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Investigating volatility transmission and hedging properties between Bitcoin and Ethereum

Beneki, Christina; Koulis, Alexandros; Kyriazis, Nikolaos A. - In: Research in international business and finance 48 (2019), pp. 219-227

Persistent link: https://www.econbiz.de/10012135874

The effect of the market-based monetary policy transparency index on inflation and output variability

Papadamou, Stephanos; Arvanitis, Vangelis - In: International review of applied economics 29 (2015) 1, pp. 105-124

Persistent link: https://www.econbiz.de/10010533050

Does central bank independence affect stock market volatility?

Papadamou, Stephanos; Sidiropoulos, Moïse; … - In: Research in international business and finance 42 (2017), pp. 855-864

Persistent link: https://www.econbiz.de/10011753758

Public investment, inflation persistence and central bank independence

Papadamou, Stephanos; Spyromitros, Eleftherios; … - In: Journal of economic studies 44 (2017) 6, pp. 976-986

Persistent link: https://www.econbiz.de/10011961006

Corporate yield spread and real activity in emerging Asia : evidence of a financial accelerator for Korea

Papadamou, Stephanos; Siriopoulos, Costas - In: Journal of economic integration 24 (2009) 2, pp. 275-293

Persistent link: https://www.econbiz.de/10003852547

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

An empirical investigation of covered interest rate parity : the case of the GBP/USD and SEK/USD exchange rates

Papadamou, Stephanos; Theodosiou, Evangelia - In: International journal of financial engineering and risk … 3 (2019) 2, pp. 114-129

Persistent link: https://www.econbiz.de/10012253478

News implied volatility and the stock-bond nexus : evidence from historical data for the USA and the UK markets

Gupta, Rangan; Kollias, Chrēstos; Papadamou, Stephanos; … - In: Journal of multinational financial management 47/48 (2018), pp. 76-90

Persistent link: https://www.econbiz.de/10012055815

Central bank transparency and exchange rate volatility effects on inflation-output volatility

Papadamou, Stephanos; Sidiropoulos, Moïse; … - In: Economics and Business Letters : EBL 5 (2016) 4, pp. 125-133

Persistent link: https://www.econbiz.de/10011715915