Ioannis Chatziantoniou

University of Portsmouth

Senior Lecturer in Economics and Finance

University House

Winston Churchhill Avenue

Portsmouth, Hampshire PO1 2UP

United Kingdom

SCHOLARLY PAPERS

3

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2

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?

The Manchester School, Vol. 84, Issue 4, pp. 437-481, 2016
Number of pages: 45 Posted: 06 Jun 2016
Nikolaos Antonakakis, Ioannis Chatziantoniou and George N. Filis
Vienna University of Economics and Business, University of Portsmouth and Bournemouth University
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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.

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