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Intraday exchange rate volatility transmissions across QE announcements

Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Finance research letters 14 (2015), pp. 128-134

Persistent link: https://www.econbiz.de/10011552689

Quantitative easing effects on commercial bank liability and government yields in UK : a threshold cointegration approach

Papadamou, Stephanos; Spyromitros, Eleftherios; … - In: International economics and economic policy : IEEP 15 (2018) 2, pp. 353-371

Persistent link: https://www.econbiz.de/10011955296

On quantitative easing and high frequency exchange rate dynamics

Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Research in international business and finance 34 (2015), pp. 110-125

Persistent link: https://www.econbiz.de/10011325751

The effect of quantitative easing through google metrics on US stock indices

Poutachidou, Nikoletta; Papadamou, Stephanos - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-20

The purpose of this study is to investigate the fluctuations that occur in stock returns of US stock indices when there is an increase in the volume of Google internet searches for the phrase "quantitative easing" in the US. The exponential generalized autoregressive conditional...

Persistent link: https://www.econbiz.de/10012631923

On Quantitative Easing and High Frequency Exchange Rate Dynamics

Kenourgios, Dimitris - 2015

This paper examines the effects of quantitative easing (QE) announcements by the European Central Bank, the Bank of Japan and the Bank of England on exchange rate dynamics. Using intraday data of three major exchange rates (EUR/USD, GBP/USD, JPY/USD),we apply a univariate APARCH(1,1) model and...

Persistent link: https://www.econbiz.de/10013028646

The role of leverage in quantitative easing decisions : evidence from the UK

Philippas, Dionisis; Papadamou, Stephanos; Tomuleasa, … - In: The North American journal of economics and finance : a … 47 (2019), pp. 308-324

Persistent link: https://www.econbiz.de/10012117866

Modelling the dynamics of unconventional monetary policies' impact on professionals’ forecasts

Kenourgios, Dimitris; Papadamou, Stephanos; Dimitriou, … - In: Journal of international financial markets, … 64 (2020), pp. 1-24

Persistent link: https://www.econbiz.de/10012495686

U.S. unconventional monetary policy and risk tolerance in major currency markets

Fassas, Athanasios P.; Kenourgios, Dimitris; Papadamou, … - In: The European journal of finance 27 (2021) 10, pp. 994-1008

Persistent link: https://www.econbiz.de/10012609247

Unconventional monetary policy effects on output and inflation : a meta-analysis

Papadamou, Stephanos; Kyriazis, Νikolaos A.; Tzeremes, … - In: International review of financial analysis 61 (2019), pp. 295-305

Persistent link: https://www.econbiz.de/10012207009