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 0 7 8 297
A Taylor Rule for EU members. Does one rule fit to all EU member needs ? 0 0 0 0 1 5 8 12
Central Bank Independence and the Dynamics of Public Debt? 0 0 1 131 1 5 13 239
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 0 0 1 6 8 10
Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis 0 0 5 506 3 13 31 2,068
Does Central Bank Independence Affect Stock Market Volatility? 0 0 0 141 0 7 10 313
Does central bank independence affect stock market volatility ? 0 0 0 0 6 9 14 16
Does central bank transparency affect stock market volatility? 0 0 0 0 1 1 2 2
Does the ECB Care about Shifts in Investors’ Risk Appetite? 0 0 0 18 1 6 10 128
Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 0 0 0 44 0 7 12 171
Has Stock Markets' Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market 0 0 0 52 2 7 11 264
How effective quantitative easing is in relation to the Gold Standard? A historical approach based on the US experience 0 0 0 74 1 10 17 112
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 0 0 0 2 9 13
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 0 2 6 9 34
News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets 0 0 0 29 2 12 19 135
Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests 0 0 0 34 2 10 18 138
Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data 0 0 0 31 6 14 20 137
Terrorism and Capital Markets: The Effects of the Istanbul Bombings 0 0 0 115 2 13 24 415
Terrorism and Market Jitters 0 0 0 23 0 4 7 69
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 0 0 0 84 2 11 19 383
The effects of Monetary Policy shocks across the Greek Regions 0 0 4 76 0 3 14 172
Total Working Papers 0 0 10 1,386 33 158 283 5,128

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 2 4 10 158
A Taylor Rule for EU members. Does one rule fit to all EU member needs? 0 0 7 33 0 1 15 93
A normative argument towards the independence of public debt management 0 0 1 1 2 4 9 9
A survey of empirical findings on unconventional central bank policies 1 2 6 75 2 11 21 152
A systematic review of the bubble dynamics of cryptocurrency prices 0 0 7 81 5 18 51 320
ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP 1 3 6 80 6 14 23 230
Abnormal lending and risk in Swedish financial institutions 0 0 1 9 3 7 13 41
American equity mutual funds in European markets: Hot hands phenomenon and style analysis 0 0 1 103 0 4 8 639
An investigation of bond term premia in international government bond indices 0 0 0 75 0 3 5 192
Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises? 0 0 1 5 2 7 13 22
Banks’ lending behavior and monetary policy: evidence from Sweden 0 0 0 61 4 10 19 193
Built-in challenges within the supervisory architecture of the Eurozone 0 0 1 3 0 4 9 22
Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors? 0 1 2 6 0 6 17 27
Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics 0 0 0 2 0 8 16 23
Central Bank Credibility’s Effect on Stock Exchange Returns’ Volatility: Evidence from OECD Countries 0 0 2 7 0 5 16 34
Central bank transparency and exchange rate volatility effects on inflation-output volatility 0 0 4 30 0 5 15 92
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 2 51 2 9 17 153
Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea 0 0 0 0 0 2 3 61
Could the Public Debt Management via ECB’s QE Create a Surge of Inflation in the Euro Area? 0 0 1 17 1 2 5 30
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking? 1 1 4 4 2 5 17 17
Does Terrorism Affect the Stock‐Bond Covariance? Evidence from European Countries 0 0 0 5 0 5 14 37
Does central bank independence affect stock market volatility? 0 0 2 18 0 7 14 105
Does central bank transparency affect stock market volatility? 0 0 3 98 3 7 19 322
Does government spending cointegrate with bank lending? Evidence from Eurozone panel data 0 3 7 7 1 11 22 24
Does innovation affect the impact of corruption on economic growth? International evidence 0 0 3 31 2 16 28 101
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 0 6 12 18
Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis 0 0 0 11 2 11 11 84
European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings 0 0 0 19 1 3 8 102
Evaluating survey-based forecasts of interest rates and macroeconomic variables 0 0 2 5 1 3 10 18
Evaluating the style-based risk model for equity mutual funds investing in Europe 0 0 0 137 2 6 10 595
Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework 1 1 2 7 2 6 18 34
Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK 0 0 0 14 0 5 9 94
Flight-to-quality between global stock and bond markets in the COVID era 1 1 10 43 2 14 59 198
Geopolitical risks and the oil-stock nexus over 1899–2016 0 2 13 103 5 23 58 374
Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets 0 1 3 15 9 15 21 64
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 0 29 1 6 13 114
Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates 0 0 1 28 0 7 10 93
Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK 0 0 1 46 0 6 15 252
Intraday exchange rate volatility transmissions across QE announcements 0 0 1 19 0 4 5 85
Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen 0 0 0 17 4 23 27 82
Investigating volatility transmission and hedging properties between Bitcoin and Ethereum 0 1 4 73 3 14 33 251
