Access Statistics for Ioannis Chatziantoniou

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities 0 0 1 67 0 1 3 186
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 41 1 1 1 86
Can spillover effects provide forecasting gains? The case of oil price volatility 0 0 0 17 0 0 0 28
Dynamic Co-movements between Stock Market Returns and Policy Uncertainty 0 0 0 52 1 1 2 140
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 0 0 1 83 0 1 4 152
Dynamic Connectedness of UK Regional Property Prices 0 0 0 37 1 1 5 123
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 63 0 1 1 248
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 4 0 1 3 90
EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness 0 0 1 58 0 1 4 132
Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma 0 0 0 105 0 2 6 191
Forecasting Tourist Arrivals Using Origin Country Macroeconomics 0 0 1 42 0 0 2 69
From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps 0 0 1 55 0 0 21 304
Futures-based forecasts: How useful are they for oil price volatility forecasting? 0 0 0 27 0 0 1 24
Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves 2 4 8 101 2 5 14 221
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 0 158 4 12 87 524
Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach 3 7 20 86 5 15 41 161
Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence 0 0 0 56 1 2 4 181
The Evolution of Monetary Policy Focal Points 0 0 0 24 0 1 1 29
Total Working Papers 5 11 33 1,076 15 45 200 2,889


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A closer look into the global determinants of oil price volatility 0 0 1 25 1 2 10 74
A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification 0 0 2 10 0 1 7 32
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 6 0 1 1 56
Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? 0 0 0 17 0 0 0 71
Can Variations in Temperature Explain the Systemic Risk of European Firms? 0 0 0 8 0 0 3 44
Credit supply conditions and business cycles: New evidence from bank lending survey data 1 1 5 23 1 2 10 61
Crises and Contagion in Equity Portfolios 0 0 1 1 0 0 3 3
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies 1 2 7 23 3 7 25 64
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios 0 1 7 79 2 7 31 351
Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures 1 1 2 2 4 4 8 8
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty 1 2 16 157 3 9 46 525
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market 0 1 3 6 0 1 7 18
Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets 0 0 1 5 0 0 4 14
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures 0 0 0 2 0 5 7 11
Dynamic spillovers of oil price shocks and economic policy uncertainty 0 2 8 92 2 6 26 327
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness 1 2 9 49 4 13 47 165
Editorial of special issue 2016 Portsmouth – Fordham conference on Banking and Finance 0 0 0 0 0 2 3 3
Energy consumption, CO2 emissions, and economic growth: An ethical dilemma 2 5 14 151 4 16 74 621
Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis 0 0 1 25 0 1 6 81
Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency 0 1 6 23 0 4 15 77
Environmental disclosure and idiosyncratic risk in the European manufacturing sector 0 0 4 13 1 2 11 56
Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries 0 0 5 74 0 4 20 264
Forecasting oil price volatility using spillover effects from uncertainty indices 0 0 2 6 0 1 6 13
Forecasting tourist arrivals using origin country macroeconomics 1 1 1 5 2 2 3 36
From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps 0 0 0 9 0 2 4 62
Futures-based forecasts: How useful are they for oil price volatility forecasting? 0 0 0 4 0 1 1 35
Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves 0 1 6 13 3 6 13 28
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach 1 3 10 18 3 7 21 41
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach 1 5 15 55 1 10 39 177
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach 0 1 6 7 2 5 17 21
Model-free connectedness measures 0 1 1 12 1 3 10 37
Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty 1 1 3 31 1 4 8 84
Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it? 0 0 0 0 0 0 2 2
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies 0 0 1 8 0 0 4 22
Oil price volatility is effective in predicting food price volatility. Or is it? 0 0 1 5 1 1 4 13
Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries 0 1 1 24 1 5 12 86
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest 0 0 1 44 1 4 12 233
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 6 22 92 279 22 63 249 768
Stock market response to monetary and fiscal policy shocks: Multi-country evidence 0 2 26 305 0 9 61 1,235
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic 0 0 1 5 0 2 6 23
The Evolution of Monetary Policy Focal Points 0 0 0 2 1 2 2 8
The dynamic connectedness of UK regional property returns 0 1 1 26 0 3 4 82
The impact of Euro through time: Exchange rate dynamics under different regimes 0 4 14 47 2 9 33 109
US partisan conflict shocks and international stock market returns 0 0 3 4 1 1 5 16
Total Journal Articles 17 61 277 1,700 67 227 880 6,057


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity 0 1 3 8 14 29 112 221
Volatility Contagion Between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: A TVP-VAR Extended Joint Connectedness Approach 0 0 0 1 2 2 11 63
Total Chapters 0 1 3 9 16 31 123 284


Statistics updated 2025-05-12