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 1 12 301
A Taylor Rule for EU members. Does one rule fit to all EU member needs ? 0 0 0 0 0 0 7 14
Central Bank Independence and the Dynamics of Public Debt? 0 0 1 131 1 4 21 248
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 0 0 0 0 10 13
Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis 1 1 4 508 2 3 32 2,080
Does Central Bank Independence Affect Stock Market Volatility? 0 0 0 141 0 0 14 317
Does central bank independence affect stock market volatility ? 0 0 0 0 0 1 14 18
Does central bank transparency affect stock market volatility? 0 0 0 0 2 2 9 9
Does the ECB Care about Shifts in Investors’ Risk Appetite? 0 0 0 18 0 1 14 132
Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 0 0 0 44 3 5 27 187
Has Stock Markets' Reaction to Terrorist Attacks Changed throughout Time?: Comparative Evidence from a Large and a Small Capitalisation Market 0 0 0 52 0 1 34 287
How effective quantitative easing is in relation to the Gold Standard? A historical approach based on the US experience 0 0 0 74 0 1 24 121
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 0 0 1 2 10 17
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 0 0 2 12 38
News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets 0 0 0 29 0 2 26 143
Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests 0 0 0 34 1 1 25 146
Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data 0 0 0 31 0 1 22 143
Terrorism and Capital Markets: The Effects of the Istanbul Bombings 0 1 1 116 0 6 32 430
Terrorism and Market Jitters 0 0 0 23 0 0 9 72
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 0 0 2 86 0 0 23 393
The effects of Monetary Policy shocks across the Greek Regions 0 0 0 76 0 0 12 177
Total Working Papers 1 2 8 1,391 10 33 389 5,286

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 0 4 16 166
A Taylor Rule for EU members. Does one rule fit to all EU member needs? 0 0 1 34 0 3 11 101
A normative argument towards the independence of public debt management 0 0 1 1 0 1 10 12
A survey of empirical findings on unconventional central bank policies 0 2 4 77 0 2 20 160
A systematic review of the bubble dynamics of cryptocurrency prices 0 0 1 81 2 3 41 336
ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP 0 1 6 83 0 1 28 240
Abnormal lending and risk in Swedish financial institutions 0 0 0 9 0 2 13 45
American equity mutual funds in European markets: Hot hands phenomenon and style analysis 0 0 0 103 0 0 9 642
An investigation of bond term premia in international government bond indices 0 0 0 75 0 0 6 193
Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises? 0 0 0 5 0 1 15 27
Banks’ lending behavior and monetary policy: evidence from Sweden 0 0 0 61 0 1 24 201
Built-in challenges within the supervisory architecture of the Eurozone 0 0 0 3 0 4 15 31
Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors? 0 0 1 6 0 1 15 31
Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics 0 0 0 2 0 0 14 26
Central Bank Credibility’s Effect on Stock Exchange Returns’ Volatility: Evidence from OECD Countries 1 1 1 8 1 1 15 42
Central bank transparency and exchange rate volatility effects on inflation-output volatility 0 0 2 30 0 2 16 98
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 1 51 0 2 20 159
Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea 0 0 0 0 0 0 3 62
Could the Public Debt Management via ECB’s QE Create a Surge of Inflation in the Euro Area? 0 0 0 17 1 1 7 35
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking? 0 0 1 4 0 0 13 21
Does Terrorism Affect the Stock‐Bond Covariance? Evidence from European Countries 0 0 0 5 0 0 10 40
Does central bank independence affect stock market volatility? 0 0 0 18 3 4 19 113
Does central bank transparency affect stock market volatility? 0 0 2 100 1 2 20 333
Does government spending cointegrate with bank lending? Evidence from Eurozone panel data 0 0 5 7 1 2 21 29
Does innovation affect the impact of corruption on economic growth? International evidence 0 0 0 31 1 6 36 119
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 1 3 19 29
Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis 0 0 0 11 0 2 16 89
European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings 0 0 0 19 0 1 8 106
Evaluating survey-based forecasts of interest rates and macroeconomic variables 0 0 0 5 0 0 6 19
Evaluating the style-based risk model for equity mutual funds investing in Europe 0 0 0 137 0 1 11 597
Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework 1 1 3 9 1 3 22 46
Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK 0 0 0 14 0 0 13 99
Flight-to-quality between global stock and bond markets in the COVID era 1 2 7 47 2 4 57 217
Geopolitical risks and the oil-stock nexus over 1899–2016 1 3 12 109 5 12 81 421
Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets 0 1 3 17 0 1 22 69
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 1 1 30 2 3 15 119
Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates 0 0 1 29 0 0 15 100
Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK 0 1 1 47 1 3 21 263
Intraday exchange rate volatility transmissions across QE announcements 0 0 0 19 0 0 8 89
Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen 0 0 1 18 2 4 49 106
Investigating volatility transmission and hedging properties between Bitcoin and Ethereum 0 1 2 74 0 1 29 259
