda & Takayuki Tsuruga, 2021. "Sectoral inflation persistence, market concentration, and imperfect common knowledge," Working Papers e165, Tokyo Center for Economic Research.
- Kato, Ryo & Okuda, Tatsushi & Tsuruga, Takayuki, 2021. "Sectoral inflation persistence, market concentration, and imperfect common knowledge," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 500-517.
- Joseph P. Byrne & Marco Lorusso & Bing Xu, 2017.
"Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations,"
CEERP Working Paper Series
006, Centre for Energy Economics Research and Policy, Heriot-Watt University.
- Byrne, Joseph P & Lorusso, Marco & Xu, Bing, 2017. "Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations," MPRA Paper 80668, University Library of Munich, Germany.
- Milda Norkute, 2015. "Can the sectoral New Keynesian Phillips curve explain inflation dynamics in the Euro Area?," Empirical Economics, Springer, vol. 49(4), pages 1191-1216, December.
- Chiang, Shu-Hen & Lee, Chien-Chiang & Liao, Ying, 2021. "Exploring the sources of inflation dynamics: New evidence from China," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 313-332.
- Hülya Saygılı, 2020. "Sectoral inflationary dynamics: cross-country evidence on the open-economy New Keynesian Phillips Curve," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 156(1), pages 75-101, February.
- Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis, 2010.
"Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis,"
Working Papers
2011_22, Business School - Economics, University of Glasgow, revised Apr 2011.
Cited by:
- Pennings, Steven & Ramayandi, Arief & Tang, Hsiao Chink, 2011.
"The Impact of Monetary Policy on Financial Markets in Small Open Economies: More or Less Effective During the Global Financial Crisis?,"
Working Papers on Regional Economic Integration
72, Asian Development Bank.
- Pennings, Steven & Ramayandi, Arief & Tang, Hsiao Chink, 2015. "The impact of monetary policy on financial markets in small open economies: More or less effective during the global financial crisis?," Journal of Macroeconomics, Elsevier, vol. 44(C), pages 60-70.
- Pennings, Steven & Ramayandi, Arief & Tang, Hsiao Chink, 2011.
"The Impact of Monetary Policy on Financial Markets in Small Open Economies: More or Less Effective During the Global Financial Crisis?,"
Working Papers on Regional Economic Integration
72, Asian Development Bank.
- Joseph P. Byrne & Aditya S. Chavali & Alexandros Kontonikas., 2010.
"Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies,"
Working Papers
2010_19, Business School - Economics, University of Glasgow.
- Byrne, Joseph P. & Chavali, Aditya S. & Kontonikas, Alexandros, 2010. "Exchange rate pass through to import prices: panel evidence from emerging market economies," SIRE Discussion Papers 2010-46, Scottish Institute for Research in Economics (SIRE).
Cited by:
- Poornima Varma & Akash Issar, 2016. "Pricing to market behaviour of India's high value agri-food exporters: an empirical analysis of major destination markets," Agricultural Economics, International Association of Agricultural Economists, vol. 47(1), pages 129-137, January.
- Ali Reza Kazerooni & Behzad Salmani & Majid Feshari, 2013. "The Impact of Monetary Regime on the Exchange Rate Pass-Through under Exchange Rate Volatility (Dynamic Panel Data Approach)," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 18(2), pages 35-50, spring.
- Safet Kurtović & Blerim Halili & Nehat Maxhuni, 2019. "Exchange rate pass-through into import prices: evidence from Central and Southeast European countries," Indian Economic Review, Springer, vol. 54(1), pages 51-80, June.
- Kurtović, Safet & Siljković, Boris & Denić, Nebojša & Petković, Dalibor & Mladenović, Svetlana Sokolov & Mladenović, Igor & Milovancevic, Milos, 2018. "Exchange rate pass-through and Southeast European economies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 400-409.
- Mohamed Tidjane Kinda & Hamidou Barry, 2021. "Exchange rate pass‐through to import prices: Evidence from a heterogeneous panel of West African countries," Review of Development Economics, Wiley Blackwell, vol. 25(4), pages 2454-2472, November.
- Balogh, J.M., 2018. "Analyzing the pricing to market behavior of the New World on EU wine market," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 276995, International Association of Agricultural Economists.
- Kurtović Safet & Šehić-Kršlak Sabina & Halili Blerim & Maxhuni Nehat, 2018. "Exchange Rate Pass-Through into Import Prices of Croatia," Naše gospodarstvo/Our economy, Sciendo, vol. 64(4), pages 60-73, December.
- Safet Kurtović, 2019. "Exchange rate pass-through to import prices: Evidence from Serbia," Economics and Business Letters, Oviedo University Press, vol. 8(1), pages 7-16.
- Varma, Poornima & Issar Akash, 2017. "India's Horticulture Sector - A Port- Level Analysis of Onion Export Pricing," IIMA Working Papers WP2017-03-01, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Torrejón-Flores, Fernando & García-Solanes, José, 2015. "Exchange-rate variations and the rate of inflation in emerging economies," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
- Imre Ferto & Jeremias Mate Balogh, 2016. "Are the major European wine exporters able to price discriminate across their EU extra wine export destinations?," CERS-IE WORKING PAPERS 1624, Institute of Economics, Centre for Economic and Regional Studies.
- Alexandros Kontonikas & Alexandros Kostakis, 2010.
"On monetary policy and stock market anomalies,"
Working Papers
2010_29, Business School - Economics, University of Glasgow.
- Alexandros Kontonikas & Alexandros Kostakis, 2013. "On Monetary Policy and Stock Market Anomalies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 40(7-8), pages 1009-1042, September.
- Kontonikas, Alexandros & Kostakis, Alexandros, 2010. "On monetary policy and stock market anomalies," SIRE Discussion Papers 2010-103, Scottish Institute for Research in Economics (SIRE).
Cited by:
- Inessa BENCHORA & Aurélien LEROY & Louis RAFFESTIN, 2023. "Is Monetary Policy Transmission Green?," Bordeaux Economics Working Papers 2023-08, Bordeaux School of Economics (BSE).
- Yuxun Wang, 2019. "How does reserve ratio decreasing act on market: Empirical evidence from China," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(5), pages 1-2.
- Kontonikas, A & Maio, P & Zekaite, Z, 2017.
"Monetary Policy and Corporate Bond Returns,"
Essex Finance Centre Working Papers
20571, University of Essex, Essex Business School.
- Alexandros Kontonikas & Paulo Maio & Zivile Zekaite, 2016. "Monetary Policy and Corporate Bond Returns," Working Papers 2016_05, Business School - Economics, University of Glasgow.
- Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2012.
"Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis,"
SIRE Discussion Papers
2012-72, Scottish Institute for Research in Economics (SIRE).
- Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2013. "Stock market reaction to fed funds rate surprises: State dependence and the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4025-4037.
- Alexandros Kontonikas & Ronald MacDonald & Aman Saggu, 2012. "Stock market reaction to fed funds rate surprises: state dependence and the financial crisis," Working Papers 2012_11, Business School - Economics, University of Glasgow.
- Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2014.
"Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis,"
Journal of International Money and Finance, Elsevier, vol. 44(C), pages 97-117.
- Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2013. "Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis," SIRE Discussion Papers 2013-58, Scottish Institute for Research in Economics (SIRE).
- Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis, "undated". "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis," Working Papers 2013_13, Business School - Economics, University of Glasgow.
- Haitsma, Reinder & Unalmis, Deren & de Haan, Jakob, 2016. "The impact of the ECB's conventional and unconventional monetary policies on stock markets," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 101-116.
- Farinha, Jorge Bento & Vidrago, José, 2021. "The impact of the ECB's asset purchase programme on core and peripheral sovereign yields and its transmission channels," The Journal of Economic Asymmetries, Elsevier, vol. 24(C).
- Farinha, Jorge Bento & Vidrago, José, 2021. "The impact of the ECB’s asset purchase programme on euro area equities," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 270-279.
- Alexandros Kontonikas & Charles Nolan & Zivile Zekaite, 2015. "Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy," Working Papers 2015_17, Business School - Economics, University of Glasgow.
- Maran, Raluca, 2022. "Reaction of the Philippine stock market to domestic monetary policy surprises: an event study approach," MPRA Paper 114855, University Library of Munich, Germany.
- Lawal Isola ADEDOYIN & Frank AWONUSI & Martins I. OLOYE, 2015. "All share price and inflation volatility in Nigeria. An application of the EGARCH model," EuroEconomica, Danubius University of Galati, issue 1(34), pages 75-82, May.
- Mira Farka, 2022. "The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(3), pages 633-693, September.
- Ahmed Al Samman & Mahmoud Moustafa Otaify, 2017. "How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 300-315.
- Joseph P. Byrne & Fatima Kaneez & Alexandros Kontonikas, 2010.
"Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility,"
Working Papers
2010_09, Business School - Economics, University of Glasgow.
- Byrne, Joseph P. & Kaneez, Fatima & Kontonikas, Alexandros, 2010. "IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility," SIRE Discussion Papers 2010-05, Scottish Institute for Research in Economics (SIRE).
Cited by:
- Jim Lee, 2013. "Business Cycle Synchronization in Europe: Evidence from a Dynamic Factor Model," International Economic Journal, Taylor & Francis Journals, vol. 27(3), pages 347-364, September.
- Arghyrou, Michael G & Kontonikas, Alexandros, 2010.
"The EMU sovereign-debt crisis: Fundamentals, expectations and contagion,"
Cardiff Economics Working Papers
E2010/9, Cardiff University, Cardiff Business School, Economics Section.
- Arghyrou, Michael G. & Kontonikas, Alexandros, 2012. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 658-677.
- Arghyrou, Michael G. & Kontonikas, Alexandros, 2010. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," SIRE Discussion Papers 2010-81, Scottish Institute for Research in Economics (SIRE).
- Arghyrou, Michael G. & Kontonikas, Alexandros, 2011. "The EMU sovereign-debt crisis: fundamentals, expectations and contagion," SIRE Focus Papers 2011-01, Scottish Institute for Research in Economics (SIRE).
- Michael G. Arghyrou & Alexandros Kontonikas, 2010. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Working Papers 2010_25, Business School - Economics, University of Glasgow.
