Research

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christos.savva@cut.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

Savva, C. S and Aslanidis, N. (forthcoming). “Stock market integration between new EU member states and the Euro-zone” Empirical Economics. (The original publication is available at springerlink.com) click here for the paper

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

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

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

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

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

Papers submitted for publication

Working papers

Work in progress

Work related to Cypriot Economy

Gauss Codes