Research

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Teaching

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

Papers submitted for publication

Aslanidis N., and Savva C.S., “Are there still portfolio diversification benefits in Eastern Europe? Aggregate versus sectoral stock market data”. Under Review 2nd round.

Savva C.S., “Modelling Interbank Relations during the International Financial Crisis”.
Under Review.

Panayides P., Lambertides N., and Savva C.S., “The Relative Efficiency of Shipping Firms using Data Envelopment and Stochastic Frontier Analysis”. Under Review.

Lambertides N., and Savva C.S., “The Impact of Financial Liberalization on the Traded Firms of Emerging Markets: Evidence from Eastern European Markets”.
Under Review.

Neanidis C. K., and Savva C.S., “Macroeconomic Uncertainty, Inflation and Growth: Regime-Dependent Effects in the G7”.
Under Review.

Neanidis C. K., and Savva C.S., “Nominal Uncertainty and Inflation: The Role of EU Membership”.
Under Review.

Working papers

Work in progress

Work related to Cypriot Economy

Gauss Codes