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A new test of the inflation-real marginal cost relationship : ARDL bounds approach

Kontonikas, Alexandros - In: Economics letters 108 (2010) 2, pp. 122-125

Persistent link: https://www.econbiz.de/10008698440

The long run relationship between stock prices and goods prices : mew evidence from panel cointegration

Gregoriou, Andros (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003806041

Euro area inflation differentials : unit roots, structural breaks and non-linear adjustment

Gregoriou, Andros (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003519824

Euro area inflation differentials : unit roots and nonlinear adjustment

Gregoriou, Andros; Kontonikas, Alexandros; Montagnoli, … - In: Journal of common market studies : JCMS 49 (2011) 3, pp. 525-540

Persistent link: https://www.econbiz.de/10009156804

Always and everywhere inflation? : treasuries variance decomposition and the impact of monetary policy

Kontonikas, Alexandros; Nolan, Charles; Zekaite, Zivile - 2015

Persistent link: https://www.econbiz.de/10011325731

International evidence on the New Keynesian Phillips Curve using aggregate and disaggregate data

Byrne, Joseph P.; Kontonikas, Alexandros; Montagnoli, … - In: Journal of money, credit and banking : JMCB 45 (2013) 5, pp. 913-932

Persistent link: https://www.econbiz.de/10010197601

Pricing sovereign bond risk in the European Monetary Union area : an empirical envestigation

Afonso, António; Arghyrou, Michael Georgiou; … - In: International journal of finance & economics : IJFE 19 (2014) 1, pp. 49-56

Persistent link: https://www.econbiz.de/10010470962

‘Whatever It Takes’ to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects

Afonso, António - 2017

This paper investigates the role of unconventional monetary policy as a source of time-variation in the relationship between sovereign bond yield spreads and their fundamental determinants. Our results provide evidence of a new bond-pricing regime following the announcement of the Outright...

Persistent link: https://www.econbiz.de/10012943161

Volatility forecasting in European government bond markets

Özbekler, Ali Gencay; Kontonikas, Alexandros; … - In: International journal of forecasting 37 (2021) 4, pp. 1691-1709

Persistent link: https://www.econbiz.de/10013274332

On monetary policy and stock market anomalies

Kontonikas, Alexandros; Kostakis, Alexandros - In: Journal of business finance & accounting : JBFA 40 (2013) 7/8, pp. 1009-1042

Persistent link: https://www.econbiz.de/10010205968