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Details about Ioannis Chatziantoniou

Workplace:Department of Accounting and Finance, School of Management and Economics, Hellenic Mediterranean University, (more information at EDIRC)

Access statistics for papers by Ioannis Chatziantoniou.

Last updated 2022-01-06. Update your information in the RePEc Author Service.

Short-id: pch1832


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Working Papers

2021

  1. Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves
    Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group Downloads View citations (1)
  2. Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach
    Working Papers, University of Pretoria, Department of Economics Downloads
  3. Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach
    Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group Downloads View citations (1)
    See also Journal Article in Economics Letters (2021)
  4. The Evolution of Monetary Policy Focal Points
    Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group Downloads

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 View citations (1)

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 (5)
    See also Journal Article in The Quarterly Review of Economics and Finance (2021)
  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 View citations (1)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2020)
  5. Futures-based forecasts: How useful are they for oil price volatility forecasting?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    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 Paper Series, WU Vienna University of Economics and Business Downloads View citations (94)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) Downloads View citations (89)
  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 (8)

2012

  1. Dynamic Co-movements between Stock Market Returns and Policy Uncertainty
    MPRA Paper, University Library of Munich, Germany Downloads View citations (17)

Journal Articles

2021

  1. A closer look into the global determinants of oil price volatility
    Energy Economics, 2021, 95, (C) Downloads View citations (2)
  2. A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification
    The Annals of Regional Science, 2021, 66, (2), 279-307 Downloads
  3. Credit supply conditions and business cycles: New evidence from bank lending survey data
    Research in International Business and Finance, 2021, 55, (C) Downloads
  4. EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness
    The Quarterly Review of Economics and Finance, 2021, 79, (C), 1-14 Downloads View citations (3)
    See also Working Paper (2019)
  5. Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis
    Energy Economics, 2021, 100, (C) Downloads View citations (3)
  6. Forecasting oil price volatility using spillover effects from uncertainty indices
    Finance Research Letters, 2021, 42, (C) Downloads
  7. Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach
    Economics Letters, 2021, 204, (C) Downloads View citations (1)
    See also Working Paper (2021)
  8. The impact of Euro through time: Exchange rate dynamics under different regimes
    International Journal of Finance & Economics, 2021, 26, (1), 1375-1408 Downloads

2020

  1. Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency
    The British Accounting Review, 2020, 52, (6) Downloads View citations (1)
  2. Environmental disclosure and idiosyncratic risk in the European manufacturing sector
    Energy Economics, 2020, 87, (C) Downloads View citations (4)
  3. From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps
    Journal of International Financial Markets, Institutions and Money, 2020, 69, (C) Downloads View citations (6)
    See also Working Paper (2019)
  4. Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty
    International Review of Financial Analysis, 2020, 71, (C) Downloads View citations (3)
  5. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
    JRFM, 2020, 13, (4), 1-23 Downloads View citations (34)

2019

  1. Can Variations in Temperature Explain the Systemic Risk of European Firms?
    Environmental & Resource Economics, 2019, 74, (4), 1723-1759 Downloads View citations (1)
  2. 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 (42)
  3. Futures-based forecasts: How useful are they for oil price volatility forecasting?
    Energy Economics, 2019, 81, (C), 639-649 Downloads View citations (6)
    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 (15)

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 (5)
    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 (33)
  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 (45)

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 (7)
  2. Forecasting tourist arrivals using origin country macroeconomics
    Applied Economics, 2016, 48, (27), 2571-2585 Downloads View citations (7)
    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 (145)
  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 (34)

2013

  1. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
    Economics Letters, 2013, 120, (1), 87-92 Downloads View citations (159)
  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 (17)
  3. Stock market response to monetary and fiscal policy shocks: Multi-country evidence
    Economic Modelling, 2013, 30, (C), 754-769 Downloads View citations (35)

Edited books

2017

  1. The Greek Debt Crisis
    Springer Books, Springer
 
Page updated 2022-01-19