Research

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christos.savva@ucy.ac.cy

Useful Links

Christos S. Savva’s Site

Research

Research interests: Nonlinear time series models, Financial econometrics, Business cycle modelling, GARCH and volatility models, Productivity and Efficiency.

Publications

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, click here for the working paper

Savva, C.S., (forthcoming). “International Stock Markets Interactions and Conditional Correlations”. Journal of International Financial Markets, Institutions and Money. click here for the working paper

Savva, C.S., Osborn, D.R., and Gill, L, (forthcoming). “Spillovers and Correlations between US and Major European Stock Markets: The Role of the Euro”. Applied Financial Economics. click here for the working paper

Working papers

Work in progress

Work related to Cypriot Economy

Gauss Codes