Details about Stephanos Τ. Papadamou

Access statistics for papers by Stephanos Τ. Papadamou.

Last updated 2025-04-06. Update your information in the RePEc Author Service.

Short-id: ppa182

Working Papers

2020

1. Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis
   MPRA Paper, University Library of Munich, Germany View citations (40)
2. Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts
   Post-Print, HAL View citations (5)
   See also Journal Article Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts, Journal of International Financial Markets, Institutions and Money, Elsevier (2020) View citations (5) (2020)

2018

3. A Taylor Rule for EU members. Does one rule fit to all EU member needs ?
   Post-Print, HAL View citations (10)
   See also Journal Article A Taylor Rule for EU members. Does one rule fit to all EU member needs?, The Journal of Economic Asymmetries, Elsevier (2018) View citations (13) (2018)

2017

4. 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)
5. Does central bank independence affect stock market volatility ?
   Post-Print, HAL View citations (4)
   Also in Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg (2016) View citations (9)
   See also Journal Article Does central bank independence affect stock market volatility?, Research in International Business and Finance, Elsevier (2017) View citations (13) (2017)
6. Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016
   Working Papers, University of Pretoria, Department of Economics View citations (158)
   See also Journal Article Geopolitical risks and the oil-stock nexus over 1899–2016, Finance Research Letters, Elsevier (2017) View citations (155) (2017)
7. 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
8. Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets
   Post-Print, HAL View citations (11)
   See also Journal Article Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets, Research in International Business and Finance, Elsevier (2017) View citations (14) (2017)
9. 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 View citations (1)
   See also Journal Article News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets, Journal of Multinational Financial Management, Elsevier (2018) View citations (15) (2018)

2016

10. Central Bank Independence and the Dynamics of Public Debt?
    Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg

2015

11. Central bank transparency and the interest rate channel: Evidence from emerging economies
    Post-Print, HAL View citations (7)
    See also Journal Article Central bank transparency and the interest rate channel: Evidence from emerging economies, Economic Modelling, Elsevier (2015) View citations (37) (2015)

2014

12. Does central bank transparency affect stock market volatility?
    Post-Print, HAL View citations (21)
    See also Journal Article Does central bank transparency affect stock market volatility?, Journal of International Financial Markets, Institutions and Money, Elsevier (2014) View citations (38) (2014)

2012

13. 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 Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests, Peace Economics, Peace Science, and Public Policy, De Gruyter (2014) View citations (3) (2014)
14. 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 (5)
15. Terrorism and Market Jitters
    EUSECON Policy Briefing, DIW Berlin, German Institute for Economic Research
16. The effects of Monetary Policy shocks across the Greek Regions
    ERSA conference papers, European Regional Science Association View citations (3)

2011

17. 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 (11)

2010

18. 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)
19. 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

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

Journal Articles

2025

1. Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking?
   The European Journal of Finance, 2025, 31, (4), 383-426
2. Policy uncertainty and non‐performing loans in Greece
   American Journal of Economics and Sociology, 2025, 84, (2), 231-252

2024

3. Does government spending cointegrate with bank lending? Evidence from Eurozone panel data
   Journal of Economic Studies, 2024, 52, (1), 194-202
4. Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework
   Energy Economics, 2024, 133, (C) View citations (4)
5. Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets
   Global Finance Journal, 2024, 59, (C) View citations (4)
6. Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis
   Journal of Commodity Markets, 2024, 33, (C) View citations (3)
7. The impact of corporate governance mechanisms on mitigating banks’ propensity for risk-taking
   Journal of Banking Regulation, 2024, 25, (3), 234-255 View citations (1)
8. The impact of the shadow economy on the direct-indirect tax mix: Can central banks’ independence mitigate the effect?
   Journal of Policy Modeling, 2024, 46, (3), 475-493

2023

9. Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?
   Economic Modelling, 2023, 128, (C) View citations (5)
10. Built-in challenges within the supervisory architecture of the Eurozone
    Journal of Banking Regulation, 2023, 24, (1), 15-39 View citations (1)
11. Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?
    Research in International Business and Finance, 2023, 64, (C) View citations (7)
12. Central Bank Credibility’s Effect on Stock Exchange Returns’ Volatility: Evidence from OECD Countries
    Economies, 2023, 11, (10), 1-15
13. Does innovation affect the impact of corruption on economic growth? International evidence
    Economic Analysis and Policy, 2023, 77, (C), 1030-1054 View citations (6)
14. Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure
    The Journal of Economic Asymmetries, 2023, 28, (C) View citations (2)
15. The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19
    The Quarterly Review of Economics and Finance, 2023, 89, (C), 307-317 View citations (14)

