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 0 2 289
A Taylor Rule for EU members. Does one rule fit to all EU member needs ? 0 0 0 0 0 1 4 7
Central Bank Independence and the Dynamics of Public Debt? 0 0 3 130 0 1 5 227
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 0 0 0 1 2 3
Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis 0 2 6 504 1 4 23 2,048
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 3 4
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 0 118
Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 0 0 0 44 1 1 3 160
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 0 253
How effective quantitative easing is in relation to the Gold Standard? A historical approach based on the US experience 0 0 0 74 0 0 3 97
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 0 0 2 2 4 7
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 0 1 1 2 26
News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets 0 0 0 29 1 1 1 117
Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests 0 0 0 34 0 1 1 121
Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data 0 0 0 31 1 3 5 121
Terrorism and Capital Markets: The Effects of the Istanbul Bombings 0 0 0 115 0 1 12 398
Terrorism and Market Jitters 0 0 0 23 0 1 1 63
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 0 0 1 84 2 3 12 370
The effects of Monetary Policy shocks across the Greek Regions 0 1 4 76 2 4 8 165
Total Working Papers 0 3 14 1,383 11 25 91 4,897

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 1 2 2 150
A Taylor Rule for EU members. Does one rule fit to all EU member needs? 1 2 9 33 1 5 15 90
A survey of empirical findings on unconventional central bank policies 1 1 7 73 1 1 15 140
A systematic review of the bubble dynamics of cryptocurrency prices 2 3 8 80 5 11 33 295
ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP 1 1 7 77 2 2 12 212
Abnormal lending and risk in Swedish financial institutions 0 0 1 9 2 2 4 32
American equity mutual funds in European markets: Hot hands phenomenon and style analysis 0 0 1 103 0 1 5 633
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 0 2 5 0 0 5 12
Banks’ lending behavior and monetary policy: evidence from Sweden 0 0 0 61 0 2 3 177
Built-in challenges within the supervisory architecture of the Eurozone 0 0 1 3 0 0 9 16
Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors? 0 0 1 5 1 3 8 16
Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics 0 0 0 2 2 4 5 12
Central Bank Credibility’s Effect on Stock Exchange Returns’ Volatility: Evidence from OECD Countries 0 0 6 7 3 5 16 27
Central bank transparency and exchange rate volatility effects on inflation-output volatility 0 0 3 28 1 1 11 82
Central bank transparency and the interest rate channel: Evidence from emerging economies 1 1 1 50 2 2 6 139
Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea 0 0 0 0 0 0 1 59
Could the Public Debt Management via ECB’s QE Create a Surge of Inflation in the Euro Area? 0 0 2 17 0 1 4 28
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking? 1 1 3 3 1 4 8 8
Does Terrorism Affect the Stock‐Bond Covariance? Evidence from European Countries 0 0 1 5 0 3 11 30
Does central bank independence affect stock market volatility? 0 1 2 18 0 1 8 94
Does central bank transparency affect stock market volatility? 1 1 3 98 3 4 13 313
Does government spending cointegrate with bank lending? Evidence from Eurozone panel data 0 0 2 2 1 1 8 8
Does innovation affect the impact of corruption on economic growth? International evidence 0 1 4 31 2 7 17 83
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 8 10
Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis 0 0 0 11 0 0 1 73
European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings 0 0 0 19 0 3 5 98
Evaluating survey-based forecasts of interest rates and macroeconomic variables 2 2 2 5 2 4 8 13
Evaluating the style-based risk model for equity mutual funds investing in Europe 0 0 0 137 0 1 2 586
Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework 0 0 2 6 1 4 15 24
Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK 0 0 0 14 1 1 2 86
Flight-to-quality between global stock and bond markets in the COVID era 0 2 8 40 0 11 24 160
Geopolitical risks and the oil-stock nexus over 1899–2016 1 3 9 97 2 11 33 340
Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets 1 1 2 14 1 2 6 47
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 2 29 0 0 9 104
Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates 0 1 3 28 1 2 5 85
Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK 0 0 3 46 0 2 9 242
Intraday exchange rate volatility transmissions across QE announcements 0 0 1 19 0 0 2 81
Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen 0 0 0 17 0 1 4 57
Investigating volatility transmission and hedging properties between Bitcoin and Ethereum 0 0 5 72 2 6 21 230
Investors’ risk aversion integration and quantitative easing 0 0 0 12 0 0 1 35
Is There a Role for Central Bank Independence on Public Debt Dynamics? 0 2 7 66 0 4 12 139
Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis 0 0 0 12 0 2 6 90
Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates 0 0 0 23 0 2 4 176
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 8 0 1 2 28
Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets 1 1 6 9 1 2 18 29
News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets 0 0 0 11 0 1 1 70
Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets 0 0 1 19 1 1 4 60
On quantitative easing and high frequency exchange rate dynamics 0 1 2 92 0 2 5 355
Optimism-pessimism effects on money demand: theory and evidence 0 0 0 10 0 0 4 82
PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES 0 1 2 15 0 1 6 74
Policy uncertainty and non‐performing loans in Greece 2 3 4 4 2 4 6 6
Price discovery in bitcoin futures 0 0 2 56 0 2 11 206
Private capital formation and government spending interaction in the case of eurozone countries 0 0 1 3 0 0 7 18
Public investment, inflation persistence and central bank independence 0 0 0 29 1 1 3 91
Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis 0 0 1 3 0 0 8 12
Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach 0 0 1 27 0 1 3 155
Regional asymmetries in monetary policy transmission: The case of the Greek regions 1 1 2 24 2 3 6 55
Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests 0 0 0 19 0 1 1 103
SELECTIVITY AND MARKET TIMING SKILLS IN EMERGING GREEK EQUITY MUTUAL FUNDS DURING THE SOVEREIGN DEBT CRISIS 0 0 0 12 0 0 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 1 13 0 1 3 111
Stock markets and effective exchange rates in European countries: threshold cointegration findings 0 0 0 15 0 1 5 86
Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market 0 0 1 50 1 1 4 237
THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES 0 0 2 61 0 1 10 193
Terrorism and capital markets: The effects of the Madrid and London bomb attacks 0 0 3 184 1 5 26 515
The Determinants of Energy and Electricity Consumption in Developed and Developing Countries: International Evidence 0 1 2 8 0 2 14 36
The Distorting Effects of Corruption on Financial Stability and Economic Growth: Evidence from Russian Banks Using a PVAR Approach 0 0 1 8 0 0 5 20
The Effect of Quantitative Easing through Google Metrics on US Stock Indices 0 0 1 3 0 1 9 31
The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone 0 0 0 12 1 2 3 81
The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition 0 0 0 103 1 2 2 225
The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries 0 0 1 13 0 0 1 77
The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19 0 0 5 7 0 2 12 32
The dimension of popularity in the cryptocurrency market 0 1 2 7 0 2 4 26
The effect of central bank transparency on inflation persistence 0 0 0 3 0 2 6 29
The effect of diversification across businesses and within lending activities on risks of commercial banks' portfolios: evidence from South Korea 0 0 1 69 0 2 7 225
The effect of the market-based monetary policy transparency index on inflation and output variability 0 0 0 11 0 0 2 61
The effectiveness of quantitative easing: Evidence from Japan 1 2 5 47 3 6 13 178
The effects of terrorism and war on the oil price–stock index relationship 1 1 3 95 3 5 17 434
The impact of corporate governance mechanisms on mitigating banks’ propensity for risk-taking 0 0 4 7 1 4 24 27
The impact of the shadow economy on the direct-indirect tax mix: Can central banks’ independence mitigate the effect? 1 1 5 8 3 4 17 28
The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR 0 1 4 19 3 4 18 49
The informational content of unconventional monetary policy on precious metal markets 0 0 0 2 0 0 4 46
The macroeconomic effects of fiscal consolidation policies in Greece 1 1 1 42 1 1 1 140
The prudential role of Basel III liquidity provisions towards financial stability 1 2 4 24 1 2 10 55
The risk relevance of International Financial Reporting Standards: Evidence from Greek banks 0 0 1 58 0 0 3 258
The role of leverage in quantitative easing decisions: Evidence from the UK 0 0 0 22 0 0 2 100
The role of net stable funding ratio on the bank lending channel: evidence from European Union 0 0 3 30 2 3 16 79
The stock-bond nexus and investors’ behavior in mature and emerging markets 0 0 0 1 0 1 4 7
The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies? 0 0 2 15 0 0 8 57
U.S. unconventional monetary policy and risk tolerance in major currency markets 0 1 1 10 0 1 1 26
US non-linear causal effects on global equity indices in Normal times versus unconventional eras 0 0 0 9 0 1 5 38
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets 0 0 2 12 0 0 4 39
Unconventional monetary policy effects on output and inflation: A meta-analysis 0 2 5 75 0 5 22 212
Variance risk premium and equity returns 2 3 9 50 2 7 17 139
Yield spreads and real economic activity in East European transition economies 0 0 0 30 0 0 1 77
Total Journal Articles 23 46 199 3,007 69 208 783 11,088
2 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06