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~person:"Antonakakis, Nikolaos"
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Spillover effect
25
Spillover-Effekt
25
Variance decomposition
14
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10
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Antonakakis, Nikolaos
Görg, Holger
103
McAleer, Michael
103
Audretsch, David B.
78
Keller, Wolfgang
74
Chang, Chia-Lin
72
Kang, Sang Hoon
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39
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Kočenda, Evžen
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Spagnolo, Nicola
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32
Umar, Zaghum
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31
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31
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ECONIS (ZBW)
28
RePEc
15
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1
International monetary policy spillovers : evidence from a time-varying parameter vector autoregression
Antonakakis, Nikolaos
;
Gabauer, David
;
Gupta, Rangan
- In:
International review of financial analysis
65
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012208869
Saved in:
2
Dynamic spillovers of oil price shocks and policy uncertainty
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
-
2014
Persistent link: https://www.econbiz.de/10010360804
Saved in:
3
How strongly are business cycles and financial cycles linked in the G7 countries?
Antonakakis, Nikolaos
;
Breitenlechner, Max
;
Scharler, Johann
-
2014
In this study we examine the dynamic interactions between credit growth and output growth using the
spillover
index …
Persistent link: https://www.econbiz.de/10010253456
Saved in:
4
Do Shining Precious Metals Overshadow Other Assets? Dynamic Spillovers Between Commodity and Currency Markets
Antonakakis, Nikolaos
-
2014
, 1987 to July 22, 2014 we find the following empirical regularities. First, the static
spillover
analysis reveals that gold …
Persistent link: https://www.econbiz.de/10013043057
Saved in:
5
Dynamic
spillover
effects in futures markets : UK and US evidence
Antonakakis, Nikolaos
;
Floros, Christos
;
Kizys, Renatas
- In:
International review of financial analysis
48
(
2016
),
pp. 406-418
Persistent link: https://www.econbiz.de/10011624538
Saved in:
6
Oil volatility, oil and gas firms and portfolio diversification
Antonakakis, Nikolaos
;
Cuñado Eizaguirre, Juncal
; …
- In:
Energy economics
70
(
2018
),
pp. 499-515
Persistent link: https://www.econbiz.de/10011942874
Saved in:
7
Output volatility, economic growth, and cross-country spillovers : new evidence for the G7 Countries
Antonakakis, Nikolaos
;
Badinger, Harald
-
2012
-based
spillover
index approach by Diebold and Yilmaz (2012), we identify several empirical regularities: i) output growth and … international
spillover
effects and the associated repercussions. …
Persistent link: https://www.econbiz.de/10011374341
Saved in:
8
Output volatility, economic growth, and cross-country spillovers : new evidence for the G7 countries
Antonakakis, Nikolaos
;
Badinger, Harald
-
2012
Persistent link: https://www.econbiz.de/10009622257
Saved in:
9
The great synchronization of international trade collapse
Antonakakis, Nikolaos
-
2012
Persistent link: https://www.econbiz.de/10009622250
Saved in:
10
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Antonakakis, Nikolaos
-
2012
Persistent link: https://www.econbiz.de/10009559164
Saved in:
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