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 4 14 199
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 41 2 5 9 94
Can spillover effects provide forecasting gains? The case of oil price volatility 0 0 0 17 4 6 6 34
Dynamic Co-movements between Stock Market Returns and Policy Uncertainty 0 0 0 52 9 13 17 156
Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market 0 0 1 84 1 7 13 164
Dynamic Connectedness of UK Regional Property Prices 0 0 0 37 3 7 12 134
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 63 3 7 14 261
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 4 9 12 15 104
EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness 0 1 2 60 2 8 14 145
Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma 0 0 0 105 0 5 8 197
Forecasting Tourist Arrivals Using Origin Country Macroeconomics 0 0 0 42 0 2 4 73
From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps 0 1 3 58 5 14 22 326
Futures-based forecasts: How useful are they for oil price volatility forecasting? 0 0 0 27 4 6 8 32
Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves 0 0 5 102 3 7 16 232
Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach 0 0 0 158 10 29 71 583
Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach 0 3 18 97 8 19 65 211
Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence 0 0 3 59 5 7 16 195
The Evolution of Monetary Policy Focal Points 0 0 0 24 2 5 7 35
Total Working Papers 0 5 32 1,097 72 163 331 3,175


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 2 8 17 89
A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification 1 2 2 12 5 6 10 41
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 6 2 6 8 63
Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? 0 0 0 17 4 4 4 75
Can Variations in Temperature Explain the Systemic Risk of European Firms? 0 0 0 8 4 4 10 54
Credit supply conditions and business cycles: New evidence from bank lending survey data 0 0 1 23 3 7 11 70
Crises and Contagion in Equity Portfolios 0 0 0 1 3 6 9 12
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies 1 2 4 25 3 16 30 87
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios 1 5 12 90 7 20 62 406
Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures 0 0 5 6 3 10 26 30
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty 1 3 7 162 5 17 45 561
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market 0 0 2 7 3 13 19 36
Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets 0 0 1 6 5 7 10 24
Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures 0 1 1 3 1 4 12 18
Dynamic spillovers of oil price shocks and economic policy uncertainty 2 4 12 102 13 30 67 388
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness 0 1 14 61 9 19 54 206
Editorial of special issue 2016 Portsmouth – Fordham conference on Banking and Finance 0 0 0 0 1 3 7 8
Energy consumption, CO2 emissions, and economic growth: An ethical dilemma 1 2 8 154 8 16 49 654
Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis 1 1 3 28 6 14 21 101
Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency 0 0 5 27 6 11 25 98
Environmental disclosure and idiosyncratic risk in the European manufacturing sector 1 1 1 14 7 9 15 69
Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries 2 3 5 79 12 18 29 289
Forecasting oil price volatility using spillover effects from uncertainty indices 0 0 0 6 7 9 11 23
Forecasting tourist arrivals using origin country macroeconomics 0 0 2 6 1 4 11 45
From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps 0 1 1 10 5 16 19 79
Futures-based forecasts: How useful are they for oil price volatility forecasting? 0 0 0 4 6 8 13 47
Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves 0 0 1 13 7 13 24 46
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach 0 0 7 22 6 11 31 65
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach 0 2 13 63 3 15 41 208
Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach 0 1 3 9 4 10 20 36
Model-free connectedness measures 1 1 2 13 6 10 18 52
Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty 0 0 1 31 7 10 17 97
Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it? 0 0 0 0 5 9 10 12
Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies 0 2 5 13 8 17 31 53
Oil price volatility is effective in predicting food price volatility. Or is it? 0 0 0 5 14 17 21 33
Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries 1 1 3 26 8 53 81 162
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest 0 1 3 47 5 18 36 265
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions 7 20 91 348 40 120 322 1,027
Stock market response to monetary and fiscal policy shocks: Multi-country evidence 1 3 11 314 9 18 50 1,276
Systemic risk and oil price volatility shocks 0 0 0 0 2 9 12 12
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic 0 0 2 7 5 8 15 36
The Evolution of Monetary Policy Focal Points 0 0 0 2 5 9 11 17
The dynamic connectedness of UK regional property returns 0 0 2 27 5 7 13 92
The impact of Euro through time: Exchange rate dynamics under different regimes 0 0 7 50 2 6 25 125
US partisan conflict shocks and international stock market returns 0 0 1 5 2 7 15 30
US sectoral stock market volatility and geopolitical risk categories 0 1 6 6 7 10 20 20
Total Journal Articles 21 58 246 1,885 281 662 1,407 7,237


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 1 8 7 20 84 276
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 7 8 16 77
Total Chapters 0 0 1 9 14 28 100 353


Statistics updated 2026-02-12