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 0 3 11 300
A Taylor Rule for EU members. Does one rule fit to all EU member needs ? 0 0 0 0 0 2 8 14
Central Bank Independence and the Dynamics of Public Debt? 0 0 1 131 1 5 18 244
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 0 0 0 3 11 13
Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis 0 1 5 507 3 8 35 2,076
Does Central Bank Independence Affect Stock Market Volatility? 0 0 0 141 1 4 14 317
Does central bank independence affect stock market volatility ? 0 0 0 0 0 1 13 17
Does central bank transparency affect stock market volatility? 0 0 0 0 1 4 6 6
Does the ECB Care about Shifts in Investors’ Risk Appetite? 0 0 0 18 0 3 13 131
Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 0 0 0 44 2 10 22 181
Has Stock Markets' Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market 0 0 0 52 2 21 32 285
How effective quantitative easing is in relation to the Gold Standard? A historical approach based on the US experience 0 0 0 74 3 8 23 120
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 0 0 0 2 10 15
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 0 0 2 11 36
News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets 0 0 0 29 1 3 22 138
Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests 0 0 0 34 2 6 24 144
Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data 0 0 0 31 2 4 23 141
Terrorism and Capital Markets: The Effects of the Istanbul Bombings 0 0 0 115 0 8 27 423
Terrorism and Market Jitters 0 0 0 23 0 3 10 72
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 1 1 1 85 1 8 24 391
The effects of Monetary Policy shocks across the Greek Regions 0 0 1 76 0 5 16 177
Total Working Papers 1 2 8 1,388 19 113 373 5,241

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 0 4 14 162
A Taylor Rule for EU members. Does one rule fit to all EU member needs? 1 1 3 34 3 5 13 98
A normative argument towards the independence of public debt management 0 0 1 1 1 2 11 11
A survey of empirical findings on unconventional central bank policies 0 0 4 75 0 6 20 158
A systematic review of the bubble dynamics of cryptocurrency prices 0 0 5 81 2 10 47 330
ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP 1 2 7 82 4 8 29 238
Abnormal lending and risk in Swedish financial institutions 0 0 0 9 0 2 13 43
American equity mutual funds in European markets: Hot hands phenomenon and style analysis 0 0 0 103 0 3 10 642
An investigation of bond term premia in international government bond indices 0 0 0 75 0 1 6 193
Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises? 0 0 0 5 2 4 15 26
Banks’ lending behavior and monetary policy: evidence from Sweden 0 0 0 61 1 6 25 199
Built-in challenges within the supervisory architecture of the Eurozone 0 0 0 3 0 4 12 26
Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors? 0 0 1 6 2 3 17 30
Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics 0 0 0 2 0 3 18 26
Central Bank Credibility’s Effect on Stock Exchange Returns’ Volatility: Evidence from OECD Countries 0 0 0 7 1 5 17 39
Central bank transparency and exchange rate volatility effects on inflation-output volatility 0 0 2 30 1 4 15 96
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 2 51 0 3 19 156
Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea 0 0 0 0 0 1 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 4 7 34
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking? 0 0 3 4 1 4 19 21
Does Terrorism Affect the Stock‐Bond Covariance? Evidence from European Countries 0 0 0 5 0 3 14 40
Does central bank independence affect stock market volatility? 0 0 1 18 1 4 16 109
Does central bank transparency affect stock market volatility? 0 1 2 99 3 8 22 330
Does government spending cointegrate with bank lending? Evidence from Eurozone panel data 0 0 6 7 1 3 21 27
Does innovation affect the impact of corruption on economic growth? International evidence 0 0 1 31 0 11 36 112
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 0 7 18 25
Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis 0 0 0 11 0 3 14 87
European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings 0 0 0 19 1 3 10 105
Evaluating survey-based forecasts of interest rates and macroeconomic variables 0 0 2 5 0 1 10 19
Evaluating the style-based risk model for equity mutual funds investing in Europe 0 0 0 137 0 1 11 596
Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework 0 0 1 7 1 8 23 42
Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK 0 0 0 14 0 5 14 99
Flight-to-quality between global stock and bond markets in the COVID era 0 2 10 45 3 14 69 212
Geopolitical risks and the oil-stock nexus over 1899–2016 1 2 12 105 9 28 76 402
Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets 1 1 3 16 2 4 23 68
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 0 29 0 1 11 115
Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates 0 1 2 29 0 6 16 99
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 2 7 21 259
Intraday exchange rate volatility transmissions across QE announcements 0 0 0 19 1 4 8 89
Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen 0 1 1 18 3 17 44 99
