Details about Alexandros Kontonikas

Access statistics for papers by Alexandros Kontonikas.

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Short-id: pko54

Working Papers

2020

1. Household Portfolios and Monetary Policy
   Working Papers, The University of Sheffield, Department of Economics View citations (1)
2. Is there a trade-off between inventories and trade credit? The role of the sovereign debt crisis
   Essex Finance Centre Working Papers, University of Essex, Essex Business School
3. Volatility Forecasting in European Government Bond Markets
   Essex Finance Centre Working Papers, University of Essex, Essex Business School

2019

4. Life satisfaction and austerity: Expectations and Macroeconomy
   Working Papers, The University of Sheffield, Department of Economics View citations (1)

2018

5. Austerity, Life Satisfaction and Expectations
   Working Papers, The University of Sheffield, Department of Economics
6. Risk, Financial Stability and FDI
   Essex Finance Centre Working Papers, University of Essex, Essex Business School View citations (1)

2017

7. "Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects
   CESifo Working Paper Series, CESifo View citations (2)
   Also in Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa (2017) View citations (2)
   Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2017) View citations (3)
   See also Journal Article “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects, Journal of International Money and Finance, Elsevier (2018) View citations (50) (2018)

2015

8. Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy
   Working Papers, Business School - Economics, University of Glasgow View citations (2)
9. The determinants of sovereign bond yield spreads in the EMU
   Working Paper Series, European Central Bank View citations (42)
   Also in Working Papers, Business School - Economics, University of Glasgow (2012) View citations (46)
   SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2012) View citations (48)
   Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2012) View citations (51)

2014

10. Monetary Policy in Times of Financial Stress
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
    Also in Working Papers, Business School - Economics, University of Glasgow (2014)
11. On the real effects of financial pressure: Evidence from euro area firm-level employment during the recent financial crisis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (3)
    Also in Working Papers, Business School - Economics, University of Glasgow (2014) View citations (3)

2013

12. On the time-varying relationship between EMU sovereign spreads and their determinants
    Working Papers, Business School - Economics, University of Glasgow View citations (2)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013) View citations (3)
    Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa (2013) View citations (2)
    See also Journal Article On the time-varying relationship between EMU sovereign spreads and their determinants, Economic Modelling, Elsevier (2015) View citations (41) (2015)
13. Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
    Also in Working Papers, Business School - Economics, University of Glasgow
    See also Journal Article Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis, Journal of International Money and Finance, Elsevier (2014) View citations (18) (2014)

2012

14. Asset Prices, Credit and the Business Cycle
    Stirling Economics Discussion Papers, University of Stirling, Division of Economics View citations (27)
    See also Journal Article Asset prices, credit and the business cycle, Economics Letters, Elsevier (2012) View citations (26) (2012)
15. Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
    Also in Working Papers, Business School - Economics, University of Glasgow (2012) View citations (5)
    See also Journal Article Stock market reaction to fed funds rate surprises: State dependence and the financial crisis, Journal of Banking & Finance, Elsevier (2013) View citations (65) (2013)

2011

16. The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
    European Economy - Economic Papers 2008 - 2015, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission View citations (36)
    Also in Working Papers, Business School - Economics, University of Glasgow (2010) View citations (28)
    SIRE Focus Papers, Scottish Institute for Research in Economics (SIRE) (2011) View citations (36)
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) View citations (40)
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section (2010) View citations (32)
    See also Journal Article The EMU sovereign-debt crisis: Fundamentals, expectations and contagion, Journal of International Financial Markets, Institutions and Money, Elsevier (2012) View citations (266) (2012)
17. Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (1)
18. Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis
    Working Papers, Business School - Economics, University of Glasgow View citations (1)

