Items where Author is "Kontonikas, A"
 | Up a level |
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. DOI https://doi.org/10.1080/14697688.2017.1414516
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. DOI https://doi.org/10.1016/j.econmod.2014.07.025
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. DOI https://doi.org/10.1016/j.jimonfin.2014.02.002
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.