Access Statistics for Christos Savvas Savva

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 Coronavirus Asset Pricing Model: The Role of Skewness 0 0 0 27 2 6 20 90
Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns 0 0 0 4 1 5 19 98
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 0 0 20 3 4 16 217
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 0 0 1 167 1 10 23 545
Cross-Border Spillovers in Foreign Currency Credit 0 0 0 10 1 2 8 28
Financial Dollarization: Short-Run Determinants in Transition Economies 0 0 0 206 2 4 24 512
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 1 1 7 1 9 14 108
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 1 7 11 127
Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment 0 0 0 56 4 5 9 151
Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data 0 0 0 30 1 2 10 57
Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies 0 0 0 32 2 6 15 177
Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7 0 0 0 132 2 7 27 571
Modelling change in financial market integration 0 0 0 27 2 2 4 63
Nominal Uncertainty and Inflation: The Role of European Union Membership 0 0 0 66 1 2 13 205
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 61 1 3 8 296
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 194 3 9 18 745
Regional Spillovers in Financial Dollarization 0 0 0 20 2 5 22 92
Risk-Return Trade-Off for European Stock Markets 0 0 1 50 1 2 17 107
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 4 9 16 130
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 1 1 1 258 5 6 19 1,022
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 35 1 2 13 255
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 24 1 4 11 189
Stock market integration between new EU member states and the Euro-zone 0 0 0 15 2 3 6 86
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 0 2 219 7 10 18 718
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 0 0 63 1 2 10 272
The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour 0 0 0 1 2 4 10 69
To Create or to Redistribute? That is the Question 0 0 0 10 3 5 12 126
Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors 0 0 0 18 2 4 6 86
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 0 1 8 66
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 2 20 1 1 8 131
Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors 0 0 0 11 2 9 21 66
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 12 2 7 16 71
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 24 1 1 8 71
Volatility, spillover Effects and Correlations in US and Major European Markets 0 0 1 162 1 4 9 506
Weekly dynamic conditional correlations among cryptocurrencies and traditional assets 0 0 0 14 2 4 15 44
Total Working Papers 1 2 9 2,059 68 166 484 8,097


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA 0 0 1 8 2 5 12 63
Are central banks to blame? Monetary policy and bank lending behavior 0 0 0 5 6 7 12 25
Business cycle synchronization of the euro area with the new and negotiating member countries 0 0 0 47 2 3 11 241
Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets 0 0 1 27 3 3 7 84
Effects of fiscal consolidation on business confidence in the Euro Area 0 1 1 10 0 4 10 50
Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components 0 1 2 11 3 8 22 53
Factors Affecting House Prices in Cyprus: 1988-2008 0 0 1 153 5 6 15 480
Factors Affecting Housing Prices: International Evidence 0 0 6 140 13 18 45 533
Family involvement and firm performance: Evidence from UK listed firms 0 2 4 90 5 11 25 375
Financial dollarization: Short-run determinants in transition economies 2 2 7 102 5 10 28 374
Flight-to-safety and the risk-return trade-off: European evidence 0 2 3 12 3 9 22 62
Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments 0 0 0 6 2 3 7 38
House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus 0 0 0 19 0 2 5 99
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 1 3 8 3 13 25 76
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition 0 0 0 2 4 5 15 24
Institutions and financial dollarization: Indirect effects based on a policy experiment 0 0 2 19 7 7 13 101
International stock markets interactions and conditional correlations 0 0 0 56 1 3 15 202
Is British output growth related to its uncertainty? Evidence using eight centuries of data 0 0 0 2 2 3 10 21
Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 0 0 1 48 5 6 21 224
Modeling interbank relations during the international financial crisis 0 0 0 20 2 3 6 103
Modelling house price volatility states in Cyprus with switching ARCH models 0 0 0 21 0 2 6 101
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation 0 0 0 10 0 2 7 40
Nominal uncertainty and inflation: The role of European Union membership 0 0 0 29 1 2 7 134
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 29 2 4 15 189
Public Debt Thresholds: An Analysis for Cyprus 0 0 0 3 3 8 15 26
Quantile Risk–Return Trade-Off 0 1 1 4 2 9 16 28
Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth 0 0 0 17 1 1 5 65
Risk-return trade-off for European stock markets 0 0 2 12 1 5 13 113
Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity 0 0 0 18 1 3 11 108
Short-horizon event study estimation with a STAR model and real contaminated events 1 1 2 7 1 1 8 61
Short-horizon excess returns and exchange rate and interest rate effects 0 0 0 11 3 5 19 118
Size Effects of Fiscal Policy and Business Confidence in the Euro Area 0 0 0 3 2 5 13 97
Skewness and the Relation Between Risk and Return 0 0 0 29 1 1 6 144
Spillovers and correlations between US and major European stock markets: the role of the euro 0 0 0 48 1 2 8 247
Stock market integration between new EU member states and the Euro-zone 0 0 1 53 3 3 28 271
Support for smoke-free policies in the Cyprus hospitality industry 0 0 0 0 3 3 8 28
Tell me where to stop: thresholds in the bank lending and output growth relationship 0 0 0 7 2 3 7 20
The Effects of Fiscal Consolidation on Macroeconomic Indicators in Cyprus 0 0 1 39 0 4 11 208
The Efficiency of Cypriot Commercial Banks: A Comparison with Greece and the UK 0 0 0 14 3 4 7 93
The Risk and Return Conundrum Explained: International Evidence 0 0 2 14 3 4 13 51
The effect of security and market order flow shocks on co-movement 0 0 0 1 2 3 4 107
The effects of oil price shocks on U.S. stock order flow imbalances and stock returns 0 0 0 6 4 10 17 79
The effects of oil price shocks on the prices of EU emission trading system and European stock returns 0 0 0 8 1 1 16 49
The impact of the coronavirus crisis on the market price of risk 0 0 0 7 3 3 11 41
The relative efficiency of shipping companies 0 0 1 54 2 4 14 234
Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean 0 0 0 8 2 3 11 32
What Determines Bank Lending Standards in Cyprus? 0 0 0 7 1 4 9 34
Total Journal Articles 3 11 42 1,244 121 228 631 5,946


Statistics updated 2026-05-06