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Details about Christos Savvas Savva

E-mail:
Homepage:http://www.csavva.com
Phone:+35725002349
Postal address:Cyprus University of Technology Archbishop Kyprianos 31, Limassol Savings Co-operative Bank Building, P.O. Box 50329 3603, Lemesos, Cyprus
Workplace:Faculty of Economics and Management, Cyprus University of Technology, (more information at EDIRC)

Access statistics for papers by Christos Savvas Savva.

Last updated 2021-11-05. Update your information in the RePEc Author Service.

Short-id: psa291


Jump to Journal Articles

Working Papers

2021

  1. Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data
    Discussion Paper Series, Department of Economics, University of Macedonia Downloads View citations (2)
    See also Journal Article Is British output growth related to its uncertainty? Evidence using eight centuries of data, Scottish Journal of Political Economy, Scottish Economic Society (2021) Downloads View citations (2) (2021)

2020

  1. A Coronavirus Asset Pricing Model: The Role of Skewness
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Cross-Border Spillovers in Foreign Currency Credit
    Economics Discussion Paper Series, Economics, The University of Manchester Downloads
  3. Weekly dynamic conditional correlations among cryptocurrencies and traditional assets
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads View citations (3)

2018

  1. Regional Spillovers in Financial Dollarization
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester Downloads
  2. To Create or to Redistribute? That is the Question
    Working Papers, Central Bank of Cyprus Downloads

2017

  1. Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute Downloads View citations (1)
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) Downloads View citations (1)
  2. Tourism stocks in times of crises: An econometric investigation of non-macro factors
    Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico Downloads
    Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2016) Downloads
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2016) Downloads
    Tinbergen Institute Discussion Papers, Tinbergen Institute (2016) Downloads

2016

  1. Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns
    Working Papers, Central Bank of Cyprus Downloads
  2. The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour
    Working Papers, Central Bank of Cyprus Downloads View citations (1)

2015

  1. Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2014) Downloads

    See also Journal Article Idiosyncratic volatility puzzle: influence of macro-finance factors, Review of Quantitative Finance and Accounting, Springer (2019) Downloads View citations (2) (2019)
  2. Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester Downloads View citations (4)
  3. Risk-Return Trade-Off for European Stock Markets
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2013) Downloads

    See also Journal Article Risk-return trade-off for European stock markets, International Review of Financial Analysis, Elsevier (2016) Downloads View citations (17) (2016)

2013

  1. Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester Downloads View citations (9)
    See also Journal Article Institutions and financial dollarization: Indirect effects based on a policy experiment, Economics Letters, Elsevier (2013) Downloads View citations (9) (2013)

2010

  1. Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester Downloads View citations (6)
    See also Journal Article Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7, Journal of Macroeconomics, Elsevier (2013) Downloads View citations (29) (2013)
  2. Nominal Uncertainty and Inflation: The Role of European Union Membership
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester Downloads
    See also Journal Article Nominal uncertainty and inflation: The role of European Union membership, Economics Letters, Elsevier (2011) Downloads View citations (12) (2011)

2009

  1. Financial Dollarization: Short-Run Determinants in Transition Economies
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester Downloads View citations (51)
    See also Journal Article Financial dollarization: Short-run determinants in transition economies, Journal of Banking & Finance, Elsevier (2009) Downloads View citations (51) (2009)
  2. Modelling change in financial market integration
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads

2008

  1. Stock market integration between new EU member states and the Euro-zone
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads
    See also Journal Article Stock market integration between new EU member states and the Euro-zone, Empirical Economics, Springer (2010) Downloads View citations (41) (2010)

2007

  1. Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries
    University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics Downloads View citations (6)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2007) Downloads View citations (7)

    See also Journal Article Business cycle synchronization of the euro area with the new and negotiating member countries, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2010) Downloads View citations (43) (2010)

2006

  1. Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester Downloads
    Also in Economics Discussion Paper Series, Economics, The University of Manchester (2006) Downloads

    See also Journal Article Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US, Journal of Financial Econometrics, Oxford University Press (2008) Downloads View citations (15) (2008)
  2. The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies
    Economics Discussion Paper Series, Economics, The University of Manchester Downloads View citations (5)
    Also in Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2006) Downloads View citations (5)

2005

  1. Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro
    Economics Discussion Paper Series, Economics, The University of Manchester Downloads View citations (8)
    Also in Economics Discussion Paper Series, Economics, The University of Manchester (2005) Downloads View citations (12)
    Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester (2005) Downloads View citations (8)

