Stilianos Founta
Biographic Data
| ID | 4382448 |
|---|---|
| NAME | Stilianos Founta |
| GIVEN NAMES | Stilianos |
| FAMILY NAME | Founta |
| SIGNATURE | FOUNTA S |
| AFFILIATIONS | Ollscoil na Gaillimhe – University of Galway |
| ORCID | 0000-0003-4188-9777 |
| VERIFIED | Yes |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 7 |
| WORKS AS AUTHOR | 4 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1996 |
| LATEST PUBLICATION YEAR | 2024 |
| H-INDEX | 2 |
Uncertainty and financial asset return spillovers
Is British output growth related to its uncertainty? Evidence using eight centuries of data
We examine the empirical relationship between output variability and output growth for Britain using data for eight centuries covering the 1270 to 2014 period. Drawing on the economic history literature, we split the full sample period into four subperiods and use GARCH models to measure output growth uncertainty and estimate its effect on average growth. Within each sub‐sample, we allow output growth to depend on the state of the system, for exa…
Testing For Real Interest Rate Convergence In European Countries
We use cointegration tests that determine endogenously the regime shift to test for bilateral short‐term and long‐term real interest rate convergence in the European Monetary System in the 1979–1993 period. The results of these tests provide strong evidence in favour of bilateral real interest rate convergence between Germany and several countries in our sample, particularly for long‐term real interest rates. This result carries the important pol…
An Empirical Analysis of Inward Foreign Direct Investment Flows in the EU with Emphasis on the Market Enlargement Hypothesis
We use a cross‐section, time‐series approach to study the determinants of foreign direct investment (FDI) in the European Union (EU) with particular emphasis on the expectations of a single market following the Single European Act of 1987. Using annual data from the 1980s and early 1990s, we investigate the determinants of US and Japanese FDI in the EU by pooling the data by the host country. We find strong evidence in favour of a single market e…
An Empirical Analysis of Inward Foreign Direct Investment Flows in the EU with Emphasis on the Market Enlargement Hypothesis
We use a cross‐section, time‐series approach to study the determinants of foreign direct investment (FDI) in the European Union (EU) with particular emphasis on the expectations of a single market following the Single European Act of 1987. Using annual data from the 1980s and early 1990s, we investigate the determinants of US and Japanese FDI in the EU by pooling the data by the host country. We find strong evidence in favour of a single market e…
Testing For Real Interest Rate Convergence In European Countries
We use cointegration tests that determine endogenously the regime shift to test for bilateral short‐term and long‐term real interest rate convergence in the European Monetary System in the 1979–1993 period. The results of these tests provide strong evidence in favour of bilateral real interest rate convergence between Germany and several countries in our sample, particularly for long‐term real interest rates. This result carries the important pol…
An Empirical Analysis of Inward Foreign Direct Investment Flows in the EU with Emphasis on the Market Enlargement Hypothesis
We use a cross‐section, time‐series approach to study the determinants of foreign direct investment (FDI) in the European Union (EU) with particular emphasis on the expectations of a single market following the Single European Act of 1987. Using annual data from the 1980s and early 1990s, we investigate the determinants of US and Japanese FDI in the EU by pooling the data by the host country. We find strong evidence in favour of a single market e…
Testing For Real Interest Rate Convergence In European Countries
We use cointegration tests that determine endogenously the regime shift to test for bilateral short‐term and long‐term real interest rate convergence in the European Monetary System in the 1979–1993 period. The results of these tests provide strong evidence in favour of bilateral real interest rate convergence between Germany and several countries in our sample, particularly for long‐term real interest rates. This result carries the important pol…
Is British output growth related to its uncertainty? Evidence using eight centuries of data
We examine the empirical relationship between output variability and output growth for Britain using data for eight centuries covering the 1270 to 2014 period. Drawing on the economic history literature, we split the full sample period into four subperiods and use GARCH models to measure output growth uncertainty and estimate its effect on average growth. Within each sub‐sample, we allow output growth to depend on the state of the system, for exa…
Uncertainty and financial asset return spillovers
Economics (4 works) · Econometrics (3 works) · Macroeconomics (3 works) · Monetary Policy and Economic Impact (3 works) · International economics (2 works) · Monetary economics (2 works) · Sample (material (2 works) · Business (1 work) · Cointegration (1 work) · Computer Science (1 work)