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Browsing Research Articles (Economics) by Author "Papadamou, Stephanos"
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Antonakakis, Nikolaos; Gupta, Rangan; Kollias, Christos; Papadamou, Stephanos
(Elsevier, 2017-11)
Markets are invariably influenced and affected not only by the usual array of economic and financial factors, but also by uncertainty inducing shocks. Using monthly stock and oil data that spans over a century, this study ...
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Gupta, Rangan; Kollias, Christos; Papadamou, Stephanos; Wohar, Mark E.
(Elsevier, 2018-09)
Using monthly stock and bond returns data from both the USA and the UK, this study addresses the issue of whether news implied volatility and its main components have affected in any significant manner the time-varying ...
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Selmi, Refk; Gupta, Rangan; Kollias, Christos; Papadamou, Stephanos
(Emerald, 2021-07)
PURPOSE : Portfolio construction and diversification is a prominent challenge for investors. It reflects market agents’ behavior and response to market conditions. This paper aims to investigate the stock-bond nexus in the ...