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Publications

by members of

Cyprus University of Technology → Faculty of Economics and Management

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books |

Working papers

2022

  1. Andri Chassamboulli & Demetris Koursaros, 2022, "Career and Non-Career Jobs: Dangling the Carrot," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 07-2022, Oct.

2021

  1. Don Bredin & Stilianos Fountas & Christos Savva, 2021, "Is British Output Growth Related to its Uncertainty? Evidence using Eight Centuries of Data," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_02, Feb, revised Feb 2021.

2020

  1. Delis, Manthos & Savva, Christos & Theodossiou, Panayiotis, 2020, "A Coronavirus Asset Pricing Model: The Role of Skewness," MPRA Paper, University Library of Munich, Germany, number 100877, Jun.
  2. Aslanidis, Nektarios & Fernández Bariviera, Aurelio & Savva, Christos S., 2020, "Weekly dynamic conditional correlations among cryptocurrencies and traditional assets," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/417680.
  3. Kyriakos C. Neanidis & Christos S. Savva, 2020, "Cross-Border Spillovers in Foreign Currency Credit," Economics Discussion Paper Series, Economics, The University of Manchester, number 2002, Apr.

2018

  1. Demetris Koursaros & Nektarios Michail & Niki Papadopoulou & Christos Savva, 2018, "To Create or to Redistribute? That is the Question," Working Papers, Central Bank of Cyprus, number 2018-4, Jul.
  2. Sabri Boubaker & Duc Khuong Nguyen & Vanja Piljak & Andreas Savvides, 2018, "Financial Development, Government Bond Returns, and Stability: International Evidence," Working Papers, Department of Research, Ipag Business School, number 2018-007, Jan.
  3. Kyriakos C. Neanidis & Christos S. Savva, 2018, "Regional Spillovers in Financial Dollarization," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 238.

2017

  1. Anastasios Zopiatis & Christos S. Savva & Neophytos Lambertides & Michael McAleer, 2017, "Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 17-052/III, Jun.

2016

  1. Demetris Koursaros & Nektarios A. Michail & Christos S. Savva, 2016, "Bank Lending to the Private Sector and GDP Growth: Thresholds and Returns," Working Papers, Central Bank of Cyprus, number 2016-2, Feb.
  2. Nektarios A. Michail & Demetris Koursaros & Christos S. Savva, 2016, "The Lack of Persistence of Interest Rate Changes on Banks’ Lending and Risk Taking Behaviour," Working Papers, Central Bank of Cyprus, number 2016-1, Feb.
  3. Anastasios Zopiatis & Christos S. Savva & Neophytos Lambertides & Michael McAleer, 2016, "Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 16-104/III, Nov.

2015

  1. Andreas Savvides, 2015, "What Determines Equity Flows by Investment Funds to Emerging Economies?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 3104334, Nov.
  2. Kyriakos C. Neanidis & Christos S. Savva, 2015, "Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 200.

2014

  1. Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2014, "Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2014-45, Nov.

2013

  1. Elena Andreou & Maria Matsi & Andreas Savvides, 2013, "Stock and Foreign Exchange Market Linkages in Emerging Economies," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 01-2013, Jan.
  2. Kyriakos C. Neanidis & Christos S. Savva, 2013, "Institutions and Financial Dollarization: Indirect Effects based on a Policy Experiment," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 187.
  3. Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2013, "Risk-Return Trade-Off for European Stock Markets," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-31, Jul.

2010

  1. Kyriakos C. Neanidis & Christos S. Savva, 2010, "Nominal Uncertainty and Inflation: The Role of European Union Membership," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 146.
  2. Kyriakos C. Neanidis & Christos S. Savva, 2010, "Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 145.

2009

  1. Kyriakos C. Neanidis & Christos S. Savva, 2009, "Financial Dollarization: Short-Run Determinants in Transition Economies," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 113.
  2. Nektarios Aslanides & Mardi Dungey & Christos S. Savva, 2009, "Modelling Change in Financial Market Integration," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2009-07, Feb.

2008

  1. Ximing Wu & Andreas Savvides & Thanasis Stengos, 2008, "The Global Joint Distribution of Income and Health," CESifo Working Paper Series, CESifo, number 2367.
  2. Aslanidis, Nektarios & Savva, Christos S., 2008, "Stock market integration between new EU member states and the Euro-zone," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/13263.

