Access Statistics for Stephanos Τ. Papadamou

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 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 1 5 289
A Taylor Rule for EU members. Does one rule fit to all EU member needs ? 0 0 0 0 0 1 2 4
Central Bank Independence and the Dynamics of Public Debt? 0 2 7 130 1 3 8 226
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 0 0 0 0 1 2
Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis 1 2 8 501 2 6 29 2,037
Does Central Bank Independence Affect Stock Market Volatility? 0 0 0 141 0 0 0 303
Does central bank independence affect stock market volatility ? 0 0 0 0 0 0 1 2
Does central bank transparency affect stock market volatility? 0 0 0 0 0 0 0 0
Does the ECB Care about Shifts in Investors’ Risk Appetite? 0 0 0 18 0 0 1 118
Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 0 0 0 44 0 0 5 159
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 0 1 253
How effective quantitative easing is in relation to the Gold Standard? A historical approach based on the US experience 0 0 0 74 0 1 3 95
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 0 0 0 0 2 4
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 0 0 0 2 25
News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets 0 0 0 29 0 0 2 116
Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests 0 0 0 34 0 0 1 120
Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data 0 0 1 31 0 1 4 117
Terrorism and Capital Markets: The Effects of the Istanbul Bombings 0 0 0 115 1 2 10 391
Terrorism and Market Jitters 0 0 0 23 0 0 0 62
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 0 0 2 84 2 2 11 364
The effects of Monetary Policy shocks across the Greek Regions 0 0 1 72 0 1 5 158
Total Working Papers 1 4 19 1,376 6 18 93 4,845


