Article

Kontonikas, A and Nolan, C and Zekaite, Z and Lamla, M (2019) 'Treasuries variance decomposition and the impact of monetary policy.' International Journal of Finance and Economics. ISSN 1076-9307

Kontonikas, A and Zekaite, Z (2018) 'Monetary policy and stock valuation: Structural VAR identification and size effects.' Quantitative Finance, 18 (5). 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. 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. 97 - 117. ISSN 0261-5606

Gregoriou, A and Kontonikas, A and Montagnoli, A (2014) 'Aggregate and regional house price to earnings ratio dynamics in the UK.' Urban Studies, 51 (13). 2916 - 2927. ISSN 0042-0980

Afonso, A and Arghyrou, MG and Kontonikas, A (2014) 'Pricing sovereign bond risk in the European Monetary Union area: An empirical investigation.' International Journal of Finance and Economics, 19 (1). 49 - 56. ISSN 1076-9307

Monograph

Afonso, A and Arghyrou, MG and Gadea, MD and Kontonikas, A (2018) “Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects. UNSPECIFIED. UNSPECIFIED.

Kontonikas, A and Zekaite, Z (2018) Monetary policy and stock valuation: structural VAR identification and size effects. UNSPECIFIED. UNSPECIFIED.

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