2007

  1. Christos S. Savva & Kyriakos C. Neanidis & Denise R. Osborn, 2007, "Business Cycle Synchronization of the Euro Area with the New and Negotiating Member Countries," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 91.

2006

  1. Cristian Gatu & Petko Yanev & Erricos J. Kontoghiorghes, 2006, "A graph approach to generate all possible subset regression models," Computing in Economics and Finance 2006, Society for Computational Economics, number 282, Jul.
  2. Petko Yanev & Erricos John Kontoghirghes, 2006, "Parallel algorithms for downdating the least-squares estimator of the regression model," Computing in Economics and Finance 2006, Society for Computational Economics, number 288, Jul.
  3. Marc Hofmann & Cristian Gatu & Erricos John Kontoghioghes, 2006, "New strategies for the detection of influential observations," Computing in Economics and Finance 2006, Society for Computational Economics, number 409, Jul.
  4. Chris Papageorgiou & Andreas Savvides & Marios Zachariadis, 2006, "International Medical Technology Diffsion," 2006 Meeting Papers, Society for Economic Dynamics, number 23.
  5. K C Neanidis & C S Savva, 2006, "The Effects of Uncertainty on Currency Substitution and Inflation: Evidence from Emerging Economies," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 71.
  6. Christos S. Savva & Denise R. Osborn & Len Gill, 2006, "Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US," Economics Discussion Paper Series, Economics, The University of Manchester, number 0629.

2005

  1. Elena Ketteni & Theofanis P. Mamuneas & Thanasis Stengos & Andreas Savvides, 2005, "Is the Financial Development and Economic Growth Relationship Nonlinear?," Working Papers, University of Guelph, Department of Economics and Finance, number 0501.
  2. C S Savva & D R Osborn & L Gill, 2005, "Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 64.
  3. Christos Savva & Denise R Osborn & Len Gill, 2005, "Volatility, spillover Effects and Correlations in US and Major European Markets," Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group, number 23, Sep.

2004

  1. Chris Papageorgiou & Andreas Savvides & Marios Zachariadis, 2004, "International Medical R&D Spillovers," Departmental Working Papers, Department of Economics, Louisiana State University, number 2004-03, Mar.

2002

  1. P. Foschi & E.J. Kontoghiorghes, 2002, "Conjugate Gradient methods for solving sparse Simultaneous Equations Models," Computing in Economics and Finance 2002, Society for Computational Economics, number 271, Jul.
  2. Cristian Gatu & Erricos Kontoghiorghes, 2002, "A branch and bound algorithm for computing the best subset regression models," Computing in Economics and Finance 2002, Society for Computational Economics, number 294, Jul.
  3. Mamuneas, T.P. & Savvides, A. & Stengos, T., 2002, "Economic Development and the Return to Human Capital: A Smooth Coefficient Semiparametric Approach," Working Papers, University of Guelph, Department of Economics and Finance, number 2002-14.

2001

  1. Erricos J. Kontoghiorghes and Paolo Foschi, 2001, "A recursive algorithm for solving SUR models," Computing in Economics and Finance 2001, Society for Computational Economics, number 143, Apr.

2000

  1. Erricos J. Kontoghiorghes & Berc Rustem, 2000, "Block Parallel Algorithms For Solving The General Linear Model," Computing in Economics and Finance 2000, Society for Computational Economics, number 143, Jul.
  2. Paolo Foschi & Erricos J. Kontoghiorghes, 2000, "Numerical Solution Of Sure Models Deriving From Var(P) Processes," Computing in Economics and Finance 2000, Society for Computational Economics, number 152, Jul.
  3. Kalaitzidakis, P. & Mamuneas, T.P. & Savvides, A. & Stengos, T., 2000, "Research Spillovers among Academic Institutions: Europe and North America," Working Papers, University of Guelph, Department of Economics and Finance, number 2000-6.
  4. Kalaitzidakis, P. & Mamuneas, T.P. & Savvides, A. & Stengos, T., 2000, "Measures of Human Capital and Nonlinearities in Economic Growth," Working Papers, University of Guelph, Department of Economics and Finance, number 2000-5.
  5. Savvides, A. & Stengos, T., 2000, "Income Inequality and Economic Development: Evidence from the Threshold Regression Model," Working Papers, University of Guelph, Department of Economics and Finance, number 2000-2.

1999

  1. Erricos Kontoghiorghes, 1999, "Updating SURE Models," Computing in Economics and Finance 1999, Society for Computational Economics, number 1324, Mar.

