Nikolaos Antonakakis

Vienna University of Economics and Business

Assistant Professor of Economics

Welthandelsplatz 1

Vienna, Wien 1020

Austria

http://www.wu.ac.at/ie/en/team/nikos

University of Portsmouth

Senior Lecturer in Economics and Finance

Richmond Building

Portland Street

Portsmouth, Hampshire PO1 3DE

United Kingdom

http://www.port.ac.uk/economics-and-finance/staff/nikolaos-antonakakis.html

SCHOLARLY PAPERS

7

DOWNLOADS

26

CITATIONS

1

Scholarly Papers (7)

1.

International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach

Number of pages: 18 Posted: 06 Dec 2015
Vienna University of Economics and Business, Democritus University of Thrace - Department of Economics, Department of Economics, Democritus University of Thrace and Democritus University of Thrace - Department of Economics
Downloads 26 (481,163)
Citation 1

Abstract:

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Business cycle synchronization, Globalisation, Complex networks

2.

European Currency Co-Movements and Contagion: Evidence from a Bayesian TVP-(Pseudo)FAVAR Model

Posted: 08 May 2018
Nikolaos Antonakakis, Ioannis Chatziantoniou and David Gabauer
Vienna University of Economics and Business, University of Portsmouth and Johannes Kepler University

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Bayesian TVP-(Pseudo)FAVAR, Exchange Rate Regimes, Connectedness

3.

International Spillovers of Output Growth and Output Growth Volatility: Evidence from the G7 Countries

International Economic Journal 26 (4), 2012, 635-653
Posted: 20 Feb 2014
Nikolaos Antonakakis and Harald Badinger
Vienna University of Economics and Business and Vienna University of Economics and Business

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Business cycle transmission, spillover, multivariate GARCH, volatility impulse response

4.

Dynamic Co-Movements of Stock Market Returns, Implied Volatility and Policy Uncertainty

Economics Letters, Vol. 120, No. 1, 2013
Posted: 20 Feb 2014
Nikolaos Antonakakis, Ioannis Chatziantoniou and George N. Filis
Vienna University of Economics and Business, University of Portsmouth and Bournemouth University

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Policy uncertainty, Dynamic correlation, Stock market return, Implied volatility, Oil price shock

5.

The Great Synchronization of International Trade Collapse

Economics Letters, Vol. 117, No. 3, 2012
Posted: 20 Feb 2014
Nikolaos Antonakakis
Vienna University of Economics and Business

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International trade collapse, Synchronization, Recession, Dynamic conditional correlation

6.

Forecasting Volatility in Developing Countries' Nominal Exchange Returns

Applied Financial Economics, Vol. 23, No. 21, 2013
Posted: 19 Feb 2014
Nikolaos Antonakakis and Julia Darby
Vienna University of Economics and Business and University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics

Abstract:

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exchange rate volatility, estimation, forecasting, developing countries

7.

Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis

Journal of International Financial Markets, Institutions and Money, Vol. 26, 2013
Posted: 19 Feb 2014
Nikolaos Antonakakis and Konstantinos P. Vergos
Vienna University of Economics and Business and University of Portsmouth - Portsmouth Business School

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Government bond yield spread, Spillover, Vector autoregression, Variance decomposition, Impulse response