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 3 6 8 192
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 3 141
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 0 1 2 84 1 5 9 157
Dynamic Connectedness of UK Regional Property Prices 0 0 0 37 0 0 4 123
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 4 0 1 3 91
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 63 0 2 3 250
EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness 0 0 1 58 1 2 6 134
Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma 0 0 0 105 0 0 5 191
Forecasting Tourist Arrivals Using Origin Country Macroeconomics 0 0 0 42 0 0 0 69
From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps 0 0 0 55 1 3 20 307
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 0 0 6 101 1 1 13 222
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 0 158 5 18 64 542
Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach 1 6 23 92 3 18 51 179
Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence 2 3 3 59 4 6 10 187
The Evolution of Monetary Policy Focal Points 0 0 0 24 0 0 1 29
Total Working Papers 3 10 35 1,086 19 63 202 2,952


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 1 2 26 1 4 11 78
A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification 0 0 2 10 0 1 7 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 1 4 4 48
Credit supply conditions and business cycles: New evidence from bank lending survey data 0 0 5 23 1 1 11 62
Crises and Contagion in Equity Portfolios 0 0 1 1 1 1 3 4
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies 0 0 5 23 1 3 23 67
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios 3 5 9 84 13 25 51 376
Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures 0 0 2 2 2 2 10 10
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty 1 2 17 159 4 13 49 538
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market 1 1 4 7 3 3 10 21
Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets 0 0 0 5 2 2 3 16
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures 0 0 0 2 0 1 7 12
Dynamic spillovers of oil price shocks and economic policy uncertainty 3 4 9 96 6 13 29 340
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness 1 6 13 55 2 11 46 176
Editorial of special issue 2016 Portsmouth – Fordham conference on Banking and Finance 0 0 0 0 1 1 4 4
Energy consumption, CO2 emissions, and economic growth: An ethical dilemma 0 1 11 152 3 7 55 628
Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis 0 2 2 27 0 4 7 85
Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency 1 2 8 25 3 7 22 84
Environmental disclosure and idiosyncratic risk in the European manufacturing sector 0 0 2 13 1 3 10 59
Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries 0 0 4 74 0 1 15 265
Forecasting oil price volatility using spillover effects from uncertainty indices 0 0 2 6 0 1 6 14
Forecasting tourist arrivals using origin country macroeconomics 0 1 2 6 1 2 5 38
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 1 2 36
Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves 0 0 6 13 1 1 14 29
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach 1 3 12 21 1 6 24 47
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach 1 4 14 59 2 8 32 185
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach 0 1 4 8 3 5 17 26
Model-free connectedness measures 0 0 1 12 0 2 9 39
Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty 0 0 2 31 0 1 7 85
Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it? 0 0 0 0 0 0 0 2
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies 0 0 1 8 1 3 7 25
Oil price volatility is effective in predicting food price volatility. Or is it? 0 0 0 5 0 2 5 15
Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries 0 0 1 24 0 0 11 86
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest 1 1 1 45 3 9 18 242
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 4 26 101 305 15 60 254 828
Stock market response to monetary and fiscal policy shocks: Multi-country evidence 1 2 19 307 3 8 42 1,243
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic 1 1 2 6 2 3 8 26
The Evolution of Monetary Policy Focal Points 0 0 0 2 0 0 2 8
The dynamic connectedness of UK regional property returns 0 1 2 27 0 2 5 84
The impact of Euro through time: Exchange rate dynamics under different regimes 1 1 12 48 1 1 28 110
US partisan conflict shocks and international stock market returns 0 0 1 4 1 3 6 19
Total Journal Articles 20 65 279 1,765 80 225 884 6,282


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 3 8 5 24 115 245
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 3 5 15 68
Total Chapters 0 0 3 9 8 29 130 313


Statistics updated 2025-08-05