Undated

  1. Erricos J. Kontoghiorghes, undated, "Computing 3SLS Solutions of Simultaneous Equation Models with Possible Singular Variance-Covariance Matrix," Computing in Economics and Finance 1996, Society for Computational Economics, number _032.
  2. Erricos Kontoghiorghes & Elias Dinenis & Dennis Parkinson, undated, "Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints," Computing in Economics and Finance 1997, Society for Computational Economics, number 45.

Journal articles

2022

  1. Hadjiantoni, Stella & Kontoghiorghes, Erricos John, 2022, "An alternative numerical method for estimating large-scale time-varying parameter seemingly unrelated regressions models," Econometrics and Statistics, Elsevier, volume 21, issue C, pages 1-18, DOI: 10.1016/j.ecosta.2020.11.003.
  2. Nektarios Michail & Demetris Koursaros, 2022, "Can Monetary Policy Affect Bank Behaviour? Evidence from Bank Credit Standards
    [Changes in Bank Lending Standards and the Macroeconomy]    ," CESifo Economic Studies, CESifo Group, volume 68, issue 2, pages 184-199.

2021

  1. Demetris Koursaros & Nektarios Michail & Christos Savva, 2021, "Tell me where to stop: thresholds in the bank lending and output growth relationship," Empirical Economics, Springer, volume 60, issue 4, pages 1845-1873, April, DOI: 10.1007/s00181-020-01823-5.
  2. Nektarios A. Michail & Christos S. Savva & Demetris Koursaros, 2021, "Are central banks to blame? Monetary policy and bank lending behavior," Bulletin of Economic Research, Wiley Blackwell, volume 73, issue 4, pages 762-779, October, DOI: 10.1111/boer.12273.
  3. Don Bredin & Stilianos Fountas & Christos Savva, 2021, "Is British output growth related to its uncertainty? Evidence using eight centuries of data," Scottish Journal of Political Economy, Scottish Economic Society, volume 68, issue 3, pages 345-364, July, DOI: 10.1111/sjpe.12270.
  4. Nektarios Aslanidis & Charlotte Christiansen & Christos S. Savva, 2021, "Quantile Risk–Return Trade-Off," JRFM, MDPI, volume 14, issue 6, pages 1-14, June.
  5. Nektarios A. Michail & Christos S. Savva, 2021, "Public Debt Thresholds: An Analysis for Cyprus," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 15, issue 1, pages 75-85, June.
  6. Ioannidis, Filippos & Kosmidou, Kyriaki & Savva, Christos & Theodossiou, Panayiotis, 2021, "Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105110.
  7. Delis, Manthos D. & Savva, Christos S. & Theodossiou, Panayiotis, 2021, "The impact of the coronavirus crisis on the market price of risk," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2020.100840.

2020

  1. Marta García-Bárzana & Ana Belén Ramos-Guajardo & Ana Colubi & Erricos J. Kontoghiorghes, 2020, "Multiple linear regression models for random intervals: a set arithmetic approach," Computational Statistics, Springer, volume 35, issue 2, pages 755-773, June, DOI: 10.1007/s00180-019-00910-1.
  2. Andreou, Christoforos K. & Lambertides, Neophytos & Savvides, Andreas, 2020, "Sovereign credit risk and global equity fund returns in emerging markets," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102218.
  3. Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2020, "Flight-to-safety and the risk-return trade-off: European evidence," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.009.
  4. Antonis L. Theocharous & Anastasios Zopiatis & Neophytos Lambertides & Christos S. Savva & Yoel Mansfeld, 2020, "Tourism, Instability and Regional Interdependency: Evidence from the Eastern-Mediterranean," Defence and Peace Economics, Taylor & Francis Journals, volume 31, issue 3, pages 245-268, April, DOI: 10.1080/10242694.2018.1501531.
  5. Styliani-Iris Krokida & Neophytos Lambertides & Christos S. Savva & Dimitris A. Tsouknidis, 2020, "The effects of oil price shocks on the prices of EU emission trading system and European stock returns," The European Journal of Finance, Taylor & Francis Journals, volume 26, issue 1, pages 1-13, January, DOI: 10.1080/1351847X.2019.1637358.
  6. Panayiotis Theodossiou & Dimitris Tsouknidis & Christos Savva, 2020, "Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments," Journal of the Royal Statistical Society Series A, Royal Statistical Society, volume 183, issue 3, pages 1097-1119, June, DOI: 10.1111/rssa.12553.
  7. Christos S. Savva & Nektarios A. Michail, 2020, "What Determines Bank Lending Standards in Cyprus?," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 14, issue 1, pages 16-26, June.

