Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions N Antonakakis, I Chatziantoniou, D Gabauer Journal of Risk and Financial Management 13 (4), 84, 2020 | 735 | 2020 |
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty N Antonakakis, I Chatziantoniou, G Filis Economics Letters 120 (1), 87-92, 2013 | 638 | 2013 |
Energy consumption, CO2 emissions, and economic growth: An ethical dilemma N Antonakakis, I Chatziantoniou, G Filis Renewable and Sustainable Energy Reviews 68, 808-824, 2017 | 519 | 2017 |
Dynamic spillovers of oil price shocks and economic policy uncertainty N Antonakakis, I Chatziantoniou, G Filis Energy Economics 44, 433-447, 2014 | 438 | 2014 |
How strong is the linkage between tourism and economic growth in Europe? N Antonakakis, M Dragouni, G Filis Economic Modelling 44, 142-155, 2015 | 404* | 2015 |
Geopolitical risks and the oil-stock nexus over 1899–2016 N Antonakakis, R Gupta, C Kollias, S Papadamou Finance Research Letters 23, 165-173, 2017 | 325 | 2017 |
Exchange return co-movements and volatility spillovers before and after the introduction of euro N Antonakakis Journal of International Financial Markets, Institutions and Money 22 (5 …, 2012 | 309 | 2012 |
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios N Antonakakis, I Chatziantoniou, D Gabauer Journal of International Financial Markets, Institutions and Money 61, 37-51, 2019 | 276 | 2019 |
Oil volatility, oil and gas firms and portfolio diversification N Antonakakis, J Cunado, G Filis, D Gabauer, FP De Gracia Energy Economics 70, 499-515, 2018 | 273 | 2018 |
Dynamic connectedness of uncertainty across developed economies: A time-varying approach N Antonakakis, D Gabauer, R Gupta, V Plakandaras Economics Letters 166, 63-75, 2018 | 272 | 2018 |
Dynamic spillovers between commodity and currency markets N Antonakakis, R Kizys International Review of Financial Analysis 41, 303-319, 2015 | 264 | 2015 |
Refined measures of dynamic connectedness based on TVP-VAR N Antonakakis, D Gabauer | 241 | 2017 |
Robust determinants of OECD FDI in developing countries: Insights from Bayesian model averaging N Antonakakis, G Tondl Cogent Economics & Finance 3 (1), 1095851, 2015 | 201* | 2015 |
The impact of fiscal austerity on suicide: on the empirics of a modern Greek tragedy N Antonakakis, A Collins Social science & medicine 112, 39-50, 2014 | 197 | 2014 |
Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis N Antonakakis, K Vergos Journal of International Financial Markets, Institutions and Money 26, 258-272, 2013 | 193 | 2013 |
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest N Antonakakis, I Chatziantoniou, G Filis International Review of Financial Analysis 50, 1-26, 2017 | 189 | 2017 |
Forecasting accuracy evaluation of tourist arrivals H Hassani, ES Silva, N Antonakakis, G Filis, R Gupta Annals of Tourism Research 63, 112-127, 2017 | 183 | 2017 |
Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness N Antonakakis, J Cunado, G Filis, D Gabauer, FP de Gracia Energy Economics 91, 104762, 2020 | 107 | 2020 |
Has the correlation of inflation and stock prices changed in the United States over the last two centuries? N Antonakakis, R Gupta, AK Tiwari Research in International Business and Finance 42, 1-8, 2017 | 106 | 2017 |
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression N Antonakakis, D Gabauer, R Gupta International Review of Financial Analysis 65, 101382, 2019 | 103 | 2019 |