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 3 19 91
Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns 0 0 0 4 0 2 18 99
Business Cycle Synchrinization of the Euro Area with the New and Negotiating Member Countries 0 0 0 20 1 5 17 219
Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries 0 0 1 167 1 2 20 546
Cross-Border Spillovers in Foreign Currency Credit 0 0 0 10 1 2 9 29
Financial Dollarization: Short-Run Determinants in Transition Economies 0 0 0 206 1 3 25 513
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 0 14 0 3 12 129
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors 0 0 1 7 0 1 14 108
Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment 0 0 0 56 1 5 10 152
Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data 0 0 0 30 0 1 10 57
Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies 0 0 0 32 0 3 16 178
Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7 0 0 0 132 0 2 27 571
Modelling Change in Financial Market Integration 0 0 0 27 0 2 4 63
Nominal Uncertainty and Inflation: The Role of European Union Membership 0 0 0 66 0 1 13 205
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 194 0 5 20 747
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 61 0 1 6 296
Regional Spillovers in Financial Dollarization 0 0 0 20 1 4 23 94
Risk-Return Trade-Off for European Stock Markets 0 0 0 32 0 4 16 130
Risk-Return Trade-Off for European Stock Markets 0 0 0 50 1 2 16 108
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 24 1 4 14 192
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 1 1 258 0 6 20 1,023
Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro 0 0 0 35 0 1 13 255
Stock market integration between new EU member states and the Euro-zone 0 0 0 15 2 4 8 88
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 0 2 219 1 8 19 719
The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies 0 0 0 63 0 1 10 272
The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour 0 0 0 1 0 2 10 69
To Create or to Redistribute? That is the Question 0 0 0 10 1 4 13 127
Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors 0 0 0 18 0 2 6 86
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 2 20 0 1 8 131
Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors 0 0 0 18 1 2 10 68
Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors 0 0 0 11 0 3 22 67
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 24 0 1 8 71
Tourism stocks in times of crises: An econometric investigation of non-macro factors 0 0 0 12 1 3 17 72
Volatility, spillover Effects and Correlations in US and Major European Markets 0 0 0 162 1 4 11 509
Weekly dynamic conditional correlations among cryptocurrencies and traditional assets 0 0 0 14 2 5 18 47
Total Working Papers 0 1 7 2,059 17 102 502 8,131


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 1 3 13 64
Are central banks to blame? Monetary policy and bank lending behavior 0 0 0 5 0 6 12 25
Business cycle synchronization of the euro area with the new and negotiating member countries 0 0 0 47 2 5 14 244
Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets 0 0 1 27 1 4 8 85
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 2 6 24 56
Factors Affecting House Prices in Cyprus: 1988-2008 0 0 1 153 0 5 15 480
Factors Affecting Housing Prices: International Evidence 0 3 8 143 0 20 50 540
Family involvement and firm performance: Evidence from UK listed firms 0 0 4 90 0 7 24 377
Financial dollarization: Short-run determinants in transition economies 0 2 7 102 1 6 29 375
Flight-to-safety and the risk-return trade-off: European evidence 0 0 2 12 0 3 18 62
Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments 0 0 0 6 0 3 7 39
House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus 0 0 0 19 1 1 6 100
Idiosyncratic volatility puzzle: influence of macro-finance factors 0 0 3 8 1 6 28 79
Illiquidity shocks and the comovement between stocks: New evidence using smooth transition 0 0 0 2 0 4 13 24
Institutions and financial dollarization: Indirect effects based on a policy experiment 0 0 2 19 0 8 13 102
International stock markets interactions and conditional correlations 0 0 0 56 0 1 14 202
Is British output growth related to its uncertainty? Evidence using eight centuries of data 0 0 0 2 0 4 12 23
Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7 0 1 2 49 0 7 22 226
Modeling interbank relations during the international financial crisis 0 0 0 20 0 3 7 104
Modelling house price volatility states in Cyprus with switching ARCH models 0 0 0 21 0 0 6 101
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation 0 0 0 10 1 1 7 41
Nominal uncertainty and inflation: The role of European Union membership 0 0 0 29 0 2 8 135
Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US 0 0 0 29 0 2 15 189
Public Debt Thresholds: An Analysis for Cyprus 0 1 1 4 0 4 15 27
Quantile Risk–Return Trade-Off 0 0 1 4 0 5 19 31
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 65
Risk-return trade-off for European stock markets 0 0 0 12 0 4 14 116
Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity 0 0 0 18 2 6 16 113
Short-horizon event study estimation with a STAR model and real contaminated events 0 1 1 7 0 1 7 61
Short-horizon excess returns and exchange rate and interest rate effects 0 0 0 11 0 3 18 118
Size Effects of Fiscal Policy and Business Confidence in the Euro Area 0 0 0 3 0 4 15 99
Skewness and the Relation Between Risk and Return 0 0 0 29 0 1 6 144
Spillovers and correlations between US and major European stock markets: the role of the euro 0 0 0 48 1 9 15 255
Stock market integration between new EU member states and the Euro-zone 0 0 1 53 0 3 26 271
Support for smoke-free policies in the Cyprus hospitality industry 0 0 0 0 0 3 8 28
Tell me where to stop: thresholds in the bank lending and output growth relationship 0 0 0 7 0 3 8 21
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 3 7 93
The Risk and Return Conundrum Explained: International Evidence 0 0 1 14 0 3 12 51
The effect of security and market order flow shocks on co-movement 0 0 0 1 0 4 6 109
The effects of oil price shocks on U.S. stock order flow imbalances and stock returns 0 0 0 6 0 5 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 2 17 50
The impact of the coronavirus crisis on the market price of risk 0 0 0 7 0 3 11 41
The relative efficiency of shipping companies 0 0 1 54 1 3 15 235
Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean 0 0 0 8 2 4 13 34
What Determines Bank Lending Standards in Cyprus? 0 0 0 7 0 1 9 34
Total Journal Articles 0 8 41 1,249 16 182 665 6,007


Statistics updated 2026-07-10