    See also Journal Article Spillovers and correlations between US and major European stock markets: the role of the euro, Applied Financial Economics, Taylor & Francis Journals (2009) Downloads View citations (40) (2009)
  2. Volatility, spillover Effects and Correlations in US and Major European Markets
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group Downloads View citations (11)

Journal Articles

2021

  1. Are central banks to blame? Monetary policy and bank lending behavior
    Bulletin of Economic Research, 2021, 73, (4), 762-779 Downloads
  2. Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components
    Energy Economics, 2021, 95, (C) Downloads View citations (13)
  3. Is British output growth related to its uncertainty? Evidence using eight centuries of data
    Scottish Journal of Political Economy, 2021, 68, (3), 345-364 Downloads View citations (2)
    See also Working Paper Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data, Discussion Paper Series (2021) Downloads View citations (2) (2021)
  4. Public Debt Thresholds: An Analysis for Cyprus
    Cyprus Economic Policy Review, 2021, 15, (1), 75-85 Downloads
  5. Quantile Risk–Return Trade-Off
    JRFM, 2021, 14, (6), 1-14 Downloads
  6. Tell me where to stop: thresholds in the bank lending and output growth relationship
    Empirical Economics, 2021, 60, (4), 1845-1873 Downloads View citations (2)
  7. The impact of the coronavirus crisis on the market price of risk
    Journal of Financial Stability, 2021, 53, (C) Downloads View citations (5)

2020

  1. Flight-to-safety and the risk-return trade-off: European evidence
    Finance Research Letters, 2020, 35, (C) Downloads View citations (3)
  2. Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments
    Journal of the Royal Statistical Society Series A, 2020, 183, (3), 1097-1119 Downloads View citations (8)
  3. The effects of oil price shocks on the prices of EU emission trading system and European stock returns
    The European Journal of Finance, 2020, 26, (1), 1-13 Downloads View citations (5)
  4. Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean
    Defence and Peace Economics, 2020, 31, (3), 245-268 Downloads View citations (2)
  5. What Determines Bank Lending Standards in Cyprus?
    Cyprus Economic Policy Review, 2020, 14, (1), 16-26 Downloads

2019

  1. Idiosyncratic volatility puzzle: influence of macro-finance factors
    Review of Quantitative Finance and Accounting, 2019, 52, (2), 381-401 Downloads View citations (2)
    See also Working Paper Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors, Working Papers (2015) Downloads (2015)
  2. Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
    Econometric Reviews, 2019, 38, (6), 660-678 Downloads View citations (1)
  3. Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity
    European Financial Management, 2019, 25, (1), 116-159 Downloads View citations (3)

2018

  1. Effects of fiscal consolidation on business confidence in the Euro Area
    Economics and Business Letters, 2018, 7, (2), 76-83 Downloads
  2. Factors Affecting Housing Prices: International Evidence
    Cyprus Economic Policy Review, 2018, 12, (2), 87-96 Downloads
  3. The Risk and Return Conundrum Explained: International Evidence
    Journal of Financial Econometrics, 2018, 16, (3), 486-521 Downloads View citations (7)

2017

  1. Modelling house price volatility states in Cyprus with switching ARCH models
    Cyprus Economic Policy Review, 2017, 11, (1), 69-82 Downloads View citations (3)
  2. Size Effects of Fiscal Policy and Business Confidence in the Euro Area
    IJFS, 2017, 5, (4), 1-15 Downloads View citations (2)
  3. The effects of oil price shocks on U.S. stock order flow imbalances and stock returns
    Journal of International Money and Finance, 2017, 74, (C), 137-146 Downloads View citations (12)

2016

  1. Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets
    Journal of Multinational Financial Management, 2016, 35, (C), 59-78 Downloads View citations (6)
  2. Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth
    Journal of Applied Econometrics, 2016, 31, (6), 1192-1196 Downloads
  3. Risk-return trade-off for European stock markets
    International Review of Financial Analysis, 2016, 46, (C), 84-103 Downloads View citations (17)
    See also Working Paper Risk-Return Trade-Off for European Stock Markets, Working Papers (2015) Downloads (2015)
  4. Short-horizon event study estimation with a STAR model and real contaminated events
    Review of Quantitative Finance and Accounting, 2016, 47, (3), 673-697 Downloads View citations (3)
  5. Skewness and the Relation Between Risk and Return
    Management Science, 2016, 62, (6), 1598-1609 Downloads View citations (16)

