Ioannis Chatziantoniou
Dados Biográficos
| ID | 5935376 |
|---|---|
| NOME | Ioannis Chatziantoniou |
| PRENOMES | Ioannis |
| SOBRENOME | Chatziantoniou |
| ASSINATURA | CHATZIANTONIOU I |
| AFILIAÇÕES | University of Portsmouth |
| ORCID | 0000-0002-1114-2544 |
| VERIFICADO | Sim |
| TOTAL DE OBRAS | 5 |
| TOTAL DE CITAÇÕES | 8 |
| TOTAL COMO AUTOR | 5 |
| TOTAL COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 2013 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 2022 |
| ÍNDICE H | 2 |
US partisan conflict shocks and international stock market returns
Dynamic connectedness and spillovers across sectors
We investigate stock market sectoral connectedness in India utilizing a time‐varying parameter vector autoregressive connectedness approach. Results show that stock market sectoral connectedness varies across time. Connectedness is strongest during the 2008 crisis, the double‐digit inflation and stock market crash of 2011, following the national elections of 2014, and the demonetization of 2016. Among sectors, consumers' spending, industry, finan…
The dynamic connectedness of UK regional property returns
In this study, we examine the network topology of UK regional property returns over the period 1973Q4–2014Q4 using a dynamic measure of connectedness developed by Diebold and Yilmaz (2014). Overall, our findings indicate that the transmission of inter-regional property returns shocks is an important source of regional property return fluctuations. What is more, this is a dynamic, event-dependent process which implies that, over time, any UK regio…
Energy consumption, CO 2 emissions, and economic growth
Oil prices, tourism income and economic growth
Oil prices, tourism income and economic growth
The dynamic connectedness of UK regional property returns
In this study, we examine the network topology of UK regional property returns over the period 1973Q4–2014Q4 using a dynamic measure of connectedness developed by Diebold and Yilmaz (2014). Overall, our findings indicate that the transmission of inter-regional property returns shocks is an important source of regional property return fluctuations. What is more, this is a dynamic, event-dependent process which implies that, over time, any UK regio…
Oil prices, tourism income and economic growth
Energy consumption, CO 2 emissions, and economic growth
The dynamic connectedness of UK regional property returns
In this study, we examine the network topology of UK regional property returns over the period 1973Q4–2014Q4 using a dynamic measure of connectedness developed by Diebold and Yilmaz (2014). Overall, our findings indicate that the transmission of inter-regional property returns shocks is an important source of regional property return fluctuations. What is more, this is a dynamic, event-dependent process which implies that, over time, any UK regio…
Dynamic connectedness and spillovers across sectors
We investigate stock market sectoral connectedness in India utilizing a time‐varying parameter vector autoregressive connectedness approach. Results show that stock market sectoral connectedness varies across time. Connectedness is strongest during the 2008 crisis, the double‐digit inflation and stock market crash of 2011, following the national elections of 2014, and the demonetization of 2016. Among sectors, consumers' spending, industry, finan…
US partisan conflict shocks and international stock market returns
Economics (5 obras) · Market Dynamics and Volatility (4 obras) · Energy, Environment, Economic Growth (3 obras) · Financial economics (3 obras) · Monetary economics (3 obras) · Business (2 obras) · Econometrics (2 obras) · Energy, Environment, and Transportation Policies (2 obras) · Macroeconomics (2 obras) · Portfolio (2 obras)