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 0 67 2 5 9 194
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 41 0 0 1 86
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 1 4 142
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 0 0 2 84 0 1 8 157
Dynamic Connectedness of UK Regional Property Prices 0 0 0 37 2 3 6 126
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 63 1 3 6 253
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 4 0 0 2 91
EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness 1 1 2 59 1 4 9 137
Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma 0 0 0 105 0 0 4 191
Forecasting Tourist Arrivals Using Origin Country Macroeconomics 0 0 0 42 1 1 1 70
From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps 0 0 0 55 1 2 18 308
Futures-based forecasts: How useful are they for oil price volatility forecasting? 0 0 0 27 0 1 1 25
Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves 0 1 7 102 1 4 15 225
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 0 158 2 10 57 547
Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach 1 3 24 94 3 13 57 189
Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence 0 2 3 59 0 4 10 187
The Evolution of Monetary Policy Focal Points 0 0 0 24 0 0 1 29
Total Working Papers 2 7 38 1,090 14 52 209 2,985


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 2 26 1 2 11 79
A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification 0 0 2 10 0 0 6 33
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 6 0 0 1 56
Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? 0 0 0 17 0 0 0 71
Can Variations in Temperature Explain the Systemic Risk of European Firms? 0 0 0 8 0 1 4 48
Credit supply conditions and business cycles: New evidence from bank lending survey data 0 0 4 23 0 1 8 62
Crises and Contagion in Equity Portfolios 0 0 0 1 1 2 2 5
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies 0 0 5 23 0 3 23 69
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios 0 3 8 84 1 17 50 380
Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures 2 3 5 5 3 7 14 15
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty 0 1 15 159 0 5 45 539
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market 0 1 4 7 1 4 10 22
Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets 0 1 1 6 0 3 4 17
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures 0 0 0 2 1 2 8 14
Dynamic spillovers of oil price shocks and economic policy uncertainty 2 5 10 98 9 21 41 355
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness 2 5 16 59 5 10 50 184
Editorial of special issue 2016 Portsmouth – Fordham conference on Banking and Finance 0 0 0 0 1 2 5 5
Energy consumption, CO2 emissions, and economic growth: An ethical dilemma 0 0 11 152 1 6 50 631
Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis 0 0 2 27 0 2 9 87
Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency 1 3 9 27 2 6 19 87
Environmental disclosure and idiosyncratic risk in the European manufacturing sector 0 0 1 13 0 1 8 59
Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries 1 2 5 76 1 3 13 268
Forecasting oil price volatility using spillover effects from uncertainty indices 0 0 2 6 0 0 6 14
Forecasting tourist arrivals using origin country macroeconomics 0 0 2 6 0 2 6 39
From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps 0 0 0 9 0 0 4 62
Futures-based forecasts: How useful are they for oil price volatility forecasting? 0 0 0 4 1 2 3 37
Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves 0 0 6 13 2 3 16 31
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach 0 1 11 21 3 4 26 50
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach 0 2 15 60 2 7 34 190
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach 0 0 4 8 0 3 15 26
Model-free connectedness measures 0 0 1 12 1 2 9 41
Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty 0 0 1 31 1 1 7 86
Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it? 0 0 0 0 1 1 1 3
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies 1 2 3 10 1 7 13 31
Oil price volatility is effective in predicting food price volatility. Or is it? 0 0 0 5 0 1 6 16
Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries 0 0 1 24 9 11 20 97
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest 1 2 2 46 2 6 19 245
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 3 19 102 320 22 68 268 881
Stock market response to monetary and fiscal policy shocks: Multi-country evidence 1 4 16 310 4 10 40 1,250
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic 0 1 2 6 1 3 8 27
The Evolution of Monetary Policy Focal Points 0 0 0 2 0 0 2 8
The dynamic connectedness of UK regional property returns 0 0 2 27 0 1 6 85
The impact of Euro through time: Exchange rate dynamics under different regimes 2 3 13 50 4 5 26 114
US partisan conflict shocks and international stock market returns 0 0 0 4 1 2 6 20
Total Journal Articles 16 58 283 1,803 82 237 922 6,439


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 0 0 2 8 3 11 101 251
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 4 16 69
Total Chapters 0 0 2 9 3 15 117 320


Statistics updated 2025-10-06