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Economic growth, volatility, and cross-country spillovers : new evidence for the G7 countries
Antonakakis, Nikolaos; Badinger, Harald - In: Economic modelling 52 (2016), pp. 352-365
Persistent link: https://www.econbiz.de/10011642774
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International Spillovers of Output Growth and Output Growth Volatility: Evidence from the G7
Antonakakis, Nikolaos; Badinger, Harald - In: International Economic Journal 26 (2012) 4, pp. 635-653
This paper examines the transmission of GDP growth and GDP growth volatility among the G7 countries over the period 1960Q1 -- 2010Q4, using a multivariate GARCH model and volatility impulse response functions (VIRFs) to identify the source, magnitude and the duration of volatility spillovers....
Persistent link: https://www.econbiz.de/10010623971
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Recent developments in spatial econometrics : editorial
Antonakakis, Nikolaos - In: Journal of geographical systems : geographical … 22 (2020) 1, pp. 3-4
Persistent link: https://www.econbiz.de/10012237471
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The impact of Euro through time : Exchange rate dynamics under different regimes
Antonakakis, Nikolaos; Chatziantoniou, Ioannis; … - In: International Journal of Finance & Economics 26 (2020) 1, pp. 1375-1408
Persistent link: https://www.econbiz.de/10012273179
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Dynamic spillovers between commodity and currency markets
Antonakakis, Nikolaos; Kizys, Renatas - In: International review of financial analysis 41 (2015), pp. 303-319
Persistent link: https://www.econbiz.de/10011509000
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Oil and asset classes implied volatilities : investment strategies and hedging effectiveness
Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: Energy economics 91 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012518750
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A regional decomposition of US housing prices and volume : market dynamics and Portfolio diversification
Antonakakis, Nikolaos; Chatziantoniou, Ioannis; … - In: The annals of regional science : an international … 66 (2021) 2, pp. 279-307
Persistent link: https://www.econbiz.de/10012586335
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Inflation-targeting and inflation volatility : international evidence from the cosine-squared cepstrum
Antonakakis, Nikolaos; Christou, Christina; Gil-Alaña, … - In: International economics : a journal published by CEPII … 167 (2021), pp. 29-38
Persistent link: https://www.econbiz.de/10013269231
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Guns better than butter in Pakistan? : the dilemma of military expenditure, human development, and economic growth
Luqman, Muhammad; Antonakakis, Nikolaos - In: Technological forecasting & social change : an … 173 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013202694
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Cryptocurrency market contagion : market uncertainty, market complexity, and dynamic portfolios
Antonakakis, Nikolaos; Chatziantoniou, Ioannis; … - In: Journal of international financial markets, … 61 (2019), pp. 37-51
Persistent link: https://www.econbiz.de/10012128271