Sfoglia per Autore "Arvanitis, V."
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Does Terrorism Affect the Stock-Bond Covariance? Evidence from European Countries
Kollias, C.; Papadamou, S.; Arvanitis, V. (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
Papadamou, S.; Arvanitis, V. (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 ...