Article

Kontonikas, A and Zekaite, Z (2018) 'Monetary policy and stock valuation: Structural VAR identification and size effects.' Quantitative Finance, 18 (5). pp. 837-848. ISSN 1469-7688

Afonso, A and Arghyrou, MG and Bagdatoglou, G and Kontonikas, A (2015) 'On the time-varying relationship between EMU sovereign spreads and their determinants.' Economic Modelling, 44 (C). pp. 363-371. ISSN 0264-9993

Florackis, C and Kontonikas, A and Kostakis, A (2014) 'Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis.' Journal of International Money and Finance, 44 (C). pp. 97-117. ISSN 0261-5606

Monograph

Kontonikas, A and Zekaite, Z (2017) Monetary policy and stock valuation: Structural VAR identification and size effects. Working Paper. Essex Finance Centre Working Papers, Colchester.

Kontonikas, A and Maio, P and Zekaite, Z (2017) Monetary Policy and Corporate Bond Returns. Working Paper. Essex Finance Centre Working Papers, Colchester.

Afonso, A and Arghyrou, MG and Gadea, MD and Kontonikas, A (2017) "Whatever it takes" to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. Working Paper. Essex Finance Centre Working Papers, Colchester.