Details about Stephanos Papadamou

Access statistics for papers by Stephanos Papadamou.

Last updated 2020-03-10. Update your information in the RePEc Author Service.

Short-id: ppa182

Working Papers

2017

1. A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US
   Working Papers, University of Pretoria, Department of Economics View citations (1)
2. Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016
   Working Papers, University of Pretoria, Department of Economics View citations (15)
   See also Journal Article in Finance Research Letters (2017)
3. How effective quantitative easing is in relation to the Gold Standard? A historical approach based on the US experience
   MPRA Paper, University Library of Munich, Germany
4. News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article in Journal of Multinational Financial Management (2018)

2016

5. Central Bank Independence and the Dynamics of Public Debt?
   Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg
6. Does Central Bank Independence Affect Stock Market Volatility?
   Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg View citations (4)
   See also Journal Article in Research in International Business and Finance (2017)

2012

7. Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests
   Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research
   See also Journal Article in Peace Economics, Peace Science, and Public Policy (2014)
8. Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data
   Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research View citations (2)
9. Terrorism and Market Jitters
   EUSECON Policy Briefing, DIW Berlin, German Institute for Economic Research
10. The effects of Monetary Policy shocks across the Greek Regions
    ERSA conference papers, European Regional Science Association View citations (1)

2011

11. The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship
    Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research View citations (9)

2010

12. Has Stock Markets' Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market
    Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research View citations (2)
13. Terrorism and Capital Markets: The Effects of the Istanbul Bombings
    Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research View citations (4)

2008

14. Does the ECB Care about Shifts in Investors’ Risk Appetite?
    MPRA Paper, University Library of Munich, Germany View citations (1)

Journal Articles

2020

1. The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?
   Journal of Business Research, 2020, 106, (C), 221-232 View citations (1)

2019

2. Investigating volatility transmission and hedging properties between Bitcoin and Ethereum
   Research in International Business and Finance, 2019, 48, (C), 219-227 View citations (1)
3. PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES
   The Singapore Economic Review (SER), 2019, 64, (02), 323-339
4. Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices
   Journal of Risk and Financial Management, 2019, 12, (2), 1-20 View citations (1)
5. The effectiveness of quantitative easing: Evidence from Japan
   Journal of International Money and Finance, 2019, 99, (C) View citations (1)
6. The role of leverage in quantitative easing decisions: Evidence from the UK
   The North American Journal of Economics and Finance, 2019, 47, (C), 308-324
7. Unconventional monetary policy effects on output and inflation: A meta-analysis
   International Review of Financial Analysis, 2019, 61, (C), 295-305 View citations (3)

2018

8. A Taylor Rule for EU members. Does one rule fit to all EU member needs?
   The Journal of Economic Asymmetries, 2018, 18, (C), - View citations (3)
9. Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates
   The Journal of Economic Asymmetries, 2018, 17, (C), 48-60
10. News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets
    Journal of Multinational Financial Management, 2018, 47-48, 76-90 View citations (2)
    See also Working Paper (2017)
11. Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach
    International Economics and Economic Policy, 2018, 15, (2), 353-371 View citations (1)
12. The informational content of unconventional monetary policy on precious metal markets
    Journal of Forecasting, 2018, 37, (1), 16-36 View citations (2)
13. Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets
    The European Journal of Finance, 2018, 24, (18), 1885-1901 View citations (2)
14. Variance risk premium and equity returns
    Research in International Business and Finance, 2018, 46, (C), 462-470 View citations (1)

2017

15. Does central bank independence affect stock market volatility?
    Research in International Business and Finance, 2017, 42, (C), 855-864 View citations (2)
    See also Working Paper (2016)
16. Geopolitical risks and the oil-stock nexus over 1899–2016
    Finance Research Letters, 2017, 23, (C), 165-173 View citations (14)
    See also Working Paper (2017)
17. Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets
    Research in International Business and Finance, 2017, 39, (PB), 951-962 View citations (9)
18. Investigating the relationship between central bank transparency and stock market volatility in a nonparametric framework
    Credit and Capital Markets, 2017, 50, (1), 63-83
19. Is There a Role for Central Bank Independence on Public Debt Dynamics?
    Journal of Applied Finance & Banking, 2017, 7, (1), 6 View citations (1)
20. Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis
    International Journal of Financial Studies, 2017, 5, (1), 1-20 View citations (1)
21. Public investment, inflation persistence and central bank independence
    Journal of Economic Studies, 2017, 44, (6), 976-986 View citations (1)
22. The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries
    Review of Economics, 2017, 68, (1), 41-62
23. The macroeconomic effects of fiscal consolidation policies in Greece
    Journal of Financial Economic Policy, 2017, 9, (1), 34-49