- Michael G. Arghyrou & Alexandros Kontonikas, 2011. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," European Economy - Economic Papers 2008 - 2015 436, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
Cited by:
- Koop, Gary & Korobilis, Dimitris, 2016.
"Model uncertainty in Panel Vector Autoregressive models,"
European Economic Review, Elsevier, vol. 81(C), pages 115-131.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," MPRA Paper 58131, University Library of Munich, Germany.
- Gary Koop & Dimitris Korobilis, 2015. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 15-35, Rimini Centre for Economic Analysis.
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 1408, University of Strathclyde Business School, Department of Economics.
- Koop, Gary & Korobilis, Dimitris, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," SIRE Discussion Papers 2014-011, Scottish Institute for Research in Economics (SIRE).
- Gary Koop & Dimitris Korobilis, 2014. "Model uncertainty in panel vector autoregressive models," Working Papers 2014_10, Business School - Economics, University of Glasgow.
- Gary Koop & Dimitris Korobilis, 2014. "Model Uncertainty in Panel Vector Autoregressive Models," Working Paper series 39_14, Rimini Centre for Economic Analysis.
- Tola, Albi & Wälti, Sébastien, 2012.
"Deciphering financial contagion in the euro area during the crisis,"
MPRA Paper
49251, University Library of Munich, Germany.
- Tola, Albi & Wälti, Sébastien, 2015. "Deciphering financial contagion in the euro area during the crisis," The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 108-123.
- Kenourgios, Dimitris & Naifar, Nader & Dimitriou, Dimitrios, 2016. "Islamic financial markets and global crises: Contagion or decoupling?," Economic Modelling, Elsevier, vol. 57(C), pages 36-46.
- Baumöhl, Eduard & Kočenda, Evžen & Lyócsa, Štefan & Výrost, Tomáš, 2018.
"Networks of volatility spillovers among stock markets,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1555-1574.
- Eduard Baumöhl & Evžen Kocenda & Stefan Lyócsa & Tomás Vyrost, 2017. "Networks of Volatility Spillovers among Stock Markets," CESifo Working Paper Series 6476, CESifo.
- Eduard Baumohl & Evzen Kocenda & Stefan Lyocsa & Tomas Vyrost, 2016. "Networks of volatility spillovers among stock markets," KIER Working Papers 941, Kyoto University, Institute of Economic Research.
- Victor Echevarria-Icaza & Simón Sosvilla-Rivero, 2017.
"Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach,"
Working Papers del Instituto Complutense de Estudios Internacionales
1703, Universidad Complutense de Madrid, Instituto Complutense de Estudios Internacionales.
- Victor Echevarria Icaza & Simón Sosvilla-Rivero, 2017. "Yields on sovereign debt, fragmentation and monetary policy transmission in the euro area: A GVAR approach," Working Papers 17-01, Asociación Española de Economía y Finanzas Internacionales.
- S. J. Bailey & P. Valkama & S. Salonen, 2014. "The EU's public finance crisis: causes, consequences and cure," Public Money & Management, Taylor & Francis Journals, vol. 34(2), pages 83-90, March.
- Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015.
"Education and the local equity bias around the world,"
SIRE Discussion Papers
2015-76, Scottish Institute for Research in Economics (SIRE).
- Bose, Udichibarna & MacDonald, Ronald & Tsoukas, Serafeim, 2015. "Education and the local equity bias around the world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 65-88.
- Udichibarna Bose & Ronald MacDonald & Serafeim Tsoukas, 2015. "Education and the local equity bias around the world," Working Papers 2015_13, Business School - Economics, University of Glasgow.
- Szczypińska, Agnieszka, 2012. "Does the halo effect still hold? Implications for the euro-candidates from the analysis of the EA bond market - the crisis perspective," MF Working Papers 15, Ministry of Finance in Poland, revised 29 Aug 2012.
- Bratis, Theodoros & Laopodis, Nikiforos T. & Kouretas, Georgios P., 2015. "Creditor moral hazard during the EMU debt crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 122-135.
- Arghyrou, Michael G & Gadea, Mar a Dolores, 2019.
"Private bank deposits and macro/fiscal risk in the euro-area,"
Cardiff Economics Working Papers
E2019/6, Cardiff University, Cardiff Business School, Economics Section.
- Michael G. Arghyrou & Maria Dolores Gadea, 2019. "Private bank deposits and macro/fiscal risk in the euro-area," CESifo Working Paper Series 7532, CESifo.
- Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2013.
"Tweets, Google Trends and Sovereign Spreads in the GIIPS,"
GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe
78, Hellenic Observatory, LSE.
- Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2015. "Tweets, Google trends, and sovereign spreads in the GIIPS," Oxford Economic Papers, Oxford University Press, vol. 67(2), pages 406-432.
- Dergiades, Theologos & Milas, Costas & Panagiotidis, Theodore, 2013. "Tweets, Google trends and sovereign spreads in the GIIPS," LSE Research Online Documents on Economics 54405, London School of Economics and Political Science, LSE Library.
- Theologos Dergiades & Costas Milas & Theodore Panagiotidis, 2014. "Tweets, Google Trends and Sovereign Spreads in the GIIPS," Discussion Paper Series 2014_04, Department of Economics, University of Macedonia, revised Jun 2014.
- Joshua Aizenman & Yothin Jinjarak, 2012.
"Income inequality, tax base and sovereign spreads,"
NBER Working Papers
18176, National Bureau of Economic Research, Inc.
- Aizenman, Joshua & Jinjarak, Yothin, 2011. "Income inequality, tax base and sovereign spreads," Santa Cruz Department of Economics, Working Paper Series qt76j471c7, Department of Economics, UC Santa Cruz.
- Joshua Aizenman & Yothin Jinjarak, 2012. "Income Inequality, Tax Base and Sovereign Spreads," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 68(4), pages 431-444, December.
- Aizenman, Joshua & Jinjarak, Yothin, 2012. "Income inequality, tax base and sovereign spreads," Santa Cruz Department of Economics, Working Paper Series qt4fc5p36t, Department of Economics, UC Santa Cruz.
- Alison Johnston & Bob Hancké & Suman Pant, 2013. "Comparative Institutional Advantage in the European Sovereign Debt Crisis," Europe in Question Discussion Paper Series of the London School of Economics (LEQs) 6, London School of Economics / European Institute.
- De Santis, Roberto A., 2012. "The Euro area sovereign debt crisis: safe haven, credit rating agencies and the spread of the fever from Greece, Ireland and Portugal," Working Paper Series 1419, European Central Bank.
- Kinateder, Harald & Wagner, Niklas, 2017. "Quantitative easing and the pricing of EMU sovereign debt," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 1-12.
- Ian Schaeffer & Miguel D. Ramirez, 2017.
"Is there a Long-Term Relationship among European Sovereign Bond Yields?,"
Business and Economic Research, Macrothink Institute, vol. 7(1), pages 68-86, June.
- Ian Schaeffer & Miguel D. Ramirez, 2017. "Is there a Long-Term Relationship among European Sovereign Bond Yields?," Working Papers 1701, Trinity College, Department of Economics.
- António Afonso & João Tovar Jalles & Mina Kazemi, 2019.
"The effects of macroeconomic, fiscal and monetary policy announcements on sovereign bond spreads: an event study from the EMU,"
EconPol Working Paper
22, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- António Afonso & João Tovar Jalles & Mina Kazemi, 2019. "The Effects of Macroeconomic, Fiscal and Monetary Policy Announcements on Sovereign Bond Spreads: An Event Study from the EMU," Working Papers REM 2019/67, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Kumar, Ronald Ravinesh & Mensi, Walid, 2017. "Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 310-324.
- Jäger, Jannik & Grigoriadis, Theocharis, 2016. "Soft budget constraints, European Central Banking and the financial crisis," Discussion Papers 2016/7, Free University Berlin, School of Business & Economics.
- Demir, Ishak & Eroglu, Burak A. & Yildirim-Karaman, Secil, 2021.
"Heterogeneous effects of unconventional monetary policy on bond yields across the euro area,"
LEAF Working Paper Series
19-06, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF), revised 2021.
- İshak Demi̇r & Burak A. Eroğlu & Seçi̇l Yildirim‐Karaman, 2022. "Heterogeneous Effects of Unconventional Monetary Policy on the Bond Yields across the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1425-1457, August.
- Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
- Franck Martin & Jiangxingyun Zhang, 2020.
"La structure des taux revisitée pour période de crise : entre contagion, flight to quality et quantitative easing,"
Revue économique, Presses de Sciences-Po, vol. 71(4), pages 623-665.
- Franck Martin, 2016. "La structure des taux revisitée pour période de crise: entre contagion, ?ight to quality et Quantitative Easing," Economics Working Paper Archive (University of Rennes & University of Caen) 2016-06, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
- Nicolas Debarsy & Cyrille Dossougoin & Cem Ertur & Jean-Yves Gnabo, 2018.
"Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach,"
Post-Print
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"A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING 'OLD' AND 'NEW' SECOND GENERATION PANEL UNIT ROOT TESTS,"
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"Impact of money supply on stock bubbles,"
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 61(7), pages 2835-2842.
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- Abdul-Nasir T. Yola, 2019. "On the Reaction of Stock Market to Monetary Policy Innovations: New Evidence from Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(2), pages 94-98, June.
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"Market Reactions to ECB Policy Innovations: A Cross-Country Analysis,"
LIUC Papers in Economics
2017-4, Cattaneo University (LIUC).
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Economics Bulletin, AccessEcon, vol. 30(4), pages 1-28.
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"Impact of money supply on stock bubbles,"
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 61(7), pages 2835-2842.
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2005_11, Business School - Economics, University of Glasgow.
Cited by:
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"Does inflation has an Impact on Stock Returns and Volatility? Evidence from Nigeria and Ghana,"
MPRA Paper
30091, University Library of Munich, Germany, revised 19 Mar 2011.
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- Shehu Usman Rano, Aliyu, 2010.
"Does inflation has an Impact on Stock Returns and Volatility? Evidence from Nigeria and Ghana,"
MPRA Paper
30091, University Library of Munich, Germany, revised 19 Mar 2011.
