Details about Nikolaos Antonakakis

Access statistics for papers by Nikolaos Antonakakis.

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Short-id: pan244

Working Papers

2019

1. A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (2)

2018

2. Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach
   Working Papers, University of Pretoria, Department of Economics View citations (175)
   See also Journal Article Dynamic connectedness of uncertainty across developed economies: A time-varying approach, Economics Letters, Elsevier (2018) View citations (177) (2018)
3. Greek Economic Policy Uncertainty: Does it Matter for the European Union?
   Working Papers, University of Pretoria, Department of Economics View citations (9)
4. International Monetary Policy Spillovers: Evidence from a TVP-VAR
   Working Papers, University of Pretoria, Department of Economics
5. Oil volatility, oil and gas firms and portfolio diversification
   BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University View citations (157)
   See also Journal Article Oil volatility, oil and gas firms and portfolio diversification, Energy Economics, Elsevier (2018) View citations (122) (2018)
6. The tourism and economic growth enigma: Examining an ambiguous relationship through multiple prisms
   BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University View citations (1)

2017

7. Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Advanced and Emerging Economies
   Working Papers, University of Pretoria, Department of Economics View citations (2)
8. Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016
   Working Papers, University of Pretoria, Department of Economics View citations (128)
   See also Journal Article Geopolitical risks and the oil-stock nexus over 1899–2016, Finance Research Letters, Elsevier (2017) View citations (125) (2017)
9. Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST, Advances in Decision Sciences, Asia University, Taiwan (2018) View citations (1) (2018)
10. Refined Measures of Dynamic Connectedness based on TVP-VAR
    MPRA Paper, University Library of Munich, Germany View citations (135)

2016

11. A Suicidal Kuznets Curve?
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article A suicidal Kuznets curve?, Economics Letters, Elsevier (2018) View citations (4) (2018)
12. Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach
    Working Papers, University of Pretoria, Department of Economics View citations (16)
13. Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area, Journal of International Financial Markets, Institutions and Money, Elsevier (2017) View citations (14) (2017)
14. Is Inflation Persistence Different in Reality?
    Working Papers, University of Pretoria, Department of Economics View citations (11)
    See also Journal Article Is inflation persistence different in reality?, Economics Letters, Elsevier (2016) View citations (11) (2016)
15. Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013, Journal of Applied Economics, Taylor & Francis Journals (2019) View citations (1) (2019)
16. The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis, Finance Research Letters, Elsevier (2018) View citations (8) (2018)
17. Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries
    Working Papers, University of Pretoria, Department of Economics View citations (2)

2015

18. Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns
    MPRA Paper, University Library of Munich, Germany View citations (45)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (45)
    See also Journal Article Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns, Journal of Real Estate Portfolio Management, Taylor & Francis Journals (2015) (2015)
19. Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note, Atlantic Economic Journal, Springer (2016) View citations (21) (2016)
20. Dynamic Connectedness of UK Regional Property Prices
    MPRA Paper, University Library of Munich, Germany
21. Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy, Southern Economic Journal, John Wiley & Sons (2016) View citations (11) (2016)
22. Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma
    MPRA Paper, University Library of Munich, Germany
23. Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques
    Working Papers, University of Pretoria, Department of Economics View citations (1)
24. International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
    Also in MPRA Paper, University Library of Munich, Germany (2015)
    See also Journal Article International business cycle synchronization since the 1870s: Evidence from a novel network approach, Physica A: Statistical Mechanics and its Applications, Elsevier (2016) View citations (7) (2016)
25. Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States, Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer (2017) View citations (8) (2017)
26. Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test, Applied Economics, Taylor & Francis Journals (2016) View citations (14) (2016)
27. The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR
    MPRA Paper, University Library of Munich, Germany
28. The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014
    Working Papers, University of Pretoria, Department of Economics
29. Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013, Journal of Economics and Finance, Springer (2018) View citations (1) (2018)
30. Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach
    MPRA Paper, University Library of Munich, Germany

2014

31. Does Fiscal Consolidation Really Get You Down? Evidence from Suicide Mortality
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics
    Also in MPRA Paper, University Library of Munich, Germany (2014)
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014)
32. Dynamic Spillover Effects in Futures Markets
    MPRA Paper, University Library of Munich, Germany
33. Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (173)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) View citations (167)
34. From Rome to Lisbon and Beyond: Member States' Power, Efficiency, and Proportionality in the EU Council of Ministers
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (2)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) View citations (2)
35. How Strongly are Business Cycles and Financial Cycles Linked in the G7 Countries?
    Working Papers, Faculty of Economics and Statistics, Universität Innsbruck View citations (1)
36. Sovereign Debt and Economic Growth Revisited: The Role of (Non-)Sustainable Debt Thresholds
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (15)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) View citations (16)
37. Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence
    MPRA Paper, University Library of Munich, Germany View citations (11)

