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 4 289
A Taylor Rule for EU members. Does one rule fit to all EU member needs ? 0 0 0 0 0 1 2 5
Central Bank Independence and the Dynamics of Public Debt? 0 0 7 130 0 1 8 226
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 0 0 0 0 1 2
Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis 0 2 7 502 1 5 26 2,040
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 1 1 2 3
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 5 159
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 1 1 2 96
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 0 0 0 0 2 4
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 0 0 0 2 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 0 0 1 120
Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data 0 0 0 31 1 1 3 118
Terrorism and Capital Markets: The Effects of the Istanbul Bombings 0 0 0 115 2 4 12 394
Terrorism and Market Jitters 0 0 0 23 0 0 0 62
The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship 0 0 1 84 3 5 13 367
The effects of Monetary Policy shocks across the Greek Regions 1 3 4 75 1 3 7 161
Total Working Papers 1 5 19 1,380 10 22 92 4,861


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 0 0 0 148
A Taylor Rule for EU members. Does one rule fit to all EU member needs? 2 7 7 31 2 8 11 84
A survey of empirical findings on unconventional central bank policies 0 2 7 70 0 3 16 133
A systematic review of the bubble dynamics of cryptocurrency prices 0 0 5 74 3 8 21 276
ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP 0 1 6 75 1 2 12 209
Abnormal lending and risk in Swedish financial institutions 1 1 2 9 2 2 4 30
American equity mutual funds in European markets: Hot hands phenomenon and style analysis 0 1 1 103 0 1 4 632
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 1 3 5 0 2 7 10
Banks’ lending behavior and monetary policy: evidence from Sweden 0 0 1 61 0 0 3 174
Built-in challenges within the supervisory architecture of the Eurozone 0 0 2 2 0 2 9 13
Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors? 0 0 0 4 0 1 3 11
Cannabis Stocks Returns: The Role of Liquidity and Investors’ Attention via Google Metrics 0 0 0 2 0 0 2 7
Central Bank Credibility’s Effect on Stock Exchange Returns’ Volatility: Evidence from OECD Countries 2 4 6 7 2 4 12 20
Central bank transparency and exchange rate volatility effects on inflation-output volatility 1 1 2 27 1 3 7 78
Central bank transparency and the interest rate channel: Evidence from emerging economies 0 0 1 49 0 1 5 137
Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea 0 0 0 0 1 1 1 59
Could the Public Debt Management via ECB’s QE Create a Surge of Inflation in the Euro Area? 0 1 2 17 0 2 3 27
Do risk disclosures enhance the efficacy of regulatory and supervisory frameworks in restricting banks’ risk-taking? 0 0 0 0 0 0 0 0
Does Terrorism Affect the Stock‐Bond Covariance? Evidence from European Countries 0 0 1 5 1 4 8 26
Does central bank independence affect stock market volatility? 0 0 0 16 1 1 9 92
Does central bank transparency affect stock market volatility? 1 1 2 96 3 4 11 307
Does government spending cointegrate with bank lending? Evidence from Eurozone panel data 1 1 1 1 2 5 5 5
Does innovation affect the impact of corruption on economic growth? International evidence 0 0 9 28 0 3 26 74
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 1 5 6
Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis 0 0 0 11 0 0 2 73
European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings 0 0 0 19 0 0 1 94
Evaluating survey-based forecasts of interest rates and macroeconomic variables 0 0 3 3 0 1 8 8
Evaluating the style-based risk model for equity mutual funds investing in Europe 0 0 0 137 0 1 1 585
Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework 0 0 5 5 1 2 17 17
Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK 0 0 0 14 0 0 2 85
Flight-to-quality between global stock and bond markets in the COVID era 0 0 1 33 1 2 5 140
Geopolitical risks and the oil-stock nexus over 1899–2016 1 3 10 92 2 8 27 323
Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets 0 0 2 12 0 1 5 43
Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets 0 0 2 29 0 1 8 102
Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates 0 0 3 27 0 0 5 83
Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK 1 1 3 46 1 2 6 238
Intraday exchange rate volatility transmissions across QE announcements 0 1 1 19 0 1 2 81
Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen 0 0 1 17 0 1 3 55
Investigating volatility transmission and hedging properties between Bitcoin and Ethereum 0 2 6 71 1 4 18 221
Investors’ risk aversion integration and quantitative easing 0 0 1 12 1 1 2 35
Is There a Role for Central Bank Independence on Public Debt Dynamics? 0 0 5 61 0 3 11 132
Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis 0 0 0 12 0 1 2 86
Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates 0 0 0 23 0 0 2 174
Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts 0 0 0 8 0 1 1 27
Monetary winds of change: Exploring the link between policy shifts and bank profitability in developed and emerging European markets 0 1 3 6 0 2 15 21
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 2 69
Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets 0 0 1 19 0 0 5 58
On quantitative easing and high frequency exchange rate dynamics 0 0 0 90 0 2 2 352
Optimism-pessimism effects on money demand: theory and evidence 0 0 0 10 0 2 6 81
PEACE AND TOURISM: A NEXUS? EVIDENCE FROM DEVELOPED AND DEVELOPING COUNTRIES 0 0 0 13 0 2 7 71
Policy uncertainty and non‐performing loans in Greece 1 1 1 1 1 1 1 1
Price discovery in bitcoin futures 0 2 2 56 1 5 8 202
Private capital formation and government spending interaction in the case of eurozone countries 0 0 1 3 0 2 11 18
Public investment, inflation persistence and central bank independence 0 0 1 29 0 1 5 90
Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis 1 1 2 3 3 4 8 9
Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach 0 0 1 27 0 1 2 154
Regional asymmetries in monetary policy transmission: The case of the Greek regions 0 0 1 23 0 0 3 52
Rogue State Behavior and Markets: the Financial Fallout of North Korean Nuclear Tests 0 0 0 19 0 0 0 102
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 1 1 13 0 2 2 110
Stock markets and effective exchange rates in European countries: threshold cointegration findings 0 0 1 15 0 2 7 85
Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market 0 0 3 50 1 1 6 235
THE IMPACT OF MONETARY SHOCKS ON REGIONAL OUTPUT: EVIDENCE FROM FOUR SOUTH EUROZONE COUNTRIES 0 1 3 61 0 3 8 189
Terrorism and capital markets: The effects of the Madrid and London bomb attacks 1 2 5 184 6 11 25 505
The Determinants of Energy and Electricity Consumption in Developed and Developing Countries: International Evidence 0 0 1 7 1 4 9 29
The Distorting Effects of Corruption on Financial Stability and Economic Growth: Evidence from Russian Banks Using a PVAR Approach 0 0 2 8 0 2 6 19
The Effect of Quantitative Easing through Google Metrics on US Stock Indices 0 0 1 3 0 3 7 27
The Monetary Approach to the Exchange Rate Determination for a “Petrocurrency”: The Case of Norwegian Krone 0 0 0 12 0 1 1 79
The Monetary Transmission Mechanism: Evidence from Eight Economies in Transition 0 0 2 103 0 0 2 223
The Role of the Number of Banks on Debt Dynamics: Evidence from Eurozone Countries 0 1 1 13 0 1 1 77
The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19 0 1 2 4 1 4 9 25
The dimension of popularity in the cryptocurrency market 0 0 1 6 0 0 2 24
The effect of central bank transparency on inflation persistence 0 0 0 3 0 1 8 27
The effect of diversification across businesses and within lending activities on risks of commercial banks' portfolios: evidence from South Korea 1 1 1 69 1 2 5 222
The effect of the market-based monetary policy transparency index on inflation and output variability 0 0 0 11 0 0 6 61
The effectiveness of quantitative easing: Evidence from Japan 1 2 6 45 2 4 13 171
The effects of terrorism and war on the oil price–stock index relationship 0 1 4 94 2 5 15 427
The impact of corporate governance mechanisms on mitigating banks’ propensity for risk-taking 0 1 6 6 1 6 20 20
The impact of the shadow economy on the direct-indirect tax mix: Can central banks’ independence mitigate the effect? 1 1 7 7 2 5 24 24
The impact of unconventional monetary policy in the euro area. Structural and scenario analysis from a Bayesian VAR 0 1 4 18 0 2 12 41
The informational content of unconventional monetary policy on precious metal markets 0 0 0 2 0 1 3 45
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 0 3 22 1 1 7 50
The risk relevance of International Financial Reporting Standards: Evidence from Greek banks 0 1 1 58 1 2 3 257
The role of leverage in quantitative easing decisions: Evidence from the UK 0 0 0 22 1 2 2 100
The role of net stable funding ratio on the bank lending channel: evidence from European Union 1 1 7 28 1 1 21 72
The stock-bond nexus and investors’ behavior in mature and emerging markets 0 0 0 1 0 2 3 6
The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies? 0 0 1 14 0 2 5 53
U.S. unconventional monetary policy and risk tolerance in major currency markets 0 0 0 9 0 0 3 25
US non-linear causal effects on global equity indices in Normal times versus unconventional eras 0 0 0 9 0 1 4 37
Unconventional monetary policy announcements and risk aversion: evidence from the U.S. and European equity markets 0 1 2 12 0 2 5 39
Unconventional monetary policy effects on output and inflation: A meta-analysis 0 0 5 71 0 0 11 194
Variance risk premium and equity returns 3 4 5 46 4 5 13 131
Yield spreads and real economic activity in East European transition economies 0 0 0 30 0 0 1 77
Total Journal Articles 20 53 190 2,918 56 188 659 10,723
2 registered items for which data could not be found


Statistics updated 2025-05-12