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"Monetary Policy Shocks and Stock Returns: Evidence from the British Market,"
Working Papers
2006_15, Business School - Economics, University of Glasgow.
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Cited by:
- Mohammed Bouaddi & Abderrahim Taamouti, 2012. "Portfolio risk management in a data-rich environment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(4), pages 469-494, December.
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- Nikoletta Poutachidou & Stephanos Papadamou, 2021. "The Effect of Quantitative Easing through Google Metrics on US Stock Indices," IJFS, MDPI, vol. 9(4), pages 1-19, October.
- Wang, Shen & Mayes, David G., 2012. "Monetary policy announcements and stock reactions: An international comparison," The North American Journal of Economics and Finance, Elsevier, vol. 23(2), pages 145-164.
- Florackis, Chris & Kostakis, Alexandros & Kontonikas, Alexandros, 2011. "Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis," SIRE Discussion Papers 2011-31, Scottish Institute for Research in Economics (SIRE).
- Muhammad Ali Nasir & Min Du, 2018. "Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 16(2), pages 363-388, June.
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- Abdul-Nasir T. Yola, 2019. "On the Reaction of Stock Market to Monetary Policy Innovations: New Evidence from Nigeria," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 5(2), pages 94-98, June.
- Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis, 2010. "Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis," Working Papers 2011_22, Business School - Economics, University of Glasgow, revised Apr 2011.
- Mobeen Ur Rehman & Wafa Ghardallou & Nasir Ahmad & Xuan Vinh Vo & Sang Hoon Kang, 2024. "Does effect of risk and uncertainties on US sectoral returns differ across different investment horizons and market conditions," Risk Management, Palgrave Macmillan, vol. 26(1), pages 1-49, February.
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- Fausto Pacicco & Luigi Vena & Andrea Venegoni, 2017.
"Market Reactions to ECB Policy Innovations: A Cross-Country Analysis,"
LIUC Papers in Economics
2017-4, Cattaneo University (LIUC).
- Pacicco, Fausto & Vena, Luigi & Venegoni, Andrea, 2019. "Market reactions to ECB policy innovations: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 91(C), pages 126-137.
- Papadamou, Stephanos & Siriopoulos, Costas, 2014. "Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK," Journal of Economics and Business, Elsevier, vol. 71(C), pages 45-67.
- Cedric L. Mbanga & Ali F. Darrat, 2016. "Fiscal policy and the US stock market," Review of Quantitative Finance and Accounting, Springer, vol. 47(4), pages 987-1002, November.
- Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2012.
"Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis,"
SIRE Discussion Papers
2012-72, Scottish Institute for Research in Economics (SIRE).
- Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2013. "Stock market reaction to fed funds rate surprises: State dependence and the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4025-4037.
- Alexandros Kontonikas & Ronald MacDonald & Aman Saggu, 2012. "Stock market reaction to fed funds rate surprises: state dependence and the financial crisis," Working Papers 2012_11, Business School - Economics, University of Glasgow.
- Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2014.
"Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis,"
Journal of International Money and Finance, Elsevier, vol. 44(C), pages 97-117.
- Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2013. "Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis," SIRE Discussion Papers 2013-58, Scottish Institute for Research in Economics (SIRE).
- Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis, "undated". "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis," Working Papers 2013_13, Business School - Economics, University of Glasgow.
- Tihana ŠKRINJARIĆ & Lidija DEDI & Boško ŠEGO, 2021. "Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 93-108, December.
- David G. McMillan, 2021. "Predicting GDP growth with stock and bond markets: Do they contain different information?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3651-3675, July.
- McMillan, David G., 2021. "When and why do stock and bond markets predict US economic growth?," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 331-343.
- Godfrey Akileng & Eric Nzibonera & Micheal Mutegana, 2019. "The Influence of Foreign Exchange Volatility, Interest Rates on the Stock Performance of Uganda Securities Exchange," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 8(2), pages 1-1.
- Rosalinda Arriaga Navarrete. & Miriam Sosa Castro. & Abigail Rodríguez Nava., 2020. "Impactos monetarios sobre la rentabilidad del mercado accionario en México: Un análisis de cambio de régimen Markoviano. (Monetary Impacts on the Mexican Stock Market Returns: A Markov Switching Appro," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(2), pages 187-216, November.
- Abdul Qayyum & Saba Anwa, 2010.
"Impact of monetary policy on the volatility of stock market in pakistan,"
Economics Bulletin, AccessEcon, vol. 30(4), pages 1-28.
- Qayyum, Abdul & Anwar, Saba, 2011. "Impact of Monetary Policy on the Volatility of Stock Market in Pakistan," MPRA Paper 31188, University Library of Munich, Germany.
- Shada Almuwallad, 0000. "Exploring the Dynamics: Granger Causality Between Macroeconomic Variables and Sectoral Stock Prices Before and After the 2008 Financial Crisis: Evidence From The FTSE All-Share Index," Proceedings of Economics and Finance Conferences 14416316, International Institute of Social and Economic Sciences.
- Habib Rahman & Hasan Mohsin, 2011. "Monetary Policy Announcements and Stock Returns: Evidence from the Pakistani Market," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 18(2), pages 342-360, December.
- Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2014.
"Does central bank transparency affect stock market volatility?,"
Post-Print
hal-03692261, HAL.
- Papadamou, Stephanos & Sidiropoulos, Moïse & Spyromitros, Eleftherios, 2014. "Does central bank transparency affect stock market volatility?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 362-377.
- Mira Nurmakhanova, 2019. "Exchange Rate and Stock Prices Interactions in Kazakhstan," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 7(2), pages 19-31.
- McMillan, David G., 2019. "Stock return predictability: Using the cyclical component of the price ratio," Research in International Business and Finance, Elsevier, vol. 48(C), pages 228-242.
- Chortareas, Georgios & Noikokyris, Emmanouil, 2014. "Monetary policy and stock returns under the MPC and inflation targeting," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 109-116.
- Dong, Weijia & Lien, Donald & Lv, Xin & Tan, Chaosheng, 2021. "The cross-border impacts of China’s official rate shocks on stock returns of Chinese concepts shares listed on U.S. market," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1305-1322.
- Guglielmo Maria Caporale & Alexandros Kontonikas, 2006.
"The Euro And Inflation Uncertainty In The European Monetary Union,"
Economics and Finance Discussion Papers
06-01, Economics and Finance Section, School of Social Sciences, Brunel University.
- Caporale, Guglielmo Maria & Kontonikas, Alexandros, 2009. "The Euro and inflation uncertainty in the European Monetary Union," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 954-971, October.
- Guglielmo Maria Caporale & Alexandros Kontonikas, 2006. "The Euro and Inflation Uncertainty in the European Monetary Union," CESifo Working Paper Series 1842, CESifo.
- Guglielmo Maria, Caporale & Alexandros , Kontonikas, 2007. "The Euro and Inflation Uncertainty in the European Monetary Union," CELPE Discussion Papers 101, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.
Cited by:
- Neil Lawton & Liam A. Gallagher, 2020. "The negative side of inflation targeting: revisiting inflation uncertainty in the EMU," Applied Economics, Taylor & Francis Journals, vol. 52(29), pages 3186-3203, June.
- Muhammad Khan & Mazen Kebewar & Nikolay Nenovsky, 2013.
"Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe,"
Papers
1303.6192, arXiv.org.
- Khan, Muhammad & Kebewar, Mazen & Nenovsky, Nikolay, 2013. "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," EconStor Preprints 73689, ZBW - Leibniz Information Centre for Economics.
- Muhammad Khan & Mazen Kebewar & Nikolay Nenovsky, 2013. "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," Working Papers halshs-00804556, HAL.
- Khan, Muhammad & Kebewar, mazen & Nenovsky, Nikolay, 2013. "Inflation Uncertainty, Output Growth Uncertainty and Macroeconomic Performance: Comparing Alternative Exchange Rate Regimes in Eastern Europe," MPRA Paper 45523, University Library of Munich, Germany.
- Don Bredin & Stilianos Fountas, 2011.
"US Inflation and inflation uncertainty in a historical perspective: The impact of recessions,"
Discussion Paper Series
2011_13, Department of Economics, University of Macedonia, revised Sep 2011.
- Don Bredin & Stilianos Fountas, 2011. "US Infl ation and infl ation uncertainty in a historical perspective: The impact of recessions," Working Papers 201053, Geary Institute, University College Dublin.
- Polito, Vito & Spencer, Peter, 2011.
"UK Macroeconomic Volatility and the Welfare Costs of Inflation,"
Cardiff Economics Working Papers
E2011/23, Cardiff University, Cardiff Business School, Economics Section.
- Vito Polito & Peter Spencer, "undated". "UK Macroeconomic Volatility and the Welfare Costs of Inflation," Discussion Papers 11/21, Department of Economics, University of York.
- Nora Abu Asab & Juan Carlos Cuestas & Alberto Montagnoli, 2015.
"Inflation targeting or Exchange Rate Targeting: Which Framework Supports The Goal of Price Stability in Emerging Market Economics?,"
Working Papers
2015025, The University of Sheffield, Department of Economics.
- Nora Abu Asab & Juan Carlos Cuestas & Alberto Montagnoli, 2018. "Inflation targeting or exchange rate targeting: Which framework supports the goal of price stability in emerging market economies?," PLOS ONE, Public Library of Science, vol. 13(8), pages 1-21, August.
- Antonio Filippin & Luca Nunziata, 2019.
"Monetary effects of inequality: lessons from the euro experiment,"
The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(2), pages 99-124, June.
- Antonio Filippin & Luca Nunziata, 2019. "Monetary effects of inequality: lessons from the euro experiment," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 17(2), pages 99-124, June.
- Omid M. Ardakani & N. Kundan Kishor & Suyong Song, 2024. "Does membership of the EMU matter for economic and financial outcomes?," Contemporary Economic Policy, Western Economic Association International, vol. 42(3), pages 416-447, July.
- Juan Carlos Cuestas & Carlyn Dobson, 2011. "Inflation persistence: Implication for a monetary union in the Caribbean," Working Papers 2011017, The University of Sheffield, Department of Economics.
- Hartmann, Matthias & Conrad, Christian, 2014.
"Cross sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty,"
VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
100477, Verein für Socialpolitik / German Economic Association.
