Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Nikolaos Giannellis"'
Publikováno v:
Journal of Forecasting. 42:715-738
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1ab0bce49a7494b64176a8ea04a73671
https://doi.org/10.1002/for.2947
https://doi.org/10.1002/for.2947
Publikováno v:
International Review of Economics & Finance. 82:156-176
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4a76370b30bfe70f390c7def2857b8be
https://doi.org/10.1016/j.iref.2022.06.009
https://doi.org/10.1016/j.iref.2022.06.009
Autor:
Nikolaos Giannellis
Publikováno v:
Research in international business and finance. 63
Τhis paper presents new evidence on connectedness across cryptocurrencies in the era of the Covid-19 pandemic. The results from the TVP-VAR dynamic connectedness approach show that the degree of connectedness is time-varying, indicating a decline du
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7eb60eb9a598ed8c20ee94e216e4cf24
https://pubmed.ncbi.nlm.nih.gov/36345470
https://pubmed.ncbi.nlm.nih.gov/36345470
Publikováno v:
The North American Journal of Economics and Finance. 49:27-46
In this paper we investigate whether the price of gold is affected by internal and external macroeconomic performance, which is mainly reflected in exchange rate movements. Based on the G7 countries and using annual data for the period 1980–2016, w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bf79909c74da49bb0cba080a77a4c269
https://doi.org/10.1016/j.najef.2019.03.018
https://doi.org/10.1016/j.najef.2019.03.018
Publikováno v:
Open Economies Review. 29:1123-1151
In the present paper we attempt to investigate whether the real effective exchange rates of the BRIICS countries, namely Brazil, Russia, India, Indonesia, China and South Africa, converge or not to their equilibrium levels. Our analysis is based on t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2cceabb2c87a5a347ec7656c07ef75aa
https://doi.org/10.1007/s11079-018-9477-0
https://doi.org/10.1007/s11079-018-9477-0
Publikováno v:
The Journal of Economic Asymmetries. 14:78-92
This paper investigates the existence of mean and volatility spillover effects between the Chinese industrial sector and the domestic stock market (intra-national spillovers) as well as between China's industrial sector and the US stock market (inter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0ada02943d2e2e3f6a8a78c54acfca0b
https://doi.org/10.1016/j.jeca.2016.07.001
https://doi.org/10.1016/j.jeca.2016.07.001
Publikováno v:
The North American Journal of Economics and Finance. 50:101006
This study focuses on the financial linkages within the Eurozone as well as on the exposure of Eurozone countries to internal and external shocks. We have found evidence of strong financial interdependence among the Eurozone countries, but there is e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::14a18229cd8c14bd9653e467c7782421
https://doi.org/10.1016/j.najef.2019.101006
https://doi.org/10.1016/j.najef.2019.101006
Autor:
Nikolaos Giannellis
Publikováno v:
Research in Economics. 67:133-144
This paper tests the existence of persistent inflation rate differentials in the euro area by employing linear as well nonlinear unit root tests. Besides linear unit root tests, a two-regime threshold unit root test examines the conjecture that infla
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c4520c8784bd5a92eaaa20ab7712fb6f
https://doi.org/10.1016/j.rie.2013.03.001
https://doi.org/10.1016/j.rie.2013.03.001
Publikováno v:
International Review of Economics & Finance. 25:202-218
This paper tests the conjecture that inflation rate persistence in selected Latin American countries, namely Brazil, Mexico, Uruguay and Venezuela, is related with currency undervaluation. In this manner, we expect that the behaviour of inflation rat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7b3658e4aec8fc43562d80bcb96e1046
https://doi.org/10.1016/j.iref.2012.07.013
https://doi.org/10.1016/j.iref.2012.07.013
Publikováno v:
Journal of International Money and Finance. 30:39-61
We allow for monetary, real, and financial variables to assess the relevant importance of each of the variables to exchange rate volatility in the case of selected EMU members and candidate countries. Ex-ante analysis shows that volatility in the Pol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7b4a16bb8f249a5e87a7312df9bb44db
https://doi.org/10.1016/j.jimonfin.2010.07.002
https://doi.org/10.1016/j.jimonfin.2010.07.002