Details about Anastasios Evgenidis

Access statistics for papers by Anastasios Evgenidis.

Last updated 2024-04-27. Update your information in the RePEc Author Service.

Short-id: pev63

Working Papers

2021

1. Economic consequences of follow-up disasters: lessons from the 2011 Great East Japan Earthquake
   Working Papers, Waseda University, Faculty of Political Science and Economics View citations (5)
   Also in Working Papers, Tokyo Center for Economic Research (2020) View citations (1)
   See also Journal Article Economic consequences of follow-up disasters: Lessons from the 2011 Great East Japan Earthquake, Energy Economics, Elsevier (2021) View citations (1) (2021)

2020

2. Unconventional Monetary Policy and Wealth Inequalities in Great Britain
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
   See also Journal Article Unconventional Monetary Policy and Wealth Inequalities in Great Britain, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2021) View citations (10) (2021)

2019

3. Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data
   Papers, arXiv.org View citations (3)

2016

4. Do all oil price shocks have the same impact? Evidence from the Euro Area
   Economic Letters, Central Bank of Ireland View citations (6)
   See also Journal Article Do all oil price shocks have the same impact? Evidence from the euro area, Finance Research Letters, Elsevier (2018) View citations (22) (2018)

2015

5. What are the International Channels Through Which a US Policy Shock is Transmitted to The World Economies? Evidence from a Time Varying FAVAR
   Working Papers, Bank of Greece View citations (6)

Journal Articles

2023

1. House Bubbles, global imbalances and monetary policy in the US
   Journal of International Money and Finance, 2023, 138, (C) View citations (2)
2. Modelling monetary policy’s impact on labour markets under Covid-19
   Economics Letters, 2023, 230, (C)

2022

3. Monetary policy, financial shocks and economic activity
   Review of Quantitative Finance and Accounting, 2022, 59, (2), 429-456

2021

4. Economic consequences of follow-up disasters: Lessons from the 2011 Great East Japan Earthquake
   Energy Economics, 2021, 104, (C) View citations (1)
   See also Working Paper Economic consequences of follow-up disasters: lessons from the 2011 Great East Japan Earthquake, Working Papers (2021) View citations (5) (2021)
5. The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR
   International Journal of Finance & Economics, 2021, 26, (4), 5684-5703 View citations (6)
6. Unconventional Monetary Policy and Wealth Inequalities in Great Britain
   Oxford Bulletin of Economics and Statistics, 2021, 83, (1), 115-175 View citations (10)
   See also Working Paper Unconventional Monetary Policy and Wealth Inequalities in Great Britain, CEPR Discussion Papers (2020) View citations (2) (2020)

2020

7. TO LEAN OR NOT TO LEAN AGAINST AN ASSET PRICE BUBBLE? EMPIRICAL EVIDENCE
   Economic Inquiry, 2020, 58, (4), 1958-1976 View citations (9)
8. The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?
   Journal of Business Research, 2020, 106, (C), 221-232 View citations (10)

2019

9. Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective
   Empirical Economics, 2019, 56, (5), 1549-1579 View citations (9)
10. Unconventional monetary policy and the credit channel in the euro area
    Economics Letters, 2019, 185, (C) View citations (5)

2018

11. Do all oil price shocks have the same impact? Evidence from the euro area
    Finance Research Letters, 2018, 26, (C), 150-155 View citations (22)
    See also Working Paper Do all oil price shocks have the same impact? Evidence from the Euro Area, Economic Letters (2016) View citations (6) (2016)
12. Financial and monetary stability across Euro-zone and BRICS: An exogenous threshold VAR approach
    Research in International Business and Finance, 2018, 44, (C), 386-393 View citations (1)

2017

13. Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach
    International Review of Financial Analysis, 2017, 51, (C), 69-81 View citations (31)
14. Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach
    Research in International Business and Finance, 2017, 39, (PA), 267-279 View citations (11)

2016

15. An explanation of spread’s ability to predict economic activity
    Journal of Economic Studies, 2016, 43, (3), 488-503 View citations (2)

2015

16. Examining the forecasting performance of a modified affine model with macroeconomic and latent factors
    Journal of Prediction Markets, 2015, 9, (1), 33-52

2014

17. A robust pricing of specific structured bonds with coupons
    Journal of Risk Finance, 2014, 15, (3), 234-247
18. Does the yield spread retain its forecasting ability during the 2007 recession? A comparative analysis
    Applied Economics Letters, 2014, 21, (12), 817-822 View citations (4)