2022

16. Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics
    IJFS, 2022, 10, (1), 1-11 View citations (5)
17. Private capital formation and government spending interaction in the case of eurozone countries
    The Journal of Economic Asymmetries, 2022, 26, (C)
18. The Determinants of Energy and Electricity Consumption in Developed and Developing Countries: International Evidence
    Energies, 2022, 15, (7), 1-30 View citations (13)
19. The Distorting Effects of Corruption on Financial Stability and Economic Growth: Evidence from Russian Banks Using a PVAR Approach
    Eastern European Economics, 2022, 60, (3), 192-216
20. The dimension of popularity in the cryptocurrency market
    SN Business & Economics, 2022, 2, (5), 1-15 View citations (1)

2021

21. Could the Public Debt Management via ECB’s QE Create a Surge of Inflation in the Euro Area?
    Revue française d'économie, 2021, XXXVI, (3), 187-217 View citations (1)
22. Evaluating survey-based forecasts of interest rates and macroeconomic variables
    Journal of Economic Studies, 2021, 49, (1), 140-158 View citations (1)
23. Flight-to-quality between global stock and bond markets in the COVID era
    Finance Research Letters, 2021, 38, (C) View citations (46)
24. Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets
    Journal of Behavioral and Experimental Finance, 2021, 30, (C) View citations (26)
25. Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets
    The North American Journal of Economics and Finance, 2021, 56, (C) View citations (23)
26. The Effect of Quantitative Easing through Google Metrics on US Stock Indices
    IJFS, 2021, 9, (4), 1-19 View citations (2)
27. The effect of central bank transparency on inflation persistence
    Economics and Business Letters, 2021, 10, (1), 58-68 View citations (1)
28. The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR
    International Journal of Finance & Economics, 2021, 26, (4), 5684-5703 View citations (8)
29. The prudential role of Basel III liquidity provisions towards financial stability
    Journal of Forecasting, 2021, 40, (7), 1133-1153 View citations (2)
30. The role of net stable funding ratio on the bank lending channel: evidence from European Union
    Journal of Banking Regulation, 2021, 22, (4), 287-307 View citations (3)
31. U.S. unconventional monetary policy and risk tolerance in major currency markets
    The European Journal of Finance, 2021, 27, (10), 994-1008 View citations (7)

2020

32. A survey of empirical findings on unconventional central bank policies
    Journal of Economic Studies, 2020, 47, (7), 1533-1577 View citations (32)
33. A systematic review of the bubble dynamics of cryptocurrency prices
    Research in International Business and Finance, 2020, 54, (C) View citations (67)
34. Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts
    Journal of International Financial Markets, Institutions and Money, 2020, 64, (C) View citations (5)
    See also Working Paper Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts, Post-Print (2020) View citations (5) (2020)
35. Price discovery in bitcoin futures
    Research in International Business and Finance, 2020, 52, (C) View citations (35)
36. SELECTIVITY AND MARKET TIMING SKILLS IN EMERGING GREEK EQUITY MUTUAL FUNDS DURING THE SOVEREIGN DEBT CRISIS
    Studies in Business and Economics, 2020, 15, (2), 133-150
37. 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 (11)
38. US non-linear causal effects on global equity indices in Normal times versus unconventional eras
    International Economics and Economic Policy, 2020, 17, (2), 381-407 View citations (3)

2019

39. Investigating volatility transmission and hedging properties between Bitcoin and Ethereum
    Research in International Business and Finance, 2019, 48, (C), 219-227 View citations (87)
40. Investors’ risk aversion integration and quantitative easing
    Review of Behavioral Finance, 2019, 12, (2), 170-183 View citations (3)
41. Optimism-pessimism effects on money demand: theory and evidence
    Review of Behavioral Finance, 2019, 11, (1), 23-36
42. PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES
    The Singapore Economic Review (SER), 2019, 64, (02), 323-339 View citations (1)
43. Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices
    JRFM, 2019, 12, (2), 1-20 View citations (7)
44. The effectiveness of quantitative easing: Evidence from Japan
    Journal of International Money and Finance, 2019, 99, (C) View citations (16)
45. 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 View citations (5)
46. The stock-bond nexus and investors’ behavior in mature and emerging markets
    Studies in Economics and Finance, 2019, 38, (3), 562-582
47. Unconventional monetary policy effects on output and inflation: A meta-analysis
    International Review of Financial Analysis, 2019, 61, (C), 295-305 View citations (18)

2018

48. 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 (13)
    See also Working Paper A Taylor Rule for EU members. Does one rule fit to all EU member needs ?, Post-Print (2018) View citations (10) (2018)
49. Abnormal lending and risk in Swedish financial institutions
    Review of Accounting and Finance, 2018, 17, (4), 498-513
50. 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 View citations (6)
51. 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 (15)
    See also Working Paper News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets, Working Papers (2017) View citations (1) (2017)
52. 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 (3)
53. The informational content of unconventional monetary policy on precious metal markets
    Journal of Forecasting, 2018, 37, (1), 16-36 View citations (8)
54. 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 (15)
55. Variance risk premium and equity returns
    Research in International Business and Finance, 2018, 46, (C), 462-470 View citations (7)

