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 0 0 70
Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns 0 0 0 4 1 1 1 79
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 0 0 20 0 0 0 200
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 0 1 1 166 0 2 3 522
Cross-Border Spillovers in Foreign Currency Credit 0 0 0 10 1 1 1 20
Financial Dollarization: Short-Run Determinants in Transition Economies 0 0 1 206 0 0 2 488
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 6 0 2 2 93
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 0 2 2 116
Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment 0 0 0 56 0 0 0 142
Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data 1 1 1 30 1 1 2 46
Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies 0 0 1 32 0 0 2 162
Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7 0 0 1 132 1 1 2 544
Modelling change in financial market integration 0 0 0 27 0 0 0 58
Nominal Uncertainty and Inflation: The Role of European Union Membership 0 0 0 66 0 0 0 192
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 194 0 0 1 727
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 1 61 0 0 2 288
Regional Spillovers in Financial Dollarization 0 0 0 20 0 0 2 70
Risk-Return Trade-Off for European Stock Markets 0 0 0 49 0 0 0 90
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 0 0 0 113
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 24 0 0 1 178
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 35 0 0 1 241
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 257 0 1 2 1,003
Stock market integration between new EU member states and the Euro-zone 0 0 0 15 2 2 5 80
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 0 0 63 0 0 4 262
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 0 0 217 1 1 2 700
The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour 0 0 0 1 1 1 2 56
To Create or to Redistribute? That is the Question 0 0 0 10 1 2 3 114
Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors 0 0 0 18 0 0 0 79
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 0 0 0 58
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 0 0 2 121
Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors 0 0 0 11 0 0 0 45
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 24 1 2 3 63
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 12 0 0 0 55
Volatility, spillover Effects and Correlations in US and Major European Markets 0 0 0 161 1 1 3 497
Weekly dynamic conditional correlations among cryptocurrencies and traditional assets 0 0 0 14 1 1 2 29
Total Working Papers 1 2 6 2,050 12 21 52 7,601


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 0 0 0 7 0 0 0 51
Are central banks to blame? Monetary policy and bank lending behavior 0 0 0 5 0 0 2 13
Business cycle synchronization of the euro area with the new and negotiating member countries 0 0 0 47 0 0 2 230
Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets 0 0 1 26 1 1 2 77
Effects of fiscal consolidation on business confidence in the Euro Area 0 0 1 9 0 0 1 40
Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components 0 0 2 9 0 1 6 31
Factors Affecting House Prices in Cyprus: 1988-2008 0 0 1 150 0 0 10 462
Factors Affecting Housing Prices: International Evidence 0 3 28 133 3 9 90 479
Family involvement and firm performance: Evidence from UK listed firms 0 0 7 83 0 1 18 345
Financial dollarization: Short-run determinants in transition economies 0 0 2 95 0 0 4 345
Flight-to-safety and the risk-return trade-off: European evidence 0 0 0 9 0 1 1 40
Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments 0 0 1 6 0 0 2 31
House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus 0 0 2 19 0 0 3 94
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 0 0 5 0 1 2 51
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition 0 0 1 2 0 0 3 8
Institutions and financial dollarization: Indirect effects based on a policy experiment 0 0 0 17 0 0 0 88
International stock markets interactions and conditional correlations 0 0 1 56 1 2 5 187
Is British output growth related to its uncertainty? Evidence using eight centuries of data 1 1 1 2 1 1 3 11
Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 0 0 0 47 0 0 2 203
Modeling interbank relations during the international financial crisis 0 0 0 20 0 0 2 97
Modelling house price volatility states in Cyprus with switching ARCH models 1 2 2 21 1 2 3 95
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation 0 1 1 10 0 2 4 33
Nominal uncertainty and inflation: The role of European Union membership 0 0 0 29 0 0 1 127
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 29 0 0 1 174
Public Debt Thresholds: An Analysis for Cyprus 0 0 0 3 1 2 4 11
Quantile Risk–Return Trade-Off 0 0 0 3 0 1 1 12
Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth 0 0 1 17 0 0 1 60
Risk-return trade-off for European stock markets 0 0 0 10 0 0 0 100
Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity 0 0 3 18 1 1 7 97
Short-horizon event study estimation with a STAR model and real contaminated events 0 0 0 5 1 1 2 53
Short-horizon excess returns and exchange rate and interest rate effects 0 0 0 11 0 0 0 99
Size Effects of Fiscal Policy and Business Confidence in the Euro Area 0 0 0 3 1 1 2 84
Skewness and the Relation Between Risk and Return 0 0 1 29 0 0 4 138
Spillovers and correlations between US and major European stock markets: the role of the euro 0 0 0 47 0 1 1 237
Stock market integration between new EU member states and the Euro-zone 0 0 0 52 0 0 1 243
Support for smoke-free policies in the Cyprus hospitality industry 0 0 0 0 0 0 0 20
Tell me where to stop: thresholds in the bank lending and output growth relationship 0 1 1 6 0 1 1 12
The Effects of Fiscal Consolidation on Macroeconomic Indicators in Cyprus 1 1 4 38 1 1 5 197
The Efficiency of Cypriot Commercial Banks: A Comparison with Greece and the UK 0 0 1 14 0 0 1 86
The Risk and Return Conundrum Explained: International Evidence 0 0 1 12 0 0 3 38
The effect of security and market order flow shocks on co-movement 0 0 0 1 0 0 0 103
The effects of oil price shocks on U.S. stock order flow imbalances and stock returns 0 0 0 6 0 0 1 62
The effects of oil price shocks on the prices of EU emission trading system and European stock returns 0 0 0 8 1 2 4 33
The impact of the coronavirus crisis on the market price of risk 0 0 1 7 0 0 2 29
The relative efficiency of shipping companies 0 0 1 53 1 1 3 219
Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean 0 0 2 8 0 0 3 19
What Determines Bank Lending Standards in Cyprus? 0 0 0 7 0 0 1 25
Total Journal Articles 3 9 67 1,194 14 33 214 5,289


Statistics updated 2025-03-03