Access Statistics for Stephanos Τ. Papadamou

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
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 0 0 0 28 1 1 12 301
A Taylor Rule for EU members. Does one rule fit to all EU member needs ? 0 0 0 0 0 0 7 14
Central Bank Independence and the Dynamics of Public Debt? 0 0 1 131 1 2 18 245
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 0 0 0 0 10 13
Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis 0 0 3 507 1 5 32 2,078
Does Central Bank Independence Affect Stock Market Volatility? 0 0 0 141 0 1 14 317
Does central bank independence affect stock market volatility ? 0 0 0 0 0 0 13 17
Does central bank transparency affect stock market volatility? 0 0 0 0 0 2 7 7
Does the ECB Care about Shifts in Investors’ Risk Appetite? 0 0 0 18 1 1 14 132
Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 0 0 0 44 0 3 23 182
Has Stock Markets' Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market 0 0 0 52 0 3 33 286
How effective quantitative easing is in relation to the Gold Standard? A historical approach based on the US experience 0 0 0 74 0 3 23 120
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 0 0 0 0 10 15
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 0 1 1 12 37
News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets 0 0 0 29 0 4 25 141
Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests 0 0 0 34 0 3 25 145
Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data 0 0 0 31 1 4 24 143
Terrorism and Capital Markets: The Effects of the Istanbul Bombings 0 0 0 115 2 3 28 426
Terrorism and Market Jitters 0 0 0 23 0 0 9 72
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 0 2 2 86 0 3 25 393
The effects of Monetary Policy shocks across the Greek Regions 0 0 1 76 0 0 16 177
Total Working Papers 0 2 7 1,389 8 39 380 5,261

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe 0 0 1 39 2 2 16 164
A Taylor Rule for EU members. Does one rule fit to all EU member needs? 0 1 2 34 2 5 13 100
A normative argument towards the independence of public debt management 0 0 1 1 1 2 12 12
A survey of empirical findings on unconventional central bank policies 1 1 4 76 1 1 20 159
A systematic review of the bubble dynamics of cryptocurrency prices 0 0 4 81 1 6 48 334
ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP 0 1 6 82 0 5 29 239
Abnormal lending and risk in Swedish financial institutions 0 0 0 9 1 1 14 44
American equity mutual funds in European markets: Hot hands phenomenon and style analysis 0 0 0 103 0 0 10 642
An investigation of bond term premia in international government bond indices 0 0 0 75 0 0 6 193
Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises? 0 0 0 5 1 3 15 27
Banks’ lending behavior and monetary policy: evidence from Sweden 0 0 0 61 1 3 26 201
Built-in challenges within the supervisory architecture of the Eurozone 0 0 0 3 2 3 13 29
Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors? 0 0 1 6 0 2 17 30
Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics 0 0 0 2 0 0 16 26
Central Bank Credibility’s Effect on Stock Exchange Returns’ Volatility: Evidence from OECD Countries 0 0 0 7 0 3 17 41
Central bank transparency and exchange rate volatility effects on inflation-output volatility 0 0 2 30 2 3 17 98
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 2 51 2 3 22 159
Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea 0 0 0 0 0 0 3 62
Could the Public Debt Management via ECB’s QE Create a Surge of Inflation in the Euro Area? 0 0 0 17 0 0 6 34
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking? 0 0 2 4 0 1 15 21
Does Terrorism Affect the Stock‐Bond Covariance? Evidence from European Countries 0 0 0 5 0 0 10 40
Does central bank independence affect stock market volatility? 0 0 0 18 0 1 15 109
Does central bank transparency affect stock market volatility? 0 1 3 100 0 4 21 331
Does government spending cointegrate with bank lending? Evidence from Eurozone panel data 0 0 5 7 0 1 20 27
Does innovation affect the impact of corruption on economic growth? International evidence 0 0 0 31 2 3 36 115
Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure 0 0 0 0 1 2 18 27
Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis 0 0 0 11 2 2 16 89
European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings 0 0 0 19 1 2 8 106
Evaluating survey-based forecasts of interest rates and macroeconomic variables 0 0 2 5 0 0 9 19
Evaluating the style-based risk model for equity mutual funds investing in Europe 0 0 0 137 0 0 10 596
Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework 0 1 2 8 0 2 22 43
Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK 0 0 0 14 0 0 14 99
Flight-to-quality between global stock and bond markets in the COVID era 0 0 7 45 1 5 62 214
Geopolitical risks and the oil-stock nexus over 1899–2016 1 3 12 107 4 20 82 413
Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets 1 2 4 17 1 3 24 69
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 1 1 1 30 1 2 13 117
Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates 0 0 1 29 0 1 16 100
Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK 0 0 0 46 0 3 19 260
Intraday exchange rate volatility transmissions across QE announcements 0 0 0 19 0 1 8 89
Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen 0 0 1 18 0 6 45 102