Investors’ risk aversion integration and quantitative easing 0 0 0 12 0 0 9 44
Is There a Role for Central Bank Independence on Public Debt Dynamics? 0 0 3 69 2 5 22 161
Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis 1 1 1 13 1 1 16 106
Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates 0 0 0 23 0 2 18 194
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 8 0 0 8 36
Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets 1 1 4 13 3 5 33 62
News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets 0 0 0 11 0 0 16 86
Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets 0 0 0 19 1 2 20 80
On quantitative easing and high frequency exchange rate dynamics 0 0 0 92 0 1 15 370
Optimism-pessimism effects on money demand: theory and evidence 0 0 0 10 0 2 8 90
PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES 0 0 0 15 0 1 15 89
Policy uncertainty and non‐performing loans in Greece 0 0 0 4 0 2 20 26
Price discovery in bitcoin futures 0 2 3 59 2 6 30 236
Private capital formation and government spending interaction in the case of eurozone countries 0 0 0 3 0 2 12 30
Public investment, inflation persistence and central bank independence 0 1 1 30 0 3 14 105
Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis 1 2 4 7 4 9 37 49
Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach 0 1 1 28 1 3 15 170
Regional asymmetries in monetary policy transmission: The case of the Greek regions 0 0 1 25 2 2 17 72
Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests 0 0 0 19 0 1 15 118
SELECTIVITY AND MARKET TIMING SKILLS IN EMERGING GREEK EQUITY MUTUAL FUNDS DURING THE SOVEREIGN DEBT CRISIS 0 0 0 12 0 0 6 44
Significance of risk modelling in the term structure of interest rates 0 0 0 53 2 2 11 224
Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices 0 0 0 13 0 3 13 124
Stock markets and effective exchange rates in European countries: threshold cointegration findings 0 0 1 16 1 1 16 102
Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market 0 1 6 56 0 3 31 268
THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES 0 0 0 61 0 2 19 212
Terrorism and capital markets: The effects of the Madrid and London bomb attacks 1 1 9 193 6 15 61 576
The Determinants of Energy and Electricity Consumption in Developed and Developing Countries: International Evidence 0 0 2 10 0 1 15 51
The Distorting Effects of Corruption on Financial Stability and Economic Growth: Evidence from Russian Banks Using a PVAR Approach 0 0 1 9 0 0 5 25
The Effect of Quantitative Easing through Google Metrics on US Stock Indices 0 0 0 3 0 1 8 39
The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone 1 1 1 13 1 3 19 100
The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition 0 0 0 103 1 3 15 240
The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries 0 0 0 13 0 0 15 92
The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19 0 0 3 10 3 6 48 80
The dimension of popularity in the cryptocurrency market 0 0 0 7 1 2 15 41
The effect of central bank transparency on inflation persistence 0 0 1 4 0 1 17 46
The effect of diversification across businesses and within lending activities on risks of commercial banks' portfolios: evidence from South Korea 0 0 1 70 0 0 6 231
The effect of the market-based monetary policy transparency index on inflation and output variability 0 0 0 11 0 0 9 70
The effectiveness of quantitative easing: Evidence from Japan 0 1 3 50 0 4 33 211
The effects of terrorism and war on the oil price–stock index relationship 1 1 4 99 2 7 55 489
The impact of corporate governance mechanisms on mitigating banks’ propensity for risk-taking 2 2 6 13 4 11 40 67
The impact of the shadow economy on the direct-indirect tax mix: Can central banks’ independence mitigate the effect? 0 1 4 12 0 2 21 49
The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR 0 1 3 22 0 3 26 75
The informational content of unconventional monetary policy on precious metal markets 0 0 0 2 0 1 11 57
The macroeconomic effects of fiscal consolidation policies in Greece 0 0 1 43 2 3 24 164
The prudential role of Basel III liquidity provisions towards financial stability 0 0 1 25 0 2 16 71
The risk relevance of International Financial Reporting Standards: Evidence from Greek banks 0 1 1 59 0 1 14 272
The role of leverage in quantitative easing decisions: Evidence from the UK 1 1 1 23 1 3 17 117
The role of net stable funding ratio on the bank lending channel: evidence from European Union 0 0 5 35 0 2 22 101
The stock-bond nexus and investors’ behavior in mature and emerging markets 0 0 0 1 0 1 8 15
The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies? 0 0 0 15 2 2 13 70
U.S. unconventional monetary policy and risk tolerance in major currency markets 0 0 0 10 0 2 11 37
US non-linear causal effects on global equity indices in Normal times versus unconventional eras 0 0 1 10 0 1 11 49
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets 0 0 0 12 0 1 10 49
Unconventional monetary policy effects on output and inflation: A meta-analysis 0 0 5 80 0 2 52 264
Variance risk premium and equity returns 1 2 6 56 1 6 27 166
Yield spreads and real economic activity in East European transition economies 0 0 0 30 0 1 8 85
Total Journal Articles 14 35 142 3,149 67 226 1,897 12,987
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