2010

19. Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies
    Working Papers, Business School - Economics, University of Glasgow View citations (11)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) View citations (10)
20. IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (1)
    Also in Working Papers, Business School - Economics, University of Glasgow (2010) View citations (1)
21. International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) View citations (1)
    Also in Working Papers, Business School - Economics, University of Glasgow (2010) View citations (2)
    See also Journal Article International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data, Journal of Money, Credit and Banking, Blackwell Publishing (2013) View citations (30) (2013)
22. On monetary policy and stock market anomalies
    Working Papers, Business School - Economics, University of Glasgow View citations (1)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2010) View citations (1)
    See also Journal Article On Monetary Policy and Stock Market Anomalies, Journal of Business Finance & Accounting, Wiley Blackwell (2013) View citations (16) (2013)

2009

23. A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
    Also in Working Papers, Business School - Economics, University of Glasgow (2009)
    See also Journal Article A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks, Review of International Economics, Wiley Blackwell (2011) View citations (5) (2011)

2008

24. The long run relationship between stock prices and goods prices: new evidence from panel cointegration
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE)
    Also in Working Papers, Business School - Economics, University of Glasgow View citations (2)
    See also Journal Article The long-run relationship between stock prices and goods prices: New evidence from panel cointegration, Journal of International Financial Markets, Institutions and Money, Elsevier (2010) View citations (8) (2010)

2007

25. Do real interest rates converge? Evidence from the European Union
    Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section View citations (3)
    Also in Working Papers, Business School - Economics, University of Glasgow (2007) View citations (36)
    See also Journal Article Do real interest rates converge? Evidence from the European union, Journal of International Financial Markets, Institutions and Money, Elsevier (2009) View citations (53) (2009)
26. Euro Area Inflation Differentials: Unit Roots, Structural Breaks and Non-Linear Adjustment
    Working Papers, Business School - Economics, University of Glasgow View citations (7)
27. The Euro and Inflation Uncertainty in the European Monetary Union
    CELPE Discussion Papers, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy
    Also in CESifo Working Paper Series, CESifo (2006) View citations (1)
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2006)
    See also Journal Article The Euro and inflation uncertainty in the European Monetary Union, Journal of International Money and Finance, Elsevier (2009) View citations (47) (2009)
28. Unit Roots in Inflation and Aggregation Bias
    Working Papers, Business School - Economics, University of Glasgow View citations (2)

2006

29. Monetary Policy Shocks and Stock Returns: Evidence from the British Market
    Working Papers, Business School - Economics, University of Glasgow View citations (15)
    See also Journal Article Monetary policy shocks and stock returns: evidence from the British market, Financial Markets and Portfolio Management, Springer (2009) View citations (31) (2009)
30. Monetary Policy and the Stock Market: Some International evidence
    Working Papers, Business School - Economics, University of Glasgow View citations (15)
31. Stock Returns and Inflation: The Impact of Inflation Targeting
    Working Papers, Business School - Economics, University of Glasgow View citations (2)
32. The EURO and Inflation Uncertainty In The EMU
    Working Papers, Business School - Economics, University of Glasgow

2005

33. Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test
    Working Papers, Business School - Economics, University of Glasgow View citations (4)
    See also Journal Article INFLATION TARGETING AND THE STATIONARITY OF INFLATION: NEW RESULTS FROM AN ESTAR UNIT ROOT TEST, Bulletin of Economic Research, Wiley Blackwell (2006) View citations (25) (2006)
34. Modeling The Non-Linear Behaviour of Inflation Deviations From The Target
    Working Papers, Business School - Economics, University of Glasgow View citations (5)
35. Optimal Monetary Policy and Asset Price Misalignments
    Working Papers, Business School - Economics, University of Glasgow View citations (5)
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    See also Journal Article OPTIMAL MONETARY POLICY AND ASSET PRICE MISALIGNMENTS, Scottish Journal of Political Economy, Scottish Economic Society (2006) View citations (20) (2006)

2004

36. Should Monetary Policy Respond to Asset Price Misalignments?
    Macroeconomics, University Library of Munich, Germany View citations (2)
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
    See also Journal Article Should monetary policy respond to asset price misalignments?, Economic Modelling, Elsevier (2005) View citations (28) (2005)

