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 1 3 15 200
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 41 2 6 11 96
Can spillover effects provide forecasting gains? The case of oil price volatility 0 0 0 17 1 6 7 35
Dynamic Co-movements between Stock Market Returns and Policy Uncertainty 0 0 0 52 1 12 18 157
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 0 0 1 84 4 7 17 168
Dynamic Connectedness of UK Regional Property Prices 0 0 0 37 0 5 12 134
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 4 0 10 14 104
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 63 4 10 18 265
EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness 0 0 2 60 0 3 13 145
Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma 0 0 0 105 4 6 11 201
Forecasting Tourist Arrivals Using Origin Country Macroeconomics 0 0 0 42 2 3 6 75
From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps 0 0 3 58 0 9 22 326
Futures-based forecasts: How useful are they for oil price volatility forecasting? 0 0 0 27 2 8 10 34
Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves 1 1 4 103 5 10 18 237
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 0 158 6 29 75 589
Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach 3 4 20 100 14 28 77 225
Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence 0 0 3 59 2 8 17 197
The Evolution of Monetary Policy Focal Points 0 0 0 24 0 3 7 35
Total Working Papers 4 5 33 1,101 48 166 368 3,223


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 27 3 8 20 92
A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification 0 2 2 12 0 6 10 41
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 6 2 6 10 65
Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? 0 0 0 17 2 6 6 77
Can Variations in Temperature Explain the Systemic Risk of European Firms? 0 0 0 8 0 4 10 54
Credit supply conditions and business cycles: New evidence from bank lending survey data 0 0 1 23 3 6 13 73
Crises and Contagion in Equity Portfolios 0 0 0 1 1 6 10 13
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies 0 2 3 25 5 14 31 92
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios 0 2 12 90 3 16 64 409
Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures 1 1 6 7 3 10 29 33
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty 0 1 6 162 1 15 43 562
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market 0 0 2 7 1 7 20 37
Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets 0 0 1 6 1 6 11 25
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures 0 1 1 3 1 4 11 19
Dynamic spillovers of oil price shocks and economic policy uncertainty 0 3 10 102 2 20 65 390
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness 0 0 14 61 3 16 52 209
Editorial of special issue 2016 Portsmouth – Fordham conference on Banking and Finance 0 0 0 0 0 2 6 8
Energy consumption, CO2 emissions, and economic growth: An ethical dilemma 1 2 8 155 7 21 51 661
Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis 0 1 3 28 1 12 21 102
Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency 0 0 5 27 3 10 26 101
Environmental disclosure and idiosyncratic risk in the European manufacturing sector 0 1 1 14 2 11 16 71
Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries 0 2 5 79 1 15 26 290
Forecasting oil price volatility using spillover effects from uncertainty indices 0 0 0 6 5 13 15 28
Forecasting tourist arrivals using origin country macroeconomics 0 0 2 6 1 4 12 46
From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps 0 0 1 10 5 10 22 84
Futures-based forecasts: How useful are they for oil price volatility forecasting? 0 0 0 4 0 6 12 47
Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves 1 1 2 14 3 14 26 49
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach 0 0 6 22 5 13 34 70
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach 0 1 12 63 5 19 42 213
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach 0 0 2 9 1 6 18 37
Model-free connectedness measures 0 1 1 13 2 10 19 54
Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty 0 0 1 31 0 7 16 97
Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it? 0 0 0 0 0 7 10 12
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies 0 1 5 13 1 13 32 54
Oil price volatility is effective in predicting food price volatility. Or is it? 0 0 0 5 0 16 21 33
Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries 1 2 3 27 3 42 81 165
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest 2 2 5 49 5 14 40 270
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 11 21 91 359 32 100 332 1,059
Stock market response to monetary and fiscal policy shocks: Multi-country evidence 0 1 11 314 1 13 47 1,277
Systemic risk and oil price volatility shocks 0 0 0 0 14 20 26 26
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic 0 0 2 7 2 8 16 38
The Evolution of Monetary Policy Focal Points 0 0 0 2 0 6 10 17
The dynamic connectedness of UK regional property returns 1 1 2 28 1 7 11 93
The impact of Euro through time: Exchange rate dynamics under different regimes 0 0 5 50 4 7 25 129
US partisan conflict shocks and international stock market returns 0 0 1 5 0 5 15 30
US sectoral stock market volatility and geopolitical risk categories 1 1 7 7 2 10 22 22
Total Journal Articles 19 50 241 1,904 137 591 1,455 7,374


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 0 8 2 19 75 278
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 1 9 17 78
Total Chapters 0 0 0 9 3 28 92 356


Statistics updated 2026-03-04