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 2 3 9 79
Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns 0 0 0 4 3 7 11 89
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 0 0 20 2 5 8 208
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 0 0 1 167 1 3 11 533
Cross-Border Spillovers in Foreign Currency Credit 0 0 0 10 3 4 5 24
Financial Dollarization: Short-Run Determinants in Transition Economies 0 0 0 206 1 9 12 500
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 0 1 4 118
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 6 1 3 5 97
Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment 0 0 0 56 2 3 3 145
Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data 0 0 1 30 4 6 8 53
Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies 0 0 0 32 0 2 4 166
Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7 0 0 0 132 3 10 11 554
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 5 7 7 199
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 194 3 4 4 731
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 61 1 2 4 292
Regional Spillovers in Financial Dollarization 0 0 0 20 3 8 10 80
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 0 4 5 118
Risk-Return Trade-Off for European Stock Markets 0 0 1 50 2 8 10 100
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 35 5 6 8 249
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 24 1 4 5 183
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 257 2 4 6 1,009
Stock market integration between new EU member states and the Euro-zone 0 0 0 15 0 2 4 82
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 0 0 63 2 3 3 265
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 0 1 218 1 1 4 703
The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour 0 0 0 1 0 3 7 62
To Create or to Redistribute? That is the Question 0 0 0 10 3 5 7 120
Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors 0 0 0 18 0 1 2 81
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 1 1 1 19 2 3 5 126
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 1 3 3 61
Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors 0 0 0 11 3 4 5 50
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 12 0 5 7 62
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 24 1 4 7 68
Volatility, spillover Effects and Correlations in US and Major European Markets 0 0 1 162 2 3 5 501
Weekly dynamic conditional correlations among cryptocurrencies and traditional assets 0 0 0 14 1 5 8 36
Total Working Papers 1 1 6 2,055 60 145 219 7,804


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 1 1 8 0 1 1 52
Are central banks to blame? Monetary policy and bank lending behavior 0 0 0 5 2 3 3 16
Business cycle synchronization of the euro area with the new and negotiating member countries 0 0 0 47 2 3 4 234
Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets 1 1 1 27 2 3 4 80
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 7 9 12 43
Factors Affecting House Prices in Cyprus: 1988-2008 1 1 3 153 6 6 11 473
Factors Affecting Housing Prices: International Evidence 0 1 8 139 2 10 35 508
Family involvement and firm performance: Evidence from UK listed firms 0 0 5 88 2 4 14 359
Financial dollarization: Short-run determinants in transition economies 1 3 4 99 2 11 14 359
Flight-to-safety and the risk-return trade-off: European evidence 0 0 1 10 3 5 10 49
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 2 2 7 1 4 8 58
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition 0 0 0 2 1 2 7 15
Institutions and financial dollarization: Indirect effects based on a policy experiment 0 0 1 18 0 2 5 93
International stock markets interactions and conditional correlations 0 0 0 56 2 4 11 196
Is British output growth related to its uncertainty? Evidence using eight centuries of data 0 0 1 2 2 3 5 15
Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 0 0 1 48 1 5 10 213
Modeling interbank relations during the international financial crisis 0 0 0 20 1 1 1 98
Modelling house price volatility states in Cyprus with switching ARCH models 0 0 2 21 1 3 5 98
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation 0 0 1 10 0 1 5 36
Nominal uncertainty and inflation: The role of European Union membership 0 0 0 29 0 1 2 129
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 29 2 6 7 181
Public Debt Thresholds: An Analysis for Cyprus 0 0 0 3 2 3 6 15
Quantile Risk–Return Trade-Off 0 0 0 3 2 5 7 18
Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth 0 0 0 17 1 1 3 63
Risk-return trade-off for European stock markets 0 0 2 12 2 3 5 105
Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity 0 0 0 18 1 2 6 102
Short-horizon event study estimation with a STAR model and real contaminated events 0 0 1 6 1 5 7 59
Short-horizon excess returns and exchange rate and interest rate effects 0 0 0 11 1 8 11 110
Size Effects of Fiscal Policy and Business Confidence in the Euro Area 0 0 0 3 0 1 5 88
Skewness and the Relation Between Risk and Return 0 0 0 29 0 1 1 139
Spillovers and correlations between US and major European stock markets: the role of the euro 0 0 1 48 0 1 5 242
Stock market integration between new EU member states and the Euro-zone 0 1 1 53 12 16 20 263
Support for smoke-free policies in the Cyprus hospitality industry 0 0 0 0 1 3 5 25
Tell me where to stop: thresholds in the bank lending and output growth relationship 0 0 1 7 0 0 1 13
The Effects of Fiscal Consolidation on Macroeconomic Indicators in Cyprus 1 1 2 39 3 4 5 201
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 1 1 4 42
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 0 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 4 10 13 44
The impact of the coronavirus crisis on the market price of risk 0 0 0 7 2 4 5 34
The relative efficiency of shipping companies 0 0 0 53 2 6 8 226
Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean 0 0 0 8 2 4 6 25
What Determines Bank Lending Standards in Cyprus? 0 0 0 7 1 4 5 30
Total Journal Articles 5 12 42 1,229 77 176 313 5,576


Statistics updated 2026-01-09