2013

38. Fiscal Austerity, Unemployment and Suicide Rates in Greece
    MPRA Paper, University Library of Munich, Germany View citations (3)
39. Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries
    MPRA Paper, University Library of Munich, Germany View citations (9)

2012

40. Business Cycle Synchronization During US Recessions Since the Beginning of the 1870's
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (27)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2012) View citations (26)
    MPRA Paper, University Library of Munich, Germany (2012) View citations (28)
    See also Journal Article Business cycle synchronization during US recessions since the beginning of the 1870s, Economics Letters, Elsevier (2012) View citations (28) (2012)
41. Do determinants of FDI to developing countries differ among OECD investors? Insights from Bayesian model averaging
    Discussion Papers, Europa-Kolleg Hamburg, Institute for European Integration View citations (6)
42. Dynamic Co-movements between Stock Market Returns and Policy Uncertainty
    MPRA Paper, University Library of Munich, Germany View citations (18)
43. Dynamic Correlations of Sovereign Bond Yield Spreads in the Euro zone and the Role of Credit Rating Agencies' Downgrades
    MPRA Paper, University Library of Munich, Germany View citations (15)
44. Exchange return co-movements and volatility spillovers before and after the introduction of Euro
    MPRA Paper, University Library of Munich, Germany View citations (129)
    See also Journal Article Exchange return co-movements and volatility spillovers before and after the introduction of euro, Journal of International Financial Markets, Institutions and Money, Elsevier (2012) View citations (130) (2012)
45. Forecasting Volatility in Developing Countries' Nominal Exchange Returns
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Forecasting volatility in developing countries' nominal exchange returns, Applied Financial Economics, Taylor & Francis Journals (2013) View citations (5) (2013)
46. Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (8)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2012) View citations (7)
47. Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis, Journal of International Financial Markets, Institutions and Money, Elsevier (2013) View citations (104) (2013)
48. The Great Synchronization of International Trade Collapse
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (8)
    Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (10)
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2012) View citations (8)
    See also Journal Article The great synchronization of international trade collapse, Economics Letters, Elsevier (2012) View citations (8) (2012)

2010

49. Have Consumption Risks in the G7 Countries Become Diversified?
    Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria
50. Ocial Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (1)
51. Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables
    Working Papers, University of Strathclyde Business School, Department of Economics View citations (1)
52. The Synchronization of GDP Growth in the G7 during U.S. Recessions. Is this Time Different?
    Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria View citations (4)

2009

53. Volatility, Information and Stock Market Crashes
    Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria
    See also Journal Article VOLATILITY INFORMATION AND STOCK MARKET CRASHES, Journal of Advanced Studies in Finance, ASERS Publishing (2012) (2012)

Journal Articles

2023

1. Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic
   International Review of Economics & Finance, 2023, 83, (C), 114-123 View citations (23)

2022

2. Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies
   Resources Policy, 2022, 78, (C) View citations (25)

2021

3. A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification
   The Annals of Regional Science, 2021, 66, (2), 279-307 View citations (6)
4. Guns better than butter in Pakistan? The dilemma of military expenditure, human development, and economic growth
   Technological Forecasting and Social Change, 2021, 173, (C) View citations (2)
5. Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum
   International Economics, 2021, 167, (C), 29-38 View citations (3)
   Also in International Economics, 2021, (167), 29-38 (2021) View citations (3)
6. The impact of Euro through time: Exchange rate dynamics under different regimes
   International Journal of Finance & Economics, 2021, 26, (1), 1375-1408 View citations (6)

2020

7. Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness
   Energy Economics, 2020, 91, (C) View citations (50)
8. Recent developments in spatial econometrics
   Journal of Geographical Systems, 2020, 22, (1), 3-4
9. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
   JRFM, 2020, 13, (4), 1-23 View citations (372)

2019

10. Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios
    Journal of International Financial Markets, Institutions and Money, 2019, 61, (C), 37-51 View citations (108)
11. Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach
    Physica A: Statistical Mechanics and its Applications, 2019, 535, (C) View citations (11)
12. International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression
    International Review of Financial Analysis, 2019, 65, (C) View citations (43)
13. Revisiting the twin deficits hypothesis: a quantile cointegration analysis over the period 1791-2013
    Journal of Applied Economics, 2019, 22, (1), 117-131 View citations (1)
    See also Working Paper Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period of 1791-2013, Working Papers (2016) (2016)