2019

  1. Andreou, Panayiotis C. & Doukas, John A. & Koursaros, Demetris & Louca, Christodoulos, 2019, "Valuation effects of overconfident CEOs on corporate diversification and refocusing decisions," Journal of Banking & Finance, Elsevier, volume 100, issue C, pages 182-204, DOI: 10.1016/j.jbankfin.2019.01.009.
  2. Koursaros, Demetris, 2019, "Learning expectations using multi-period forecasts," Journal of Economics and Business, Elsevier, volume 102, issue C, pages 1-25, DOI: 10.1016/j.jeconbus.2018.09.002.
  3. Patricia Chelley‐Steeley & Neophytos Lambertides & Christos S. Savva, 2019, "Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity," European Financial Management, European Financial Management Association, volume 25, issue 1, pages 116-159, January, DOI: 10.1111/eufm.12146.
  4. Andreea G. Halunga & Christos S. Savva, 2019, "Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation," Econometric Reviews, Taylor & Francis Journals, volume 38, issue 6, pages 660-678, July, DOI: 10.1080/07474938.2017.1411431.
  5. Nektarios Aslanidis & Charlotte Christiansen & Neophytos Lambertides & Christos S. Savva, 2019, "Idiosyncratic volatility puzzle: influence of macro-finance factors," Review of Quantitative Finance and Accounting, Springer, volume 52, issue 2, pages 381-401, February, DOI: 10.1007/s11156-018-0713-x.

2018

  1. Nektarios Michail & Christos Savva & Demetris Koursaros, 2018, "Effects of fiscal consolidation on business confidence in the Euro Area," Economics and Business Letters, Oviedo University Press, volume 7, issue 2, pages 76-83.
  2. Nektarios A. Michail & Andreas Savvides, 2018, "Real effects of banking crises: Imports of capital goods by developing countries," Review of Development Economics, Wiley Blackwell, volume 22, issue 3, pages 1343-1359, August, DOI: 10.1111/rode.12399.
  3. Christos S Savva & Panayiotis Theodossiou, 2018, "The Risk and Return Conundrum Explained: International Evidence," Journal of Financial Econometrics, Oxford University Press, volume 16, issue 3, pages 486-521.
  4. Christos S. Savva, 2018, "Factors Affecting Housing Prices: International Evidence," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 12, issue 2, pages 87-96, December.

2017

  1. Kontoghiorghes, Erricos & Van Dijk, Herman K. & Colubi, Ana, 2017, "Econometrics and Statistics," Econometrics and Statistics, Elsevier, volume 1, issue C, pages 1-1, DOI: 10.1016/j.ecosta.2016.12.001.
  2. Mircea I. Cosbuc & Cristian Gatu & Ana Colubi & Erricos John Kontoghiorghes, 2017, "A Generalized Singular Value Decomposition Strategy for Estimating the Block Recursive Simultaneous Equations Model," Computational Economics, Springer;Society for Computational Economics, volume 50, issue 3, pages 503-515, October, DOI: 10.1007/s10614-016-9595-y.
  3. Koursaros, Demetris, 2017, "Labor market dynamics when (un)employment is a social norm," Journal of Economic Behavior & Organization, Elsevier, volume 134, issue C, pages 96-116, DOI: 10.1016/j.jebo.2016.12.006.
  4. Nektarios A. Michail & Christos S. Savva & Demetris Koursaros, 2017, "Size Effects of Fiscal Policy and Business Confidence in the Euro Area," IJFS, MDPI, volume 5, issue 4, pages 1-15, November.
  5. Christos S. Savva & Nektarios A. Michail, 2017, "Modelling house price volatility states in Cyprus with switching ARCH models," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 11, issue 1, pages 69-82, June.
  6. Lambertides, Neophytos & Savva, Christos S. & Tsouknidis, Dimitris A., 2017, "The effects of oil price shocks on U.S. stock order flow imbalances and stock returns," Journal of International Money and Finance, Elsevier, volume 74, issue C, pages 137-146, DOI: 10.1016/j.jimonfin.2017.03.008.