- Conrad, Christian & Hartmann, Matthias, 2014. "Cross-sectional evidence on the relation between monetary policy, macroeconomic conditions and low-frequency inflation uncertainty," Working Papers 0574, University of Heidelberg, Department of Economics.
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"Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model,"
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146, Economics, The University of Manchester.
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"Inflation and inflation uncertainty in the euro area,"
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"Capital market imperfections and the theory of optimum currency areas,"
Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1659-1675.
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"Causal relationships between inflation and inflation uncertainty,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(5), pages 1-26, December.
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- Barnett, William A. & Jawadi, Fredj & Ftiti, Zied, 2020. "Causal Relationships between Inflation and Inflation Uncertainty," MPRA Paper 101682, University Library of Munich, Germany.
- William A. Barnett & Zied Ftiti & Fredj Jawadi, 2018. "The Causal Relationships between Inflation and Inflation Uncertainty," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 201803, University of Kansas, Department of Economics, revised Mar 2018.
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"Inflation uncertainty revisited: a proposal for robust measurement,"
Empirical Economics, Springer, vol. 47(4), pages 1497-1523, December.
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"Convergence of Inflationary Shocks: Evidence from the Caribbean,"
The World Economy, Wiley Blackwell, vol. 36(9), pages 1229-1243, September.
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- Andros Gregoriou & Alexandros Kontonikas, 2005.
"Modeling The Non-Linear Behaviour of Inflation Deviations From The Target,"
Working Papers
2005_12, Business School - Economics, University of Glasgow.
Cited by:
- Andrew Phiri, 2012. "Threshold effects and inflation persistence in South Africa," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 4(3), pages 247-269, July.
- Estefania Mourelle & Juan Carlos Cuestas & Luis Alberiko Gil‐alana, 2011.
"Is There An Asymmetric Behaviour In African Inflation? A Non‐Linear Approach,"
South African Journal of Economics, Economic Society of South Africa, vol. 79(1), pages 68-90, March.
- Luis Alberiko Gil-Alaña & Juan C. Cuestas & Estefania Mourelle, 2011. "Is there asymmetric behaviour in African inflation? A non-linear approach," NCID Working Papers 03/2011, Navarra Center for International Development, University of Navarra.
- Nobay, A. Robert & Paya, Ivan & Peel, David A., 2007.
"Inflation dynamics in the US - a nonlinear perspective,"
LSE Research Online Documents on Economics
24499, London School of Economics and Political Science, LSE Library.
- Bob Nobay & Ivan Paya & David A. Peel, 2007. "Inflation Dynamics in the US -A Nonlinear Perspective," FMG Discussion Papers dp601, Financial Markets Group.
- Juan Carlos Cuestas & Estefanía Mourelle, 2009. "Inflation persistence and asymmetries: evidence for African countries," NBS Discussion Papers in Economics 2009/2, Economics, Nottingham Business School, Nottingham Trent University.
- Kulaksizoglu, Tamer & Kulaksizoglu, Sebnem, 2009. "The U.S. Excess Money Growth and Inflation Relation in the Long-Run: A Nonlinear Analysis," MPRA Paper 23780, University Library of Munich, Germany.
- Alexandros Kontonikas & Alberto Montagnoli, 2005.
"Optimal Monetary Policy and Asset Price Misalignments,"
Working Papers
2005_9, Business School - Economics, University of Glasgow.
- Alexandros Kontonikas & Alberto Montagnoli, 2006. "Optimal Monetary Policy And Asset Price Misalignments," Scottish Journal of Political Economy, Scottish Economic Society, vol. 53(5), pages 636-654, November.
- Alexandros Kontikas & Alberto Montagnoli, 2004. "Optimal Monetary Policy and Asset Price Misalignments," Money Macro and Finance (MMF) Research Group Conference 2004 80, Money Macro and Finance Research Group.
- Alexandros Kontonikas & Alberto Montagnoli, 2003. "Optimal Monetary Policy and Asset Price Misalignments," Economics and Finance Discussion Papers 03-22, Economics and Finance Section, School of Social Sciences, Brunel University.
- Alexandros Kontonikas & Alberto Montagnoli, 2003. "Optimal Monetary Policy and Asset Price Misalignments," Public Policy Discussion Papers 03-22, Economics and Finance Section, School of Social Sciences, Brunel University.
Cited by:
- Deba Prasad Rath & Rudra Sensarma, 2006. "Money-Price Variability and Asset Prices Volatility: Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 4(2), pages 59-74, July.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2010.
"Agent-based financial markets and New Keynesian macroeconomics: A synthesis,"
Economics Working Papers
2010-10, Christian-Albrechts-University of Kiel, Department of Economics.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2011. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2011-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Matthias Lengnick & Hans-Werner Wohltmann, 2013. "Agent-based financial markets and New Keynesian macroeconomics: a synthesis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 1-32, April.
- Fausto Cavalli & Ahmad Naimzada & Nicol`o Pecora & Marina Pireddu, 2018. "Agents' beliefs and economic regimes polarization in interacting markets," Papers 1805.00387, arXiv.org.
- Muhammad Ali Nasir & Milton Yago & Alaa M. Soliman & Junjie Wu, 2016. "Financial stability, wealth effects and optimal macroeconomic policy combination in the United Kingdom: A new-Keynesian dynamic stochastic general equilibrium framework," Cogent Economics & Finance, Taylor & Francis Journals, vol. 4(1), pages 1136098-113, December.
- Kajuth, Florian, 2010. "The role of liquidity constraints in the response of monetary policy to house prices," Journal of Financial Stability, Elsevier, vol. 6(4), pages 230-242, December.
- Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2017.
"Does central bank independence affect stock market volatility ?,"
Post-Print
hal-03692206, HAL.
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- Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2016. "Does Central Bank Independence Affect Stock Market Volatility?," Working Papers of BETA 2016-14, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
- Muhammad Ali Nasir & Junjie Wu & Milton Yago & Alaa M. Soliman, 2016. "Macroeconomic policy interaction: State dependency and implications for financial stability in UK: A systemic review," Cogent Business & Management, Taylor & Francis Journals, vol. 3(1), pages 1154283-115, December.
- Alexey Vasilenko, 2017. "Should Monetary Authorities Prick Asset Price Bubbles? Evidence from a New Keynesian Model with an Agent-Based Financial Market," HSE Working papers WP BRP 182/EC/2017, National Research University Higher School of Economics.
- Bask, Mikael, 2009. "Monetary Policy, Stock Price Misalignments and Macroeconomic Instability," Working Papers 540, Hanken School of Economics.
- Semmler, Willi & Zhang, Wenlang, 2007. "Asset price volatility and monetary policy rules: A dynamic model and empirical evidence," Economic Modelling, Elsevier, vol. 24(3), pages 411-430, May.
- Fiodendji, Komlan, 2011. "Should Canadian Monetary Policy Respond to Asset Prices? Evidence from a Structural Model," MPRA Paper 27942, University Library of Munich, Germany.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2016.
"Optimal monetary policy in a new Keynesian model with animal spirits and financial markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 148-165.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2014. "Optimal monetary policy in a new Keynesian model with animal spirits and financial markets," Economics Working Papers 2014-12, Christian-Albrechts-University of Kiel, Department of Economics.
- Xiaoyu Zhang & Fanghui Pan, 2019. "The Dependence of China’s Monetary Policy Rules on Interest Rate Regimes: Empirical Analysis Based on a Pseudo Output Gap," Sustainability, MDPI, vol. 11(9), pages 1-15, May.
- Ida, Daisuke, 2011. "Monetary policy and asset prices in an open economy," The North American Journal of Economics and Finance, Elsevier, vol. 22(2), pages 102-117, August.
- FIodendji, Komlan, 2011. "Should Canadian monetary policy respond to asset prices? Evidence from a structural model," MPRA Paper 28039, University Library of Munich, Germany, revised 10 Jan 2011.
- Naimzada, Ahmad & Pireddu, Marina, 2015. "Real and financial interacting markets: A behavioral macro-model," Chaos, Solitons & Fractals, Elsevier, vol. 77(C), pages 111-131.
- J. Rodrigo Fuentes S. & Marcelo Ochoa C., 2007. "Política Monetaria, Precios de Activos y Estabilidad Financiera: Una Revisión de la Literatura," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(3), pages 115-127, December.
- Alexey Vasilenko, 2018. "Should Central Banks Prick Asset Price Bubbles? An Analysis Based on a Financial Accelerator Model with an Agent-Based Financial Market," Bank of Russia Working Paper Series wps35, Bank of Russia.
- Daniel Komlan Fiodendji, 2012. "Should Canadian Monetary Policy Respond to Asset Prices? Evidence from a Structural Model," Working Papers 1209E, University of Ottawa, Department of Economics.
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- Andros Gregoriou & Alexandros Kontonikas, 2005.
"Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test,"
Working Papers
2005_10, Business School - Economics, University of Glasgow.
- Andros Gregoriou & Alexandros Kontonikas, 2006. "Inflation Targeting And The Stationarity Of Inflation: New Results From An Estar Unit Root Test," Bulletin of Economic Research, Wiley Blackwell, vol. 58(4), pages 309-322, October.
Cited by:
- Manuel Gomez & Daniel Ventosa-Santaularia, 2007.
"Inflation and breaks: the validity of the Dickey-Fuller test,"
Department of Economics and Finance Working Papers
EM200601, Universidad de Guanajuato, Department of Economics and Finance.
- Ventosa-Santaularària, Daniel & Gómez, Manuel, 2006. "Inflation and Breaks: the validity of the Dickey-Fuller test," MPRA Paper 58773, University Library of Munich, Germany.
- Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2010. "The Time‐Series Properties Of Uk Inflation: Evidence From Aggregate And Disaggregate Data," Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(1), pages 33-47, February.
- Alberto Montagnoli & Andros Gregoriou & Alexandros Kontonikas, 2007. "Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment," Working Papers 2007_13, Business School - Economics, University of Glasgow.
- Estefania Mourelle & Juan Carlos Cuestas & Luis Alberiko Gil‐alana, 2011.