2017

56. Does central bank independence affect stock market volatility?
    Research in International Business and Finance, 2017, 42, (C), 855-864 View citations (13)
    See also Working Paper Does central bank independence affect stock market volatility ?, Post-Print (2017) View citations (4) (2017)
57. Geopolitical risks and the oil-stock nexus over 1899–2016
    Finance Research Letters, 2017, 23, (C), 165-173 View citations (155)
    See also Working Paper Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016, Working Papers (2017) View citations (158) (2017)
58. 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 (14)
    See also Working Paper Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets, Post-Print (2017) View citations (11) (2017)
59. Is There a Role for Central Bank Independence on Public Debt Dynamics?
    Journal of Applied Finance & Banking, 2017, 7, (1), 6 View citations (3)
60. Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis
    IJFS, 2017, 5, (1), 1-20 View citations (4)
61. Public investment, inflation persistence and central bank independence
    Journal of Economic Studies, 2017, 44, (6), 976-986 View citations (4)
62. The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries
    Review of Economics, 2017, 68, (1), 41-62
63. The macroeconomic effects of fiscal consolidation policies in Greece
    Journal of Financial Economic Policy, 2017, 9, (1), 34-49

2016

64. Central bank transparency and exchange rate volatility effects on inflation-output volatility
    Economics and Business Letters, 2016, 5, (4), 125-133 View citations (2)
65. 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 (7)
66. Regional asymmetries in monetary policy transmission: The case of the Greek regions
    Environment and Planning C, 2016, 34, (5), 795-815 View citations (4)
67. Stock markets and effective exchange rates in European countries: threshold cointegration findings
    Eurasian Economic Review, 2016, 6, (2), 215-274 View citations (8)

2015

68. Central bank transparency and the interest rate channel: Evidence from emerging economies
    Economic Modelling, 2015, 48, (C), 167-174 View citations (37)
    See also Working Paper Central bank transparency and the interest rate channel: Evidence from emerging economies, Post-Print (2015) View citations (7) (2015)
69. Intraday exchange rate volatility transmissions across QE announcements
    Finance Research Letters, 2015, 14, (C), 128-134 View citations (23)
70. On quantitative easing and high frequency exchange rate dynamics
    Research in International Business and Finance, 2015, 34, (C), 110-125 View citations (21)
71. 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 (5)

2014

72. 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
73. Does central bank transparency affect stock market volatility?
    Journal of International Financial Markets, Institutions and Money, 2014, 31, (C), 362-377 View citations (38)
    See also Working Paper Does central bank transparency affect stock market volatility?, Post-Print (2014) View citations (21) (2014)
74. Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK
    Research in Economics, 2014, 68, (3), 208-213 View citations (2)
75. 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 (16)
76. 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 (9)
77. Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests
    Peace Economics, Peace Science, and Public Policy, 2014, 20, (2), 267-292 View citations (3)
    See also Working Paper Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests, Economics of Security Working Paper Series (2012) (2012)
78. THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES
    Region et Developpement, 2014, 39, 105-130 View citations (2)

2013

79. Does Terrorism Affect the Stock‐Bond Covariance? Evidence from European Countries
    Southern Economic Journal, 2013, 79, (4), 832-848 View citations (7)
80. European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings
    IJFS, 2013, 1, (4), 1-14 View citations (2)
81. Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates
    Economic Modelling, 2013, 33, (C), 545-551 View citations (16)
82. The effects of terrorism and war on the oil price–stock index relationship
    Energy Economics, 2013, 40, (C), 743-752 View citations (71)
83. The risk relevance of International Financial Reporting Standards: Evidence from Greek banks
    International Review of Financial Analysis, 2013, 27, (C), 43-54 View citations (5)

2012

84. Banks’ lending behavior and monetary policy: evidence from Sweden
    Review of Quantitative Finance and Accounting, 2012, 38, (2), 131-148 View citations (13)
85. 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

86. 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 (47)
87. 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 (75)

2010

88. 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 (28)

2009

89. 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 (3)
90. Yield spreads and real economic activity in East European transition economies
    Applied Economics Letters, 2009, 16, (5), 531-537 View citations (3)

2008

91. The effect of diversification across businesses and within lending activities on risks of commercial banks' portfolios: evidence from South Korea
    International Journal of Monetary Economics and Finance, 2008, 1, (3), 284-301 View citations (1)

2007

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

2006

94. An investigation of bond term premia in international government bond indices
    Research in International Business and Finance, 2006, 20, (1), 45-61 View citations (3)

2004

95. 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 (10)
96. 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