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 1 1 16 92
Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns 0 0 0 4 0 0 17 99
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 0 0 20 0 1 17 220
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 0 0 0 167 2 3 19 549
Cross-Border Spillovers in Foreign Currency Credit 0 0 0 10 0 1 10 30
Financial Dollarization: Short-Run Determinants in Transition Economies 0 0 0 206 0 1 23 514
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 0 1 13 130
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 1 7 0 1 15 109
Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment 0 0 0 56 0 1 11 153
Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data 0 0 0 30 0 2 12 59
Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies 0 0 0 32 0 0 14 178
Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7 0 0 0 132 1 2 29 573
Modelling Change in Financial Market Integration 0 0 0 27 0 2 5 65
Nominal Uncertainty and Inflation: The Role of European Union Membership 0 0 0 66 0 1 14 206
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 61 2 2 8 298
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 194 0 0 20 747
Regional Spillovers in Financial Dollarization 0 0 0 20 0 1 23 95
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 0 3 19 133
Risk-Return Trade-Off for European Stock Markets 0 0 0 50 0 0 16 108
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 1 258 1 3 21 1,026
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 24 0 1 14 193
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 35 0 0 12 255
Stock market integration between new EU member states and the Euro-zone 0 0 0 15 1 1 9 89
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 0 0 63 0 0 10 272
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 0 1 219 2 4 21 723
The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour 0 0 0 1 0 0 10 69
To Create or to Redistribute? That is the Question 0 0 0 10 0 0 12 127
Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors 0 0 0 18 0 3 9 89
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 0 0 10 68
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 2 20 0 4 12 135
Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors 0 0 0 11 0 0 21 67
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 12 0 2 17 74
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 24 0 1 8 72
Volatility, spillover Effects and Correlations in US and Major European Markets 0 0 0 162 1 1 12 510
Weekly dynamic conditional correlations among cryptocurrencies and traditional assets 0 0 0 14 0 1 17 48
Total Working Papers 0 0 5 2,059 11 44 516 8,175


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 1 8 0 2 15 66
Are central banks to blame? Monetary policy and bank lending behavior 0 0 0 5 0 1 13 26
Business cycle synchronization of the euro area with the new and negotiating member countries 0 0 0 47 0 1 14 245
Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets 0 0 1 27 0 1 9 86
Effects of fiscal consolidation on business confidence in the Euro Area 0 0 1 10 0 0 10 50
Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components 0 0 2 11 1 4 26 60
Factors Affecting House Prices in Cyprus: 1988-2008 0 0 1 153 0 2 15 482
Factors Affecting Housing Prices: International Evidence 0 0 5 143 1 3 45 543
Family involvement and firm performance: Evidence from UK listed firms 0 0 2 90 0 0 22 377
Financial dollarization: Short-run determinants in transition economies 0 0 6 102 1 3 30 378
Flight-to-safety and the risk-return trade-off: European evidence 0 0 2 12 0 0 18 62
Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments 1 1 1 7 1 2 8 41
House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus 0 0 0 19 0 0 4 100
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 0 3 8 0 1 26 80
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition 0 0 0 2 3 4 15 28
Institutions and financial dollarization: Indirect effects based on a policy experiment 0 0 1 19 0 0 11 102
International stock markets interactions and conditional correlations 1 1 1 57 2 2 12 204
Is British output growth related to its uncertainty? Evidence using eight centuries of data 0 0 0 2 0 0 11 23
Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 0 0 1 49 1 3 21 229
Modeling interbank relations during the international financial crisis 0 0 0 20 1 1 8 105
Modelling house price volatility states in Cyprus with switching ARCH models 0 0 0 21 1 2 8 103
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation 0 0 0 10 0 1 7 42
Nominal uncertainty and inflation: The role of European Union membership 0 0 0 29 0 0 7 135
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 29 1 2 16 191
Public Debt Thresholds: An Analysis for Cyprus 0 0 1 4 0 1 16 28
Quantile Risk–Return Trade-Off 0 0 1 4 0 1 19 32
Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth 0 0 0 17 0 0 3 65
Risk-return trade-off for European stock markets 0 0 0 12 0 0 14 116
Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity 0 0 0 18 1 4 17 117
Short-horizon event study estimation with a STAR model and real contaminated events 0 0 1 7 0 1 8 62
Short-horizon excess returns and exchange rate and interest rate effects 0 0 0 11 0 1 17 119
Size Effects of Fiscal Policy and Business Confidence in the Euro Area 0 0 0 3 0 0 12 99
Skewness and the Relation Between Risk and Return 0 0 0 29 0 1 7 145
Spillovers and correlations between US and major European stock markets: the role of the euro 0 1 1 49 0 3 17 258
Stock market integration between new EU member states and the Euro-zone 0 0 1 53 1 1 25 272
Support for smoke-free policies in the Cyprus hospitality industry 0 0 0 0 1 1 7 29
Tell me where to stop: thresholds in the bank lending and output growth relationship 0 0 0 7 1 1 9 22
The Effects of Fiscal Consolidation on Macroeconomic Indicators in Cyprus 0 0 1 39 0 0 11 208
The Efficiency of Cypriot Commercial Banks: A Comparison with Greece and the UK 0 0 0 14 0 0 7 93
The Risk and Return Conundrum Explained: International Evidence 0 0 0 14 0 2 12 53
The effect of security and market order flow shocks on co-movement 0 0 0 1 0 1 7 110
The effects of oil price shocks on U.S. stock order flow imbalances and stock returns 0 0 0 6 0 0 18 80
The effects of oil price shocks on the prices of EU emission trading system and European stock returns 0 0 0 8 0 1 17 51
The impact of the coronavirus crisis on the market price of risk 0 0 0 7 1 1 12 42
The relative efficiency of shipping companies 0 0 1 54 0 1 16 236
Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean 0 0 0 8 2 2 15 36
What Determines Bank Lending Standards in Cyprus? 0 0 0 7 0 2 10 36
Total Journal Articles 2 3 35 1,252 20 60 667 6,067


Statistics updated 2026-10-11