"Is There An Asymmetric Behaviour In African Inflation? A Non‐Linear Approach,"
South African Journal of Economics, Economic Society of South Africa, vol. 79(1), pages 68-90, March.
- Luis Alberiko Gil-Alaña & Juan C. Cuestas & Estefania Mourelle, 2011. "Is there asymmetric behaviour in African inflation? A non-linear approach," NCID Working Papers 03/2011, Navarra Center for International Development, University of Navarra.
- Nobay, A. Robert & Paya, Ivan & Peel, David A., 2007.
"Inflation dynamics in the US - a nonlinear perspective,"
LSE Research Online Documents on Economics
24499, London School of Economics and Political Science, LSE Library.
- Bob Nobay & Ivan Paya & David A. Peel, 2007. "Inflation Dynamics in the US -A Nonlinear Perspective," FMG Discussion Papers dp601, Financial Markets Group.
- Gregoriou, Andros & Kontonikas, Alexandros, 2010.
"The long-run relationship between stock prices and goods prices: New evidence from panel cointegration,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 166-176, April.
- Andros Gregoriou & Alexandros Kontonikas, "undated". "The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration," Working Papers 2008_19, Business School - Economics, University of Glasgow.
- Gregoriou, Andros & Kontonikas, Alexandros, 2008. "The long run relationship between stock prices and goods prices: new evidence from panel cointegration," SIRE Discussion Papers 2008-32, Scottish Institute for Research in Economics (SIRE).
- Giannellis, Nikolaos, 2013. "Asymmetric behavior of inflation differentials in the euro area: Evidence from a threshold unit root test," Research in Economics, Elsevier, vol. 67(2), pages 133-144.
- Inês da Cunha Cabral & João Nicolau, 2022. "Inflation in the G7 and the expected time to reach the reference rate: A nonparametric approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1608-1620, April.
- Shyh-Wei Chen & Chi-Sheng Hsu & Cyun-Jhen Pen, 2016. "Are Inflation Rates Mean-reverting Processes? Evidence from Six Asian Countries," Journal of Economics and Management, College of Business, Feng Chia University, Taiwan, vol. 12(1), pages 119-155, February.
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- Habibullah, Muzafar & Affizzah Awang Marikan, Dayang & senliew, venus & Lim, kian, 2013. "Testing Nonlinear Convergence in Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 47(1), pages 155-162.
- Canarella, Giorgio & Miller, Stephen M., 2017. "Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration," Journal of Economics and Business, Elsevier, vol. 92(C), pages 45-62.
- Bernard Moeketsi Hlalele, 2022. "A Comparative Analysis Of Holts-Winters’ And Neural Network Prediction Models On Annual Bloemfontein’S Precipitation: Risk Aversion," Big Data In Agriculture (BDA), Zibeline International Publishing, vol. 4(1), pages 17-21, April.
- Juan Carlos Cuestas & Estefanía Mourelle, 2009. "Inflation persistence and asymmetries: evidence for African countries," NBS Discussion Papers in Economics 2009/2, Economics, Nottingham Business School, Nottingham Trent University.
- Bertram, Philip & Sibbertsen, Philipp & Stahl, Gerhard, 2011. "About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis," Hannover Economic Papers (HEP) dp-469, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Gregoriou, Andros & Kontonikas, Alexandros, 2009. "Modeling the behaviour of inflation deviations from the target," Economic Modelling, Elsevier, vol. 26(1), pages 90-95, January.
- Costas Milas & Theologos Dergiades & Theodore Panagiotidis & Georgios Papapanagiotou, 2024.
"An assessment of inflation targeting,"
Working Paper series
24-12, Rimini Centre for Economic Analysis.
- Milas, Costas & Dergiades, Theologos & Panagiotidis, Theodore & Papapanagiotou, Georgios, 2024. "An assessment of inflation targeting," The Quarterly Review of Economics and Finance, Elsevier, vol. 97(C).
- Costas Milas & Theologos Dergiades & Theodore Panagiotidis & Georgios Papapanagiotou, 2024. "An Assessment of Inflation Targeting," Discussion Paper Series 2024_05, Department of Economics, University of Macedonia, revised May 2024.
- Emmanuel Anoruo & Vasudeva N.R. Murthy, 2014. "Testing Nonlinear Inflation Convergence for the Central African Economic and Monetary Community," International Journal of Economics and Financial Issues, Econjournals, vol. 4(1), pages 1-7.
- Luis A. Gil-Alana & Andrea Mervar & James E. Payne, 2017. "The stationarity of inflation in Croatia: anti-inflation stabilization program and the change in persistence," Economic Change and Restructuring, Springer, vol. 50(1), pages 45-58, February.
- Habibullah, M.S. & Dayang-Afizzah, A.M. & Liew, Venus Khim-Sen & Lim, Kian-Ping, 2008. "Testing nonlinear convergence in Malaysia,1965-2003," MPRA Paper 12110, University Library of Munich, Germany.
- Ventosa-Santaulária, Daniel & Gómez-Zaldívar, Manuel, 2009. "Broken mean stationarity and the validity of the Dickey-Fuller test: the case of controlled inflation," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 29(1), May.
- Kurmaş Akdoğan, 2015. "Asymmetric Behaviour of Inflation around the Target in Inflation-Targeting Countries," Scottish Journal of Political Economy, Scottish Economic Society, vol. 62(5), pages 486-504, November.
- Alexandros Kontonikas & Christos Ioannidis, 2004.
"Should Monetary Policy Respond to Asset Price Misalignments?,"
Macroeconomics
0404026, University Library of Munich, Germany.
- Kontonikas, Alexandros & Ioannidis, Christos, 2005. "Should monetary policy respond to asset price misalignments?," Economic Modelling, Elsevier, vol. 22(6), pages 1105-1121, December.
- Alexandros Kontonikas & Christos Ioannidis, 2003. "Should Monetary Policy Respond to Asset Price Misalignments?," Economics and Finance Discussion Papers 03-19, Economics and Finance Section, School of Social Sciences, Brunel University.
- Alexandros Kontonikas & Christos Ioannidis, 2003. "Should Monetary Policy Respond to Asset Price Misalignments?," Public Policy Discussion Papers 03-19, Economics and Finance Section, School of Social Sciences, Brunel University.
Cited by:
- Deba Prasad Rath & Rudra Sensarma, 2006. "Money-Price Variability and Asset Prices Volatility: Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 4(2), pages 59-74, July.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2010.
"Agent-based financial markets and New Keynesian macroeconomics: A synthesis,"
Economics Working Papers
2010-10, Christian-Albrechts-University of Kiel, Department of Economics.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2011. "Agent-based financial markets and New Keynesian macroeconomics: A synthesis," Economics Working Papers 2011-09, Christian-Albrechts-University of Kiel, Department of Economics.
- Matthias Lengnick & Hans-Werner Wohltmann, 2013. "Agent-based financial markets and New Keynesian macroeconomics: a synthesis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 8(1), pages 1-32, April.
- Romaniuk, Katarzyna, 2006. "What if the Fed increased the weight of the stock price gap in its reaction function?," Journal of Policy Modeling, Elsevier, vol. 28(7), pages 725-737, October.
- Khwazi Magubane & Ntokozo Patrick Nzimande, 2024. "A Structural Vector Autoregression Exploration of South Africa’s Monetary and Macroprudential Policy Interactions," Economies, MDPI, vol. 12(10), pages 1-32, October.
- Q. Farooq Akram & Øyvind Eitrheim, 2006.
"Flexible inflation targeting and financial stability: Is it enough to stabilise inflation and output?,"
Working Paper
2006/07, Norges Bank.
- Akram, Q. Farooq & Eitrheim, Øyvind, 2008. "Flexible inflation targeting and financial stability: Is it enough to stabilize inflation and output?," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1242-1254, July.
- Alexandros Kontonikas & Alberto Montagnoli & Nicola Spagnolo, 2006. "Stock Returns and Inflation: The Impact of Inflation Targeting," Working Papers 2005_11, Business School - Economics, University of Glasgow.
- Pacheco, Luis, 2008. "Asset Prices in Monetary Policy Rules: Should they stay or should they go?," Working Papers 4/2008, Universidade Portucalense, Centro de Investigação em Gestão e Economia (CIGE).
- Alexey Vasilenko, 2017. "Should Monetary Authorities Prick Asset Price Bubbles? Evidence from a New Keynesian Model with an Agent-Based Financial Market," HSE Working papers WP BRP 182/EC/2017, National Research University Higher School of Economics.
- Bask, Mikael, 2009. "Monetary Policy, Stock Price Misalignments and Macroeconomic Instability," Working Papers 540, Hanken School of Economics.
- Fiodendji, Komlan, 2011. "Should Canadian Monetary Policy Respond to Asset Prices? Evidence from a Structural Model," MPRA Paper 27942, University Library of Munich, Germany.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2016.
"Optimal monetary policy in a new Keynesian model with animal spirits and financial markets,"
Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 148-165.
- Lengnick, Matthias & Wohltmann, Hans-Werner, 2014. "Optimal monetary policy in a new Keynesian model with animal spirits and financial markets," Economics Working Papers 2014-12, Christian-Albrechts-University of Kiel, Department of Economics.
- Xiaoyu Zhang & Fanghui Pan, 2019. "The Dependence of China’s Monetary Policy Rules on Interest Rate Regimes: Empirical Analysis Based on a Pseudo Output Gap," Sustainability, MDPI, vol. 11(9), pages 1-15, May.
- Pierre-Richard Agénor & Luiz A. Pereira da Silva, 2013. "Inflation Targeting and Financial Stability: A Perspective from the Developing World," Working Papers Series 324, Central Bank of Brazil, Research Department.
- Oguzhan Ozcelebi & Nurtac Yildirim, 2017. "Impacts of short-term interest rates on stock returns and exchange rates: Empirical evidence from EAGLE countries," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 26(2), pages 228-255, February.
- Singh, Vikkram & Roca, Eduardo & Li, Bin, 2021. "Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic," Journal of Policy Modeling, Elsevier, vol. 43(2), pages 253-277.
- FIodendji, Komlan, 2011. "Should Canadian monetary policy respond to asset prices? Evidence from a structural model," MPRA Paper 28039, University Library of Munich, Germany, revised 10 Jan 2011.
