Access Statistics for Ioannis Chatziantoniou

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 Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities 0 0 1 67 0 0 3 185
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 41 0 0 0 85
Can spillover effects provide forecasting gains? The case of oil price volatility 0 0 0 17 0 0 0 28
Dynamic Co-movements between Stock Market Returns and Policy Uncertainty 0 0 0 52 0 0 1 139
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 0 0 2 83 0 1 4 151
Dynamic Connectedness of UK Regional Property Prices 0 0 0 37 0 2 5 122
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 63 0 0 0 247
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 4 1 1 3 90
EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness 0 1 2 58 1 4 5 132
Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma 0 0 1 105 1 2 6 190
Forecasting Tourist Arrivals Using Origin Country Macroeconomics 0 0 1 42 0 0 2 69
From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps 0 0 1 55 0 5 21 304
Futures-based forecasts: How useful are they for oil price volatility forecasting? 0 0 0 27 0 0 1 24
Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves 2 2 9 99 3 6 20 219
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 0 158 2 13 98 514
Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach 1 4 16 80 2 8 34 148
Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence 0 0 0 56 1 1 4 180
The Evolution of Monetary Policy Focal Points 0 0 0 24 0 0 0 28
Total Working Papers 3 7 33 1,068 11 43 207 2,855


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A closer look into the global determinants of oil price volatility 0 0 1 25 0 2 10 72
A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification 0 2 4 10 0 4 8 31
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 6 0 0 0 55
Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? 0 0 1 17 0 0 1 71
Can Variations in Temperature Explain the Systemic Risk of European Firms? 0 0 0 8 0 0 4 44
Credit supply conditions and business cycles: New evidence from bank lending survey data 0 2 5 22 1 4 10 60
Crises and Contagion in Equity Portfolios 0 0 1 1 0 0 3 3
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies 1 3 6 22 4 11 26 61
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios 0 1 8 78 1 8 29 345
Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures 0 0 1 1 0 1 4 4
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty 1 4 20 156 3 10 52 519
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market 0 0 2 5 0 2 6 17
Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets 0 0 2 5 0 1 7 14
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures 0 0 0 2 2 2 6 8
Dynamic spillovers of oil price shocks and economic policy uncertainty 2 4 9 92 4 6 33 325
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness 0 3 7 47 5 16 43 157
Editorial of special issue 2016 Portsmouth – Fordham conference on Banking and Finance 0 0 0 0 1 1 2 2
Energy consumption, CO2 emissions, and economic growth: An ethical dilemma 1 3 14 147 5 15 75 610
Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis 0 0 1 25 1 3 6 81
Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency 0 4 6 22 2 7 16 75
Environmental disclosure and idiosyncratic risk in the European manufacturing sector 0 0 4 13 1 2 11 55
Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries 0 2 7 74 4 6 27 264
Forecasting oil price volatility using spillover effects from uncertainty indices 0 0 2 6 1 2 6 13
Forecasting tourist arrivals using origin country macroeconomics 0 0 0 4 0 1 2 34
From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps 0 0 2 9 2 4 7 62
Futures-based forecasts: How useful are they for oil price volatility forecasting? 0 0 0 4 1 1 1 35
Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves 0 5 5 12 1 6 8 23
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach 1 5 10 16 2 7 24 36
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach 1 5 12 51 4 13 39 171
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach 1 2 7 7 3 5 18 19
Model-free connectedness measures 1 1 3 12 1 2 10 35
Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty 0 0 4 30 1 1 7 81
Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it? 0 0 0 0 0 0 2 2
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies 0 1 2 8 0 2 6 22
Oil price volatility is effective in predicting food price volatility. Or is it? 0 0 1 5 0 1 3 12
Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries 1 1 3 24 3 5 12 84
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest 0 0 3 44 1 1 11 230
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 11 30 93 268 22 67 238 727
Stock market response to monetary and fiscal policy shocks: Multi-country evidence 0 5 28 303 4 12 69 1,230
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic 0 0 1 5 1 1 5 22
The Evolution of Monetary Policy Focal Points 0 0 0 2 1 1 1 7
The dynamic connectedness of UK regional property returns 1 1 1 26 3 3 5 82
The impact of Euro through time: Exchange rate dynamics under different regimes 2 4 13 45 4 8 30 104
US partisan conflict shocks and international stock market returns 0 0 3 4 0 0 4 15
Total Journal Articles 24 88 292 1,663 89 244 887 5,919


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity 1 2 6 8 11 32 107 203
Volatility Contagion Between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: A TVP-VAR Extended Joint Connectedness Approach 0 0 0 1 0 5 10 61
Total Chapters 1 2 6 9 11 37 117 264


Statistics updated 2025-03-03