Evangelos Salachas

Athens University of Economics and Business

76 Patission Street

Athens, 104 34

Greece

SCHOLARLY PAPERS

4

DOWNLOADS

0

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Systematic or Idiosyncratic? Spillover Effects in Corporate Bond Markets and Portfolio Implications

15th INFINITI Conference on International Finance
Posted: 27 Apr 2017 Last Revised: 10 May 2019
Evangelos Salachas and Demir Bektic
Athens University of Economics and Business and Deka Investment GmbH

Abstract:

Loading...

Contagion, Panel VAR, Spillover indices, Financial stability, Systematic risk, Idiosyncratic risk, Corporate bonds

2.

An Examination of the Bank Lending Channel and Monetary Policy During the Pre- and Post-Crisis Period

Posted: 07 Jun 2015
Athens University of Economics and Business, Fairfield University - School of Business - Department of Finance and Athens University of Economics and Business

Abstract:

Loading...

Bank lending channel, Performance, Risk-taking, Monetary policy, Emerging/Developed economies

3.

The Term Structure of Interest Rates and Macro Economy: Evidence from the Pre- and Post- Crisis Periods

Posted: 06 Jun 2015
Athens University of Economics and Business, Fairfield University - School of Business - Department of Finance and Athens University of Economics and Business

Abstract:

Loading...

Term structure, VAR, Principal component analysis, Markov switching regressions, Financial crisis, Monetary policy, Economic activity, Market volatility

4.

Assessing Monetary Policies in the Euro Area, the UK and the US Evidence from the Pre- and Post-Crisis Periods

Posted: 05 Jun 2015
Athens University of Economics and Business, Fairfield University - School of Business - Department of Finance and Athens University of Economics and Business

Abstract:

Loading...

monetary policy transmission mechanism, VAR/VEC, financial crisis, unconventional policy measures, economic activity