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Details about Stephanos Papadamou

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Homepage:http://stephanos-papadamou.tk
Workplace:Department of Economics, University of Thessaly, (more information at EDIRC)

Access statistics for papers by Stephanos Papadamou.

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

Short-id: ppa182


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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 Downloads
  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

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

2012

  1. 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 Downloads
    See also Journal Article in Peace Economics, Peace Science, and Public Policy (2014)
  2. 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 Downloads View citations (2)
  3. Terrorism and Market Jitters
    EUSECON Policy Briefing, DIW Berlin, German Institute for Economic Research Downloads
  4. The effects of Monetary Policy shocks across the Greek Regions
    ERSA conference papers, European Regional Science Association Downloads View citations (1)

2011

  1. 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 Downloads View citations (9)

2010

  1. 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 Downloads View citations (2)
  2. Terrorism and Capital Markets: The Effects of the Istanbul Bombings
    Economics of Security Working Paper Series, DIW Berlin, German Institute for Economic Research Downloads View citations (4)

2008

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

2019

  1. Investigating volatility transmission and hedging properties between Bitcoin and Ethereum
    Research in International Business and Finance, 2019, 48, (C), 219-227 Downloads View citations (1)
  2. PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES
    The Singapore Economic Review (SER), 2019, 64, (02), 323-339 Downloads
  3. 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 Downloads View citations (1)
  4. The effectiveness of quantitative easing: Evidence from Japan
    Journal of International Money and Finance, 2019, 99, (C) Downloads View citations (1)
  5. 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 Downloads
  6. Unconventional monetary policy effects on output and inflation: A meta-analysis
    International Review of Financial Analysis, 2019, 61, (C), 295-305 Downloads View citations (3)

2018

  1. A Taylor Rule for EU members. Does one rule fit to all EU member needs?
    The Journal of Economic Asymmetries, 2018, 18, (C), - Downloads View citations (3)
  2. 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 Downloads
  3. 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 Downloads View citations (2)
    See also Working Paper (2017)
  4. 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 Downloads View citations (1)
  5. The informational content of unconventional monetary policy on precious metal markets
    Journal of Forecasting, 2018, 37, (1), 16-36 Downloads View citations (2)
  6. 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 Downloads View citations (2)
  7. Variance risk premium and equity returns
    Research in International Business and Finance, 2018, 46, (C), 462-470 Downloads View citations (1)

2017

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

2016

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

2015

  1. Central bank transparency and the interest rate channel: Evidence from emerging economies
    Economic Modelling, 2015, 48, (C), 167-174 Downloads View citations (22)
  2. Intraday exchange rate volatility transmissions across QE announcements
    Finance Research Letters, 2015, 14, (C), 128-134 Downloads View citations (10)
  3. On quantitative easing and high frequency exchange rate dynamics
    Research in International Business and Finance, 2015, 34, (C), 110-125 Downloads View citations (13)
  4. 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 Downloads View citations (2)

2014

  1. 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 Downloads
  2. Does central bank transparency affect stock market volatility?
    Journal of International Financial Markets, Institutions and Money, 2014, 31, (C), 362-377 Downloads View citations (21)
  3. Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK
    Research in Economics, 2014, 68, (3), 208-213 Downloads View citations (2)
  4. 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 Downloads View citations (7)
  5. 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 Downloads View citations (3)
  6. Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests
    Peace Economics, Peace Science, and Public Policy, 2014, 20, (2), 26 Downloads View citations (2)
    See also Working Paper (2012)
  7. THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES
    Region et Developpement, 2014, 39, 105-130 Downloads

2013

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

2012

  1. Banks’ lending behavior and monetary policy: evidence from Sweden
    Review of Quantitative Finance and Accounting, 2012, 38, (2), 131-148 Downloads View citations (7)
  2. 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 Downloads View citations (2)

2011

  1. 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 Downloads View citations (24)
  2. Terrorism and capital markets: The effects of the Madrid and London bomb attacks
    International Review of Economics & Finance, 2011, 20, (4), 532-541 Downloads View citations (39)

2010

  1. 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 Downloads View citations (16)

2009

  1. 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)
  2. Yield spreads and real economic activity in East European transition economies
    Applied Economics Letters, 2009, 16, (5), 531-537 Downloads View citations (3)

2007

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

2006

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

2004

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

Editor

  1. Journal of Risk & Control
    Risk Market Journals
 
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