Details about Dionisis Philippas

Access statistics for papers by Dionisis Philippas.

Last updated 2023-10-08. Update your information in the RePEc Author Service.

Short-id: pph75

Working Papers

2022

1. How to 'Trump' the energy market: evidence from the WTI-Brent spread
   Working Papers, HAL
   See also Journal Article How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread, Energy Policy, Elsevier (2023) (2023)

2021

2. Chasing the ‘green bandwagon’ in times of uncertainty
   Post-Print, HAL View citations (2)
   See also Journal Article Chasing the ‘green bandwagon’ in times of uncertainty, Energy Policy, Elsevier (2021) View citations (3) (2021)
3. Investors’ attention and information losses under market stress
   Post-Print, HAL View citations (7)
   See also Journal Article Investors’ attention and information losses under market stress, Journal of Economic Behavior & Organization, Elsevier (2021) View citations (7) (2021)

2019

4. Media attention and Bitcoin prices
   Post-Print, HAL View citations (63)
   See also Journal Article Media attention and Bitcoin prices, Finance Research Letters, Elsevier (2019) View citations (68) (2019)

2018

5. Evaluating countries’ innovation potential: an international perspective
   Working Papers, Rice University, Department of Economics

Journal Articles

2023

1. Built-in challenges within the supervisory architecture of the Eurozone
   Journal of Banking Regulation, 2023, 24, (1), 15-39 View citations (1)
2. Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis
   Computational Economics, 2023, 62, (1), 205-227 View citations (1)
3. How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread
   Energy Policy, 2023, 179, (C)
   See also Working Paper How to 'Trump' the energy market: evidence from the WTI-Brent spread, Working Papers (2022) (2022)

2022

4. Local versus global factors weighing on stock market returns during the COVID-19 pandemic
   Finance Research Letters, 2022, 46, (PA) View citations (2)
5. Multivariate stochastic volatility for herding detection: Evidence from the energy sector
   Energy Economics, 2022, 109, (C) View citations (3)

2021

6. Chasing the ‘green bandwagon’ in times of uncertainty
   Energy Policy, 2021, 151, (C) View citations (3)
   See also Working Paper Chasing the ‘green bandwagon’ in times of uncertainty, Post-Print (2021) View citations (2) (2021)
7. Investors’ attention and information losses under market stress
   Journal of Economic Behavior & Organization, 2021, 191, (C), 1112-1127 View citations (7)
   See also Working Paper Investors’ attention and information losses under market stress, Post-Print (2021) View citations (7) (2021)
8. Trading off accuracy for speed: Hedge funds' decision-making under uncertainty
   International Review of Financial Analysis, 2021, 75, (C) View citations (2)

2020

9. A data envelopment analysis and local partial least squares approach for identifying the optimal innovation policy direction
   European Journal of Operational Research, 2020, 285, (3), 1011-1024 View citations (11)
10. Multidirectional conditional convergence in European banking
    Journal of Economic Behavior & Organization, 2020, 173, (C), 88-106 View citations (9)
11. Signal-herding in cryptocurrencies
    Journal of International Financial Markets, Institutions and Money, 2020, 65, (C) View citations (24)

2019

12. Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective
    Empirical Economics, 2019, 56, (5), 1549-1579 View citations (9)
13. Investors’ risk aversion integration and quantitative easing
    Review of Behavioral Finance, 2019, 12, (2), 170-183 View citations (3)
14. Media attention and Bitcoin prices
    Finance Research Letters, 2019, 30, (C), 37-43 View citations (68)
    See also Working Paper Media attention and Bitcoin prices, Post-Print (2019) View citations (63) (2019)
15. 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)

2018

16. Abnormal lending and risk in Swedish financial institutions
    Review of Accounting and Finance, 2018, 17, (4), 498-513
17. The effects of sector reforms on the productivity of Greek banks: a step-by-step analysis of the pre-Euro era
    Annals of Operations Research, 2018, 266, (1), 531-549 View citations (11)
18. Trade asymmetries in the Mediterranean basin
    The Journal of Economic Asymmetries, 2018, 17, (C), 13-20 View citations (6)

2017

19. Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange
    International Review of Financial Analysis, 2017, 54, (C), 54-62 View citations (9)

2016

20. Exposing volatility spillovers: A comparative analysis based on vector autoregressive models
    Finance Research Letters, 2016, 18, (C), 302-305 View citations (4)

2015

21. Strategic interactions of fiscal policies in Europe: A global VAR perspective
    Journal of International Money and Finance, 2015, 59, (C), 49-76 View citations (20)

2014

22. Money factors and EMU government bond markets' convergence
    Studies in Economics and Finance, 2014, 31, (2), 156-167 View citations (2)

2013

23. Is the EMU government bond market a playground for asymmetries?
    The Journal of Economic Asymmetries, 2013, 10, (1), 21-31 View citations (6)
24. Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets
    Journal of International Financial Markets, Institutions and Money, 2013, 27, (C), 161-176 View citations (58)