Issue Date Title Author(s) Journal 1 1-Dec-2024 Examining the behaviour of inflation to supply and demand shocks using an MS-VAR model Koursaros, Demetris ; Michail, Nektarios A. ; Savva, Christos S. Economic Modelling
2 Dec-2024 The influence of the ‛environmentally-friendly’ character through asymmetries on market crash price of risk in major stock sectors Dimitriadis, Konstantinos A. ; Koursaros, Demetris ; Savva, Christos S. Journal of Climate Finance
3 27-Nov-2024 To Create or to Redistribute? That is the Question Koursaros, Demetris ; Savva, Christos S. ; Michail, Nektarios A. ; Papadopoulou, Niki B.E. Journal of Macroeconomics
4 1-Nov-2024 Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary eras Dimitriadis, Konstantinos ; Koursaros, Demetris ; Savva, Christos S. International Review of Financial Analysis
5 11-Aug-2024 The influential impacts of international dynamic spillovers in forming investor preferences: a quantile-VAR and GDCC-GARCH perspective Koursaros, Demetris ; Dimitriadis, Konstantinos ; Savva, Christos S. Applied Economics
6 1-Jul-2024 COVID‐19 and Hospitality and Tourism Stock Indices: Insights from European Markets Zopiatis, Anastasios ; Savva, Christos S. ; Lambertides, Neophytos The Journal of Prediction Markets
7 2-Oct-2023 Socio-Economic Factors Affecting ESG Reporting Call for Globally Agreed Standards Krambia-Kapardis, Maria ; Savva, Christos S. ; Stylianou, Ioanna Sustainability
8 1-Jan-2023 Risk-return trade-off in international stock returns: Skewness and business cycles Nyberg, Henri ; Savva, Christos S. Econometrics and Statistics
9 1-Jan-2023 Sales and promotions and the great recession deflation Koursaros, Demetris ; Michail, Nektarios A. ; Papadopoulou, Niki ; Savva, Christos S. Empirical Economics
10 1-Jan-2023 Government bond market risk-return trade-off Christiansen, Charlotte ; Savva, Christos S. Quantitative Finance and Economics
11 1-Aug-2022 Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components Theodossiou, Panayiotis ; Ellina, Polina ; Savva, Christos S. Review of Quantitative Finance and Accounting
12 Jul-2021 Is British output growth related to its uncertainty? Evidence using eight centuries of data Bredin, Don ; Fountas, Stilianos ; Savva, Christos S. Scottish Journal of Political Economy
13 Jun-2021 Quantile Risk–Return Trade-Off Aslanidis, Nektarios ; Christiansen, Charlotte ; Savva, Christos S. Journal of Risk and Financial Management
14 Apr-2021 Tell me where to stop: thresholds in the bank lending and output growth relationship Koursaros, Demetris ; Savva, Christos S. ; Michail, Nektarios A. Empirical Economics
15 Apr-2021 The impact of the coronavirus crisis on the market price of risk Delis, Manthos D. ; Savva, Christos S. ; Theodossiou, Panayiotis Journal of Financial Stability
16 1-Mar-2021 Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components Ioannidis, Filippos ; Kosmidou, Kyriaki ; Savva, Christos S. ; Theodossiou, Panayiotis Energy Economics
17 2021 Market price of risk estimation: Does distribution matter? Theodossiou, Panayiotis ; Savva, Christos S. Communications in Statistics - Theory and Methods
18 2021 Are central banks to blame? Monetary policy and bank lending behavior Michail, Nektarios A. ; Savva, Christos S. ; Koursaros, Demetris Bulletin of Economic Research
19 Jul-2020 Flight-to-safety and the risk-return trade-off: European evidence Aslanidis, Nektarios ; Christiansen, Charlotte ; Savva, Christos S. Finance Research Letters
20 Jun-2020 Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments Theodossiou, Panayiotis ; Tsouknidis, Dimitris ; Savva, Christos S. Journal of the Royal Statistical Society. Series A: Statistics in Society