2002

37. HAS MONETARY POLICY REACTED TO ASSET PRICE MOVEMENTS: EVIDENCE FROM THE UK
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)
    See also Journal Article Has Monetary Policy Reacted to Asset Price Movements? Evidence from the UK, Ekonomia, Cyprus Economic Society and University of Cyprus (2004) View citations (13) (2004)
38. Inflation and Inflation Uncertainty in the United Kingdom: Evidence from GARCH modelling
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)
    See also Journal Article Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling, Economic Modelling, Elsevier (2004) View citations (112) (2004)
39. Optimal Monetary Policy with Wealth Effects
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2002)

Journal Articles

2019

1. On the Real Effect of Financial Pressure: Evidence From Firm‐Level Employment During the Euro‐Area Crisis
   Oxford Bulletin of Economics and Statistics, 2019, 81, (3), 617-646 View citations (3)
2. Treasuries variance decomposition and the impact of monetary policy
   International Journal of Finance & Economics, 2019, 24, (4), 1506-1519 View citations (1)

2018

3. Monetary policy and stock valuation: structural VAR identification and size effects
   Quantitative Finance, 2018, 18, (5), 837-848 View citations (3)
4. “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects
   Journal of International Money and Finance, 2018, 86, (C), 1-30 View citations (50)
   See also Working Paper "Whatever it takes" to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects, CESifo Working Paper Series (2017) View citations (2) (2017)

2016

5. FORECASTING US INFLATION USING DYNAMIC GENERAL-TO-SPECIFIC MODEL SELECTION
   Bulletin of Economic Research, 2016, 68, (2), 151-167

2015

6. On the time-varying relationship between EMU sovereign spreads and their determinants
   Economic Modelling, 2015, 44, (C), 363-371 View citations (41)
   See also Working Paper On the time-varying relationship between EMU sovereign spreads and their determinants, Working Papers (2013) View citations (2) (2013)

2014

7. Aggregate and regional house price to earnings ratio dynamics in the UK
   Urban Studies, 2014, 51, (13), 2916-2927 View citations (4)
8. PRICING SOVEREIGN BOND RISK IN THE EUROPEAN MONETARY UNION AREA: AN EMPIRICAL INVESTIGATION
   International Journal of Finance & Economics, 2014, 19, (1), 49-56 View citations (38)
9. Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis
   Journal of International Money and Finance, 2014, 44, (C), 97-117 View citations (18)
   See also Working Paper Stock Market Liquidity and Macro-Liquidity Shocks: Evidence from the 2007-2009 Financial Crisis, SIRE Discussion Papers (2013) (2013)

2013

10. International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data
    Journal of Money, Credit and Banking, 2013, 45, (5), 913-932 View citations (30)
    Also in Journal of Money, Credit and Banking, 2013, 45, (5), 913-932 (2013) View citations (13)
    See also Working Paper International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data, SIRE Discussion Papers (2010) View citations (1) (2010)
11. On Monetary Policy and Stock Market Anomalies
    Journal of Business Finance & Accounting, 2013, 40, (7-8), 1009-1042 View citations (16)
    See also Working Paper On monetary policy and stock market anomalies, Working Papers (2010) View citations (1) (2010)
12. Stock market reaction to fed funds rate surprises: State dependence and the financial crisis
    Journal of Banking & Finance, 2013, 37, (11), 4025-4037 View citations (65)
    See also Working Paper Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis, SIRE Discussion Papers (2012) (2012)

2012

13. Asset prices, credit and the business cycle
    Economics Letters, 2012, 117, (3), 857-861 View citations (26)
    See also Working Paper Asset Prices, Credit and the Business Cycle, Stirling Economics Discussion Papers (2012) View citations (27) (2012)
14. The EMU sovereign-debt crisis: Fundamentals, expectations and contagion
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (4), 658-677 View citations (266)
    See also Working Paper The EMU sovereign-debt crisis: Fundamentals, expectations and contagion, European Economy - Economic Papers 2008 - 2015 (2011) View citations (36) (2011)

