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Details about Alexandros Kontonikas

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Homepage:https://www.essex.ac.uk/ebs/staff/profile.aspx?ID=5138
Workplace:Essex Business School, University of Essex, (more information at EDIRC)

Access statistics for papers by Alexandros Kontonikas.

Last updated 2018-12-10. Update your information in the RePEc Author Service.

Short-id: pko54


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Working Papers

2018

  1. Austerity, Life Satisfaction and Expectations
    Working Papers, The University of Sheffield, Department of Economics Downloads
  2. Risk, Financial Stability and FDI
    Essex Finance Centre Working Papers, University of Essex, Essex Business School Downloads

2017

  1. "Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects
    CESifo Working Paper Series, CESifo Group Munich Downloads
    Also in Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2017) Downloads
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2017) Downloads

    See also Journal Article in Journal of International Money and Finance (2018)
  2. Monetary Policy and Corporate Bond Returns
    Essex Finance Centre Working Papers, University of Essex, Essex Business School Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow (2016) Downloads View citations (1)

2015

  1. Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (2)
  2. The determinants of sovereign bond yield spreads in the EMU
    Working Paper Series, European Central Bank Downloads View citations (7)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2012) Downloads View citations (29)
    Working Papers, Business School - Economics, University of Glasgow (2012) Downloads View citations (29)
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2012) Downloads View citations (32)

2014

  1. Monetary Policy in Times of Financial Stress
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow (2014) Downloads
  2. On the real effects of financial pressure: Evidence from euro area firm-level employment during the recent financial crisis
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (2)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2014) Downloads View citations (3)

2013

  1. On the time-varying relationship between EMU sovereign spreads and their determinants
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (1)
    Also in Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2013) Downloads View citations (1)
    Working Papers, Business School - Economics, University of Glasgow (2013) Downloads View citations (1)

    See also Journal Article in Economic Modelling (2015)
  2. Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow Downloads

    See also Journal Article in Journal of International Money and Finance (2014)

2012

  1. Asset Prices, Credit and the Business Cycle
    Stirling Economics Discussion Papers, University of Stirling, Division of Economics Downloads View citations (11)
    See also Journal Article in Economics Letters (2012)
  2. Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow (2012) Downloads View citations (3)

    See also Journal Article in Journal of Banking & Finance (2013)

2011

  1. The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission Downloads View citations (15)
    Also in Working Papers, Business School - Economics, University of Glasgow (2010) Downloads View citations (11)
    SIRE Focus Papers, Scottish Institute for Research in Economics (SIRE) (2011) Downloads View citations (15)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) Downloads View citations (25)
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2010) Downloads View citations (15)

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2012)
  2. Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (1)
  3. 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 Downloads View citations (1)

2010

  1. Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (4)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) Downloads View citations (4)
  2. IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (1)
    Also in Working Papers, Business School - Economics, University of Glasgow (2010) Downloads View citations (1)
  3. International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (1)
    Also in Working Papers, Business School - Economics, University of Glasgow (2010) Downloads View citations (2)

    See also Journal Article in Journal of Money, Credit and Banking (2013)
  4. On monetary policy and stock market anomalies
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (1)
    Also in Working Papers, Business School - Economics, University of Glasgow (2010) Downloads View citations (1)

    See also Journal Article in Journal of Business Finance & Accounting (2013)

2009

  1. A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow (2009) Downloads

    See also Journal Article in Review of International Economics (2011)

2008

  1. 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) Downloads
    Also in Working Papers, Business School - Economics, University of Glasgow Downloads View citations (2)

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2010)

2007

  1. Do real interest rates converge? Evidence from the European Union
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (35)
    Also in Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2007) Downloads View citations (2)

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2009)
  2. Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (6)
  3. 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 Downloads
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2006) Downloads
    CESifo Working Paper Series, CESifo Group Munich (2006) Downloads

    See also Journal Article in Journal of International Money and Finance (2009)
  4. Unit Roots in Inflation and Aggregation Bias
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (1)

2006

  1. Monetary Policy Shocks and Stock Returns: Evidence from the British Market
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (12)
    See also Journal Article in Financial Markets and Portfolio Management (2009)
  2. Monetary Policy and the Stock Market: Some International evidence
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (7)
  3. Stock Returns and Inflation: The Impact of Inflation Targeting
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (1)
  4. The EURO and Inflation Uncertainty In The EMU
    Working Papers, Business School - Economics, University of Glasgow Downloads

2005

  1. Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (4)
    See also Journal Article in Bulletin of Economic Research (2006)
  2. Modeling The Non-Linear Behaviour of Inflation Deviations From The Target
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (5)
  3. Optimal Monetary Policy and Asset Price Misalignments
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (5)
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads

    See also Journal Article in Scottish Journal of Political Economy (2006)

2004

  1. Should Monetary Policy Respond to Asset Price Misalignments?
    Macroeconomics, University Library of Munich, Germany Downloads View citations (2)
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads

    See also Journal Article in Economic Modelling (2005)

2002

  1. HAS MONETARY POLICY REACTED TO ASSET PRICE MOVEMENTS: EVIDENCE FROM THE UK
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002) Downloads

    See also Journal Article in Ekonomia (2004)
  2. 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 Downloads
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002) Downloads View citations (2)

    See also Journal Article in Economic Modelling (2004)
  3. Optimal Monetary Policy with Wealth Effects
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002) Downloads

Journal Articles

2018

  1. Monetary policy and stock valuation: structural VAR identification and size effects
    Quantitative Finance, 2018, 18, (5), 837-848 Downloads View citations (1)
  2. “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects
    Journal of International Money and Finance, 2018, 86, (C), 1-30 Downloads View citations (4)
    See also Working Paper (2017)

2016

  1. FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION
    Bulletin of Economic Research, 2016, 68, (2), 151-167 Downloads

2015

  1. On the time-varying relationship between EMU sovereign spreads and their determinants
    Economic Modelling, 2015, 44, (C), 363-371 Downloads View citations (19)
    See also Working Paper (2013)

2014

  1. Aggregate and regional house price to earnings ratio dynamics in the UK
    Urban Studies, 2014, 51, (13), 2916-2927 Downloads View citations (1)
  2. PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION
    International Journal of Finance & Economics, 2014, 19, (1), 49-56 Downloads View citations (16)
  3. Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis
    Journal of International Money and Finance, 2014, 44, (C), 97-117 Downloads View citations (10)
    See also Working Paper (2013)

2013

  1. International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data
    Journal of Money, Credit and Banking, 2013, 45, (5), 913-932 Downloads View citations (7)
    See also Working Paper (2010)
  2. On Monetary Policy and Stock Market Anomalies
    Journal of Business Finance & Accounting, 2013, 40, (7-8), 1009-1042 Downloads View citations (9)
    See also Working Paper (2010)
  3. Stock market reaction to fed funds rate surprises: State dependence and the financial crisis
    Journal of Banking & Finance, 2013, 37, (11), 4025-4037 Downloads View citations (29)
    See also Working Paper (2012)

2012

  1. Asset prices, credit and the business cycle
    Economics Letters, 2012, 117, (3), 857-861 Downloads View citations (9)
    See also Working Paper (2012)
  2. The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (4), 658-677 Downloads View citations (175)
    See also Working Paper (2011)

2011

  1. A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks
    Review of International Economics, 2011, 19, (4), 718-727 Downloads View citations (4)
    See also Working Paper (2009)
  2. Euro Area Inflation Differentials: Unit Roots and Nonlinear Adjustment
    Journal of Common Market Studies, 2011, 49, (3), 525-540 View citations (8)

2010

  1. A new test of the inflation-real marginal cost relationship: ARDL bounds approach
    Economics Letters, 2010, 108, (2), 122-125 Downloads View citations (1)
  2. THE TIME-SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA
    Scottish Journal of Political Economy, 2010, 57, (1), 33-47 Downloads View citations (3)
  3. 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 Downloads View citations (5)
    See also Working Paper (2008)

2009

  1. Do real interest rates converge? Evidence from the European union
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (3), 447-460 Downloads View citations (35)
    See also Working Paper (2007)
  2. Modeling the behaviour of inflation deviations from the target
    Economic Modelling, 2009, 26, (1), 90-95 Downloads View citations (11)
  3. Monetary policy shocks and stock returns: evidence from the British market
    Financial Markets and Portfolio Management, 2009, 23, (4), 401-410 Downloads View citations (15)
    See also Working Paper (2006)
  4. The Euro and inflation uncertainty in the European Monetary Union
    Journal of International Money and Finance, 2009, 28, (6), 954-971 Downloads View citations (29)
    See also Working Paper (2007)

2008

  1. The impact of monetary policy on stock prices
    Journal of Policy Modeling, 2008, 30, (1), 33-53 Downloads View citations (26)

2006

  1. INFLATION TARGETING AND THE STATIONARITY OF INFLATION: NEW RESULTS FROM AN ESTAR UNIT ROOT TEST
    Bulletin of Economic Research, 2006, 58, (4), 309-322 Downloads View citations (15)
    See also Working Paper (2005)
  2. OPTIMAL MONETARY POLICY AND ASSET PRICE MISALIGNMENTS
    Scottish Journal of Political Economy, 2006, 53, (5), 636-654 Downloads View citations (15)
    See also Working Paper (2005)

2005

  1. Should monetary policy respond to asset price misalignments?
    Economic Modelling, 2005, 22, (6), 1105-1121 Downloads View citations (20)
    See also Working Paper (2004)

2004

  1. 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 Downloads View citations (12)
  2. 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)
  3. Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling
    Economic Modelling, 2004, 21, (3), 525-543 Downloads View citations (74)
    See also Working Paper (2002)
 
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