2018

14. A suicidal Kuznets curve?
    Economics Letters, 2018, 166, (C), 90-93 View citations (4)
    See also Working Paper A Suicidal Kuznets Curve?, MPRA Paper (2016) (2016)
15. Dynamic connectedness of uncertainty across developed economies: A time-varying approach
    Economics Letters, 2018, 166, (C), 63-75 View citations (177)
    See also Working Paper Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach, Working Papers (2018) View citations (175) (2018)
16. IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST
    Advances in Decision Sciences, 2018, 22, (1), 95-114 View citations (1)
    See also Working Paper Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test, Working Papers (2017) (2017)
17. Oil volatility, oil and gas firms and portfolio diversification
    Energy Economics, 2018, 70, (C), 499-515 View citations (122)
    See also Working Paper Oil volatility, oil and gas firms and portfolio diversification, BAFES Working Papers (2018) View citations (157) (2018)
18. The dynamic connectedness of UK regional property returns
    Urban Studies, 2018, 55, (14), 3110-3134 View citations (33)
19. The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis
    Finance Research Letters, 2018, 24, (C), 1-9 View citations (8)
    See also Working Paper The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis, Working Papers (2016) (2016)
20. Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
    Journal of Economics and Finance, 2018, 42, (4), 795-806 View citations (1)
    See also Working Paper Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013, Working Papers (2015) View citations (2) (2015)

2017

21. Asymmetric Behavior in Nominal and Real Housing Prices: Evidence from Emerging and Advanced Economies
    Journal of Real Estate Literature, 2017, 25, (2), 409-425
22. Convergence patterns in sovereign bond yield spreads: Evidence from the Euro Area
    Journal of International Financial Markets, Institutions and Money, 2017, 49, (C), 129-139 View citations (14)
    See also Working Paper Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area, Working Papers (2016) (2016)
23. Energy consumption, CO2 emissions, and economic growth: An ethical dilemma
    Renewable and Sustainable Energy Reviews, 2017, 68, (P1), 808-824 View citations (83)
24. Forecasting accuracy evaluation of tourist arrivals
    Annals of Tourism Research, 2017, 63, (C), 112-127 View citations (41)
25. Geopolitical risks and the oil-stock nexus over 1899–2016
    Finance Research Letters, 2017, 23, (C), 165-173 View citations (125)
    See also Working Paper Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016, Working Papers (2017) View citations (128) (2017)
26. Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
    Research in International Business and Finance, 2017, 42, (C), 1-8 View citations (10)
27. Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2017, 133, (2), 543-560 View citations (8)
    See also Working Paper Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States, Working Papers (2015) (2015)
28. Oil dependence, quality of political institutions and economic growth: A panel VAR approach
    Resources Policy, 2017, 53, (C), 147-163 View citations (46)
29. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
    International Review of Financial Analysis, 2017, 50, (C), 1-26 View citations (103)
30. The time-varying correlation between output and prices in the United States over the period 1800–2014
    Economic Systems, 2017, 41, (1), 98-108 View citations (3)

2016

31. Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?
    Manchester School, 2016, 84, (4), 437-481 View citations (8)
32. Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note
    Atlantic Economic Journal, 2016, 44, (3), 377-386 View citations (21)
    See also Working Paper Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note, Working Papers (2015) (2015)
33. Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty, and the Macroeconomy
    Southern Economic Journal, 2016, 83, (2), 609-624 View citations (11)
    See also Working Paper Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy, Working Papers (2015) View citations (1) (2015)
34. Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom
    International Review of Financial Analysis, 2016, 44, (C), 111-122 View citations (23)
35. Dynamic spillover effects in futures markets: UK and US evidence
    International Review of Financial Analysis, 2016, 48, (C), 406-418 View citations (25)
36. Economic growth, volatility, and cross-country spillovers: New evidence for the G7 countries
    Economic Modelling, 2016, 52, (PB), 352-365 View citations (31)
37. International business cycle synchronization since the 1870s: Evidence from a novel network approach
    Physica A: Statistical Mechanics and its Applications, 2016, 447, (C), 286-296 View citations (7)
    See also Working Paper International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach, DUTH Research Papers in Economics (2015) (2015)
38. Is inflation persistence different in reality?
    Economics Letters, 2016, 148, (C), 55-58 View citations (11)
    See also Working Paper Is Inflation Persistence Different in Reality?, Working Papers (2016) View citations (11) (2016)
39. Predictability of sustainable investments and the role of uncertainty: evidence from a non-parametric causality-in-quantiles test
    Applied Economics, 2016, 48, (48), 4655-4665 View citations (14)
    See also Working Paper Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test, Working Papers (2015) View citations (4) (2015)
40. Tourism and economic growth: Does democracy matter?
    Annals of Tourism Research, 2016, 61, (C), 258-264 View citations (19)