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- J. Rodrigo Fuentes S. & Marcelo Ochoa C., 2007. "Política Monetaria, Precios de Activos y Estabilidad Financiera: Una Revisión de la Literatura," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 10(3), pages 115-127, December.
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Macroeconomics
0404026, University Library of Munich, Germany.
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VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
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Manchester School, University of Manchester, vol. 89(S1), pages 23-75, September.
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"On the links between inflation, output growth and uncertainty: System-GARCH evidence from the Turkish economy,"
Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(285), pages 89-110.
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Economic Modelling, Elsevier, vol. 38(C), pages 23-32.
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"Inflation and inflation uncertainty in the euro area,"
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- Guglielmo Maria Caporale & Luca Onorante & Paolo Paesani, 2009. "Inflation and Inflation Uncertainty in the Euro Area," CESifo Working Paper Series 2720, CESifo.
- Guglielmo Maria Caporale & Alexandros Kontonikas, 2006.
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- Guglielmo Maria Caporale & Alexandros Kontonikas, 2006. "The Euro And Inflation Uncertainty In The European Monetary Union," Economics and Finance Discussion Papers 06-01, Economics and Finance Section, School of Social Sciences, Brunel University.
- Caporale, Guglielmo Maria & Kontonikas, Alexandros, 2009. "The Euro and inflation uncertainty in the European Monetary Union," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 954-971, October.
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"Ex-post Inflation Forecast Uncertainty and Skew Normal Distribution: ‘Back from the Future’ Approach,"
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- Kushal Banik Chowdhury & Kaustav Kanti Sarkar & Srikanta Kundu, 2021. "Nonlinear relationships between inflation, output growth and uncertainty in India: New evidence from a bivariate threshold model," Bulletin of Economic Research, Wiley Blackwell, vol. 73(3), pages 469-493, July.
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- Guglielmo maria Coporale & Alexandros Kontonikas, 2006. "The EURO and Inflation Uncertainty In The EMU," Working Papers 2005_13, Business School - Economics, University of Glasgow.
- Ramprasad Bhar & Girijasankar Mallik, 2013. "Inflation uncertainty, growth uncertainty, oil prices, and output growth in the UK," Empirical Economics, Springer, vol. 45(3), pages 1333-1350, December.
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- Miles, William, 2008. "Inflation targeting and monetary policy in Canada: What is the impact on inflation uncertainty?," The North American Journal of Economics and Finance, Elsevier, vol. 19(2), pages 235-248, August.
- Tariq A.H. Al-Zuhd & Mohammad H. Saleh, 2017. "Inflation and Inflation Uncertainty Nexus in Kuwait: A GARCH Modeling Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(5), pages 198-203.
- Chaouech, Olfa, 2012. "La politique de ciblage d'inflation: fondements théoriques et validation empirique [The inflation targeting policy: theoretical and empirical validation]," MPRA Paper 60760, University Library of Munich, Germany, revised 19 Dec 2014.
- B. Balaji & S. Raja Sethu Durai & M. Ramachandran, 2016. "The Dynamics Between Inflation and Inflation Uncertainty: Evidence from India," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 14(1), pages 1-14, June.
- Muhammad Jamil & Erich W. Streissler & Robert M. Kunst, 2012. "Exchange Rate Volatility and its Impact on Industrial Production, Before and After the Introduction of Common Currency in Europe," International Journal of Economics and Financial Issues, Econjournals, vol. 2(2), pages 85-109.
- Korap, Levent & Saatçioğlu, Cem, 2009. "New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy," MPRA Paper 19246, University Library of Munich, Germany.
- Harold Glenn A. Valera & Mark J. Holmes & Gazi M. Hassan, 2018. "Is inflation targeting credible in Asia? A panel GARCH approach," Empirical Economics, Springer, vol. 54(2), pages 523-546, March.
- Broto, Carmen, 2011.
"Inflation targeting in Latin America: Empirical analysis using GARCH models,"
Economic Modelling, Elsevier, vol. 28(3), pages 1424-1434, May.
- Carmen Broto, 2008. "Inflation targeting in Latin America: Empirical analysis using GARCH models," Working Papers 0826, Banco de España.
- Jiranyakul, Komain, 2020. "The Linkages between Inflation and Inflation Uncertainty in Selected Asian Economies: Evidence from Quantile Regression," MPRA Paper 99868, University Library of Munich, Germany.
- Shesadri Banerjee, 2017. "Empirical Regularities of Inflation Volatility: Evidence from Advanced and Developing Countries," South Asian Journal of Macroeconomics and Public Finance, , vol. 6(1), pages 133-156, June.
- Ahmad Zubaidi Baharumshah & Akram Hasanov & Stilianos Fountas, 2011. "Inflation and inflation uncertainty: Evidence from two Transition Economies," Discussion Paper Series 2011_05, Department of Economics, University of Macedonia, revised Apr 2011.
- Yingying Xu & Zhi-Xin Liu & Hsu-Ling Chang & Adelina Dumitrescu Peculea & Chi-Wei Su, 2017. "Does self-fulfilment of the inflation expectation exist?," Applied Economics, Taylor & Francis Journals, vol. 49(11), pages 1098-1113, March.
- James Payne, 2009. "Official dollarization in El Salvador and the inflation-inflation uncertainty nexus," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1195-1199.
- Raihan, Tasneem, 2017. "Performance of Markov-Switching GARCH Model Forecasting Inflation Uncertainty," MPRA Paper 82343, University Library of Munich, Germany.
- Andros Gregoriou & Alexandros Kontonikas, "undated".
"The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration,"
Working Papers
2008_19, Business School - Economics, University of Glasgow.
- Gregoriou, Andros & Kontonikas, Alexandros, 2010. "The long-run relationship between stock prices and goods prices: New evidence from panel cointegration," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 166-176, April.
- Gregoriou, Andros & Kontonikas, Alexandros, 2008. "The long run relationship between stock prices and goods prices: new evidence from panel cointegration," SIRE Discussion Papers 2008-32, Scottish Institute for Research in Economics (SIRE).
Cited by:
- Aviral Kumar Tiwari & Adeolu O. Adewuyi & Olabanji B. Awodumi & David Roubaud, 2022. "Relationship between stock returns and inflation: New evidence from the US using wavelet and causality methods," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4515-4540, October.
- Nassar S. Al-Nassar & Razzaque H. Bhatti, 2019. "Are common stocks a hedge against inflation in emerging markets?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(3), pages 421-455, July.
- Razmi, Fatemeh & Azali, M. & Chin, Lee & Shah Habibullah, Muzafar, 2016. "The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN-4 countries during pre- and post-global financial crisis," Energy, Elsevier, vol. 101(C), pages 581-591.
- Razmi, Fatemeh & Mohamed, Azali & Chin, Lee & Habibullah, Muzafar Shah, 2015. "The role of monetary policy in macroeconomic volatility of ASEAN-4 countries against oil price shock over time," MPRA Paper 65714, University Library of Munich, Germany.
- Omay, Tolga & Yuksel, Asli & Yuksel, Aydin, 2015. "An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 18-29.
- Tolga Omay & Mubariz Hasanov & Asli Yuksel & Aydin Yuksel, 2016. "A Note on the Examination of the Fisher Hypothesis by Using Panel Co-Integration Tests with Break," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 13-26, June.
- Fatemeh Razmi & Azali Mohamed & Lee Chin & Muzafar Shah Habibullah, 2015. "The Role of Monetary Policy in Macroeconomic Volatility of Association of Southeast Asian Nations-4 Countries against Oil Price Shock over Time," International Journal of Energy Economics and Policy, Econjournals, vol. 5(3), pages 731-737.
- Kamrul Hassan & Ariful Hoque & Ananth Rao, 2015. "Revisiting the Link Between Stock Prices and Goods Prices in OECD Countries," Australian Economic Papers, Wiley Blackwell, vol. 54(3), pages 135-150, September.
- Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis, "undated".
"Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis,"
Working Papers
2013_13, Business School - Economics, University of Glasgow.
- Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2014. "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 97-117.
- Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2013. "Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis," SIRE Discussion Papers 2013-58, Scottish Institute for Research in Economics (SIRE).
Cited by:
- Eksi, Ozan & Tas, Bedri Kamil Onur, 2017. "Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 136-147.
- Baumöhl, Eduard & Lyócsa, Štefan, 2017.
"Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis,"
Finance Research Letters, Elsevier, vol. 23(C), pages 152-164.
- Baumöhl, Eduard & Lyócsa, Štefan, 2017. "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," MPRA Paper 76915, University Library of Munich, Germany.
- Miyakoshi, Tatsuyoshi & Shimada, Junji & Li, Kui-Wai, 2017. "The dynamic effects of quantitative easing on stock price: Evidence from Asian emerging markets, 2001–2016," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 548-567.
- Afonso, A & Arghyrou, MG & Gadea, MD & Kontonikas, A, 2017.
""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects,"
Essex Finance Centre Working Papers
20417, University of Essex, Essex Business School.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Working Papers REM 2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Afonso, Ant nio & Arghyrou, Michael G & Gadea, Mar a Dolores & Kontonikas, Alexandros, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Cardiff Economics Working Papers E2017/12, Cardiff University, Cardiff Business School, Economics Section.
- Afonso, António & Arghyrou, Michael G. & Gadea, María Dolores & Kontonikas, Alexandros, 2018. "“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 1-30.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects," CESifo Working Paper Series 6691, CESifo.
- O’Donnell, Niall & Shannon, Darren & Sheehan, Barry, 2021. "Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Štefan Lyócsa & Roman Horváth, 2018. "Stock Market Contagion: a New Approach," Open Economies Review, Springer, vol. 29(3), pages 547-577, July.
- Yoshiyuki Nakazono & Satoshi Ikeda, 2016. "Stock Market Responses Under Quantitative Easing: State Dependence and Transparency in Monetary Policy," Pacific Economic Review, Wiley Blackwell, vol. 21(5), pages 560-580, December.
- Godfrey Marozva & Margaret Rutendo Magwedere, 2021. "Nexus Between Stock Returns, Funding Liquidity and COVID-19," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 71(3-4), pages 86-100, July-Dece.
