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Details about Ioannis Chatziantoniou

Workplace:Economics and Finance Group, Portsmouth Business School, University of Portsmouth, (more information at EDIRC)

Access statistics for papers by Ioannis Chatziantoniou.

Last updated 2020-01-29. Update your information in the RePEc Author Service.

Short-id: pch1832


Jump to Journal Articles Edited books

Working Papers

2020

  1. Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market
    Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group Downloads

2019

  1. A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities
    Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group Downloads View citations (2)
  2. Can spillover effects provide forecasting gains? The case of oil price volatility
    MPRA Paper, University Library of Munich, Germany Downloads
  3. EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness
    Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group Downloads View citations (1)
  4. From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps
    Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group Downloads
  5. Futures-based forecasts: How useful are they for oil price volatility forecasting?
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Energy Economics (2019)

2015

  1. Asset prices regime-switching and the role of inflation targeting monetary policy
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Global Finance Journal (2017)
  2. Dynamic Connectedness of UK Regional Property Prices
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma
    MPRA Paper, University Library of Munich, Germany Downloads
  4. Forecasting Tourist Arrivals Using Origin Country Macroeconomics
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Applied Economics (2016)

2014

  1. Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics Downloads View citations (52)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) Downloads View citations (57)
  2. Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)

2012

  1. Dynamic Co-movements between Stock Market Returns and Policy Uncertainty
    MPRA Paper, University Library of Munich, Germany Downloads View citations (16)

Journal Articles

2019

  1. Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios
    Journal of International Financial Markets, Institutions and Money, 2019, 61, (C), 37-51 Downloads View citations (11)
  2. Futures-based forecasts: How useful are they for oil price volatility forecasting?
    Energy Economics, 2019, 81, (C), 639-649 Downloads
    See also Working Paper (2019)

2018

  1. The dynamic connectedness of UK regional property returns
    Urban Studies, 2018, 55, (14), 3110-3134 Downloads View citations (9)

2017

  1. Asset prices regime-switching and the role of inflation targeting monetary policy
    Global Finance Journal, 2017, 32, (C), 97-112 Downloads View citations (2)
    See also Working Paper (2015)
  2. Energy consumption, CO2 emissions, and economic growth: An ethical dilemma
    Renewable and Sustainable Energy Reviews, 2017, 68, (P1), 808-824 Downloads View citations (21)
  3. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
    International Review of Financial Analysis, 2017, 50, (C), 1-26 Downloads View citations (19)

2016

  1. Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?
    Manchester School, 2016, 84, (4), 437-481 Downloads View citations (2)
  2. Forecasting tourist arrivals using origin country macroeconomics
    Applied Economics, 2016, 48, (27), 2571-2585 Downloads View citations (4)
    See also Working Paper (2015)

2014

  1. Dynamic spillovers of oil price shocks and economic policy uncertainty
    Energy Economics, 2014, 44, (C), 433-447 Downloads View citations (83)
  2. Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries
    Review of Quantitative Finance and Accounting, 2014, 42, (4), 709-729 Downloads View citations (30)

2013

  1. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
    Economics Letters, 2013, 120, (1), 87-92 Downloads View citations (105)
  2. Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries
    Tourism Management, 2013, 36, (C), 331-341 Downloads View citations (11)
  3. Stock market response to monetary and fiscal policy shocks: Multi-country evidence
    Economic Modelling, 2013, 30, (C), 754-769 Downloads View citations (23)

Edited books

2017

  1. The Greek Debt Crisis
    Springer Books, Springer
 
Page updated 2020-09-12