S
Study
Academic Library
Search
Shelves
Open access
My library
Review
Ioannis Chatziantoniou · Study
Home
/
Author
Ioannis Chatziantoniou
20 works
· latest 2023
· 3 institutions
cluster: provisional
ORCID 0000-0002-1114-2544
Works
20 shown
Measuring the G20 stock market return transmission mechanism: Evidence from the R 2 connectedness approach
International Review of Financial Analysis
·
2023
·
4 authors
60
citations
Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach
Resources Policy
·
2023
·
3 authors
·
Open access
172
citations
Model-free connectedness measures
Finance research letters
·
2023
·
3 authors
·
Open access
85
citations
Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves
Journal of International Financial Markets Institutions and Money
·
2022
·
3 authors
·
Open access
47
citations
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies
Resources Policy
·
2022
·
6 authors
148
citations
Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets
Journal of Cleaner Production
·
2022
·
4 authors
·
Open access
519
citations
Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity
Springer eBooks
·
2022
·
3 authors
·
chapter
·
Open access
267
citations
Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market
Scottish Journal of Political Economy
·
2021
·
3 authors
·
Open access
65
citations
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach
Economics Letters
·
2021
·
3 authors
524
citations
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness
The Quarterly Review of Economics and Finance
·
2020
·
2 authors
291
citations
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
Journal of risk and financial management
·
2020
·
3 authors
·
Open access
1,586
citations
Environmental disclosure and idiosyncratic risk in the European manufacturing sector
Energy Economics
·
2020
·
4 authors
·
Open access
102
citations
Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency
The British Accounting Review
·
2019
·
4 authors
·
Open access
77
citations
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios
Journal of International Financial Markets Institutions and Money
·
2019
·
3 authors
291
citations
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
International Review of Financial Analysis
·
2017
·
3 authors
·
Open access
220
citations
Energy consumption, CO 2 emissions, and economic growth: An ethical dilemma
Renewable and Sustainable Energy Reviews
·
2016
·
3 authors
·
Open access
512
citations
Dynamic spillovers of oil price shocks and economic policy uncertainty
Energy Economics
·
2014
·
3 authors
435
citations
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
Economics Letters
·
2013
·
3 authors
·
Open access
553
citations
Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries
Review of Quantitative Finance and Accounting
·
2013
·
2 authors
·
Open access
162
citations
Stock market response to monetary and fiscal policy shocks: Multi-country evidence
Economic Modelling
·
2012
·
3 authors
·
Open access
168
citations