Details about Stephanos Papadamou
Access statistics for papers by Stephanos Papadamou.
Last updated 2021-02-09. Update your information in the RePEc Author Service.
Short-id: ppa182
Jump to Journal Articles Editor
Working Papers
2020
- 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 (3)
- Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts
Post-Print, HAL
See also Journal Article in Journal of International Financial Markets, Institutions and Money (2020)
2017
- 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)
- Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016
Working Papers, University of Pretoria, Department of Economics View citations (28)
See also Journal Article in Finance Research Letters (2017)
- 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
- 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
- Central Bank Independence and the Dynamics of Public Debt?
Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg
- Does Central Bank Independence Affect Stock Market Volatility?
Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg View citations (8)
See also Journal Article in Research in International Business and Finance (2017)
2012
- 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)
- 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 (3)
- Terrorism and Market Jitters
EUSECON Policy Briefing, DIW Berlin, German Institute for Economic Research
- The effects of Monetary Policy shocks across the Greek Regions
ERSA conference papers, European Regional Science Association View citations (2)
2011
- 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
- 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)
- 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
- Does the ECB Care about Shifts in Investors’ Risk Appetite?
MPRA Paper, University Library of Munich, Germany View citations (1)
Journal Articles
2020
- A survey of empirical findings on unconventional central bank policies
Journal of Economic Studies, 2020, 47, (7), 1533-1577
- A systematic review of the bubble dynamics of cryptocurrency prices
Research in International Business and Finance, 2020, 54, (C) View citations (1)
- Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts
Journal of International Financial Markets, Institutions and Money, 2020, 64, (C) 
See also Working Paper (2020)
- Price discovery in bitcoin futures
Research in International Business and Finance, 2020, 52, (C) View citations (6)
- 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
- 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 (3)
- 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 (1)
2019
- Investigating volatility transmission and hedging properties between Bitcoin and Ethereum
Research in International Business and Finance, 2019, 48, (C), 219-227 View citations (11)
- Investors’ risk aversion integration and quantitative easing
Review of Behavioral Finance, 2019, 12, (2), 170-183
- Optimism-pessimism effects on money demand: theory and evidence
Review of Behavioral Finance, 2019, 11, (1), 23-35
- PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES
The Singapore Economic Review (SER), 2019, 64, (02), 323-339
- 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 (2)
- The effectiveness of quantitative easing: Evidence from Japan
Journal of International Money and Finance, 2019, 99, (C) View citations (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 View citations (3)
- Unconventional monetary policy effects on output and inflation: A meta-analysis
International Review of Financial Analysis, 2019, 61, (C), 295-305 View citations (8)
2018
- 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)
- Abnormal lending and risk in Swedish financial institutions
Review of Accounting and Finance, 2018, 17, (4), 498-513
- Asymmetric price responses to stock addition to and deletion from the Athens Stock Exchange Index
Managerial Finance, 2018, 44, (4), 406-423
- 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 (1)
- 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)
- 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 (2)
- The informational content of unconventional monetary policy on precious metal markets
Journal of Forecasting, 2018, 37, (1), 16-36 View citations (5)
- 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 (4)
- Variance risk premium and equity returns
Research in International Business and Finance, 2018, 46, (C), 462-470 View citations (3)
2017
- Does central bank independence affect stock market volatility?
Research in International Business and Finance, 2017, 42, (C), 855-864 View citations (3)
See also Working Paper (2016)
- Geopolitical risks and the oil-stock nexus over 1899–2016
Finance Research Letters, 2017, 23, (C), 165-173 View citations (27)
See also Working Paper (2017)
- 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)
- Investigating the relationship between central bank transparency and stock market volatility in a nonparametric framework
Credit and Capital Markets, 2017, 50, (1), 63-83
- Is There a Role for Central Bank Independence on Public Debt Dynamics?
Journal of Applied Finance & Banking, 2017, 7, (1), 6 View citations (1)
- 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 (3)
- Public investment, inflation persistence and central bank independence
Journal of Economic Studies, 2017, 44, (6), 976-986 View citations (3)
- The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries
Review of Economics, 2017, 68, (1), 41-62
- The macroeconomic effects of fiscal consolidation policies in Greece
Journal of Financial Economic Policy, 2017, 9, (1), 34-49
2016
- Central bank transparency and exchange rate volatility effects on inflation-output volatility
Economics and Business Letters, 2016, 5, (4), 125-133 View citations (1)
- 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 (4)
- Regional asymmetries in monetary policy transmission: The case of the Greek regions
Environment and Planning C, 2016, 34, (5), 795-815 View citations (1)
- Stock markets and effective exchange rates in European countries: threshold cointegration findings
Eurasian Economic Review, 2016, 6, (2), 215-274 View citations (5)
2015
- Central bank transparency and the interest rate channel: Evidence from emerging economies
Economic Modelling, 2015, 48, (C), 167-174 View citations (26)
- Intraday exchange rate volatility transmissions across QE announcements
Finance Research Letters, 2015, 14, (C), 128-134 View citations (12)
- On quantitative easing and high frequency exchange rate dynamics
Research in International Business and Finance, 2015, 34, (C), 110-125 View citations (15)
- 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 (3)
2014
- 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
- Does central bank transparency affect stock market volatility?
Journal of International Financial Markets, Institutions and Money, 2014, 31, (C), 362-377 View citations (24)
- Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK
Research in Economics, 2014, 68, (3), 208-213 View citations (2)
- 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 (8)
- 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)
- 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)
- THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES
Region et Developpement, 2014, 39, 105-130
2013
- 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)
- 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)
- Symposium - Does Terrorism Affect the Stock-Bond Covariance? Evidence from European Countries
Southern Economic Journal, 2013, 79, (4), 832-848 View citations (21)
- The effects of terrorism and war on the oil price–stock index relationship
Energy Economics, 2013, 40, (C), 743-752 View citations (26)
- The risk relevance of International Financial Reporting Standards: Evidence from Greek banks
International Review of Financial Analysis, 2013, 27, (C), 43-54 View citations (4)
2012
- Banks’ lending behavior and monetary policy: evidence from Sweden
Review of Quantitative Finance and Accounting, 2012, 38, (2), 131-148 View citations (7)
- 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
- 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 (27)
- 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 (42)
2010
- 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 (17)
2009
- 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)
- Yield spreads and real economic activity in East European transition economies
Applied Economics Letters, 2009, 16, (5), 531-537 View citations (3)
2007
- Significance of risk modelling in the term structure of interest rates
Applied Financial Economics, 2007, 17, (3), 237-247 View citations (5)
- The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition
International Economic Journal, 2007, 21, (4), 559-576 View citations (2)
2006
- 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
- 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 (6)
- 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
- Journal of Risk & Control
Risk Market Journals
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|