Access Statistics for Stephanos Τ. 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 0 0 2 289
A Taylor Rule for EU members. Does one rule fit to all EU member needs ? 0 0 0 0 0 1 4 7
Central Bank Independence and the Dynamics of Public Debt? 0 0 4 130 0 1 6 227
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 0 0 0 1 2 3
Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis 0 2 6 504 1 6 23 2,047
Does Central Bank Independence Affect Stock Market Volatility? 0 0 0 141 0 0 0 303
Does central bank independence affect stock market volatility ? 0 0 0 0 0 0 3 4
Does central bank transparency affect stock market volatility? 0 0 0 0 0 0 0 0
Does the ECB Care about Shifts in Investors’ Risk Appetite? 0 0 0 18 0 0 1 118
Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016 0 0 0 44 0 0 2 159
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 0 1 253
How effective quantitative easing is in relation to the Gold Standard? A historical approach based on the US experience 0 0 0 74 0 0 3 97
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 0 0 0 0 3 5
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 0 0 0 1 25
News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets 0 0 0 29 0 0 0 116
Rogue State Behavior and Markets: The Financial Fallout of North Korean Nuclear Tests 0 0 0 34 1 1 2 121
Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data 0 0 0 31 1 2 5 120
Terrorism and Capital Markets: The Effects of the Istanbul Bombings 0 0 0 115 0 2 13 398
Terrorism and Market Jitters 0 0 0 23 0 1 1 63
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 0 0 1 84 0 1 12 368
The effects of Monetary Policy shocks across the Greek Regions 1 1 4 76 2 2 7 163
Total Working Papers 1 3 15 1,383 5 18 91 4,886

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 0 38 1 1 1 149
A Taylor Rule for EU members. Does one rule fit to all EU member needs? 0 1 8 32 2 4 14 89
A survey of empirical findings on unconventional central bank policies 0 1 6 72 0 1 16 139
A systematic review of the bubble dynamics of cryptocurrency prices 1 2 7 78 4 7 29 290
ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP 0 1 6 76 0 1 10 210
Abnormal lending and risk in Swedish financial institutions 0 0 1 9 0 0 2 30
American equity mutual funds in European markets: Hot hands phenomenon and style analysis 0 0 1 103 1 1 5 633
An investigation of bond term premia in international government bond indices 0 0 0 75 0 0 0 187
Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises? 0 0 2 5 0 1 6 12
Banks’ lending behavior and monetary policy: evidence from Sweden 0 0 0 61 2 3 3 177
Built-in challenges within the supervisory architecture of the Eurozone 0 0 3 3 0 2 11 16
Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors? 0 0 1 5 2 2 7 15
Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics 0 0 0 2 0 2 4 10
Central Bank Credibility’s Effect on Stock Exchange Returns’ Volatility: Evidence from OECD Countries 0 0 6 7 0 2 14 24
Central bank transparency and exchange rate volatility effects on inflation-output volatility 0 0 3 28 0 0 10 81
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 0 49 0 0 4 137
Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea 0 0 0 0 0 0 1 59
Could the Public Debt Management via ECB’s QE Create a Surge of Inflation in the Euro Area? 0 0 2 17 0 1 4 28
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking? 0 1 2 2 1 5 7 7
Does Terrorism Affect the Stock‐Bond Covariance? Evidence from European Countries 0 0 1 5 0 4 11 30
Does central bank independence affect stock market volatility? 0 1 2 18 0 1 9 94
Does central bank transparency affect stock market volatility? 0 0 2 97 0 2 10 310
Does government spending cointegrate with bank lending? Evidence from Eurozone panel data 0 1 2 2 0 1 7 7
Does innovation affect the impact of corruption on economic growth? International evidence 0 1 4 31 2 5 15 81
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 2 7 9
Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis 0 0 0 11 0 0 1 73
European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings 0 0 0 19 0 3 5 98
Evaluating survey-based forecasts of interest rates and macroeconomic variables 0 0 1 3 1 2 8 11
Evaluating the style-based risk model for equity mutual funds investing in Europe 0 0 0 137 0 1 2 586
Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework 0 0 4 6 2 4 17 23
Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK 0 0 0 14 0 0 1 85
Flight-to-quality between global stock and bond markets in the COVID era 2 5 8 40 8 17 25 160
Geopolitical risks and the oil-stock nexus over 1899–2016 1 3 8 96 7 12 32 338
Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets 0 0 1 13 1 1 5 46
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 2 29 0 0 10 104
Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates 0 1 4 28 0 1 5 84
Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK 0 0 3 46 1 4 9 242
Intraday exchange rate volatility transmissions across QE announcements 0 0 1 19 0 0 2 81
Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen 0 0 0 17 0 2 4 57
Investigating volatility transmission and hedging properties between Bitcoin and Ethereum 0 0 7 72 2 5 21 228