- Jonathan Batten & Xuan Vinh Vo, 2019. "Liquidity And Firm Value In An Emerging Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(02), pages 365-376, March.
- Jules Clement Mba & Edson Pindza & Ur Koumba, 2018. "A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(4), pages 399-418, November.
- Apergis, Nicholas & Lau, Chi Keung & Xu, Bing, 2023. "The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Bekiros, Stelios & Hernandez, Jose Arreola & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2015. "Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios," Resources Policy, Elsevier, vol. 46(P2), pages 1-11.
- Hsu, Ching-Chi & Wei, An-Pin & Chen, Miao-Ling, 2020. "Funding liquidity risk and the low-volatility anomaly: Evidence from the Taiwan stock market," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Apergis, Nicholas & Artikis, Panagiotis G. & Kyriazis, Dimitrios, 2015. "Does stock market liquidity explain real economic activity? New evidence from two large European stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 42-64.
- Radeef Chundakkadan & Subash Sasidharan, 2021. "Central bank's money market operations and daily stock returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 136-152, January.
- Jules Clement Mba & Sutene Mwambi, 2020. "A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(2), pages 199-214, June.
- Chiu, Junmao & Chung, Huimin, 2019. "Legal institutions and fragile financial markets," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 277-298.
Articles
- Alexandros Kontonikas & Charles Nolan & Zivile Zekaite & Michael Lamla, 2019.
"Treasuries variance decomposition and the impact of monetary policy,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(4), pages 1506-1519, October.
Cited by:
- Zhuang, Yangyang & Zhang, Ditian & Tang, Pan & Peng, Hongjuan, 2024. "Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Filipa Da Silva Fernandes & Alexandros Kontonikas & Serafeim Tsoukas, 2019.
"On the Real Effect of Financial Pressure: Evidence From Firm‐Level Employment During the Euro‐Area Crisis,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 81(3), pages 617-646, June.
Cited by:
- Berger, Allen N. & Molyneux, Phil & Wilson, John O.S., 2020. "Banks and the real economy: An assessment of the research," Journal of Corporate Finance, Elsevier, vol. 62(C).
- Jose Manuel Mansilla-Fernandez & Juliette Milgram Baleix, 2022.
"Working Capital Management, Financial Constraints, and Exports. Evidence from European and US Manufacturers,"
ThE Papers
22/11, Department of Economic Theory and Economic History of the University of Granada..
- José Manuel Mansilla-Fernández & Juliette Milgram-Baleix, 2023. "Working capital management, financial constraints and exports: evidence from European and US manufacturers," Empirical Economics, Springer, vol. 64(4), pages 1769-1810, April.
- Afonso, António & Arghyrou, Michael G. & Gadea, María Dolores & Kontonikas, Alexandros, 2018.
"“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects,"
Journal of International Money and Finance, Elsevier, vol. 86(C), pages 1-30.
See citations under working paper version above.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Working Papers REM 2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Afonso, Ant nio & Arghyrou, Michael G & Gadea, Mar a Dolores & Kontonikas, Alexandros, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Cardiff Economics Working Papers E2017/12, Cardiff University, Cardiff Business School, Economics Section.
- Afonso, A & Arghyrou, MG & Gadea, MD & Kontonikas, A, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Essex Finance Centre Working Papers 20417, University of Essex, Essex Business School.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects," CESifo Working Paper Series 6691, CESifo.
- Alexandros Kontonikas & Zivile Zekaite, 2018.
"Monetary policy and stock valuation: structural VAR identification and size effects,"
Quantitative Finance, Taylor & Francis Journals, vol. 18(5), pages 837-848, May.
- Kontonikas, A & Zekaite, Z, 2017. "Monetary policy and stock valuation: Structural VAR identification and size effects," Essex Finance Centre Working Papers 20605, University of Essex, Essex Business School.
Cited by:
- Dohyun CHUN & Hoon CHO & Doojin RYU, 2018. "Macroeconomic Structural Changes in a Leading Emerging Market: The Effects of the Asian Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 22-42, December.
- Chauvet, Marcelle & Jiang, Cheng, 2023. "Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S," Global Finance Journal, Elsevier, vol. 55(C).
- Jae Young Jang & Min Jae Park, 2019. "A Study on Global Investors’ Criteria for Investment in the Local Currency Bond Markets Using AHP Methods: The Case of the Republic of Korea," Risks, MDPI, vol. 7(4), pages 1-20, October.
- Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2015.
"On the time-varying relationship between EMU sovereign spreads and their determinants,"
Economic Modelling, Elsevier, vol. 44(C), pages 363-371.
See citations under working paper version above.
- António Afonso & Michael G. Arghyrou & George Bagdatoglou & Alexandros Kontonikas, 2013. "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers 2013_05, Business School - Economics, University of Glasgow.
- Afonso, António & Arghyrou, Michael G. & Bagdatoglou, George & Kontonikas, Alexandros, 2013. "On the time-varying relationship between EMU sovereign spreads and their determinants," SIRE Discussion Papers 2013-47, Scottish Institute for Research in Economics (SIRE).
- António Afonso, & Michael G. Arghyrou, & George Bagdatoglou, & Alexandros Kontonikas, 2013. "On the time-varying relationship between EMU sovereign spreads and their determinants," Working Papers Department of Economics 2013/05, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
- Andros Gregoriou & Alexandros Kontonikas & Alberto Montagnoli, 2014.
"Aggregate and regional house price to earnings ratio dynamics in the UK,"
Urban Studies, Urban Studies Journal Limited, vol. 51(13), pages 2916-2927, October.
Cited by:
- Alberto Montagnoli & Jun Nagayasu, 2013.
"UK house prices: convergence clubs and spillovers,"
Working Papers
1322, University of Strathclyde Business School, Department of Economics.
- Montagnoli, Alberto & Nagayasu, Jun, 2013. "UK House Prices: Convergence Clubs and Spillovers," SIRE Discussion Papers 2013-101, Scottish Institute for Research in Economics (SIRE).
- Montagnoli, Alberto & Nagayasu, Jun, 2015. "UK house price convergence clubs and spillovers," Journal of Housing Economics, Elsevier, vol. 30(C), pages 50-58.
- Ellington, Michael & Fu, Xi & Zhu, Yunyi, 2023. "Real estate illiquidity and returns: A time-varying regional perspective," International Journal of Forecasting, Elsevier, vol. 39(1), pages 58-72.
- David Gray, 2020. "An international housing market in the British Isles: Evidence from business and medium-term cycles using a Friedman test," Urban Studies, Urban Studies Journal Limited, vol. 57(2), pages 307-322, February.
- David Gray, 2022. "Do house price-earnings ratios in England and Wales follow a power law? An application of Lavalette’s law to district data," Environment and Planning B, , vol. 49(4), pages 1184-1196, May.
- Alberto Montagnoli & Jun Nagayasu, 2013.
"UK house prices: convergence clubs and spillovers,"
Working Papers
1322, University of Strathclyde Business School, Department of Economics.
- Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2014.
"Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis,"
Journal of International Money and Finance, Elsevier, vol. 44(C), pages 97-117.
See citations under working paper version above.
- Florackis, Chris & Kontonikas, Alexandros & Kostakis, Alexandros, 2013. "Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis," SIRE Discussion Papers 2013-58, Scottish Institute for Research in Economics (SIRE).
- Chris Florackis & Alexandros Kontonikas & Alexandros Kostakis, "undated". "Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis," Working Papers 2013_13, Business School - Economics, University of Glasgow.
- António Afonso & Michael G. Arghyrou & Alexandros Kontonikas, 2014.
"Pricing Sovereign Bond Risk In The European Monetary Union Area: An Empirical Investigation,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 19(1), pages 49-56, January.
Cited by:
- António Afonso & José Alves, 2023.
"Are fiscal consolidation episodes helpful for public sector efficiency?,"
Applied Economics, Taylor & Francis Journals, vol. 55(31), pages 3547-3560, July.
- António Afonso & José Alves, 2022. "Are Fiscal Consolidation Episodes Helpful for Public Sector Efficiency?," CESifo Working Paper Series 9761, CESifo.
- António Afonso & José Alves, 2022. "Are fiscal consolidation episodes helpful for public sector efficiency?," Working Papers REM 2022/0230, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Kinateder, Harald & Wagner, Niklas, 2017. "Quantitative easing and the pricing of EMU sovereign debt," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 1-12.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2020.
"The role of ECB monetary policy and financial stress on Eurozone sovereign yields,"
Post-Print
hal-02160378, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2020. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," Empirical Economics, Springer, vol. 59(3), pages 1189-1211, September.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," Post-Print hal-03403623, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2019. "The role of ECB monetary policy and financial stress on Eurozone sovereign yields," SciencePo Working papers Main hal-03403623, HAL.
- Kinateder, Harald & Hofstetter, Benedikt & Wagner, Niklas, 2017. "Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods?," Finance Research Letters, Elsevier, vol. 21(C), pages 144-150.
- Afonso, A & Arghyrou, MG & Gadea, MD & Kontonikas, A, 2017.
""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects,"
Essex Finance Centre Working Papers
20417, University of Essex, Essex Business School.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Working Papers REM 2017/02, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Afonso, Ant nio & Arghyrou, Michael G & Gadea, Mar a Dolores & Kontonikas, Alexandros, 2017. ""Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Cardiff Economics Working Papers E2017/12, Cardiff University, Cardiff Business School, Economics Section.
- Afonso, António & Arghyrou, Michael G. & Gadea, María Dolores & Kontonikas, Alexandros, 2018. "“Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects," Journal of International Money and Finance, Elsevier, vol. 86(C), pages 1-30.
- António Afonso & Michael G. Arghyrou & María Dolores Gadea & Alexandros Kontonikas, 2017. ""Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects," CESifo Working Paper Series 6691, CESifo.
- António Afonso & Mina Kazemi, 2022. "Sovereign bond yield spreads spillovers in the Economic and Monetary Union," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2615-2626, April.
- Antonio Afonso & Josee Alves & Olegs Matvejevs & Olegs Tkacevs, 2023.
"Fiscal Sustainability and the Role of Inflation,"
Working Papers
2023/08, Latvijas Banka.