Investigating volatility transmission and hedging properties between Bitcoin and Ethereum 0 0 1 73 0 6 34 257
Investors’ risk aversion integration and quantitative easing 0 0 0 12 0 2 9 44
Is There a Role for Central Bank Independence on Public Debt Dynamics? 0 0 5 69 0 5 21 156
Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis 0 0 0 12 0 4 19 105
Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates 0 0 0 23 1 7 17 191
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 8 0 2 9 36
Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets 0 1 4 11 1 12 32 54
News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets 0 0 0 11 2 5 17 86
Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets 0 0 0 19 0 3 18 77
On quantitative easing and high frequency exchange rate dynamics 0 0 1 92 0 3 16 369
Optimism-pessimism effects on money demand: theory and evidence 0 0 0 10 1 2 5 87
PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES 0 0 2 15 0 0 17 88
Policy uncertainty and non‐performing loans in Greece 0 0 3 4 1 2 22 24
Price discovery in bitcoin futures 0 0 1 57 3 6 27 229
Private capital formation and government spending interaction in the case of eurozone countries 0 0 0 3 0 2 10 28
Public investment, inflation persistence and central bank independence 0 0 0 29 1 2 12 102
Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis 1 1 2 5 2 10 28 37
Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach 0 0 0 27 1 4 12 166
Regional asymmetries in monetary policy transmission: The case of the Greek regions 0 0 2 25 0 5 17 69
Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests 0 0 0 19 0 1 14 116
SELECTIVITY AND MARKET TIMING SKILLS IN EMERGING GREEK EQUITY MUTUAL FUNDS DURING THE SOVEREIGN DEBT CRISIS 0 0 0 12 1 3 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 0 3 11 121
Stock markets and effective exchange rates in European countries: threshold cointegration findings 1 1 1 16 1 7 15 100
Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market 0 1 5 55 2 9 28 264
THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES 0 0 0 61 0 6 18 209
Terrorism and capital markets: The effects of the Madrid and London bomb attacks 2 5 7 191 10 29 49 555
The Determinants of Energy and Electricity Consumption in Developed and Developing Countries: International Evidence 1 1 3 10 1 3 18 50
The Distorting Effects of Corruption on Financial Stability and Economic Growth: Evidence from Russian Banks Using a PVAR Approach 0 0 0 8 0 0 4 24
The Effect of Quantitative Easing through Google Metrics on US Stock Indices 0 0 0 3 0 2 8 38
The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone 0 0 0 12 2 4 18 97
The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition 0 0 0 103 0 2 14 237
The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries 0 0 0 13 1 4 15 92
The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19 0 0 5 9 1 10 43 69
The dimension of popularity in the cryptocurrency market 0 0 1 7 1 5 13 37
The effect of central bank transparency on inflation persistence 0 0 1 4 0 4 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 1 8 231
The effect of the market-based monetary policy transparency index on inflation and output variability 0 0 0 11 0 3 9 70
The effectiveness of quantitative easing: Evidence from Japan 0 0 4 49 0 7 31 203
The effects of terrorism and war on the oil price–stock index relationship 0 1 4 98 4 19 52 479
The impact of corporate governance mechanisms on mitigating banks’ propensity for risk-taking 0 2 4 10 3 13 32 53
The impact of the shadow economy on the direct-indirect tax mix: Can central banks’ independence mitigate the effect? 1 1 4 11 2 6 23 47
The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR 0 1 3 21 1 8 30 72
The informational content of unconventional monetary policy on precious metal markets 0 0 0 2 0 3 10 55
The macroeconomic effects of fiscal consolidation policies in Greece 0 1 2 43 0 6 22 161
The prudential role of Basel III liquidity provisions towards financial stability 0 0 3 25 1 6 17 69
The risk relevance of International Financial Reporting Standards: Evidence from Greek banks 0 0 0 58 1 6 14 271
The role of leverage in quantitative easing decisions: Evidence from the UK 0 0 0 22 0 6 14 114
The role of net stable funding ratio on the bank lending channel: evidence from European Union 1 1 4 34 2 8 22 98
The stock-bond nexus and investors’ behavior in mature and emerging markets 0 0 0 1 0 2 8 14
The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies? 0 0 1 15 1 2 12 67
U.S. unconventional monetary policy and risk tolerance in major currency markets 0 0 1 10 0 1 10 35
US non-linear causal effects on global equity indices in Normal times versus unconventional eras 0 0 1 10 0 1 11 48
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets 0 0 0 12 1 2 9 48
Unconventional monetary policy effects on output and inflation: A meta-analysis 0 0 6 79 10 30 55 256
Variance risk premium and equity returns 1 1 7 54 1 7 27 159
Yield spreads and real economic activity in East European transition economies 0 0 0 30 0 1 7 84
Total Journal Articles 12 29 159 3,104 105 532 1,873 12,683
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