Alexandros Kontonikas

Biographic Data

ID4381608
NAMEAlexandros Kontonikas
GIVEN NAMESAlexandros
FAMILY NAMEKontonikas
SIGNATUREKONTONIKAS A
AFFILIATIONSUniversity of Glasgow
ORCID0000-0003-3725-5149
VERIFIEDYes
TOTAL WORKS5
TOTAL CITATIONS6
WORKS AS AUTHOR5
WORKS AS EDITOR0
FIRST PUBLICATION YEAR2006
LATEST PUBLICATION YEAR2026
H-INDEX2

  • Offshore financial centres and banks’ funding responses to liquidity shocks

    Open AccessStefano Maiani, Barbara Casu et al.ARTICLESocio-Economic Review2026

    This article rethinks financial embeddedness by examining how transnational banks respond to funding pressures through the infrastructures of offshore financial centres (OFCs). Using hand-collected information, we construct a novel dataset of European banks across six Eurozone countries from 2009–15. We show that during the sovereign debt crisis, banks engaged in latent network activation, mobilizing offshore conduit arrangements to secure foreig…

  • Aggregate and regional house price to earnings ratio dynamics in the UK

    Open AccessAndros Gregoriou, Alexandros Kontonikas et al.ARTICLEUrban Studies2014Cited by: 2References: 16

    This paper examines the time-series properties of house price to earnings ratio (HPER) in the UK using aggregate and regional data. Specifically, we utilise a series of unit root tests to examine the null hypothesis of nonstationary HPERs. These include linear tests as well as a nonlinear test and also a test which accounts for abrupt structural change. The results are against the notion of stationary HPERs. This implies that house prices may per…

  • Euro Area Inflation Differentials

    Open AccessAndros Gregoriou, Alexandros Kontonikas et al.ARTICLEJCMS Journal of Common Market…2011Cited by: 3References: 24

    This article examines the time-series properties of inflation differentials in 12 economic and monetary union (EMU) countries. The evidence from standard linear unit root tests indicates that inflation differentials are highly persistent in the majority of countries. However, when one allows for the possibility that inflation differentials can be characterized by a nonlinear mean reverting process, one finds evidence of stationarity in all cases.…

  • The Time-Series Properties of Uk Inflation

    Open AccessJoseph P Byrne, Alexandros Kontonikas et al.ARTICLEScottish Journal of Political…2009Cited by: 1

    This paper contrasts the time-series properties of aggregate and disaggregate UK inflation. While aggregate inflation is found to be non-stationary, unit root rejection frequencies are increasing when we use more disaggregate data. Structural break analysis suggests that structural shifts in monetary policy could alter inflation persistence. Additionally, panel evidence indicates that the unit root hypothesis can be rejected for sectoral inflatio…

  • Optimal Monetary Policy and Asset Price Misalignments

    Open AccessAlexandros Kontonikas, Alberto MontagnoliARTICLEScottish Journal of Political…2006References: 2

    This paper analyses the relationship between monetary policy and asset prices in the context of optimal policy rules. The transmission mechanism is represented by a linearized rational expectations model augmented for the effect of asset prices on aggregate demand. Stabilization objectives are represented by a discounted quadratic loss function penalizing inflation and output gap volatility. Asset prices are allowed to deviate from their intrinsi…