Alexandros Kontonikas

University of Glasgow - Department of Economics

Adam Smith Building

Glasgow, Scotland G12 8RT

United Kingdom

SCHOLARLY PAPERS

13

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CITATIONS
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37

Scholarly Papers (13)

The Determinants of Sovereign Bond Yield Spreads in the EMU

ISEG Economics Working Paper No. 36/2012/DE/UECE
Number of pages: 40 Posted: 24 Feb 2013
Antonio Afonso, Michael Arghyrou and Alexandros Kontonikas
University of Lisbon - ISEG (School of Economics and Management), University of Piraeus and University of Glasgow - Department of Economics
Downloads 349 (84,309)
Citation 14

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sovereign yields, government debt, panel analysis, credit ratings

The Determinants of Sovereign Bond Yield Spreads in the EMU

ECB Working Paper No. 1781
Number of pages: 39 Posted: 30 May 2015
Antonio Afonso, Michael Arghyrou and Alexandros Kontonikas
University of Lisbon - ISEG (School of Economics and Management), University of Piraeus and University of Glasgow - Department of Economics
Downloads 54 (378,839)

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sovereign yields, government debt, panel analysis, credit ratings

2.

Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis

Journal of International Money and Finance,Vo. 44, pp. 97–117
Number of pages: 46 Posted: 26 Sep 2011 Last Revised: 28 May 2014
Chris Florackis, Alexandros Kontonikas and Alexandros Kostakis
University of Liverpool (UK), University of Glasgow - Department of Economics and University of Liverpool Management School
Downloads 179 (166,892)

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Liquidity Shocks, Monetary Policy, Market Micro-Structure, Stock Returns

3.

The Euro and Inflation Uncertainty in the European Monetary Union

CESifo Working Paper Series No. 1842
Number of pages: 37 Posted: 24 Nov 2006
Guglielmo Maria Caporale and Alexandros Kontonikas
Brunel University London - Department of Economics and Finance and University of Glasgow - Department of Economics
Downloads 134 (212,832)
Citation 1

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inflation, inflation uncertainty, inflation persistence, time-varying parameters, GARCH models, ECB, EMU

4.

On the Time-Varying Relationship between EMU Sovereign Spreads and Their Determinants

ISEG Economics Working Paper No. 05/2013/DE/UECE
Number of pages: 25 Posted: 25 Feb 2013
Antonio Afonso, Michael Arghyrou, George Bagdatoglou and Alexandros Kontonikas
University of Lisbon - ISEG (School of Economics and Management), University of Piraeus, Timberlake Consultants and University of Glasgow - Department of Economics
Downloads 54 (372,944)
Citation 2

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euro area, crisis, spreads, time-series analysis, time-varying relationship

On Monetary Policy and Stock Market Anomalies

Journal of Business Finance and Accounting, Forthcoming
Number of pages: 49 Posted: 20 Apr 2011 Last Revised: 01 Nov 2014
Alexandros Kostakis and Alexandros Kontonikas
University of Liverpool Management School and University of Glasgow - Department of Economics
Downloads 26 (499,020)

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Monetary policy, Federal funds rate, Market anomalies, Credit channel, Risk premia

6.

Optimal Monetary Policy and Asset Price Misalignments

Scottish Journal of Political Economy, Vol. 53, No. 5, pp. 636-654, November 2006
Number of pages: 19 Posted: 13 Oct 2006
Alexandros Kontonikas and Alberto Montagnoli
University of Glasgow - Department of Economics and University of Stirling - Department of Economics
Downloads 13 (559,779)
Citation 1
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7.

Inflation Targeting and the Stationarity of Inflation: New Results from an Estar Unit Root Test

Bulletin of Economic Research, Vol. 58, No. 4, pp. 309-322, October 2006
Number of pages: 14 Posted: 17 Sep 2006
Andros Gregoriou and Alexandros Kontonikas
Brunel Business School and University of Glasgow - Department of Economics
Downloads 12 (566,065)
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8.

A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks

Review of International Economics, Vol. 19, Issue 4, pp. 718-727, 2011
Number of pages: 10 Posted: 07 Sep 2011
George Bagdatoglou and Alexandros Kontonikas
Timberlake Consultants and University of Glasgow - Department of Economics
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9.

Euro Area Inflation Differentials: Unit Roots and Nonlinear Adjustment

JCMS: Journal of Common Market Studies, Vol. 49, Issue 3, pp. 525-540, 2011
Number of pages: 16 Posted: 05 Apr 2011
Andros Gregoriou, Alexandros Kontonikas and Alberto Montagnoli
affiliation not provided to SSRN, University of Glasgow - Department of Economics and University of Stirling - Department of Economics
Downloads 2 (635,457)
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10.

Forecasting US Inflation Using Dynamic General‐To‐Specific Model Selection

Bulletin of Economic Research, Vol. 68, Issue 2, pp. 151-167, 2016
Number of pages: 17 Posted: 11 Apr 2016
George Bagdatoglou, Alexandros Kontonikas and Mark E. Wohar
Timberlake Consultants, University of Glasgow - Department of Economics and University of Nebraska at Omaha
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dynamic general‐to‐specific, inflation forecasting

11.

The Time-Series Properties of UK Inflation: Evidence from Aggregate and Disaggregate Data

Scottish Journal of Political Economy, Vol. 57, Issue 1, pp. 33-47, February 2010
Number of pages: 15 Posted: 22 Dec 2009
Joseph Byrne, Alexandros Kontonikas and Alberto Montagnoli
Heriot-Watt University - Department of Accountancy, Economics and Finance, University of Glasgow - Department of Economics and University of Stirling - Department of Economics
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12.

Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis

Journal of Banking and Finance, Vol. 37, No. 11, 2013
Posted: 30 Jun 2015
Aman Saggu, Alexandros Kontonikas and Ronald MacDonald
Mahidol University - International College, University of Glasgow - Department of Economics and University of Glasgow - Adam Smith Business School

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Monetary policy; Stock market; State dependence; Flight to safety; Financial crisis

13.

Monetary Policy Shocks and Stock Returns: Evidence from the British Market

Financial Markets and Portfolio Management, Vol. 23, No. 4, pp. 401-410, 2009
Posted: 19 Jun 2010
University of East Anglia, University of Glasgow - Department of Economics, University of Strathclyde in Glasgow - Department of Economics and University of Stirling - Department of Economics

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Asset prices, Monetary policy, Panel data