2015

  1. Family involvement and firm performance: Evidence from UK listed firms
    Journal of Family Business Strategy, 2015, 6, (1), 14-32 Downloads View citations (16)
  2. House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus
    Cyprus Economic Policy Review, 2015, 9, (2), 79-90 Downloads View citations (2)
  3. Short-horizon excess returns and exchange rate and interest rate effects
    Journal of International Financial Markets, Institutions and Money, 2015, 37, (C), 54-76 Downloads View citations (3)
  4. Support for smoke-free policies in the Cyprus hospitality industry
    International Journal of Public Health, 2015, 60, (8), 911-917 Downloads
  5. The effect of security and market order flow shocks on co-movement
    Journal of International Financial Markets, Institutions and Money, 2015, 39, (C), 136-155 Downloads View citations (1)

2014

  1. The Effects of Fiscal Consolidation on Macroeconomic Indicators in Cyprus
    Cyprus Economic Policy Review, 2014, 8, (1), 93-119 Downloads

2013

  1. Illiquidity shocks and the comovement between stocks: New evidence using smooth transition
    Journal of Empirical Finance, 2013, 23, (C), 1-15 Downloads View citations (7)
  2. Institutions and financial dollarization: Indirect effects based on a policy experiment
    Economics Letters, 2013, 121, (3), 405-410 Downloads View citations (9)
    See also Working Paper Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment, Centre for Growth and Business Cycle Research Discussion Paper Series (2013) Downloads View citations (9) (2013)
  3. Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7
    Journal of Macroeconomics, 2013, 35, (C), 81-92 Downloads View citations (29)
    See also Working Paper Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7, Centre for Growth and Business Cycle Research Discussion Paper Series (2010) Downloads View citations (6) (2010)

2011

  1. ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA
    Manchester School, 2011, 79, (6), 1323-1352 Downloads View citations (10)
  2. Modeling interbank relations during the international financial crisis
    Economics Bulletin, 2011, 31, (1), 916-924 Downloads View citations (3)
  3. Nominal uncertainty and inflation: The role of European Union membership
    Economics Letters, 2011, 112, (1), 26-30 Downloads View citations (12)
    See also Working Paper Nominal Uncertainty and Inflation: The Role of European Union Membership, Centre for Growth and Business Cycle Research Discussion Paper Series (2010) Downloads (2010)
  4. The relative efficiency of shipping companies
    Transportation Research Part E: Logistics and Transportation Review, 2011, 47, (5), 681-694 Downloads View citations (21)

2010

  1. Business cycle synchronization of the euro area with the new and negotiating member countries
    International Journal of Finance & Economics, 2010, 15, (3), 288-306 Downloads View citations (43)
    See also Working Paper Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries, University of Cyprus Working Papers in Economics (2007) Downloads View citations (6) (2007)
  2. Stock market integration between new EU member states and the Euro-zone
    Empirical Economics, 2010, 39, (2), 337-351 Downloads View citations (41)
    See also Working Paper Stock market integration between new EU member states and the Euro-zone, Working Papers (2008) Downloads (2008)

2009

  1. Factors Affecting House Prices in Cyprus: 1988-2008
    Cyprus Economic Policy Review, 2009, 3, (1), 3-25 Downloads View citations (8)
  2. Financial dollarization: Short-run determinants in transition economies
    Journal of Banking & Finance, 2009, 33, (10), 1860-1873 Downloads View citations (51)
    See also Working Paper Financial Dollarization: Short-Run Determinants in Transition Economies, Centre for Growth and Business Cycle Research Discussion Paper Series (2009) Downloads View citations (51) (2009)
  3. International stock markets interactions and conditional correlations
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (4), 645-661 Downloads View citations (34)
  4. Spillovers and correlations between US and major European stock markets: the role of the euro
    Applied Financial Economics, 2009, 19, (19), 1595-1604 Downloads View citations (40)
    See also Working Paper Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro, Economics Discussion Paper Series (2005) Downloads View citations (8) (2005)

2008

  1. Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US
    Journal of Financial Econometrics, 2008, 6, (3), 307-325 Downloads View citations (15)
    See also Working Paper Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US, Centre for Growth and Business Cycle Research Discussion Paper Series (2006) Downloads (2006)

2007

  1. The Efficiency of Cypriot Commercial Banks: A Comparison with Greece and the UK
    Cyprus Economic Policy Review, 2007, 1, (2), 17-35 Downloads View citations (1)
 
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