Access Statistics for Stephanos Τ. Papadamou

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US 0 0 0 28 2 3 11 300
A Taylor Rule for EU members. Does one rule fit to all EU member needs ? 0 0 0 0 1 3 9 14
Central Bank Independence and the Dynamics of Public Debt? 0 0 1 131 4 5 17 243
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 0 0 2 4 11 13
Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis 1 1 5 507 2 8 33 2,073
Does Central Bank Independence Affect Stock Market Volatility? 0 0 0 141 3 3 13 316
Does central bank independence affect stock market volatility ? 0 0 0 0 1 7 14 17
Does central bank transparency affect stock market volatility? 0 0 0 0 1 4 5 5
Does the ECB Care about Shifts in Investors’ Risk Appetite? 0 0 0 18 2 4 13 131
Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 0 0 0 44 6 8 20 179
Has Stock Markets' Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market 0 0 0 52 4 21 30 283
How effective quantitative easing is in relation to the Gold Standard? A historical approach based on the US experience 0 0 0 74 3 6 21 117
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 0 0 1 2 11 15
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 0 2 4 11 36
News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets 0 0 0 29 1 4 21 137
Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests 0 0 0 34 1 6 22 142
Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data 0 0 0 31 2 8 21 139
Terrorism and Capital Markets: The Effects of the Istanbul Bombings 0 0 0 115 2 10 29 423
Terrorism and Market Jitters 0 0 0 23 3 3 10 72
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 0 0 0 84 2 9 23 390
The effects of Monetary Policy shocks across the Greek Regions 0 0 1 76 4 5 16 177
Total Working Papers 1 1 7 1,387 49 127 361 5,222

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe 0 0 1 39 4 6 14 162
A Taylor Rule for EU members. Does one rule fit to all EU member needs? 0 0 2 33 0 2 11 95
A normative argument towards the independence of public debt management 0 0 1 1 1 3 10 10
A survey of empirical findings on unconventional central bank policies 0 1 5 75 4 8 25 158
A systematic review of the bubble dynamics of cryptocurrency prices 0 0 7 81 7 13 52 328
ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP 1 2 6 81 2 10 25 234
Abnormal lending and risk in Swedish financial institutions 0 0 0 9 1 5 13 43
American equity mutual funds in European markets: Hot hands phenomenon and style analysis 0 0 0 103 2 3 10 642
An investigation of bond term premia in international government bond indices 0 0 0 75 1 1 6 193
Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises? 0 0 0 5 2 4 14 24
Banks’ lending behavior and monetary policy: evidence from Sweden 0 0 0 61 3 9 24 198
Built-in challenges within the supervisory architecture of the Eurozone 0 0 1 3 4 4 13 26
Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors? 0 0 2 6 1 1 17 28
Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics 0 0 0 2 2 3 19 26
Central Bank Credibility’s Effect on Stock Exchange Returns’ Volatility: Evidence from OECD Countries 0 0 0 7 4 4 18 38
Central bank transparency and exchange rate volatility effects on inflation-output volatility 0 0 3 30 3 3 17 95
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 2 51 2 5 19 156
Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea 0 0 0 0 1 1 3 62
Could the Public Debt Management via ECB’s QE Create a Surge of Inflation in the Euro Area? 0 0 0 17 4 5 7 34
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking? 0 1 4 4 3 5 20 20
Does Terrorism Affect the Stock‐Bond Covariance? Evidence from European Countries 0 0 0 5 2 3 14 40
Does central bank independence affect stock market volatility? 0 0 2 18 3 3 16 108
Does central bank transparency affect stock market volatility? 1 1 3 99 4 8 20 327
Does government spending cointegrate with bank lending? Evidence from Eurozone panel data 0 0 6 7 2 3 21 26
Does innovation affect the impact of corruption on economic growth? International evidence 0 0 3 31 6 13 38 112
Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure 0 0 0 0 6 7 19 25
Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis 0 0 0 11 2 5 14 87
European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings 0 0 0 19 2 3 10 104
Evaluating survey-based forecasts of interest rates and macroeconomic variables 0 0 2 5 1 2 11 19
Evaluating the style-based risk model for equity mutual funds investing in Europe 0 0 0 137 1 3 11 596
Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework 0 1 2 7 6 9 24 41
Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK 0 0 0 14 4 5 14 99
Flight-to-quality between global stock and bond markets in the COVID era 1 3 12 45 6 13 69 209
Geopolitical risks and the oil-stock nexus over 1899–2016 0 1 12 104 11 24 70 393
Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets 0 0 3 15 2 11 23 66
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 0 29 1 2 13 115
Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates 0 1 2 29 4 6 16 99
Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK 0 0 0 46 4 5 19 257
Intraday exchange rate volatility transmissions across QE announcements 0 0 0 19 3 3 7 88
Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen 1 1 1 18 3 18 41 96
Investigating volatility transmission and hedging properties between Bitcoin and Ethereum 0 0 2 73 2 9 36 257