2016

  1. Guidi, Francesco & Savva, Christos S. & Ugur, Mehmet, 2016, "Dynamic co-movements and diversification benefits: The case of the Greater China region, the UK and the US equity markets," Journal of Multinational Financial Management, Elsevier, volume 35, issue C, pages 59-78, DOI: 10.1016/j.mulfin.2016.04.002.
  2. Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2016, "Risk-return trade-off for European stock markets," International Review of Financial Analysis, Elsevier, volume 46, issue C, pages 84-103, DOI: 10.1016/j.irfa.2016.03.018.
  3. Panayiotis C. Andreou & Christodoulos Louca & Christos S. Savva, 2016, "Short-horizon event study estimation with a STAR model and real contaminated events," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 3, pages 673-697, October, DOI: 10.1007/s11156-015-0515-3.
  4. Christos S. Savva, 2016, "Replication of Grier, Henry, Olekalns and Shields (2004): the Asymmetric Effects of Uncertainty on Inflation and Output Growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 31, issue 6, pages 1192-1196, September.
  5. Panayiotis Theodossiou & Christos S. Savva, 2016, "Skewness and the Relation Between Risk and Return," Management Science, INFORMS, volume 62, issue 6, pages 1598-1609, June, DOI: 10.1287/mnsc.2015.2201.

2015

  1. Andreas Assiotis & Marios Zachariadis & Andreas Savvides, 2015, "What Determines Technology Diffusion Across Frontiers? R&D Content, Human Capital and Institutions," Economics Bulletin, AccessEcon, volume 35, issue 2, pages 856-870.
  2. Poutziouris, Panikkos & Savva, Christos S. & Hadjielias, Elias, 2015, "Family involvement and firm performance: Evidence from UK listed firms," Journal of Family Business Strategy, Elsevier, volume 6, issue 1, pages 14-32, DOI: 10.1016/j.jfbs.2014.12.001.
  3. Joseph, Nathan Lael & Lambertides, Neophytos & Savva, Christos S., 2015, "Short-horizon excess returns and exchange rate and interest rate effects," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 37, issue C, pages 54-76, DOI: 10.1016/j.intfin.2015.04.005.
  4. Christos S. Savva, 2015, "House Price Dynamics and the Reaction to Macroeconomic Changes: The Case of Cyprus," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 9, issue 2, pages 79-90, December.
  5. Lambros Lazuras & Christos Savva & Michael Talias & Elpidoforos Soteriades, 2015, "Support for smoke-free policies in the Cyprus hospitality industry," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), volume 60, issue 8, pages 911-917, December, DOI: 10.1007/s00038-015-0747-y.
  6. Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S., 2015, "The effect of security and market order flow shocks on co-movement," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 39, issue C, pages 136-155, DOI: 10.1016/j.intfin.2015.07.005.

2014

  1. Naneida Regina Lazarte Alcala & Lee C. Adkins & Bidisha Lahiri & Andreas Savvides, 2014, "Remittances and income diversification in Bolivia's rural sector," Applied Economics, Taylor & Francis Journals, volume 46, issue 8, pages 848-858, March, DOI: 10.1080/00036846.2013.854300.
  2. Nicoletta Pashourtidou & Christos S. Savva & Nicolas Syrichas, 2014, "The Effects of Fiscal Consolidation on Macroeconomic Indicators in Cyprus," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 8, issue 1, pages 93-119, June.

2013

  1. Andreou, Elena & Matsi, Maria & Savvides, Andreas, 2013, "Stock and foreign exchange market linkages in emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 27, issue C, pages 248-268, DOI: 10.1016/j.intfin.2013.09.003.
  2. Neanidis, Kyriakos C. & Savva, Christos S., 2013, "Macroeconomic uncertainty, inflation and growth: Regime-dependent effects in the G7," Journal of Macroeconomics, Elsevier, volume 35, issue C, pages 81-92, DOI: 10.1016/j.jmacro.2012.10.005.
  3. Neanidis, Kyriakos C. & Savva, Christos S., 2013, "Institutions and financial dollarization: Indirect effects based on a policy experiment," Economics Letters, Elsevier, volume 121, issue 3, pages 405-410, DOI: 10.1016/j.econlet.2013.09.027.
  4. Chelley-Steeley, Patricia & Lambertides, Neophytos & Savva, Christos S., 2013, "Illiquidity shocks and the comovement between stocks: New evidence using smooth transition," Journal of Empirical Finance, Elsevier, volume 23, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2013.04.001.