Investors’ risk aversion integration and quantitative easing 0 0 0 12 1 4 8 42
Is There a Role for Central Bank Independence on Public Debt Dynamics? 0 0 8 69 0 5 19 151
Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis 0 0 0 12 6 7 15 101
Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates 0 0 0 23 1 5 10 184
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 8 1 5 8 34
Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets 1 1 4 10 2 7 22 42
News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets 0 0 0 11 1 7 12 81
Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets 0 0 0 19 1 8 16 74
On quantitative easing and high frequency exchange rate dynamics 0 0 2 92 1 7 14 366
Optimism-pessimism effects on money demand: theory and evidence 0 0 0 10 0 3 4 85
PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES 0 0 2 15 2 11 18 88
Policy uncertainty and non‐performing loans in Greece 0 0 4 4 0 10 22 22
Price discovery in bitcoin futures 0 0 3 57 2 11 25 223
Private capital formation and government spending interaction in the case of eurozone countries 0 0 0 3 0 5 10 26
Public investment, inflation persistence and central bank independence 0 0 0 29 1 4 10 100
Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis 0 0 2 4 3 13 22 27
Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach 0 0 0 27 1 4 8 162
Regional asymmetries in monetary policy transmission: The case of the Greek regions 0 0 2 25 1 4 12 64
Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests 0 0 0 19 0 9 13 115
SELECTIVITY AND MARKET TIMING SKILLS IN EMERGING GREEK EQUITY MUTUAL FUNDS DURING THE SOVEREIGN DEBT CRISIS 0 0 0 12 0 1 3 41
Significance of risk modelling in the term structure of interest rates 0 0 0 53 2 7 9 222
Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices 0 0 1 13 1 6 9 118
Stock markets and effective exchange rates in European countries: threshold cointegration findings 0 0 0 15 1 4 9 93
Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market 1 1 4 54 2 7 21 255
THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES 0 0 0 61 3 6 14 203
Terrorism and capital markets: The effects of the Madrid and London bomb attacks 2 2 3 186 2 9 30 526
The Determinants of Energy and Electricity Consumption in Developed and Developing Countries: International Evidence 1 1 2 9 1 9 20 47
The Distorting Effects of Corruption on Financial Stability and Economic Growth: Evidence from Russian Banks Using a PVAR Approach 0 0 0 8 2 2 6 24
The Effect of Quantitative Easing through Google Metrics on US Stock Indices 0 0 0 3 0 3 11 36
The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone 0 0 0 12 1 8 14 93
The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition 0 0 0 103 0 7 12 235
The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries 0 0 1 13 1 8 12 88
The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19 0 0 5 9 4 18 35 59
The dimension of popularity in the cryptocurrency market 0 0 1 7 3 5 8 32
The effect of central bank transparency on inflation persistence 0 1 1 4 3 9 15 41
The effect of diversification across businesses and within lending activities on risks of commercial banks' portfolios: evidence from South Korea 0 1 2 70 0 3 9 230
The effect of the market-based monetary policy transparency index on inflation and output variability 0 0 0 11 1 3 6 67
The effectiveness of quantitative easing: Evidence from Japan 0 0 5 49 4 12 28 196
The effects of terrorism and war on the oil price–stock index relationship 1 1 3 97 6 20 35 460
The impact of corporate governance mechanisms on mitigating banks’ propensity for risk-taking 1 1 2 8 4 11 22 40
The impact of the shadow economy on the direct-indirect tax mix: Can central banks’ independence mitigate the effect? 1 2 4 10 2 12 20 41
The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR 1 1 3 20 3 13 24 64
The informational content of unconventional monetary policy on precious metal markets 0 0 0 2 2 4 8 52
The macroeconomic effects of fiscal consolidation policies in Greece 0 0 1 42 3 10 16 155
The prudential role of Basel III liquidity provisions towards financial stability 0 0 3 25 1 3 14 63
The risk relevance of International Financial Reporting Standards: Evidence from Greek banks 0 0 1 58 0 5 10 265
The role of leverage in quantitative easing decisions: Evidence from the UK 0 0 0 22 0 7 10 108
The role of net stable funding ratio on the bank lending channel: evidence from European Union 1 3 6 33 3 9 19 90
The stock-bond nexus and investors’ behavior in mature and emerging markets 0 0 0 1 0 1 6 12
The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies? 0 0 1 15 0 5 13 65
U.S. unconventional monetary policy and risk tolerance in major currency markets 0 0 1 10 1 8 9 34
US non-linear causal effects on global equity indices in Normal times versus unconventional eras 0 0 1 10 2 8 11 47
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets 0 0 0 12 2 4 8 46
Unconventional monetary policy effects on output and inflation: A meta-analysis 1 1 8 79 1 9 32 226
Variance risk premium and equity returns 1 1 10 53 2 11 25 152
Yield spreads and real economic activity in East European transition economies 0 0 0 30 2 6 6 83
Total Journal Articles 17 33 195 3,075 158 729 1,545 12,151
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