Investigating volatility transmission and hedging properties between Bitcoin and Ethereum 1 1 2 74 1 2 33 259
Investors’ risk aversion integration and quantitative easing 0 0 0 12 0 0 9 44
Is There a Role for Central Bank Independence on Public Debt Dynamics? 0 0 3 69 0 0 18 156
Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis 0 0 0 12 0 0 16 105
Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates 0 0 0 23 0 2 17 192
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 8 0 0 8 36
Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets 0 1 4 12 2 6 32 59
News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets 0 0 0 11 0 2 17 86
Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets 0 0 0 19 1 2 20 79
On quantitative easing and high frequency exchange rate dynamics 0 0 0 92 1 1 16 370
Optimism-pessimism effects on money demand: theory and evidence 0 0 0 10 1 3 7 89
PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES 0 0 0 15 1 1 15 89
Policy uncertainty and non‐performing loans in Greece 0 0 3 4 1 2 22 25
Price discovery in bitcoin futures 0 0 1 57 0 4 25 230
Private capital formation and government spending interaction in the case of eurozone countries 0 0 0 3 0 0 10 28
Public investment, inflation persistence and central bank independence 0 0 0 29 0 1 12 102
Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis 1 2 3 6 4 9 32 44
Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach 1 1 1 28 2 4 15 169
Regional asymmetries in monetary policy transmission: The case of the Greek regions 0 0 2 25 0 1 18 70
Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests 0 0 0 19 0 1 15 117
SELECTIVITY AND MARKET TIMING SKILLS IN EMERGING GREEK EQUITY MUTUAL FUNDS DURING THE SOVEREIGN DEBT CRISIS 0 0 0 12 0 1 6 44
Significance of risk modelling in the term structure of interest rates 0 0 0 53 0 0 9 222
Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices 0 0 0 13 1 1 12 122
Stock markets and effective exchange rates in European countries: threshold cointegration findings 0 1 1 16 0 2 16 101
Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market 0 0 5 55 1 4 30 266
THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES 0 0 0 61 0 1 17 210
Terrorism and capital markets: The effects of the Madrid and London bomb attacks 0 3 8 192 5 21 55 566
The Determinants of Energy and Electricity Consumption in Developed and Developing Countries: International Evidence 0 1 3 10 0 1 15 50
The Distorting Effects of Corruption on Financial Stability and Economic Growth: Evidence from Russian Banks Using a PVAR Approach 0 1 1 9 0 1 5 25
The Effect of Quantitative Easing through Google Metrics on US Stock Indices 0 0 0 3 0 0 7 38
The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone 0 0 0 12 1 3 18 98
The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition 0 0 0 103 1 1 14 238
The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries 0 0 0 13 0 1 15 92
The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19 0 1 3 10 3 9 46 77
The dimension of popularity in the cryptocurrency market 0 0 0 7 1 4 15 40
The effect of central bank transparency on inflation persistence 0 0 1 4 0 0 18 45
The effect of diversification across businesses and within lending activities on risks of commercial banks' portfolios: evidence from South Korea 0 0 1 70 0 0 8 231
The effect of the market-based monetary policy transparency index on inflation and output variability 0 0 0 11 0 0 9 70
The effectiveness of quantitative easing: Evidence from Japan 1 1 5 50 2 6 37 209
The effects of terrorism and war on the oil price–stock index relationship 0 0 4 98 2 9 53 484
The impact of corporate governance mechanisms on mitigating banks’ propensity for risk-taking 0 1 4 11 4 10 35 60
The impact of the shadow economy on the direct-indirect tax mix: Can central banks’ independence mitigate the effect? 0 1 4 11 0 2 22 47
The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR 1 1 3 22 2 3 28 74
The informational content of unconventional monetary policy on precious metal markets 0 0 0 2 0 1 10 56
The macroeconomic effects of fiscal consolidation policies in Greece 0 0 2 43 1 1 23 162
The prudential role of Basel III liquidity provisions towards financial stability 0 0 2 25 2 3 17 71
The risk relevance of International Financial Reporting Standards: Evidence from Greek banks 0 0 0 58 0 1 13 271
The role of leverage in quantitative easing decisions: Evidence from the UK 0 0 0 22 1 1 15 115
The role of net stable funding ratio on the bank lending channel: evidence from European Union 0 2 5 35 2 5 25 101
The stock-bond nexus and investors’ behavior in mature and emerging markets 0 0 0 1 1 1 9 15
The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies? 0 0 0 15 0 2 11 68
U.S. unconventional monetary policy and risk tolerance in major currency markets 0 0 1 10 1 1 11 36
US non-linear causal effects on global equity indices in Normal times versus unconventional eras 0 0 1 10 1 1 12 49
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets 0 0 0 12 0 1 9 48
Unconventional monetary policy effects on output and inflation: A meta-analysis 0 1 6 80 0 16 53 262
Variance risk premium and equity returns 0 1 6 54 4 6 30 164
Yield spreads and real economic activity in East European transition economies 0 0 0 30 0 0 7 84
Total Journal Articles 9 31 148 3,123 79 262 1,895 12,840
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