Details about Nikolaos Giannellis

Access statistics for papers by Nikolaos Giannellis.

Last updated 2025-04-07. Update your information in the RePEc Author Service.

Short-id: pgi99

Working Papers

2018

1. Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries
   Working Papers, University of Crete, Department of Economics
   See also Journal Article Gold price and exchange rates: A panel smooth transition regression model for the G7 countries, The North American Journal of Economics and Finance, Elsevier (2019) View citations (11) (2019)

2016

2. Eurozone's Leader and its Followers: Are their Markets Integrated Enough?
   Working Papers, University of Crete, Department of Economics

2010

3. Nonlinearity and Inflation Rate Differential Persistence: Evidence from the Eurozone
   Working Papers, University of Crete, Department of Economics View citations (2)
4. What Causes Exchange Rate Volatility? Evidence from Selected EMU Members and Candidates for EMU Membership Countries
   Working Papers, University of Crete, Department of Economics View citations (2)
   See also Journal Article What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries, Journal of International Money and Finance, Elsevier (2011) View citations (30) (2011)

2009

5. Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate
   Working Papers, University of Crete, Department of Economics
   See also Journal Article Behavioural equilibrium exchange rate and total misalignment: evidence from the euro exchange rate, Empirica, Springer (2011) View citations (4) (2011)

2008

6. Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US
   Working Papers, University of Crete, Department of Economics View citations (1)
   See also Journal Article Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US, Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia (2010) View citations (1) (2010)

2007

7. Estimating the Equilibrium Effective Exchange Rate for Potential EMU members
   Working Papers, University of Crete, Department of Economics View citations (2)
   See also Journal Article Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members, Open Economies Review, Springer (2007) View citations (2) (2007)
8. Nonlinear Exchange Rate Adjustment in the Enlarged Eurozone. Evidence and Implications for Candidate Countries
   Working Papers, University of Crete, Department of Economics
   See also Journal Article Nonlinear Exchange Rate Adjustment in the Enlarged Eurozone: Evidence and Implications for Candidate Countries, Review of International Economics, Wiley Blackwell (2010) View citations (3) (2010)
9. Purchasing Power Parity Among Developing Countries and Their Trade-Partners: Evidence from Selected CEECs and Implications for Their Membership of EU
   Working Papers, University of Crete, Department of Economics
   Also in Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group (2007) View citations (3)
   See also Journal Article Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU, Ekonomia, Cyprus Economic Society and University of Cyprus (2006) View citations (4) (2006)

2006

10. Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach
    Working Papers, University of Crete, Department of Economics View citations (3)
    See also Journal Article Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach, Economic Modelling, Elsevier (2009) View citations (21) (2009)

Journal Articles

2025

1. Macroeconomic responses to financial stress shocks: Evidence from the US and the Eurozone
   International Economics, 2025, 181, (C)
2. Policymaking in Periods of Structural Changes and Structural Breaks: Rolling Windows Revisited
   Journal of Forecasting, 2025, 44, (3), 851-855

2024

3. Asymmetric effects of monetary policy shocks on financial stability
   The Journal of Economic Asymmetries, 2024, 30, (C) View citations (1)
4. Forecasting in turbulent times
   Journal of Forecasting, 2024, 43, (4), 819-826 View citations (1)
5. International financial stress spillovers during times of unconventional monetary policy interventions
   Journal of Financial Stability, 2024, 72, (C) View citations (1)
6. Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis
   International Review of Financial Analysis, 2024, 95, (PC)

2023

7. Macro‐financial effects of monetary policy easing
   Journal of Forecasting, 2023, 42, (3), 715-738 View citations (2)

2022

8. Cryptocurrency market connectedness in Covid-19 days and the role of Twitter: Evidence from a smooth transition regression model
   Research in International Business and Finance, 2022, 63, (C) View citations (3)
9. On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods
   International Review of Economics & Finance, 2022, 82, (C), 156-176 View citations (9)

2019

10. Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy?
    The North American Journal of Economics and Finance, 2019, 50, (C) View citations (7)
11. Gold price and exchange rates: A panel smooth transition regression model for the G7 countries
    The North American Journal of Economics and Finance, 2019, 49, (C), 27-46 View citations (11)
    See also Working Paper Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries, Working Papers (2018) (2018)

2018

12. Currency Misalignments in the BRIICS Countries: Fixed Vs. Floating Exchange Rates
    Open Economies Review, 2018, 29, (5), 1123-1151 View citations (9)

2017

13. Competitiveness divergence in the Eurozone: The need for symmetric adjustment
    Journal of Policy Modeling, 2017, 39, (5), 942-962 View citations (7)

2016

14. Intra-national and international spillovers between the real economy and the stock market: The case of China
    The Journal of Economic Asymmetries, 2016, 14, (PA), 78-92 View citations (7)

2013

15. Asymmetric behavior of inflation differentials in the euro area: Evidence from a threshold unit root test
    Research in Economics, 2013, 67, (2), 133-144 View citations (8)
16. Exchange rate misalignment and inflation rate persistence: Evidence from Latin American countries
    International Review of Economics & Finance, 2013, 25, (C), 202-218 View citations (21)

2011

17. Behavioural equilibrium exchange rate and total misalignment: evidence from the euro exchange rate
    Empirica, 2011, 38, (4), 555-578 View citations (4)
    See also Working Paper Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate, Working Papers (2009) (2009)
18. What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries
    Journal of International Money and Finance, 2011, 30, (1), 39-61 View citations (30)
    See also Working Paper What Causes Exchange Rate Volatility? Evidence from Selected EMU Members and Candidates for EMU Membership Countries, Working Papers (2010) View citations (2) (2010)

2010

19. Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US
    Panoeconomicus, 2010, 57, (4), 429-445 View citations (1)
    See also Working Paper Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US, Working Papers (2008) View citations (1) (2008)
20. Nonlinear Exchange Rate Adjustment in the Enlarged Eurozone: Evidence and Implications for Candidate Countries
    Review of International Economics, 2010, 18, (4), 741-757 View citations (3)
    See also Working Paper Nonlinear Exchange Rate Adjustment in the Enlarged Eurozone. Evidence and Implications for Candidate Countries, Working Papers (2007) (2007)

2009

21. Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach
    Economic Modelling, 2009, 26, (1), 155-166 View citations (21)
    See also Working Paper Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach, Working Papers (2006) View citations (3) (2006)

2007

22. Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members
    Open Economies Review, 2007, 18, (3), 307-326 View citations (2)
    See also Working Paper Estimating the Equilibrium Effective Exchange Rate for Potential EMU members, Working Papers (2007) View citations (2) (2007)

2006

23. Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU
    Ekonomia, 2006, 9, (1), 39-56 View citations (4)
    See also Working Paper Purchasing Power Parity Among Developing Countries and Their Trade-Partners: Evidence from Selected CEECs and Implications for Their Membership of EU, Working Papers (2007) (2007)

Chapters

2014

1. Does China’s International Competitiveness Fluctuate in Consistency with PPP Equilibrium?
   A chapter in Macroeconomic Analysis and International Finance, 2014, vol. 23, pp 153-183 View citations (1)