2016

24. Central bank transparency and exchange rate volatility effects on inflation-output volatility
    Economics and Business Letters, 2016, 5, (4), 125-133 View citations (1)
25. Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis
    Journal of Business Ethics, 2016, 138, (3), 493-505 View citations (2)
26. Regional asymmetries in monetary policy transmission: The case of the Greek regions
    Environment and Planning C, 2016, 34, (5), 795-815 View citations (1)
27. Stock markets and effective exchange rates in European countries: threshold cointegration findings
    Eurasian Economic Review, 2016, 6, (2), 215-274 View citations (4)

2015

28. Central bank transparency and the interest rate channel: Evidence from emerging economies
    Economic Modelling, 2015, 48, (C), 167-174 View citations (22)
29. Intraday exchange rate volatility transmissions across QE announcements
    Finance Research Letters, 2015, 14, (C), 128-134 View citations (10)
30. On quantitative easing and high frequency exchange rate dynamics
    Research in International Business and Finance, 2015, 34, (C), 110-125 View citations (13)
31. The effect of the market-based monetary policy transparency index on inflation and output variability
    International Review of Applied Economics, 2015, 29, (1), 105-124 View citations (2)

2014

32. A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe
    Bulletin of Applied Economics, 2014, 1, (1), 15-34
33. Does central bank transparency affect stock market volatility?
    Journal of International Financial Markets, Institutions and Money, 2014, 31, (C), 362-377 View citations (21)
34. Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK
    Research in Economics, 2014, 68, (3), 208-213 View citations (2)
35. Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK
    Journal of Economics and Business, 2014, 71, (C), 45-67 View citations (7)
36. Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen
    International Advances in Economic Research, 2014, 20, (4), 399-410 View citations (3)
37. Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests
    Peace Economics, Peace Science, and Public Policy, 2014, 20, (2), 26 View citations (2)
    See also Working Paper (2012)
38. THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES
    Region et Developpement, 2014, 39, 105-130

2013

39. European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings
    International Journal of Financial Studies, 2013, 1, (4), 1-14 View citations (2)
40. Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates
    Economic Modelling, 2013, 33, (C), 545-551 View citations (14)
41. Symposium - Does Terrorism Affect the Stock-Bond Covariance? Evidence from European Countries
    Southern Economic Journal, 2013, 79, (4), 832-848 View citations (19)
42. The effects of terrorism and war on the oil price–stock index relationship
    Energy Economics, 2013, 40, (C), 743-752 View citations (17)
43. The risk relevance of International Financial Reporting Standards: Evidence from Greek banks
    International Review of Financial Analysis, 2013, 27, (C), 43-54 View citations (3)

2012

44. Banks’ lending behavior and monetary policy: evidence from Sweden
    Review of Quantitative Finance and Accounting, 2012, 38, (2), 131-148 View citations (7)
45. The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone
    International Advances in Economic Research, 2012, 18, (3), 299-314 View citations (2)

2011

46. Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market
    European Journal of Political Economy, 2011, 27, (S1), S64-S77 View citations (24)
47. Terrorism and capital markets: The effects of the Madrid and London bomb attacks
    International Review of Economics & Finance, 2011, 20, (4), 532-541 View citations (39)

2010

48. ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP
    Defence and Peace Economics, 2010, 21, (4), 357-365 View citations (16)

2009

49. Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea
    Journal of Economic Integration, 2009, 24, 275-293 View citations (1)
50. Yield spreads and real economic activity in East European transition economies
    Applied Economics Letters, 2009, 16, (5), 531-537 View citations (3)

2007

51. Significance of risk modelling in the term structure of interest rates
    Applied Financial Economics, 2007, 17, (3), 237-247 View citations (5)
52. The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition
    International Economic Journal, 2007, 21, (4), 559-576 View citations (2)

2006

53. An investigation of bond term premia in international government bond indices
    Research in International Business and Finance, 2006, 20, (1), 45-61 View citations (2)

2004

54. American equity mutual funds in European markets: Hot hands phenomenon and style analysis
    International Journal of Finance & Economics, 2004, 9, (2), 85-97 View citations (5)
55. Evaluating the style-based risk model for equity mutual funds investing in Europe
    Applied Financial Economics, 2004, 14, (10), 751-760 View citations (4)

Editor

1. Journal of Risk & Control
   Risk Market Journals