Publications
Flight to lottery ahead of FOMC announcements, with H. Guo and D. Hung, British Journal of Management, forthcoming
Why do firms extend trade credit? F. Fernandes, A. Guariglia and S. Tsoukas, International Journal of Finance and Economics, forthcoming
Private bank deposits and macro/fiscal risk in the euro-area, with M. Arghyrou and M. D. Gadea, Journal of International Money and Finance, 2024, 140, 102992
Institutional settings and financing green innovation, with N. Kellard, M. Lamla, S. Maiani and G. Wood, Journal of International Financial Markets, Institutions and Money, 2023, 89, 101853
The Fed and the stock market: A tale of sentiment states, with H. Guo and D. Hung, Journal of International Money and Finance, 2022, 128, 102707
Risk, financial stability and FDI, with N. Kellard, M. Lamla, S. Maiani and G. Wood, Journal of International Money and Finance, 2022, 120, 102232
Life satisfaction and austerity: Expectations and the macroeconomy, with S. Brown, A. Montagnoli, M. Moro and L. Onnis, Journal of Behavioral and Experimental Economics, 2021, 95, 101780
Social networks and the informational role of financial advisory firms’ centrality in mergers and acquisitions, with A. Chaudhry and E. Vagenas-Nanos, British Journal of Management, 2021, 00, 1-22
Deal or No Deal? Modelling the impact of Brexit uncertainty on UK private equity activity, with N. Kellard, M. Lamla and S. Maiani, British Journal of Management, 2021, 0, 1-23
Volatility forecasting in European government bond markets, with A. G. Özbekler and A. Triantafyllou, International Journal of Forecasting, 2021, 37, 1691-1709.
Investor sentiment and the pre-FOMC announcement drift, with H. Guo and D. Hung, Finance Research Letters, 2021, 38, 101443
Monetary policy and corporate bond returns, with H. Guo and P. Maio, Review of Asset Pricing Studies, 2020, 10, 441-489
Treasuries variance decomposition and the impact of monetary policy, with C. Nolan, Z. Zekaite and M. Lamla, International Journal of Finance and Economics, 2019, 24, pp. 1506-1519
On the real effects of financial pressure: Evidence from euro area firm-level employment during the recent financial crisis, with F. Fernandes and S. Tsoukas, Oxford Bulletin of Economics and Statistics, 2019, 81, pp. 617-646
Whatever it takes” to resolve the European sovereign debt crisis? Bond pricing regime switches and monetary policy effects, with A. Afonso, M. Arghyrou and M. D. Gadea, Journal of International Money and Finance, 2018, 86, pp. 1-30
Monetary policy and stock valuation: Structural VAR identification and size effects, with Z. Zekaite, Quantitative Finance, 2018, 18, pp. 837-848
Forecasting US inflation using dynamic general-to-specific model selection, and G. Bagdatoglou and M. E. Wohar, Bulletin of Economic Research, 2016, 68, pp. 151-167
On the time-varying relationship between EMU sovereign spreads and fundamentals, with A. Afonso, M. Arghyrou and G. Bagdatoglou, Economic Modelling, 2015, 44, pp. 363-371
Aggregate and regional house price to earnings ratio dynamics in the UK, with A. Gregoriou and A. Montagnoli, Urban Studies, 2014, 51, pp. 2916-2927
Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis, with C. Florackis and A. Kostakis, Journal of International Money and Finance, 2014, 44, pp. 99-117
Pricing sovereign bond risk in the European Monetary Union area: An empirical investigation, with A. Afonso and M. Arghyrou, International Journal of Finance and Economics, 2014, 19, 49-56
On monetary policy and stock market anomalies, with A. Kostakis, Journal of Business Finance and Accounting, 2013, 40, pp. 1009-1042
Stock market reaction to Fed funds rate surprises: State dependence and the financial crisis, with R. MacDonald and A. Saggu, Journal of Banking and Finance, 2013, 37, pp. 4025-4037
International evidence on the new Keynesian Phillips curve using aggregate and disaggregate data, with J. Byrne and A. Montagnoli, Journal of Money, Credit and Banking, 2013, 45, pp. 913-932
Asset prices, credit and the business cycle, with X. Chen and A. Montagnoli, Economics Letters, 2012, 117, pp. 857-861.
The EMU sovereign-debt crisis: Fundamentals, expectations and contagion, with M. Arghyrou, Journal of International Financial Markets, Institutions and Money, 2012, 22, pp. 658-677
A new test of the real interest rate parity hypothesis: Bounds approach and structural breaks, with G. Bagdatoglou, Review of International Economics, 2011, 19, pp. 718-727
Euro area inflation differentials: unit roots and non-linear adjustment, with A. Gregoriou and A. Montagnoli, Journal of Common Market Studies, 2011, 49, pp. 525-540
A new test of the inflation-real marginal cost relationship: ARDL bounds approach, Economics Letters, 2010, 108, pp. 122-125
The long run relationship between stock prices and goods prices: New evidence from panel cointegration, with A. Gregoriou, Journal of International Financial Markets, Institutions and Money, 2010, 20, pp. 166-176
The time-series properties of UK inflation: Evidence from aggregate and disaggregate data, with J. Byrne and A. Montagnoli, Scottish Journal of Political Economy, 2010, 57, pp. 33-47
Monetary policy shocks and stock returns: Evidence from the British market, with A. Gregoriou, R. MacDonald and A. Montagnoli, Financial Markets and Portfolio Management, 2009, 23, pp. 401-410
The Euro and inflation uncertainty in the European Monetary Union, with G. Caporale, Journal of International Money and Finance, 2009, 28, pp. 954-971
Do real interest rates converge? Evidence from the European Union, with M. Arghyrou and A. Gregoriou, Journal of International Financial Markets, Institutions and Money, 2009, 19, pp. 447-460
Modeling the behavior of inflation deviations from the target, with A. Gregoriou, Economic Modelling, 2009, 26, pp. 90-95
The impact of monetary policy on stock prices, with C. Ioannidis, Journal of Policy Modeling, 2008, 30, pp. 33-53
Optimal monetary policy and asset price misalignments, with A. Montagnoli, Scottish Journal of Political Economy, 2006, 53, pp. 636-654
Inflation targeting and the stationarity of inflation: New results from an ESTAR unit root test, with A. Gregoriou, Bulletin of Economic Research, 2006, 58, pp. 309-322
Should monetary policy respond to asset price misalignments?, with C. Ioannidis, Economic Modelling, 2005, 22, pp. 1105-1121
Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling, Economic Modelling, 2004, 21, pp. 525-543
Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK, with A. Gregoriou and N. Tsitsianis, Applied Financial Economics, 2004, 14, pp. 215-220
Has monetary policy reacted to asset price movements? Evidence from the UK, with A. Montagnoli, Ekonomia, 2004, 7, pp. 1-16