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 1 70
Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns 0 0 0 4 0 0 8 78
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 0 0 20 0 0 15 200
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 0 0 0 165 0 0 9 519
Cross-Border Spillovers in Foreign Currency Credit 0 0 3 10 0 0 3 19
Financial Dollarization: Short-Run Determinants in Transition Economies 0 0 1 205 0 0 1 486
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 0 0 8 114
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 6 0 0 7 91
Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment 0 0 1 56 0 0 9 142
Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data 0 0 1 29 0 0 7 44
Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies 0 1 1 32 0 2 14 161
Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7 1 1 2 132 1 2 13 543
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 1 1 192
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 1 1 60 0 1 12 286
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 194 0 1 13 726
Regional Spillovers in Financial Dollarization 0 0 1 20 0 0 4 68
Risk-Return Trade-Off for European Stock Markets 0 0 0 49 0 0 1 90
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 0 0 4 113
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 24 0 0 5 177
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 35 0 0 5 240
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 1 257 0 0 12 1,001
Stock market integration between new EU member states and the Euro-zone 0 0 0 15 1 1 5 76
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 0 1 63 0 1 8 259
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 0 1 217 0 1 2 699
The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour 0 0 0 1 1 1 6 55
To Create or to Redistribute? That is the Question 0 0 1 10 0 0 16 111
Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors 0 0 0 18 0 0 3 79
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 0 1 5 119
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 0 0 1 58
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 0 0 3 60
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 1 161 1 1 23 495
Weekly dynamic conditional correlations among cryptocurrencies and traditional assets 0 0 0 14 0 0 1 27
Total Working Papers 1 3 16 2,046 4 13 225 7,556


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 1 1 5 0 2 3 11
Business cycle synchronization of the euro area with the new and negotiating member countries 0 0 1 47 0 0 9 228
Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets 0 0 0 25 0 0 1 75
Effects of fiscal consolidation on business confidence in the Euro Area 0 1 2 9 0 1 3 40
Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components 0 0 1 7 1 1 5 26
Factors Affecting House Prices in Cyprus: 1988-2008 1 3 14 150 3 5 33 455
Factors Affecting Housing Prices: International Evidence 2 9 65 110 8 37 189 408
Family involvement and firm performance: Evidence from UK listed firms 1 2 10 78 3 6 33 333
Financial dollarization: Short-run determinants in transition economies 0 2 4 94 0 3 12 342
Flight-to-safety and the risk-return trade-off: European evidence 0 0 0 9 0 0 0 39
Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments 0 0 1 5 0 0 4 29
House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus 0 1 4 18 0 1 8 92
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 0 0 5 0 0 0 49
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition 0 1 1 2 0 1 1 6
Institutions and financial dollarization: Indirect effects based on a policy experiment 0 0 0 17 0 0 3 88
International stock markets interactions and conditional correlations 0 0 0 55 0 1 2 183
Is British output growth related to its uncertainty? Evidence using eight centuries of data 0 0 0 1 0 0 4 8
Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 0 0 1 47 0 0 6 201
Modeling interbank relations during the international financial crisis 0 0 0 20 0 0 1 95
Modelling house price volatility states in Cyprus with switching ARCH models 0 0 0 19 0 1 5 93
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation 0 0 1 9 0 0 1 29
Nominal uncertainty and inflation: The role of European Union membership 0 0 0 29 0 0 6 126
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 29 0 0 13 173
Public Debt Thresholds: An Analysis for Cyprus 0 0 1 3 0 0 1 7
Quantile Risk–Return Trade-Off 0 0 0 3 0 1 1 11
Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth 0 0 1 16 0 0 1 59
Risk-return trade-off for European stock markets 0 0 1 10 0 0 5 100
Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity 1 1 2 16 1 1 15 91
Short-horizon event study estimation with a STAR model and real contaminated events 0 0 0 5 0 0 0 51
Short-horizon excess returns and exchange rate and interest rate effects 0 0 1 11 0 0 7 99
Size Effects of Fiscal Policy and Business Confidence in the Euro Area 0 0 0 3 0 1 16 83
Skewness and the Relation Between Risk and Return 0 2 4 29 0 3 15 136
Spillovers and correlations between US and major European stock markets: the role of the euro 0 0 0 47 0 0 0 236
Stock market integration between new EU member states and the Euro-zone 0 0 1 52 1 2 19 243
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 0 1 5 0 0 2 11
The Effects of Fiscal Consolidation on Macroeconomic Indicators in Cyprus 1 1 3 35 1 1 17 193
The Efficiency of Cypriot Commercial Banks: A Comparison with Greece and the UK 0 0 0 13 0 0 1 85
The Risk and Return Conundrum Explained: International Evidence 0 0 1 11 0 1 2 36
The effect of security and market order flow shocks on co-movement 0 0 0 1 0 0 13 103
The effects of oil price shocks on U.S. stock order flow imbalances and stock returns 0 0 1 6 0 0 3 61
The effects of oil price shocks on the prices of EU emission trading system and European stock returns 0 0 2 8 0 0 3 29
The impact of the coronavirus crisis on the market price of risk 1 1 1 7 1 3 4 29
The relative efficiency of shipping companies 1 1 2 53 1 2 6 217
Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean 1 1 1 7 1 1 2 17
What Determines Bank Lending Standards in Cyprus? 0 0 0 7 0 0 0 24
Total Journal Articles 9 27 129 1,145 21 75 475 5,121


Statistics updated 2024-05-04