Access Statistics for Christos Savvas Savva

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 Coronavirus Asset Pricing Model: The Role of Skewness 0 0 0 27 0 3 7 77
Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns 0 0 0 4 4 4 8 86
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 0 0 20 1 3 6 206
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 0 1 2 167 1 3 12 532
Cross-Border Spillovers in Foreign Currency Credit 0 0 0 10 0 1 2 21
Financial Dollarization: Short-Run Determinants in Transition Economies 0 0 0 206 6 8 11 499
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 6 1 2 5 96
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 0 1 4 118
Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment 0 0 0 56 1 1 1 143
Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data 0 0 1 30 2 2 4 49
Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies 0 0 0 32 2 3 4 166
Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7 0 0 0 132 6 7 8 551
Modelling change in financial market integration 0 0 0 27 0 0 2 60
Nominal Uncertainty and Inflation: The Role of European Union Membership 0 0 0 66 1 2 2 194
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 194 1 1 1 728
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 61 1 1 3 291
Regional Spillovers in Financial Dollarization 0 0 0 20 4 5 7 77
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 2 4 5 118
Risk-Return Trade-Off for European Stock Markets 0 0 1 50 3 6 8 98
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 257 2 3 5 1,007
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 35 0 1 3 244
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 24 2 3 4 182
Stock market integration between new EU member states and the Euro-zone 0 0 0 15 1 2 4 82
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 1 1 218 0 1 3 702
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 0 0 63 1 1 1 263
The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour 0 0 0 1 3 3 7 62
To Create or to Redistribute? That is the Question 0 0 0 10 2 2 5 117
Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors 0 0 0 18 1 1 2 81
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 1 1 3 124
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 1 2 2 60
Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors 0 0 0 11 0 1 2 47
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 12 1 6 7 62
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 24 2 4 6 67
Volatility, spillover Effects and Correlations in US and Major European Markets 0 0 1 162 0 1 3 499
Weekly dynamic conditional correlations among cryptocurrencies and traditional assets 0 0 0 14 4 6 7 35
Total Working Papers 0 2 6 2,054 57 95 164 7,744


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA 1 1 1 8 1 1 1 52
Are central banks to blame? Monetary policy and bank lending behavior 0 0 0 5 1 1 1 14
Business cycle synchronization of the euro area with the new and negotiating member countries 0 0 0 47 1 1 2 232
Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets 0 0 0 26 0 1 2 78
Effects of fiscal consolidation on business confidence in the Euro Area 0 0 0 9 0 1 1 41
Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components 0 1 1 10 1 2 6 36
Factors Affecting House Prices in Cyprus: 1988-2008 0 0 2 152 0 1 5 467
Factors Affecting Housing Prices: International Evidence 0 1 9 139 4 11 36 506
Family involvement and firm performance: Evidence from UK listed firms 0 2 5 88 1 4 13 357
Financial dollarization: Short-run determinants in transition economies 0 3 3 98 5 11 12 357
Flight-to-safety and the risk-return trade-off: European evidence 0 0 1 10 0 2 7 46
Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments 0 0 0 6 0 0 2 33
House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus 0 0 0 19 0 0 2 96
Idiosyncratic volatility puzzle: influence of macro-finance factors 1 1 1 6 2 3 7 57
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition 0 0 0 2 1 1 6 14
Institutions and financial dollarization: Indirect effects based on a policy experiment 0 0 1 18 2 2 5 93
International stock markets interactions and conditional correlations 0 0 0 56 2 3 9 194
Is British output growth related to its uncertainty? Evidence using eight centuries of data 0 0 1 2 1 1 3 13
Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 0 0 1 48 1 4 9 212
Modeling interbank relations during the international financial crisis 0 0 0 20 0 0 0 97
Modelling house price volatility states in Cyprus with switching ARCH models 0 0 2 21 1 2 4 97
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation 0 0 1 10 1 1 5 36
Nominal uncertainty and inflation: The role of European Union membership 0 0 0 29 1 1 2 129
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 29 2 5 5 179
Public Debt Thresholds: An Analysis for Cyprus 0 0 0 3 1 1 4 13
Quantile Risk–Return Trade-Off 0 0 0 3 2 3 5 16
Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth 0 0 0 17 0 0 2 62
Risk-return trade-off for European stock markets 0 0 2 12 1 1 3 103
Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity 0 0 0 18 1 2 5 101
Short-horizon event study estimation with a STAR model and real contaminated events 0 0 1 6 2 4 6 58
Short-horizon excess returns and exchange rate and interest rate effects 0 0 0 11 5 9 10 109
Size Effects of Fiscal Policy and Business Confidence in the Euro Area 0 0 0 3 0 3 5 88
Skewness and the Relation Between Risk and Return 0 0 0 29 1 1 1 139
Spillovers and correlations between US and major European stock markets: the role of the euro 0 0 1 48 1 1 6 242
Stock market integration between new EU member states and the Euro-zone 1 1 1 53 2 5 8 251
Support for smoke-free policies in the Cyprus hospitality industry 0 0 0 0 0 2 4 24
Tell me where to stop: thresholds in the bank lending and output growth relationship 0 0 2 7 0 0 2 13
The Effects of Fiscal Consolidation on Macroeconomic Indicators in Cyprus 0 0 1 38 1 1 2 198
The Efficiency of Cypriot Commercial Banks: A Comparison with Greece and the UK 0 0 0 14 0 0 0 86
The Risk and Return Conundrum Explained: International Evidence 0 0 2 14 0 0 3 41
The effect of security and market order flow shocks on co-movement 0 0 0 1 0 1 1 104
The effects of oil price shocks on U.S. stock order flow imbalances and stock returns 0 0 0 6 1 5 5 67
The effects of oil price shocks on the prices of EU emission trading system and European stock returns 0 0 0 8 5 6 9 40
The impact of the coronavirus crisis on the market price of risk 0 0 0 7 2 2 3 32
The relative efficiency of shipping companies 0 0 0 53 2 4 6 224
Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean 0 0 0 8 1 2 4 23
What Determines Bank Lending Standards in Cyprus? 0 0 0 7 1 3 4 29
Total Journal Articles 3 10 39 1,224 57 115 243 5,499


Statistics updated 2025-12-06