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Christos S. Savva’s Site |
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Research |
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Research interests: Nonlinear time series models, Financial econometrics, Business cycle modelling, GARCH and volatility models, Productivity and Efficiency. |
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Aslanidis N., and Savva C.S. (2011). “Are there still portfolio diversification benefits in Eastern Europe? Aggregate versus sectoral stock market data”. The Mancester School, 79 (6), 1323-1352. click here for the paper |
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Neanidis C. K., and Savva C.S. (2011). “Nominal Uncertainty and Inflation: The Role of EU Membership”. Economics Letters, 112(1), 26-30. click here for the paper |
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Panayides P., Lambertides N., and Savva C.S. (2011). “The Relative Efficiency of Shipping Companies”. Transportation Research E, 47(5), 681-694. click here for the paper |
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Savva C.S. (2011) “Modelling Interbank Relations during the International Financial Crisis”. Economics Bulletin, 31 (1), 916-924. click here for the paper |
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Savva, C. S and Aslanidis, N. (2010). “Stock market integration between new EU member states and the Euro-zone” Empirical Economics, 39 (2), 337-351. (The original publication is available at springerlink.com) click here for the paper |
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Savva, C.S., Neanidis, K. and Osborn, D.R. (2010). “Business Cycle Synchronization of the Euro Area with the New and Candidate Member Countries”. International Journal of Finance and Economics, 15, 288-306. click here for the paper |
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Savva, C. S., Osborn, D. R., and Gill, L. (2009). “Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro”. Applied Financial Economics, 19, 1595-1604. click here for the paper |
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Neanidis C. K and Savva, C. S. (2009). “Financial Dollarization: Short Run Determinants in Transition Economies”. Journal of Banking and Finance, 33, 1860-1873. click here for the paper |
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Savva, C. S. (2009). “International Stock Markets Interactions and Conditional Correlations”. Journal of International Financial Markets, Institutions and Money, 19 (4), 645-661. click here for the paper |
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Osborn, D. R., Savva, C. S., and Gill, L. (2008). “Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US”. Journal of Financial Econometrics, Vol. 6, No. 3, 307-325. click here for the paper |
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