2011

  1. Christos S Savva, 2011, "Modeling interbank relations during the international financial crisis," Economics Bulletin, AccessEcon, volume 31, issue 1, pages 916-924.
  2. Neanidis, Kyriakos C. & Savva, Christos S., 2011, "Nominal uncertainty and inflation: The role of European Union membership," Economics Letters, Elsevier, volume 112, issue 1, pages 26-30, July.
  3. Panayides, Photis M. & Lambertides, Neophytos & Savva, Christos S., 2011, "The relative efficiency of shipping companies," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 47, issue 5, pages 681-694, September.
  4. Nektarios Aslanidis & Christos S. Savva, 2011, "Are There Still Portfolio Diversification Benefits In Eastern Europe? Aggregate Versus Sectoral Stock Market Data," Manchester School, University of Manchester, volume 79, issue 6, pages 1323-1352, December, DOI: j.1467-9957.2011.02229.x.

2010

  1. Belsley, David A. & Duchesne, Pierre & Kapetanios, George & John Kontoghiorghes, Erricos & Paolella, Marc & van Dijk, Herman K., 2010, "The Fifth Special Issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 11, pages 2359-2359, November.
  2. Hofmann, Marc & Kontoghiorghes, Erricos John, 2010, "Matrix strategies for computing the least trimmed squares estimation of the general linear and SUR models," Computational Statistics & Data Analysis, Elsevier, volume 54, issue 12, pages 3392-3403, December.
  3. Christos S. Savva & Kyriakos C. Neanidis & Denise R. Osborn, 2010, "Business cycle synchronization of the euro area with the new and negotiating member countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 15, issue 3, pages 288-306, DOI: 10.1002/ijfe.396.
  4. Christos Savva & Nektarios Aslanidis, 2010, "Stock market integration between new EU member states and the Euro-zone," Empirical Economics, Springer, volume 39, issue 2, pages 337-351, October, DOI: 10.1007/s00181-009-0306-6.

2009

  1. Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K., 2009, "The fourth special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 1923-1924, April.
  2. Savva, Christos S., 2009, "International stock markets interactions and conditional correlations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 19, issue 4, pages 645-661, October.
  3. Neanidis, Kyriakos C. & Savva, Christos S., 2009, "Financial dollarization: Short-run determinants in transition economies," Journal of Banking & Finance, Elsevier, volume 33, issue 10, pages 1860-1873, October.
  4. Christos Savva & Denise Osborn & Len Gill, 2009, "Spillovers and correlations between US and major European stock markets: the role of the euro," Applied Financial Economics, Taylor & Francis Journals, volume 19, issue 19, pages 1595-1604, DOI: 10.1080/09603100802599563.
  5. Panos Pashardes & Christos S. Savva, 2009, "Factors Affecting House Prices in Cyprus: 1988-2008," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 3, issue 1, pages 3-25, June.

2008

  1. Gatu, Cristian & Kontoghiorghes, Erricos J. & Gilli, Manfred & Winker, Peter, 2008, "An efficient branch-and-bound strategy for subset vector autoregressive model selection," Journal of Economic Dynamics and Control, Elsevier, volume 32, issue 6, pages 1949-1963, June.
  2. Denise R. Osborn & Christos S. Savva & Len Gill, 2008, "Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US," Journal of Financial Econometrics, Oxford University Press, volume 6, issue 3, pages 307-325, Summer.

2007

  1. Belsley, David A. & Kontoghiorghes, Erricos John & Magnus, Jan R., 2007, "The Third Special Issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, volume 51, issue 7, pages 3258-3258, April.
  2. Hofmann, Marc & Gatu, Cristian & Kontoghiorghes, Erricos John, 2007, "Efficient algorithms for computing the best subset regression models for large-scale problems," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 1, pages 16-29, September.
  3. Gatu, Cristian & Yanev, Petko I. & Kontoghiorghes, Erricos J., 2007, "A graph approach to generate all possible regression submodels," Computational Statistics & Data Analysis, Elsevier, volume 52, issue 2, pages 799-815, October.
  4. Thanasis Stengos & Andreas Savvides & Theofanis Mamuneas & Elena Ketteni, 2007, "Is the Financial Development and Economic Growth Relationship Nonlinear?," Economics Bulletin, AccessEcon, volume 15, issue 14, pages 1-12.
  5. Papageorgiou, Chris & Savvides, Andreas & Zachariadis, Marios, 2007, "International medical technology diffusion," Journal of International Economics, Elsevier, volume 72, issue 2, pages 409-427, July.
  6. Christos S. Savva, 2007, "The Efficiency of Cypriot Commercial Banks: A Comparison with Greece and the UK," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, volume 1, issue 2, pages 17-35, December.

