Access Statistics for Stephanos Papadamou

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 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 3 12 54 222
Central Bank Independence and the Dynamics of Public Debt? 1 1 11 120 1 1 24 212
Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis 22 62 350 350 104 305 1,360 1,360
Does Central Bank Independence Affect Stock Market Volatility? 0 0 7 138 2 4 25 290
Does the ECB Care about Shifts in Investors’ Risk Appetite? 0 0 0 17 0 0 9 110
Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 0 0 0 44 3 3 7 121
Has Stock Markets' Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market 0 1 3 52 1 2 16 250
How effective quantitative easing is in relation to the Gold Standard? A historical approach based on the US experience 0 1 1 72 0 1 5 67
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 0 1 2 13 13
News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets 0 0 0 29 1 3 12 91
Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests 0 0 0 34 1 1 3 116
Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data 0 0 0 30 0 2 7 104
Terrorism and Capital Markets: The Effects of the Istanbul Bombings 0 0 6 112 6 12 34 365
Terrorism and Market Jitters 0 0 1 23 1 1 5 62
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 0 2 4 77 2 4 14 328
The effects of Monetary Policy shocks across the Greek Regions 0 0 0 65 0 1 4 144
Total Working Papers 23 67 383 1,191 126 354 1,592 3,855


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 1 5 31 1 3 17 119
A Taylor Rule for EU members. Does one rule fit to all EU member needs? 0 0 5 7 0 4 18 24
A survey of empirical findings on unconventional central bank policies 1 11 17 17 2 20 31 31
A systematic review of the bubble dynamics of cryptocurrency prices 1 3 3 3 8 13 18 18
ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP 0 0 3 55 0 1 8 166
Abnormal lending and risk in Swedish financial institutions 0 1 3 4 0 2 8 14
American equity mutual funds in European markets: Hot hands phenomenon and style analysis 0 1 1 97 2 5 9 615
An investigation of bond term premia in international government bond indices 0 0 0 73 0 0 1 183
Asymmetric price responses to stock addition to and deletion from the Athens Stock Exchange Index 0 1 1 1 0 2 3 4
Banks’ lending behavior and monetary policy: evidence from Sweden 0 2 4 55 2 6 13 160
Central bank transparency and exchange rate volatility effects on inflation-output volatility 0 0 2 22 2 3 14 54
Central bank transparency and the interest rate channel: Evidence from emerging economies 2 3 5 40 4 5 13 108
Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea 0 0 0 0 0 0 3 58
Does central bank independence affect stock market volatility? 0 1 2 11 0 1 14 60
Does central bank transparency affect stock market volatility? 0 1 10 82 2 8 33 237
Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis 0 0 0 4 4 7 18 52
European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings 0 0 0 18 2 6 7 87
Evaluating the style-based risk model for equity mutual funds investing in Europe 0 0 3 136 0 3 11 580
Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK 0 0 0 12 0 1 3 76
Geopolitical risks and the oil-stock nexus over 1899–2016 1 1 9 41 3 8 44 160
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 1 1 2 21 1 2 7 77
Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates 0 1 4 18 0 2 12 56
Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK 0 2 4 33 1 6 18 151
Intraday exchange rate volatility transmissions across QE announcements 0 0 0 14 0 1 3 74
Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen 1 1 6 15 2 3 10 46
Investigating the relationship between central bank transparency and stock market volatility in a nonparametric framework 0 0 0 0 1 3 6 99
Investigating volatility transmission and hedging properties between Bitcoin and Ethereum 1 3 11 24 3 11 39 88
Investors’ risk aversion integration and quantitative easing 0 1 1 1 0 6 9 9
Is There a Role for Central Bank Independence on Public Debt Dynamics? 0 0 5 49 0 0 10 102
Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis 0 0 3 10 1 3 15 72
Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates 1 1 1 21 2 2 16 108
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 1 5 5 0 3 16 16
News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets 0 0 1 7 1 8 16 40
On quantitative easing and high frequency exchange rate dynamics 1 2 6 76 4 9 28 253
Optimism-pessimism effects on money demand: theory and evidence 1 1 2 2 6 7 16 16
PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES 2 2 3 10 5 7 23 47
Price discovery in bitcoin futures 4 11 24 24 12 33 93 93
Public investment, inflation persistence and central bank independence 1 1 8 22 2 6 23 63
Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach 0 1 5 15 1 11 46 105
Regional asymmetries in monetary policy transmission: The case of the Greek regions 0 0 0 12 1 1 5 36
Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests 0 0 0 19 0 0 4 94
SELECTIVITY AND MARKET TIMING SKILLS IN EMERGING GREEK EQUITY MUTUAL FUNDS DURING THE SOVEREIGN DEBT CRISIS 1 2 8 8 3 6 22 22
Significance of risk modelling in the term structure of interest rates 0 2 2 52 0 4 5 206
Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices 0 0 1 6 5 9 36 84
Stock markets and effective exchange rates in European countries: threshold cointegration findings 0 1 1 9 1 3 7 68
Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market 1 2 6 38 6 11 34 194
Symposium - Does Terrorism Affect the Stock-Bond Covariance? Evidence from European Countries 0 1 5 27 0 4 11 114
THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES 1 3 11 43 6 9 29 138
Terrorism and capital markets: The effects of the Madrid and London bomb attacks 0 4 11 154 3 9 32 413
The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone 0 1 2 12 1 3 9 61
The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition 0 0 0 99 0 0 3 216
The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries 0 0 1 9 3 6 11 67
The effect of the market-based monetary policy transparency index on inflation and output variability 0 0 0 5 0 2 5 39
The effectiveness of quantitative easing: Evidence from Japan 1 5 21 22 3 15 85 92
The effects of terrorism and war on the oil price–stock index relationship 1 2 6 72 2 5 45 359
The informational content of unconventional monetary policy on precious metal markets 0 0 1 2 0 0 5 28
The macroeconomic effects of fiscal consolidation policies in Greece 0 0 9 31 4 7 38 112
The risk relevance of International Financial Reporting Standards: Evidence from Greek banks 0 1 6 52 1 4 14 239
The role of leverage in quantitative easing decisions: Evidence from the UK 0 1 4 11 2 6 24 66
The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies? 0 2 4 6 1 8 21 26
US non-linear causal effects on global equity indices in Normal times versus unconventional eras 0 1 7 7 1 8 21 21
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets 4 4 4 6 4 8 14 21
Unconventional monetary policy effects on output and inflation: A meta-analysis 0 5 17 32 1 12 58 106
Variance risk premium and equity returns 1 1 7 26 3 7 21 71
Yield spreads and real economic activity in East European transition economies 0 0 0 30 0 0 1 74
Total Journal Articles 28 93 298 1,866 125 368 1,252 7,288


Statistics updated 2021-04-06