Zobrazeno 1 - 10
of 250
pro vyhledávání: '"Antonakakis, Nikolaos"'
Previous studies on spillover effects in future markets have so far confined themselves to static analyses. In this study, we use a newly introduced spillover index to examine dynamic spillovers between spot and futures market volatility, volume of f
This study examines the linkages between output growth and output volatility in the G7 countries over the period 1958M2-2013M8. Using the VAR-based spillover index approach by Diebold and Yilmaz (2012) we find that: i) output growth and volatility ar
Externí odkaz:
http://epub.wu.ac.at/5481/1/BCSI_EcMode_PostPrint.pdf
Autor:
Antonakakis, Nikolaos
Contributing to the contentious debate on the relationship between sovereign debt and economic growth, I examine the role of theory-driven (non-)sustainable debt-ratios in combination with debt-ratio thresholds on economic growth. Based on both dynam
Externí odkaz:
http://epub.wu.ac.at/4321/1/wp187.pdf
Autor:
Antonakakis, Nikolaos, Collins, Alan
While linkages between some macroeconomic phenomena (e.g. unemployment, GDP growth) and suicide rates in some countries have been explored, only one study, hitherto, has established a causal relationship between fiscal consolidation and suicide, albe
Externí odkaz:
http://epub.wu.ac.at/4294/1/wp182.pdf
This paper provides a comprehensive assessment of the evolution of EU member states' power, the EU's capability to act (efficiency), and the proportionality of the voting system in the Council of Ministers from the treaties of Rome in 1958 till the T
Externí odkaz:
http://epub.wu.ac.at/4164/1/wp175.pdf
This study examines the dynamic relationship between changes in oil prices and the economic policy uncertainty index for a sample of both net oil-exporting and net oil-importing countries over the period 1997:01-2013:06. To achieve that, we extend th
Externí odkaz:
http://epub.wu.ac.at/4082/1/wp166.pdf
Autor:
Antonakakis, Nikolaos, Tondl, Gabriele
In this paper, we examine the determinants of outward FDI from four major OECD investors, namely, the US, Germany, France, and the Netherlands, to 129 developing countries classified under five regions over the period 1995-2008. Our goal is to distin
Externí odkaz:
http://epub.wu.ac.at/4745/1/Antonakakis_Tondl_2015_Robust_determinants_of_OECD_FDI_in_developing.pdf
In this study we examine the dynamic interactions between credit growth and output growth using the spillover index approach of Diebold and Yilmaz (2012). Based on quarterly data on credit growth and GDP growth over the period 1957Q1 -2012Q4 for the
Autor:
Antonakakis, Nikolaos, Kizys, Renatas
In this study, we examine the dynamic link between returns and volatility of commodities and currency markets. Based on weekly data over the period from January 6, 1987 to July 22, 2014, we find the following empirical regularities. First, our result
Externí odkaz:
http://epub.wu.ac.at/4491/1/Gold_IRFA_SI_postprint.pdf