2006

  1. Gatu, Cristian & Kontoghiorghes, Erricos J., 2006, "Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process," Journal of Economic Dynamics and Control, Elsevier, volume 30, issue 5, pages 721-739, May.
  2. El Khoury, Antoine C. & Savvides, Andreas, 2006, "Openness in services trade and economic growth," Economics Letters, Elsevier, volume 92, issue 2, pages 277-283, August.
  3. Antonio Avalos & Andreas Savvides, 2006, "The Manufacturing Wage Inequality in Latin America and East Asia: Openness, Technology Transfer, and Labor Supply," Review of Development Economics, Wiley Blackwell, volume 10, issue 4, pages 553-576, November, DOI: 10.1111/j.1467-9361.2006.00330.x.
  4. Andreas Savvides & Theofanis P. Mamuneas & Thanasis Stengos, 2006, "Economic development and the return to human capital: a smooth coefficient semiparametric approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 21, issue 1, pages 111-132, DOI: 10.1002/jae.813.

2005

  1. Belsley, David A. & John Kontoghiorghes, Erricos, 2005, "Second Special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, volume 49, issue 2, pages 283-285, April.
  2. Erricos Kontoghiorghes, 2005, "Guest editorial," Computational Management Science, Springer, volume 2, issue 2, pages 85-85, March, DOI: 10.1007/s10287-004-0027-4.
  3. Cristian Gatu & Erricos Kontoghiorghes, 2005, "Efficient strategies for deriving the subset VAR models," Computational Management Science, Springer, volume 4, issue 4, pages 253-278, November, DOI: 10.1007/s10287-004-0021-x.
  4. Andreas Savvides & Marios Zachariadis, 2005, "International Technology Diffusion and the Growth of TFP in the Manufacturing Sector of Developing Economies," Review of Development Economics, Wiley Blackwell, volume 9, issue 4, pages 482-501, November, DOI: 10.1111/j.1467-9361.2005.00289.x.

2004

  1. Kalaitzidakis, Pantelis & Mamuneas, Theofanis P. & Savvides, Andreas & Stengos, Thanasis, 2004, "Research spillovers among European and North-American economics departments," Economics of Education Review, Elsevier, volume 23, issue 2, pages 191-202, April.

2003

  1. Belsley, David A. & Kontoghiorghes, Erricos John, 2003, "Editorial," Computational Statistics & Data Analysis, Elsevier, volume 42, issue 3, pages 277-278, March.
  2. Niland, Joyce C. & Afifi, Abdelmonem A. & Kontoghiorghes, Erricos John, 2003, "Special Issue in Honour of Stan Azen: a Birthday Celebration," Computational Statistics & Data Analysis, Elsevier, volume 44, issue 1-2, pages 1-2, October.
  3. Foschi, Paolo & Belsley, David A. & Kontoghiorghes, Erricos J., 2003, "A comparative study of algorithms for solving seemingly unrelated regressions models," Computational Statistics & Data Analysis, Elsevier, volume 44, issue 1-2, pages 3-35, October.
  4. Foschi, Paolo & Kontoghiorghes, Erricos J., 2003, "Estimating seemingly unrelated regression models with vector autoregressive disturbances," Journal of Economic Dynamics and Control, Elsevier, volume 28, issue 1, pages 27-44, October.
  5. Paolo Foschi & Erricos J. Kontoghiorghes, 2003, "Estimation of VAR Models: Computational Aspects," Computational Economics, Springer;Society for Computational Economics, volume 21, issue 1_2, pages 3-22, February.

2002

  1. Foschi, Paolo & Kontoghiorghes, Erricos J., 2002, "Seemingly unrelated regression model with unequal size observations: computational aspects," Computational Statistics & Data Analysis, Elsevier, volume 41, issue 1, pages 211-229, November.
  2. Lee C. Adkins & Ronald L. Moomaw & Andreas Savvides, 2002, "Institutions, Freedom, and Technical Efficiency," Southern Economic Journal, John Wiley & Sons, volume 69, issue 1, pages 92-108, July, DOI: 10.1002/j.2325-8012.2002.tb00479.x.

