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 0 0 12 204
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 41 1 2 15 101
Can spillover effects provide forecasting gains? The case of oil price volatility 0 0 1 18 0 0 8 36
Dynamic Co-movements between Stock Market Returns and Policy Uncertainty 0 0 1 53 0 0 21 163
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 0 0 0 84 0 1 19 176
Dynamic Connectedness of UK Regional Property Prices 0 0 0 37 0 0 16 140
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 1 1 5 1 2 19 110
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 63 3 3 22 274
EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness 0 0 3 61 0 0 17 153
Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma 0 0 2 107 0 1 21 212
Forecasting Tourist Arrivals Using Origin Country Macroeconomics 0 0 0 42 0 0 8 77
From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps 0 0 3 58 0 0 23 330
Futures-based forecasts: How useful are they for oil price volatility forecasting? 0 0 0 27 2 4 15 40
Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves 0 0 3 105 0 1 23 247
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 0 158 6 13 79 624
Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach 0 0 7 100 0 3 50 236
Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence 0 0 1 60 1 2 31 218
The Evolution of Monetary Policy Focal Points 0 0 0 24 1 1 9 38
Total Working Papers 0 1 22 1,110 15 33 408 3,379


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 27 0 2 19 97
A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification 0 0 2 12 2 3 16 49
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 6 0 2 12 68
Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? 0 0 0 17 0 0 9 80
Can Variations in Temperature Explain the Systemic Risk of European Firms? 0 0 1 9 0 1 8 56
Credit supply conditions and business cycles: New evidence from bank lending survey data 0 0 2 25 0 2 21 83
Crises and Contagion in Equity Portfolios 0 0 0 1 0 1 11 15
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies 1 1 5 28 1 4 37 106
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios 0 1 13 97 3 6 55 434
Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures 0 2 7 10 2 12 55 67
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty 0 0 5 164 1 2 34 573
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market 1 1 2 9 1 5 32 53
Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets 0 0 0 6 0 0 11 28
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures 0 0 3 5 1 4 18 31
Dynamic spillovers of oil price shocks and economic policy uncertainty 0 2 11 107 1 10 75 421
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness 1 4 9 66 2 10 54 233
Editorial of special issue 2016 Portsmouth – Fordham conference on Banking and Finance 0 0 0 0 0 1 6 10
Energy consumption, CO2 emissions, and economic growth: An ethical dilemma 0 0 6 158 1 3 50 680
Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis 0 0 1 28 1 2 21 108
Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency 1 1 2 28 1 2 21 106
Environmental disclosure and idiosyncratic risk in the European manufacturing sector 0 0 1 14 0 1 15 74
Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries 1 3 9 84 3 7 38 305
Forecasting oil price volatility using spillover effects from uncertainty indices 0 0 0 6 0 0 18 32
Forecasting tourist arrivals using origin country macroeconomics 0 0 0 6 1 3 11 50
From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps 0 0 1 10 1 2 33 95
Futures-based forecasts: How useful are they for oil price volatility forecasting? 0 0 0 4 0 2 16 52
Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves 1 1 2 15 1 1 27 56
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach 0 1 2 23 0 3 33 80
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach 0 1 9 69 4 12 61 249
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach 0 1 3 11 3 5 31 57
Model-free connectedness measures 0 0 3 15 2 4 24 64
Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty 0 1 1 32 1 3 19 104
Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it? 0 0 0 0 0 0 14 16
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies 0 2 9 18 0 3 40 70
Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries 0 0 6 30 2 5 92 180
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest 0 1 8 53 1 11 71 314
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 6 21 82 399 19 82 378 1,237
Stock market response to monetary and fiscal policy shocks: Multi-country evidence 0 1 11 320 1 2 50 1,296
Systemic risk and oil price volatility shocks 1 1 1 1 1 2 33 34
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic 0 0 2 8 1 1 18 44
The Evolution of Monetary Policy Focal Points 0 0 0 2 1 1 11 19
The dynamic connectedness of UK regional property returns 0 0 1 28 1 1 12 97
The impact of Euro through time: Exchange rate dynamics under different regimes 0 0 6 54 2 2 29 139
US partisan conflict shocks and international stock market returns 0 0 1 5 1 2 16 35
US sectoral stock market volatility and geopolitical risk categories 1 2 8 9 23 31 55 60
Total Journal Articles 14 48 236 2,019 86 258 1,710 8,057
1 registered items for which data could not be found


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 10 7 28 74 322
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 1 14 83
Total Chapters 0 0 2 11 7 29 88 405


Statistics updated 2026-09-10