Πλοήγηση ανά Συγγραφέα "Papadamou, S."
Αποτελέσματα 1-20 από 22
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ARMED CONFLICTS AND CAPITAL MARKETS: THE CASE OF THE ISRAELI MILITARY OFFENSIVE IN THE GAZA STRIP
(2010)This paper addresses the issue of the impact that armed conflicts have on capital markets. It focuses on the recent Israeli military offensive in the Gaza Strip launched in late 2008 and concluded in early 2009. The paper ... -
Banks' lending behavior and monetary policy: Evidence from Sweden
(2012)The main purpose of this paper is to investigate the aggregate data about bank loans which may hide significant information about the monetary transmission mechanism. This study, by disaggregating bank loans data and using ... -
Can genetic algorithms improve trading decisions in financial markets?
(2005)Over the last years, trading systems are widely used for market assessment however parameter optimization of these systems has adopted little concern. This paper, paper provides an answer to the question Can Genetic ... -
Central bank transparency and the interest rate channel: Evidence from emerging economies
(2015)This paper highlights the essential role of central bank transparency in the transmission mechanism Of monetary policy through the interest rate channel for emerging economies. It has been Shown that when the central bank's ... -
Does central bank transparency affect stock market volatility?
(2014)This paper addresses the issue of impacts of central banks' transparency on stock market volatility. Using a simple theoretical macroeconomic model, we analytically find a negative link between stock prices volatility and ... -
Does Terrorism Affect the Stock-Bond Covariance? Evidence from European Countries
(2013)Using daily stock and bond returns data from four European countries-France, Germany, Spain, and Great Britain-that have been the victims of significant terrorist activity, this study addresses the issue of whether ... -
The effect of the market-based monetary policy transparency index on inflation and output variability
(2015)This paper examines empirically the effectiveness of the Federal Reserve’s policy under different levels of transparency by using a dynamic and continuous market-based index proposed by Kia (2011) on inflation volatility ... -
The effects of terrorism and war on the oil price-stock index relationship
(2013)The effects war and terrorism have on the covariance between oil prices and the indices of four major stock markets - the American S&P500, the European DAX, CAC40 and FTSE100 - using non-linear BEKK-GARCH type models are ... -
Environmentally Responsible and Conventional Market Indices’ Reaction to Natural and Anthropogenic Adversity: A Comparative Analysis
(2015)It is widely claimed that climate change has increased the magnitude and the frequency of natural phenomena such as storms, droughts, and floods with the concomitant costs in terms of damages and victims. This paper using ... -
Fiscal imbalances and asymmetric adjustment under Labour and Conservative governments in the UK
(2014)This paper examines whether the political colour of an incumbent government affects the speed at which fiscal imbalances are corrected in the case of the UK. Using quarterly data, we examine whether Conservative or Labour ... -
Improving technical trading systems by using a new MATLAB-based genetic algorithm procedure
(2007)Recent studies in financial markets suggest that technical analysis can be a very useful tool in predicting the trend. Trading systems are widely used for market assessment; however, parameter optimization of these systems ... -
Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks' and life insurance companies' stocks in the UK
(2014)This paper investigates the effect that the creation of the Monetary Policy Committee (MPC) has had on the interest rate risk which banks and life insurance companies face in the UK. By means of GARCH-M methodology, the ... -
Intraday exchange rate volatility transmissions across QE announcements
(2015)This paper examines the effects of quantitative easing (QE) announcements by the European Central Bank (ECB), the Bank of England (BoE) and the Bank of Japan (BoJ) on the intraday volatility transmissions among EUR, GBP ... -
Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates
(2013)This paper decomposes monetary policy changes into anticipated and unanticipated ones. Then US Treasury rate pass-through and the corresponding central bank reaction function are analyzed within an asymmetric error-correction ... -
The Monetary Approach to the Exchange Rate Determination for a "Petrocurrency": The Case of Norwegian Krone
(2012)This paper, by following vector error correction modeling, empirically investigates some of the popular monetary models of the NOK/USD rate. The empirical results suggest that there is some scope for the monetary approach ... -
On quantitative easing and high frequency exchange rate dynamics
(2015)This paper examines the effects of quantitative easing (QE) announcements by the European Central Bank, the Bank of Japan and the Bank of England on exchange rate dynamics. Using intraday data of three major exchange rates ... -
The risk relevance of International Financial Reporting Standards: Evidence from Greek banks
(2013)The main purpose of the paper is to estimate market, interest rate and exchange rate risk of Greek financial institutions and to explore the relationship between market-based measures of risk and accounting variables before ... -
Rogue state behavior and markets: The financial fallout of North Korean nuclear tests
(2014)Financial markets react to major political events. The three nuclear tests conducted by North Korea in 2006, 2009 and 2013 are a sober confirmation of its on-going nuclear weapons program with the concomitant potential ... -
Stock markets and terrorist attacks: Comparative evidence from a large and a small capitalization market
(2011)An expanding body of literature has investigated the economic impact of terrorist attacks. A part of this literature has focused on financial markets. We examine three research questions: whether markets' reactions to ... -
Terrorism and capital markets: The effects of the Madrid and London bomb attacks
(2011)Using event study methodology and GARCH family models, the paper investigates the effects of two terrorist incidents - the bomb attacks of 11th March 2004 in Madrid and 7th July 2005 in London - on equity sectors. Significant ...