2001

  1. Kalaitzidakis, Pantelis & Mamuneas, Theofanis P. & Savvides, Andreas & Stengos, Thanasis, 2001, "Measures of Human Capital and Nonlinearities in Economic Growth," Journal of Economic Growth, Springer, volume 6, issue 3, pages 229-254, September.

2000

  1. Kontoghiorghes, Erricos J, 2000, "Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints," Computational Economics, Springer;Society for Computational Economics, volume 15, issue 1-2, pages 89-106, April.
  2. Erricos J. Kontoghiorghes, 2000, "Inconsistencies in SURE Models: Computational Aspects," Computational Economics, Springer;Society for Computational Economics, volume 16, issue 1/2, pages 63-70, October.
  3. Savvides, Andreas & Stengos, Thanasis, 2000, "Income inequality and economic development: evidence from the threshold regression model," Economics Letters, Elsevier, volume 69, issue 2, pages 207-212, November.

1999

  1. Andrew Parkes & Andreas Savvides, 1999, "Purchasing power parity in the long run and structural breaks: evidence from real sterling exchange rates," Applied Financial Economics, Taylor & Francis Journals, volume 9, issue 2, pages 117-127, DOI: 10.1080/096031099332384.

1998

  1. Savvides, Andreas, 1998, "Trade policy and income inequality: new evidence," Economics Letters, Elsevier, volume 61, issue 3, pages 365-372, December.
  2. Savvides, Andreas, 1998, "Inflation and monetary policy in selected West and Central African countries," World Development, Elsevier, volume 26, issue 5, pages 809-827, May.

1997

  1. Kontoghiorghes, Erricos J & Dinenis, Elias, 1997, "Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix," Computational Economics, Springer;Society for Computational Economics, volume 10, issue 3, pages 231-250, August.

1996

  1. Savvides, Andreas, 1996, "CFA Franc Zone Membership and Exchange Rate Variability," Journal of African Economies, Centre for the Study of African Economies, volume 5, issue 1, pages 52-68, March.
  2. Han-Min Hsing & Andreas Savvides, 1996, "Does a J-curve exist for Korea and Taiwan?," Open Economies Review, Springer, volume 7, issue 2, pages 127-145, April, DOI: 10.1007/BF01891900.

1995

  1. Kontoghiorghes, E. J. & Clarke, M. R. B., 1995, "An alternative approach for the numerical solution of seemingly unrelated regression equations models," Computational Statistics & Data Analysis, Elsevier, volume 19, issue 4, pages 369-377, April.
  2. Savvides, Andreas, 1995, "Economic growth in Africa," World Development, Elsevier, volume 23, issue 3, pages 449-458, March.

1992

  1. Andreas Savvides, 1992, "Unanticipated exchange rate variability and the growth of international trade," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 128, issue 3, pages 446-463, September, DOI: 10.1007/BF02707361.
  2. Andreas Savvides, 1992, "Investment Slowdown in Developing Countries During the 1980s: Debt Overhang or Foreign Capital Inflows?," Kyklos, Wiley Blackwell, volume 45, issue 3, pages 363-378, August, DOI: 10.1111/j.1467-6435.1992.tb02121.x.

1990

  1. Savvides, Andreas, 1990, "Real exchange rate variability and the choice of exchange rate regime by developing countries," Journal of International Money and Finance, Elsevier, volume 9, issue 4, pages 440-454, December.
  2. Savvides, Andreas, 1990, "LDC creditworthiness and foreign capital inflows: 1980-86," Journal of Development Economics, Elsevier, volume 34, issue 1-2, pages 309-327, November.

1987

  1. Savvides, Andreas, 1987, "Bank loan rate indexation in the Eurocurrency market," Journal of International Money and Finance, Elsevier, volume 6, issue 3, pages 355-371, September.

1984

  1. Savvides, Andreas, 1984, "Export Instability and Economic Growth: Some New Evidence," Economic Development and Cultural Change, University of Chicago Press, volume 32, issue 3, pages 607-614, April, DOI: 10.1086/451408.

1983

  1. Berg, Sandford V. & Savvides, Andreas, 1983, "The theory of maximum kW demand charges for electricity," Energy Economics, Elsevier, volume 5, issue 4, pages 258-266, October.

Books

2008

  1. Erricos J. Kontoghiorghes & Berç Rustem & Peter Winker (ed.), 2008, "Computational Methods in Financial Engineering," Springer Books, Springer, number 978-3-540-77958-2, ISBN: ARRAY(0x72054d28), DOI: 10.1007/978-3-540-77958-2.

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