Investors’ risk aversion integration and quantitative easing 0 0 0 12 2 3 9 44
Is There a Role for Central Bank Independence on Public Debt Dynamics? 0 0 8 69 5 5 24 156
Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis 0 0 0 12 2 10 19 105
Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates 0 0 0 23 4 7 16 190
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 8 2 3 9 36
Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets 0 2 5 11 10 13 32 53
News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets 0 0 0 11 2 4 15 84
Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets 0 0 0 19 2 4 19 77
On quantitative easing and high frequency exchange rate dynamics 0 0 2 92 2 4 17 369
Optimism-pessimism effects on money demand: theory and evidence 0 0 0 10 1 1 5 86
PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES 0 0 2 15 0 2 17 88
Policy uncertainty and non‐performing loans in Greece 0 0 3 4 1 1 22 23
Price discovery in bitcoin futures 0 0 1 57 3 5 24 226
Private capital formation and government spending interaction in the case of eurozone countries 0 0 0 3 2 2 10 28
Public investment, inflation persistence and central bank independence 0 0 0 29 1 2 11 101
Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis 0 0 1 4 4 11 26 35
Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach 0 0 0 27 3 4 11 165
Regional asymmetries in monetary policy transmission: The case of the Greek regions 0 0 2 25 3 6 17 69
Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests 0 0 0 19 1 1 14 116
SELECTIVITY AND MARKET TIMING SKILLS IN EMERGING GREEK EQUITY MUTUAL FUNDS DURING THE SOVEREIGN DEBT CRISIS 0 0 0 12 1 2 5 43
Significance of risk modelling in the term structure of interest rates 0 0 0 53 0 2 9 222
Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices 0 0 0 13 2 4 11 121
Stock markets and effective exchange rates in European countries: threshold cointegration findings 0 0 0 15 3 7 14 99
Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market 1 2 5 55 5 9 27 262
THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES 0 0 0 61 5 9 20 209
Terrorism and capital markets: The effects of the Madrid and London bomb attacks 2 5 5 189 11 21 40 545
The Determinants of Energy and Electricity Consumption in Developed and Developing Countries: International Evidence 0 1 2 9 2 3 20 49
The Distorting Effects of Corruption on Financial Stability and Economic Growth: Evidence from Russian Banks Using a PVAR Approach 0 0 0 8 0 2 5 24
The Effect of Quantitative Easing through Google Metrics on US Stock Indices 0 0 0 3 2 2 11 38
The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone 0 0 0 12 1 3 16 95
The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition 0 0 0 103 2 2 14 237
The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries 0 0 0 13 1 4 14 91
The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19 0 0 5 9 7 13 43 68
The dimension of popularity in the cryptocurrency market 0 0 1 7 3 7 12 36
The effect of central bank transparency on inflation persistence 0 0 1 4 3 7 18 45
The effect of diversification across businesses and within lending activities on risks of commercial banks' portfolios: evidence from South Korea 0 0 1 70 1 1 9 231
The effect of the market-based monetary policy transparency index on inflation and output variability 0 0 0 11 3 4 9 70
The effectiveness of quantitative easing: Evidence from Japan 0 0 4 49 3 11 32 203
The effects of terrorism and war on the oil price–stock index relationship 0 2 4 98 7 21 48 475
The impact of corporate governance mechanisms on mitigating banks’ propensity for risk-taking 2 3 4 10 8 14 30 50
The impact of the shadow economy on the direct-indirect tax mix: Can central banks’ independence mitigate the effect? 0 1 3 10 3 6 21 45
The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR 1 2 3 21 5 10 30 71
The informational content of unconventional monetary policy on precious metal markets 0 0 0 2 3 5 10 55
The macroeconomic effects of fiscal consolidation policies in Greece 0 1 2 43 4 9 22 161
The prudential role of Basel III liquidity provisions towards financial stability 0 0 3 25 4 6 18 68
The risk relevance of International Financial Reporting Standards: Evidence from Greek banks 0 0 0 58 5 5 13 270
The role of leverage in quantitative easing decisions: Evidence from the UK 0 0 0 22 2 6 14 114
The role of net stable funding ratio on the bank lending channel: evidence from European Union 0 1 5 33 4 9 24 96
The stock-bond nexus and investors’ behavior in mature and emerging markets 0 0 0 1 2 2 8 14
The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies? 0 0 1 15 1 1 13 66
U.S. unconventional monetary policy and risk tolerance in major currency markets 0 0 1 10 1 2 10 35
US non-linear causal effects on global equity indices in Normal times versus unconventional eras 0 0 1 10 1 3 11 48
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets 0 0 0 12 1 3 8 47
Unconventional monetary policy effects on output and inflation: A meta-analysis 0 1 8 79 20 21 52 246
Variance risk premium and equity returns 0 1 7 53 3 8 27 158
Yield spreads and real economic activity in East European transition economies 0 0 0 30 1 3 7 84
Total Journal Articles 10 34 174 3,092 306 585 1,855 12,578
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