Details about Alexandros Kontonikas

Access statistics for papers by Alexandros Kontonikas.

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Short-id: pko54

Working Papers

2012

1. Asset Prices, Credit and the Business Cycle
   Stirling Economics Discussion Papers, University of Stirling, Division of Economics
   See also Journal Article in Economics Letters (2012)
2. Stock market reaction to fed funds rate surprises: state dependence and the financial crisis
   Working Papers, Business School - Economics, University of Glasgow
3. The determinants of sovereign bond yield spreads in the EMU
   Working Papers, Department of Economics at the School of Economics and Management (ISEG), Technical University of Lisbon. View citations (4)
   Also in Working Papers, Business School - Economics, University of Glasgow (2012) View citations (4)

2011

4. The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
   European Economy - Economic Papers, Directorate General Economic and Monetary Affairs (DG ECFIN), European Commission View citations (1)
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) View citations (15)
   SIRE Focus Papers, Scottish Institute for Research in Economics (SIRE) (2011) View citations (1)
   Working Papers, Business School - Economics, University of Glasgow (2010) View citations (1)
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2010) View citations (5)
5. Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis
   Working Papers, Business School - Economics, University of Glasgow
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2011)

2010

6. Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies
   Working Papers, Business School - Economics, University of Glasgow
   Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010)
7. IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
   Also in Working Papers, Business School - Economics, University of Glasgow (2010)
8. International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
   Also in Working Papers, Business School - Economics, University of Glasgow (2010)
9. On monetary policy and stock market anomalies
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
   Also in Working Papers, Business School - Economics, University of Glasgow (2010)

2009

10. A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks
    Working Papers, Business School - Economics, University of Glasgow
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2009)
    See also Journal Article in Review of International Economics (2011)

2008

11. The long run relationship between stock prices and goods prices: new evidence from panel cointegration
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
    Also in Working Papers, Business School - Economics, University of Glasgow
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2010)

2007

12. Do real interest rates converge? Evidence from the European Union
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (1)
    Also in Working Papers, Business School - Economics, University of Glasgow (2007) View citations (13)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2009)
13. Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment
    Working Papers, Business School - Economics, University of Glasgow View citations (1)
14. The Euro and Inflation Uncertainty in the European Monetary Union
    CELPE Discussion Papers, CELPE (Centre of Labour Economics and Economic Policy), University of Salerno, Italy
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2006)
    CESifo Working Paper Series, CESifo Group Munich (2006) View citations (1)
    See also Journal Article in Journal of International Money and Finance (2009)
15. Unit Roots in Inflation and Aggregation Bias
    Working Papers, Business School - Economics, University of Glasgow

2006

16. Monetary Policy Shocks and Stock Returns: Evidence from the British Market
    Working Papers, Business School - Economics, University of Glasgow View citations (4)
    See also Journal Article in Financial Markets and Portfolio Management (2009)
17. Monetary Policy and the Stock Market: Some International evidence
    Working Papers, Business School - Economics, University of Glasgow View citations (2)
18. Stock Returns and Inflation: The Impact of Inflation Targeting
    Working Papers, Business School - Economics, University of Glasgow
19. The EURO and Inflation Uncertainty In The EMU
    Working Papers, Business School - Economics, University of Glasgow

2005

20. Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test
    Working Papers, Business School - Economics, University of Glasgow View citations (1)
    See also Journal Article in Bulletin of Economic Research (2006)
21. Modeling The Non-Linear Behaviour of Inflation Deviations From The Target
    Working Papers, Business School - Economics, University of Glasgow View citations (3)
22. Optimal Monetary Policy and Asset Price Misalignments
    Working Papers, Business School - Economics, University of Glasgow View citations (3)
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) View citations (3)
    See also Journal Article in Scottish Journal of Political Economy (2006)

2004

23. Should Monetary Policy Respond to Asset Price Misalignments?
    Macroeconomics, EconWPA View citations (2)
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) View citations (4)
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) View citations (4)
    See also Journal Article in Economic Modelling (2005)

2002

24. HAS MONETARY POLICY REACTED TO ASSET PRICE MOVEMENTS: EVIDENCE FROM THE UK
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)
    See also Journal Article in Ekonomia (2004)
25. Inflation and Inflation Uncertainty in the United Kingdom: Evidence from GARCH modelling
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University View citations (4)
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002) View citations (4)
    See also Journal Article in Economic Modelling (2004)
26. Optimal Monetary Policy with Wealth Effects
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)

Journal Articles

2012

1. Asset prices, credit and the business cycle
   Economics Letters, 2012, 117, (3), 857-861
   See also Working Paper (2012)

2011

2. A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks
   Review of International Economics, 2011, 19, (4), 718-727
   See also Working Paper (2009)
3. Euro Area Inflation Differentials: Unit Roots and Nonlinear Adjustment
   Journal of Common Market Studies, 2011, 49, (3), 525-540 View citations (1)

2010

4. A new test of the inflation-real marginal cost relationship: ARDL bounds approach
   Economics Letters, 2010, 108, (2), 122-125 View citations (1)
5. THE TIME-SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA
   Scottish Journal of Political Economy, 2010, 57, (1), 33-47
6. The long-run relationship between stock prices and goods prices: New evidence from panel cointegration
   Journal of International Financial Markets, Institutions and Money, 2010, 20, (2), 166-176
   See also Working Paper (2008)

2009

7. Do real interest rates converge? Evidence from the European union
   Journal of International Financial Markets, Institutions and Money, 2009, 19, (3), 447-460 View citations (5)
   See also Working Paper (2007)
8. Modeling the behaviour of inflation deviations from the target
   Economic Modelling, 2009, 26, (1), 90-95 View citations (1)
9. Monetary policy shocks and stock returns: evidence from the British market
   Financial Markets and Portfolio Management, 2009, 23, (4), 401-410 View citations (2)
   See also Working Paper (2006)
10. The Euro and inflation uncertainty in the European Monetary Union
    Journal of International Money and Finance, 2009, 28, (6), 954-971 View citations (13)
    See also Working Paper (2007)

2008

11. The impact of monetary policy on stock prices
    Journal of Policy Modeling, 2008, 30, (1), 33-53 View citations (7)

2006

12. INFLATION TARGETING AND THE STATIONARITY OF INFLATION: NEW RESULTS FROM AN ESTAR UNIT ROOT TEST
    Bulletin of Economic Research, 2006, 58, (4), 309-322 View citations (5)
    See also Working Paper (2005)
13. OPTIMAL MONETARY POLICY AND ASSET PRICE MISALIGNMENTS
    Scottish Journal of Political Economy, 2006, 53, (5), 636-654 View citations (7)
    See also Working Paper (2005)

2005

14. Should monetary policy respond to asset price misalignments?
    Economic Modelling, 2005, 22, (6), 1105-1121 View citations (9)
    See also Working Paper (2004)

2004

15. Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK
    Applied Financial Economics, 2004, 14, (3), 215-220 View citations (2)
16. Has Monetary Policy Reacted to Asset Price Movements? Evidence from the UK
    Ekonomia, 2004, 7, (1), 18-33 View citations (11)
    See also Working Paper (2002)
17. Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling
    Economic Modelling, 2004, 21, (3), 525-543 View citations (25)
    See also Working Paper (2002)