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 0 38 0 0 0 148
A Taylor Rule for EU members. Does one rule fit to all EU member needs? 2 2 2 26 2 3 6 78
A survey of empirical findings on unconventional central bank policies 1 3 9 69 1 4 19 131
A systematic review of the bubble dynamics of cryptocurrency prices 0 2 5 74 1 7 16 269
ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP 0 3 6 74 0 4 13 207
Abnormal lending and risk in Swedish financial institutions 0 0 1 8 0 0 2 28
American equity mutual funds in European markets: Hot hands phenomenon and style analysis 0 0 0 102 0 2 3 631
An investigation of bond term premia in international government bond indices 0 0 0 75 0 0 0 187
Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises? 0 1 2 4 1 2 7 9
Banks’ lending behavior and monetary policy: evidence from Sweden 0 0 1 61 0 0 3 174
Built-in challenges within the supervisory architecture of the Eurozone 0 0 2 2 2 5 9 13
Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors? 0 0 1 4 0 2 4 10
Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics 0 0 0 2 0 0 2 7
Central Bank Credibility’s Effect on Stock Exchange Returns’ Volatility: Evidence from OECD Countries 2 3 4 5 2 6 11 18
Central bank transparency and exchange rate volatility effects on inflation-output volatility 0 1 1 26 2 5 6 77
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 1 49 0 1 5 136
Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea 0 0 0 0 0 0 0 58
Could the Public Debt Management via ECB’s QE Create a Surge of Inflation in the Euro Area? 0 1 1 16 0 1 1 25
Does Terrorism Affect the Stock‐Bond Covariance? Evidence from European Countries 0 1 1 5 1 2 6 23
Does central bank independence affect stock market volatility? 0 0 0 16 0 0 8 91
Does central bank transparency affect stock market volatility? 0 0 1 95 0 2 7 303
Does innovation affect the impact of corruption on economic growth? International evidence 0 0 12 28 2 5 30 73
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 1 6 6
Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis 0 0 0 11 0 0 2 73
European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings 0 0 0 19 0 0 1 94
Evaluating survey-based forecasts of interest rates and macroeconomic variables 0 0 3 3 1 2 8 8
Evaluating the style-based risk model for equity mutual funds investing in Europe 0 0 0 137 1 1 1 585
Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework 0 1 5 5 1 4 16 16
Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK 0 0 0 14 0 0 2 85
Flight-to-quality between global stock and bond markets in the COVID era 0 0 1 33 1 1 5 139
Geopolitical risks and the oil-stock nexus over 1899–2016 1 2 14 90 1 4 30 316
Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets 0 0 3 12 1 1 7 43
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 2 29 0 1 7 101
Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates 0 1 3 27 0 2 7 83
Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK 0 1 2 45 1 2 5 237
Intraday exchange rate volatility transmissions across QE announcements 0 0 0 18 0 1 1 80
Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen 0 0 1 17 1 2 3 55
Investigating volatility transmission and hedging properties between Bitcoin and Ethereum 0 1 4 69 1 4 15 218
Investors’ risk aversion integration and quantitative easing 0 0 1 12 0 0 1 34
Is There a Role for Central Bank Independence on Public Debt Dynamics? 0 2 5 61 3 5 11 132
Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis 0 0 0 12 1 1 2 86
Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates 0 0 0 23 0 1 2 174
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 8 0 0 0 26
Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets 1 3 6 6 1 7 20 20
News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets 0 0 1 11 0 0 3 69
Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets 0 1 1 19 0 2 7 58
On quantitative easing and high frequency exchange rate dynamics 0 0 0 90 2 2 2 352
Optimism-pessimism effects on money demand: theory and evidence 0 0 0 10 2 3 6 81
PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES 0 0 0 13 1 1 6 70
Price discovery in bitcoin futures 0 0 2 54 1 2 9 198
Private capital formation and government spending interaction in the case of eurozone countries 0 0 1 3 0 1 10 16
Public investment, inflation persistence and central bank independence 0 0 1 29 1 1 6 90
Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis 0 0 2 2 0 0 5 5
Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach 0 0 1 27 1 1 2 154
Regional asymmetries in monetary policy transmission: The case of the Greek regions 0 1 2 23 0 2 4 52
Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests 0 0 0 19 0 0 1 102
SELECTIVITY AND MARKET TIMING SKILLS IN EMERGING GREEK EQUITY MUTUAL FUNDS DURING THE SOVEREIGN DEBT CRISIS 0 0 0 12 0 1 2 38
Significance of risk modelling in the term structure of interest rates 0 0 0 53 0 0 0 213
Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices 0 0 0 12 1 1 1 109
Stock markets and effective exchange rates in European countries: threshold cointegration findings 0 0 1 15 1 3 6 84
Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market 0 0 4 50 0 0 7 234
THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES 1 1 4 61 3 5 13 189
Terrorism and capital markets: The effects of the Madrid and London bomb attacks 1 2 5 183 2 4 23 496
The Determinants of Energy and Electricity Consumption in Developed and Developing Countries: International Evidence 0 1 2 7 2 5 9 27
The Distorting Effects of Corruption on Financial Stability and Economic Growth: Evidence from Russian Banks Using a PVAR Approach 0 1 2 8 1 3 6 18
The Effect of Quantitative Easing through Google Metrics on US Stock Indices 0 0 1 3 1 1 6 25
The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone 0 0 0 12 1 1 3 79
The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition 0 0 2 103 0 0 2 223
The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries 0 0 0 12 0 0 0 76
The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19 1 2 3 4 3 4 9 24
The dimension of popularity in the cryptocurrency market 0 1 1 6 0 1 2 24
The effect of central bank transparency on inflation persistence 0 0 0 3 0 2 9 26
The effect of diversification across businesses and within lending activities on risks of commercial banks' portfolios: evidence from South Korea 0 0 1 68 1 3 5 221
The effect of the market-based monetary policy transparency index on inflation and output variability 0 0 0 11 0 1 6 61
The effectiveness of quantitative easing: Evidence from Japan 1 1 6 44 1 2 12 168
The effects of terrorism and war on the oil price–stock index relationship 1 1 6 94 3 3 17 425
The impact of corporate governance mechanisms on mitigating banks’ propensity for risk-taking 1 2 6 6 4 8 18 18
The impact of the shadow economy on the direct-indirect tax mix: Can central banks’ independence mitigate the effect? 0 0 6 6 2 5 21 21
The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR 0 2 3 17 1 5 12 40
The informational content of unconventional monetary policy on precious metal markets 0 0 0 2 0 1 2 44
The macroeconomic effects of fiscal consolidation policies in Greece 0 0 1 41 0 0 1 139
The prudential role of Basel III liquidity provisions towards financial stability 0 0 4 22 0 1 9 49
The risk relevance of International Financial Reporting Standards: Evidence from Greek banks 0 0 0 57 0 0 2 255
The role of leverage in quantitative easing decisions: Evidence from the UK 0 0 0 22 0 0 1 98
The role of net stable funding ratio on the bank lending channel: evidence from European Union 0 0 6 27 0 3 21 71
The stock-bond nexus and investors’ behavior in mature and emerging markets 0 0 0 1 2 3 3 6
The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies? 0 0 2 14 1 1 5 52
U.S. unconventional monetary policy and risk tolerance in major currency markets 0 0 0 9 0 0 4 25
US non-linear causal effects on global equity indices in Normal times versus unconventional eras 0 0 0 9 0 2 3 36
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets 1 2 2 12 1 3 4 38
Unconventional monetary policy effects on output and inflation: A meta-analysis 0 0 6 71 0 0 13 194
Variance risk premium and equity returns 1 1 2 43 1 2 9 127
Yield spreads and real economic activity in East European transition economies 0 0 0 30 0 0 1 77
Total Journal Articles 15 47 187 2,880 69 180 638 10,604
2 registered items for which data could not be found


Statistics updated 2025-03-03