2015

41. Business cycle and financial cycle spillovers in the G7 countries
    The Quarterly Review of Economics and Finance, 2015, 58, (C), 154-162 View citations (19)
42. Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns
    Journal of Real Estate Portfolio Management, 2015, 21, (1), 53-60
    See also Working Paper Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns, MPRA Paper (2015) View citations (45) (2015)
43. Dynamic spillovers between commodity and currency markets
    International Review of Financial Analysis, 2015, 41, (C), 303-319 View citations (134)
44. How strong is the linkage between tourism and economic growth in Europe?
    Economic Modelling, 2015, 44, (C), 142-155 View citations (69)
45. Robust determinants of OECD FDI in developing countries: Insights from Bayesian model averaging
    Cogent Economics & Finance, 2015, 3, (1), 1095851 View citations (14)
46. The impact of fiscal austerity on suicide mortality: Evidence across the ‘Eurozone periphery’
    Social Science & Medicine, 2015, 145, (C), 63-78 View citations (23)
47. Tourism and growth: The times they are a-changing
    Annals of Tourism Research, 2015, 50, (C), 165-169 View citations (23)

2014

48. Does integration and economic policy coordination promote business cycle synchronization in the EU?
    Empirica, 2014, 41, (3), 541-575 View citations (29)
49. Dynamic spillovers of oil price shocks and economic policy uncertainty
    Energy Economics, 2014, 44, (C), 433-447 View citations (258)
50. International business cycle spillovers since the 1870s
    Applied Economics, 2014, 46, (30), 3682-3694 View citations (6)
51. The impact of fiscal austerity on suicide: On the empirics of a modern Greek tragedy
    Social Science & Medicine, 2014, 112, (C), 39-50 View citations (39)

2013

52. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
    Economics Letters, 2013, 120, (1), 87-92 View citations (284)
53. Forecasting volatility in developing countries' nominal exchange returns
    Applied Financial Economics, 2013, 23, (21), 1675-1691 View citations (5)
    See also Working Paper Forecasting Volatility in Developing Countries' Nominal Exchange Returns, MPRA Paper (2012) View citations (2) (2012)
54. Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 258-272 View citations (104)
    See also Working Paper Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis, MPRA Paper (2012) View citations (3) (2012)

2012

55. Business cycle synchronization during US recessions since the beginning of the 1870s
    Economics Letters, 2012, 117, (2), 467-472 View citations (28)
    See also Working Paper Business Cycle Synchronization During US Recessions Since the Beginning of the 1870's, Department of Economics Working Papers (2012) View citations (27) (2012)
56. Exchange return co-movements and volatility spillovers before and after the introduction of euro
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (5), 1091-1109 View citations (130)
    See also Working Paper Exchange return co-movements and volatility spillovers before and after the introduction of Euro, MPRA Paper (2012) View citations (129) (2012)
57. Has Globalization Improved International Risk Sharing?
    International Finance, 2012, 15, (2), 251-266 View citations (4)
58. International Spillovers of Output Growth and Output Growth Volatility: Evidence from the G7
    International Economic Journal, 2012, 26, (4), 635-653 View citations (9)
59. The great synchronization of international trade collapse
    Economics Letters, 2012, 117, (3), 608-614 View citations (8)
    See also Working Paper The Great Synchronization of International Trade Collapse, Department of Economics Working Paper Series (2012) View citations (8) (2012)
60. The synchronization of GDP growth in the G7 during US recessions
    Applied Economics Letters, 2012, 19, (1), 7-11 View citations (17)
61. VOLATILITY INFORMATION AND STOCK MARKET CRASHES
    Journal of Advanced Studies in Finance, 2012, 3, (1), 49-57
    See also Working Paper Volatility, Information and Stock Market Crashes, Economics working papers (2009) (2009)

Chapters

2024

1. Energy consumption, CO2 emissions and the economic growth nexus in EU countries over the period 1995-2020
   Chapter 2 in Handbook on Energy and Economic Growth, 2024, pp 30-62