Results 1-20 of 48 (Search time: 0.005 seconds).

Issue DateTitleAuthor(s)Journal
11-Dec-2024Examining the behaviour of inflation to supply and demand shocks using an MS-VAR modelKoursaros, Demetris ; Michail, Nektarios A. ; Savva, Christos S. Economic Modelling 
2Dec-2024The influence of the ‛environmentally-friendly’ character through asymmetries on market crash price of risk in major stock sectorsDimitriadis, Konstantinos A. ; Koursaros, Demetris ; Savva, Christos S. Journal of Climate Finance 
327-Nov-2024To Create or to Redistribute? That is the QuestionKoursaros, Demetris ; Savva, Christos S. ; Michail, Nektarios A. ; Papadopoulou, Niki B.E. Journal of Macroeconomics 
41-Nov-2024Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary erasDimitriadis, Konstantinos ; Koursaros, Demetris ; Savva, Christos S. International Review of Financial Analysis 
511-Aug-2024The influential impacts of international dynamic spillovers in forming investor preferences: a quantile-VAR and GDCC-GARCH perspectiveKoursaros, Demetris ; Dimitriadis, Konstantinos ; Savva, Christos S. Applied Economics 
61-Jul-2024COVID‐19 and Hospitality and Tourism Stock Indices: Insights from European MarketsZopiatis, Anastasios ; Savva, Christos S. ; Lambertides, Neophytos The Journal of Prediction Markets 
72-Oct-2023Socio-Economic Factors Affecting ESG Reporting Call for Globally Agreed StandardsKrambia-Kapardis, Maria ; Savva, Christos S. ; Stylianou, Ioanna Sustainability 
81-Jan-2023Risk-return trade-off in international stock returns: Skewness and business cyclesNyberg, Henri ; Savva, Christos S. Econometrics and Statistics 
91-Jan-2023Sales and promotions and the great recession deflationKoursaros, Demetris ; Michail, Nektarios A. ; Papadopoulou, Niki ; Savva, Christos S. Empirical Economics 
101-Jan-2023Government bond market risk-return trade-offChristiansen, Charlotte ; Savva, Christos S. Quantitative Finance and Economics 
111-Aug-2022Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis componentsTheodossiou, Panayiotis ; Ellina, Polina ; Savva, Christos S. Review of Quantitative Finance and Accounting 
12Jul-2021Is British output growth related to its uncertainty? Evidence using eight centuries of dataBredin, Don ; Fountas, Stilianos ; Savva, Christos S. Scottish Journal of Political Economy 
13Jun-2021Quantile Risk–Return Trade-OffAslanidis, Nektarios ; Christiansen, Charlotte ; Savva, Christos S. Journal of Risk and Financial Management 
14Apr-2021Tell me where to stop: thresholds in the bank lending and output growth relationshipKoursaros, Demetris ; Savva, Christos S. ; Michail, Nektarios A. Empirical Economics 
15Apr-2021The impact of the coronavirus crisis on the market price of riskDelis, Manthos D. ; Savva, Christos S. ; Theodossiou, Panayiotis Journal of Financial Stability 
161-Mar-2021Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis componentsIoannidis, Filippos ; Kosmidou, Kyriaki ; Savva, Christos S. ; Theodossiou, Panayiotis Energy Economics 
172021Market price of risk estimation: Does distribution matter?Theodossiou, Panayiotis ; Savva, Christos S. Communications in Statistics - Theory and Methods 
182021Are central banks to blame? Monetary policy and bank lending behaviorMichail, Nektarios A. ; Savva, Christos S. ; Koursaros, Demetris Bulletin of Economic Research 
19Jul-2020Flight-to-safety and the risk-return trade-off: European evidenceAslanidis, Nektarios ; Christiansen, Charlotte ; Savva, Christos S. Finance Research Letters 
20Jun-2020Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segmentsTheodossiou, Panayiotis ; Tsouknidis, Dimitris ; Savva, Christos S. Journal of the Royal Statistical Society. Series A: Statistics in Society