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 9 18 88
Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns 0 0 0 4 0 8 18 97
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 0 0 20 0 6 13 214
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 0 0 1 167 2 11 22 544
Cross-Border Spillovers in Foreign Currency Credit 0 0 0 10 0 3 7 27
Financial Dollarization: Short-Run Determinants in Transition Economies 0 0 0 206 2 10 22 510
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 1 8 10 126
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 1 1 7 4 10 13 107
Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment 0 0 0 56 0 2 5 147
Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data 0 0 0 30 0 3 10 56
Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies 0 0 0 32 1 9 13 175
Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7 0 0 0 132 1 15 25 569
Modelling change in financial market integration 0 0 0 27 0 1 3 61
Nominal Uncertainty and Inflation: The Role of European Union Membership 0 0 0 66 0 5 12 204
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 194 3 11 15 742
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 61 0 3 7 295
Regional Spillovers in Financial Dollarization 0 0 0 20 3 10 20 90
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 2 8 13 126
Risk-Return Trade-Off for European Stock Markets 0 0 1 50 0 6 16 106
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 257 1 8 14 1,017
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 35 1 5 12 254
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 24 1 5 10 188
Stock market integration between new EU member states and the Euro-zone 0 0 0 15 1 2 4 84
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 0 0 63 1 6 9 271
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 1 2 219 2 8 11 711
The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour 0 0 0 1 0 5 10 67
To Create or to Redistribute? That is the Question 0 0 0 10 0 3 9 123
Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors 0 0 0 18 0 3 4 84
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 1 2 20 0 4 8 130
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 0 5 8 66
Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors 0 0 0 11 1 14 19 64
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 12 3 7 14 69
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 24 0 2 7 70
Volatility, spillover Effects and Correlations in US and Major European Markets 0 0 1 162 0 4 8 505
Weekly dynamic conditional correlations among cryptocurrencies and traditional assets 0 0 0 14 1 6 13 42
Total Working Papers 0 3 8 2,058 32 225 422 8,029


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 9 10 61
Are central banks to blame? Monetary policy and bank lending behavior 0 0 0 5 1 3 6 19
Business cycle synchronization of the euro area with the new and negotiating member countries 0 0 0 47 0 5 9 239
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 4 81
Effects of fiscal consolidation on business confidence in the Euro Area 1 1 1 10 4 9 10 50
Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components 0 1 2 11 2 7 19 50
Factors Affecting House Prices in Cyprus: 1988-2008 0 0 2 153 1 2 12 475
Factors Affecting Housing Prices: International Evidence 0 1 6 140 1 12 35 520
Family involvement and firm performance: Evidence from UK listed firms 0 2 6 90 2 11 24 370
Financial dollarization: Short-run determinants in transition economies 0 1 5 100 4 10 24 369
Flight-to-safety and the risk-return trade-off: European evidence 0 2 3 12 2 10 19 59
Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments 0 0 0 6 0 3 5 36
House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus 0 0 0 19 1 3 5 99
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 1 3 8 2 15 22 73
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition 0 0 0 2 0 5 11 20
Institutions and financial dollarization: Indirect effects based on a policy experiment 0 1 2 19 0 1 6 94
International stock markets interactions and conditional correlations 0 0 0 56 0 5 14 201
Is British output growth related to its uncertainty? Evidence using eight centuries of data 0 0 0 2 1 4 8 19
Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 0 0 1 48 1 6 16 219
Modeling interbank relations during the international financial crisis 0 0 0 20 0 3 4 101
Modelling house price volatility states in Cyprus with switching ARCH models 0 0 0 21 1 3 6 101
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation 0 0 0 10 0 4 7 40
Nominal uncertainty and inflation: The role of European Union membership 0 0 0 29 0 4 6 133
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 29 1 6 13 187
Public Debt Thresholds: An Analysis for Cyprus 0 0 0 3 2 8 12 23
Quantile Risk–Return Trade-Off 0 1 1 4 3 8 14 26
Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth 0 0 0 17 0 1 4 64
Risk-return trade-off for European stock markets 0 0 2 12 2 7 12 112
Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity 0 0 0 18 1 5 10 107
Short-horizon event study estimation with a STAR model and real contaminated events 0 0 1 6 0 1 7 60
Short-horizon excess returns and exchange rate and interest rate effects 0 0 0 11 1 5 16 115
Size Effects of Fiscal Policy and Business Confidence in the Euro Area 0 0 0 3 3 7 11 95
Skewness and the Relation Between Risk and Return 0 0 0 29 0 4 5 143
Spillovers and correlations between US and major European stock markets: the role of the euro 0 0 0 48 1 4 7 246
Stock market integration between new EU member states and the Euro-zone 0 0 1 53 0 5 25 268
Support for smoke-free policies in the Cyprus hospitality industry 0 0 0 0 0 0 5 25
Tell me where to stop: thresholds in the bank lending and output growth relationship 0 0 1 7 1 5 6 18
The Effects of Fiscal Consolidation on Macroeconomic Indicators in Cyprus 0 0 1 39 2 7 11 208
The Efficiency of Cypriot Commercial Banks: A Comparison with Greece and the UK 0 0 0 14 1 4 4 90
The Risk and Return Conundrum Explained: International Evidence 0 0 2 14 1 6 10 48
The effect of security and market order flow shocks on co-movement 0 0 0 1 1 1 2 105
The effects of oil price shocks on U.S. stock order flow imbalances and stock returns 0 0 0 6 2 8 13 75
The effects of oil price shocks on the prices of EU emission trading system and European stock returns 0 0 0 8 0 4 15 48
The impact of the coronavirus crisis on the market price of risk 0 0 0 7 0 4 8 38
The relative efficiency of shipping companies 0 1 1 54 1 6 12 232
Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean 0 0 0 8 0 5 9 30
What Determines Bank Lending Standards in Cyprus? 0 0 0 7 1 3 8 33
Total Journal Articles 1 12 43 1,241 47 249 521 5,825


Statistics updated 2026-04-09