- António Afonso & José Alves & Olegs Matvejevs & Olegs Tkacevs, 2023. "Fiscal Sustainability and the Role of Inflation," Working Papers REM 2023/0303, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- António Afonso & José Alves & Oļegs Matvejevs & Oļegs Tkačevs, 2023. "Fiscal Sustainability and the Role of Inflation," CESifo Working Paper Series 10843, CESifo.
- António Afonso & Mina Kazemi, 2018. "Sovereign Bond Yields Spreads Spillovers in the EMU," Working Papers REM 2018/52, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Ioannou, Demosthenes & Pagliari, Maria Sole & Stracca, Livio, 2024. "The international impact of a fragile EMU," European Economic Review, Elsevier, vol. 161(C).
- Theobald, Thomas & Tober, Silke, 2020.
"Euro area sovereign yield spreads as determinants of private sector borrowing costs,"
Economic Modelling, Elsevier, vol. 84(C), pages 27-37.
- Thomas Theobald & Silke Tober, 2018. "Euro area sovereign yield spreads as determinants of private sector borrowing costs," IMK Working Paper 193-2018, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
- G. Arghyrou, Michael & Gadea, Maria-Dolores & Kontonikas, Alexandros, 2024. "Private bank deposits and macro/fiscal risk in the euro-area," Journal of International Money and Finance, Elsevier, vol. 140(C).
- António Afonso & João Tovar Jalles, 2017.
"Quantitative Easing and Sovereign Yield Spreads: Euro-Area Time-Varying Evidence,"
Working Papers REM
2017/20, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Afonso, António & Tovar Jalles, João, 2019. "Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 208-224.
- Kellard, Neil M. & Kontonikas, Alexandros & Lamla, Michael J. & Maiani, Stefano & Wood, Geoffrey, 2022.
"Risk, financial stability and FDI,"
Journal of International Money and Finance, Elsevier, vol. 120(C).
- Kellard, Neil M & Kontonikas, Alexandros & Lamla, Michael J & Maiani, Stefano & Wood, Geoffrey, 2018. "Risk, Financial Stability and FDI," Essex Finance Centre Working Papers 23409, University of Essex, Essex Business School.
- Eleonora Cutrini and Giorgio Galeazzi, 2014. "Contagion in the Euro crisis: capital flows and trade linkages," Working Papers 44-2014, Macerata University, Department of Studies on Economic Development (DiSSE), revised Nov 2014.
- Paniagua, Jordi & Sapena, Juan & Tamarit, Cecilio, 2017. "Sovereign debt spreads in EMU: The time-varying role of fundamentals and market distrust," Journal of Financial Stability, Elsevier, vol. 33(C), pages 187-206.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2017.
"Eurozone bond market dynamics, ECB monetary policy and financial stress,"
SciencePo Working papers Main
hal-03458554, HAL.
- Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2017. "Eurozone bond market dynamics, ECB monetary policy and financial stress," Documents de Travail de l'OFCE 2017-18, Observatoire Francais des Conjonctures Economiques (OFCE).
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"Economic volatility and sovereign yields’ determinants: a time-varying approach,"
Empirical Economics, Springer, vol. 58(2), pages 427-451, February.
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"“Whatever It Takes!” How Tonality of TV-News Affected Government Bond Yield Spreads during the European Debt Crisis,"
CESifo Working Paper Series
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"Are fiscal consolidation episodes helpful for public sector efficiency?,"
Applied Economics, Taylor & Francis Journals, vol. 55(31), pages 3547-3560, July.
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"On Monetary Policy and Stock Market Anomalies,"
Journal of Business Finance & Accounting, Wiley Blackwell, vol. 40(7-8), pages 1009-1042, September.
See citations under working paper version above.
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- Alexandros Kontonikas & Alexandros Kostakis, 2010. "On monetary policy and stock market anomalies," Working Papers 2010_29, Business School - Economics, University of Glasgow.
- Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2013.
"International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 913-932, August.
- Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2013. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 913-932, August.
See citations under working paper version above.- Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2010. "International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data," Working Papers 2010_18, Business School - Economics, University of Glasgow.
- Byrne, Joseph P. & Kontonikas, Alexandros & Montagnoliz, Alberto, 2010. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," SIRE Discussion Papers 2010-57, Scottish Institute for Research in Economics (SIRE).
- Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2013.
"Stock market reaction to fed funds rate surprises: State dependence and the financial crisis,"
Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4025-4037.
See citations under working paper version above.
- Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2012. "Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis," SIRE Discussion Papers 2012-72, Scottish Institute for Research in Economics (SIRE).
- Alexandros Kontonikas & Ronald MacDonald & Aman Saggu, 2012. "Stock market reaction to fed funds rate surprises: state dependence and the financial crisis," Working Papers 2012_11, Business School - Economics, University of Glasgow.
- Arghyrou, Michael G. & Kontonikas, Alexandros, 2012.
"The EMU sovereign-debt crisis: Fundamentals, expectations and contagion,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 658-677.
See citations under working paper version above.
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- Arghyrou, Michael G. & Kontonikas, Alexandros, 2011. "The EMU sovereign-debt crisis: fundamentals, expectations and contagion," SIRE Focus Papers 2011-01, Scottish Institute for Research in Economics (SIRE).
- Michael G. Arghyrou & Alexandros Kontonikas, 2010. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," Working Papers 2010_25, Business School - Economics, University of Glasgow.
- Michael G. Arghyrou & Alexandros Kontonikas, 2011. "The EMU sovereign-debt crisis: Fundamentals, expectations and contagion," European Economy - Economic Papers 2008 - 2015 436, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
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"Asset prices, credit and the business cycle,"
Economics Letters, Elsevier, vol. 117(3), pages 857-861.
See citations under working paper version above.
- Chen, Xiaoshan & Kontonikas, Alexandros & Montagnoli, Alberto, 2012. "Asset Prices, Credit and the Business Cycle," Stirling Economics Discussion Papers 2012-04, University of Stirling, Division of Economics.
- Andros Gregoriou & Alexandros Kontonikas & Alberto Montagnoli, 2011.
"Euro Area Inflation Differentials: Unit Roots and Nonlinear Adjustment,"
Journal of Common Market Studies, Wiley Blackwell, vol. 49(3), pages 525-540, May.
Cited by:
- Tobias Knedlik & Gregor Von Schweinitz, 2012.
"Macroeconomic Imbalances as Indicators for Debt Crises in Europe,"
Journal of Common Market Studies, Wiley Blackwell, vol. 50(5), pages 726-745, September.
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"Who Supports the ECB? Evidence from Eurobarometer Survey Data,"
The World Economy, Wiley Blackwell, vol. 40(4), pages 654-677, April.
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"Macroeconomic Imbalances as Indicators for Debt Crises in Europe,"
Journal of Common Market Studies, Wiley Blackwell, vol. 50(5), pages 726-745, September.
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"A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks,"
Review of International Economics, Wiley Blackwell, vol. 19(4), pages 718-727, September.
See citations under working paper version above.
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- Bagdatoglou, George & Kontonikas, Alexandros, 2009. "A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks," SIRE Discussion Papers 2009-23, Scottish Institute for Research in Economics (SIRE).
- Kontonikas, Alexandros, 2010.
"A new test of the inflation-real marginal cost relationship: ARDL bounds approach,"
Economics Letters, Elsevier, vol. 108(2), pages 122-125, August.
Cited by:
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"Changes in inflation dynamics under inflation targeting? Evidence from Central European countries,"
Economic Modelling, Elsevier, vol. 44(C), pages 116-130.
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"Changes in inflation dynamics under inflation targeting? Evidence from Central European countries,"
Economic Modelling, Elsevier, vol. 44(C), pages 116-130.
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"The Time‐Series Properties Of Uk Inflation: Evidence From Aggregate And Disaggregate Data,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 57(1), pages 33-47, February.
Cited by:
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"International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data,"
SIRE Discussion Papers
2010-57, Scottish Institute for Research in Economics (SIRE).
- Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2010. "International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data," Working Papers 2010_18, Business School - Economics, University of Glasgow.
- Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2013. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 913-932, August.
- Joseph P. Byrne & Alexandros Kontonikas & Alberto Montagnoli, 2013. "International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(5), pages 913-932, August.
- Joseph P. Byrne & Fatima Kaneez & Alexandros Kontonikas, 2010.
"Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility,"
Working Papers
2010_09, Business School - Economics, University of Glasgow.
- Byrne, Joseph P. & Kaneez, Fatima & Kontonikas, Alexandros, 2010. "IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility," SIRE Discussion Papers 2010-05, Scottish Institute for Research in Economics (SIRE).
- Eregha , Perekunah Bright & Egwaikhide, Festus O., 2018. "Globalization and monetary policy rule in West African Monetary Zone: A generalized method of moment approach," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 49, pages 57-66.
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"International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data,"
SIRE Discussion Papers
2010-57, Scottish Institute for Research in Economics (SIRE).
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"The long-run relationship between stock prices and goods prices: New evidence from panel cointegration,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(2), pages 166-176, April.
See citations under working paper version above.
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- Gregoriou, Andros & Kontonikas, Alexandros, 2008. "The long run relationship between stock prices and goods prices: new evidence from panel cointegration," SIRE Discussion Papers 2008-32, Scottish Institute for Research in Economics (SIRE).
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"Do real interest rates converge? Evidence from the European union,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(3), pages 447-460, July.
See citations under working paper version above.
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"The Euro and inflation uncertainty in the European Monetary Union,"
Journal of International Money and Finance, Elsevier, vol. 28(6), pages 954-971, October.
See citations under working paper version above.
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Economic Modelling, Elsevier, vol. 26(1), pages 90-95, January.
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Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(1), pages 135-150, February.
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- Strohsal, Till & Winkelmann, Lars, 2012. "Assessing the anchoring of inflation expectations," SFB 649 Discussion Papers 2012-022, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
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MPRA Paper
88769, University Library of Munich, Germany.
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Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 23(4), pages 401-410, December.
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- Ioannidis, Christos & Kontonikas, Alexandros, 2008.
"The impact of monetary policy on stock prices,"
Journal of Policy Modeling, Elsevier, vol. 30(1), pages 33-53.
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Research in International Business and Finance, Elsevier, vol. 39(PB), pages 951-962.
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