2011

15. A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks
    Review of International Economics, 2011, 19, (4), 718-727 View citations (5)
    See also Working Paper A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks, SIRE Discussion Papers (2009) (2009)
16. Euro Area Inflation Differentials: Unit Roots and Nonlinear Adjustment
    Journal of Common Market Studies, 2011, 49, (3), 525-540 View citations (10)

2010

17. A new test of the inflation-real marginal cost relationship: ARDL bounds approach
    Economics Letters, 2010, 108, (2), 122-125 View citations (1)
18. THE TIME‐SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA
    Scottish Journal of Political Economy, 2010, 57, (1), 33-47 View citations (4)
19. The long-run relationship between stock prices and goods prices: New evidence from panel cointegration
    Journal of International Financial Markets, Institutions and Money, 2010, 20, (2), 166-176 View citations (8)
    See also Working Paper The long run relationship between stock prices and goods prices: new evidence from panel cointegration, SIRE Discussion Papers (2008) (2008)

2009

20. Do real interest rates converge? Evidence from the European union
    Journal of International Financial Markets, Institutions and Money, 2009, 19, (3), 447-460 View citations (53)
    See also Working Paper Do real interest rates converge? Evidence from the European Union, Cardiff Economics Working Papers (2007) View citations (3) (2007)
21. Modeling the behaviour of inflation deviations from the target
    Economic Modelling, 2009, 26, (1), 90-95 View citations (17)
22. Monetary policy shocks and stock returns: evidence from the British market
    Financial Markets and Portfolio Management, 2009, 23, (4), 401-410 View citations (31)
    See also Working Paper Monetary Policy Shocks and Stock Returns: Evidence from the British Market, Working Papers (2006) View citations (15) (2006)
23. The Euro and inflation uncertainty in the European Monetary Union
    Journal of International Money and Finance, 2009, 28, (6), 954-971 View citations (47)
    See also Working Paper The Euro and Inflation Uncertainty in the European Monetary Union, CELPE Discussion Papers (2007) (2007)

2008

24. The impact of monetary policy on stock prices
    Journal of Policy Modeling, 2008, 30, (1), 33-53 View citations (52)

2006

25. INFLATION TARGETING AND THE STATIONARITY OF INFLATION: NEW RESULTS FROM AN ESTAR UNIT ROOT TEST
    Bulletin of Economic Research, 2006, 58, (4), 309-322 View citations (25)
    See also Working Paper Inflation Targeting and the Stationarity of Inflation: New Results from an ESTAR Unit Root Test, Working Papers (2005) View citations (4) (2005)
26. OPTIMAL MONETARY POLICY AND ASSET PRICE MISALIGNMENTS
    Scottish Journal of Political Economy, 2006, 53, (5), 636-654 View citations (20)
    See also Working Paper Optimal Monetary Policy and Asset Price Misalignments, Working Papers (2005) View citations (5) (2005)

2005

27. Should monetary policy respond to asset price misalignments?
    Economic Modelling, 2005, 22, (6), 1105-1121 View citations (28)
    See also Working Paper Should Monetary Policy Respond to Asset Price Misalignments?, Macroeconomics (2004) View citations (2) (2004)

2004

28. Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK
    Applied Financial Economics, 2004, 14, (3), 215-220 View citations (17)
29. Has Monetary Policy Reacted to Asset Price Movements? Evidence from the UK
    Ekonomia, 2004, 7, (1), 18-33 View citations (13)
    See also Working Paper HAS MONETARY POLICY REACTED TO ASSET PRICE MOVEMENTS: EVIDENCE FROM THE UK, Economics and Finance Discussion Papers (2002) (2002)
30. Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling
    Economic Modelling, 2004, 21, (3), 525-543 View citations (112)
    See also Working Paper Inflation and Inflation Uncertainty in the United Kingdom: Evidence from GARCH modelling, Economics and Finance Discussion Papers (2002) (2002)

Undated

31. Monetary Policy and Corporate Bond Returns
    The Review of Asset Pricing Studies, 10, (3), 441-489 View citations (7)