Investors’ risk aversion integration and quantitative easing 0 0 0 12 0 0 1 35
Is There a Role for Central Bank Independence on Public Debt Dynamics? 0 2 9 66 1 4 14 139
Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis 0 0 0 12 1 4 6 90
Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates 0 0 0 23 1 2 4 176
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 8 0 1 2 28
Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets 0 1 5 8 1 6 18 28
News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets 0 0 0 11 1 1 2 70
Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets 0 0 1 19 0 0 3 59
On quantitative easing and high frequency exchange rate dynamics 0 1 2 92 1 2 5 355
Optimism-pessimism effects on money demand: theory and evidence 0 0 0 10 0 0 4 82
PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES 0 2 2 15 0 3 8 74
Policy uncertainty and non‐performing loans in Greece 1 1 2 2 1 2 4 4
Price discovery in bitcoin futures 0 0 2 56 1 4 11 206
Private capital formation and government spending interaction in the case of eurozone countries 0 0 1 3 0 0 8 18
Public investment, inflation persistence and central bank independence 0 0 0 29 0 0 2 90
Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis 0 0 1 3 0 3 9 12
Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach 0 0 1 27 1 1 3 155
Regional asymmetries in monetary policy transmission: The case of the Greek regions 0 0 1 23 1 1 4 53
Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests 0 0 0 19 1 1 1 103
SELECTIVITY AND MARKET TIMING SKILLS IN EMERGING GREEK EQUITY MUTUAL FUNDS DURING THE SOVEREIGN DEBT CRISIS 0 0 0 12 0 0 2 38
Significance of risk modelling in the term structure of interest rates 0 0 0 53 0 0 0 213
Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices 0 0 1 13 1 1 3 111
Stock markets and effective exchange rates in European countries: threshold cointegration findings 0 0 0 15 1 1 5 86
Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market 0 0 2 50 0 0 4 236
THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES 0 0 2 61 0 2 10 193
Terrorism and capital markets: The effects of the Madrid and London bomb attacks 0 0 3 184 3 8 25 514
The Determinants of Energy and Electricity Consumption in Developed and Developing Countries: International Evidence 1 1 2 8 1 4 14 36
The Distorting Effects of Corruption on Financial Stability and Economic Growth: Evidence from Russian Banks Using a PVAR Approach 0 0 2 8 0 0 7 20
The Effect of Quantitative Easing through Google Metrics on US Stock Indices 0 0 1 3 0 1 11 31
The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone 0 0 0 12 0 1 2 80
The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition 0 0 1 103 0 1 2 224
The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries 0 0 1 13 0 0 1 77
The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19 0 3 5 7 1 6 12 32
The dimension of popularity in the cryptocurrency market 0 1 2 7 1 2 4 26
The effect of central bank transparency on inflation persistence 0 0 0 3 2 2 6 29
The effect of diversification across businesses and within lending activities on risks of commercial banks' portfolios: evidence from South Korea 0 0 1 69 2 2 7 225
The effect of the market-based monetary policy transparency index on inflation and output variability 0 0 0 11 0 0 3 61
The effectiveness of quantitative easing: Evidence from Japan 1 1 4 46 3 3 10 175
The effects of terrorism and war on the oil price–stock index relationship 0 0 2 94 0 4 14 431
The impact of corporate governance mechanisms on mitigating banks’ propensity for risk-taking 0 1 7 7 1 5 26 26
The impact of the shadow economy on the direct-indirect tax mix: Can central banks’ independence mitigate the effect? 0 0 4 7 0 1 15 25
The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR 0 1 4 19 0 4 15 46
The informational content of unconventional monetary policy on precious metal markets 0 0 0 2 0 1 4 46
The macroeconomic effects of fiscal consolidation policies in Greece 0 0 1 41 0 0 1 139
The prudential role of Basel III liquidity provisions towards financial stability 0 1 3 23 0 2 9 54
The risk relevance of International Financial Reporting Standards: Evidence from Greek banks 0 0 1 58 0 1 3 258
The role of leverage in quantitative easing decisions: Evidence from the UK 0 0 0 22 0 0 2 100
The role of net stable funding ratio on the bank lending channel: evidence from European Union 0 0 5 30 1 1 17 77
The stock-bond nexus and investors’ behavior in mature and emerging markets 0 0 0 1 1 1 4 7
The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies? 0 1 2 15 0 2 8 57
U.S. unconventional monetary policy and risk tolerance in major currency markets 1 1 1 10 1 1 1 26
US non-linear causal effects on global equity indices in Normal times versus unconventional eras 0 0 0 9 1 1 5 38
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets 0 0 2 12 0 0 4 39
Unconventional monetary policy effects on output and inflation: A meta-analysis 1 2 5 75 3 11 22 212
Variance risk premium and equity returns 0 1 7 48 3 5 17 137
Yield spreads and real economic activity in East European transition economies 0 0 0 30 0 0 1 77
Total Journal Articles 9 39 196 2,984 74 209 759 11,019
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