Professor Alexandros Kontonikas

  • PGR Supervisor (Adam Smith Business School)

telephone: 01413306866
email: Alexandros.Kontonikas@glasgow.ac.uk

Room 678B, University of Glasgow, Glasgow G12 8QQ

Publications

List by: Type | Date

Jump to: 2021 | 2019 | 2018 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2006 | 2005 | 2004
Number of items: 30.

2021

Chaudhry, A. N., Kontonikas, A. and Vagenas-Nanos, E. (2021) Social networks and the informational role of financial advisory firms centrality in mergers and acquisitions. British Journal of Management, (doi: 10.1111/1467-8551.12477) (Early Online Publication)

2019

Kontonikas, A., Nolan, C. , Zekaite, Z. and Lamla, M. (2019) Treasuries variance decomposition and the impact of monetary policy. International Journal of Finance and Economics, 24(48-50), pp. 1506-1519. (doi: 10.1002/ijfe.1744)

Da Silva Fernandes, F., Kontonikas, A. and Tsoukas, S. (2019) On the real effect of financial pressure: evidence from firm-level employment during the euro-area crisis. Oxford Bulletin of Economics and Statistics, 81(3), pp. 617-646. (doi: 10.1111/obes.12278)

2018

Kontonikas, A. and Zekaite, Z. (2018) Monetary policy and stock valuation: structural VAR identification and size effects. Quantitative Finance, 18(5), pp. 837-848. (doi: 10.1080/14697688.2017.1414516)

2015

Afonso, A., Arghyrou, M. G., Bagdatoglou, G. and Kontonikas, A. (2015) On the time-varying relationship between EMU sovereign spreads and their determinants. Economic Modelling, 44, pp. 363-371. (doi: 10.1016/j.econmod.2014.07.025)

Bagdatoglou, G., Kontonikas, A. and Wohar, M. E. (2015) Forecasting US inflation using dynamic general-to-specific model selection. Bulletin of Economic Research, 68(2), pp. 151-167. (doi: 10.1111/boer.12041)

2014

Gregoriou, A., Kontonikas, A. and Montagnoli, A. (2014) Aggregate and regional house price to earnings ratio dynamics in the UK. Urban Studies, 51(13), pp. 2916-2927. (doi: 10.1177/0042098013506063)

Afonso, A., Arghyrou, M.G. and Kontonikas, A. (2014) Pricing sovereign bond risk in the European monetary union area: an empirical investigation. International Journal of Finance and Economics, 19(1), pp. 49-56. (doi: 10.1002/ijfe.1484)

Florackis, C., Kontonikas, A. and Kostakis, A. (2014) Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis. Journal of International Money and Finance, 44, pp. 97-117. (doi: 10.1016/j.jimonfin.2014.02.002)

2013

Kontonikas, A., MacDonald, R. and Saggu, A. (2013) Stock market reaction to Fed funds rate surprises: state dependence and the financial crisis. Journal of Banking and Finance, 37(11), pp. 4025-4037. (doi: 10.1016/j.jbankfin.2013.06.010)

Kontonikas, A. and Kostakis, A. (2013) On monetary policy and stock market anomalies. Journal of Business Finance and Accounting, 40(7-8), pp. 1009-1042. (doi: 10.1111/jbfa.12028)

Byrne, J., Kontonikas, A. and Montagnoli, A. (2013) International evidence on the new Keynesian Phillips curve using aggregate and disaggregate data. Journal of Money, Credit and Banking, 45(5), pp. 913-932. (doi: 10.1111/jmcb.12030)

2012

Chen, X., Kontonikas, A. and Montagnoli, A. (2012) Asset prices, credit and the business cycle. Economics Letters, 117(3), pp. 857-861. (doi: 10.1016/j.econlet.2012.08.040)

Arghyrou, M.G. and Kontonikas, A. (2012) The EMU sovereign-debt crisis: fundamentals, expectations and contagion. Journal of International Financial Markets, Institutions and Money, 22(4), pp. 658-677. (doi: 10.1016/j.intfin.2012.03.003)

2011

Gregoriou, A., Kontonikas, A. and Montagnoli, A. (2011) Euro area inflation differentials: unit roots and non-linear adjustment. Journal of Common Market Studies, 49(3), pp. 525-540. (doi: 10.1111/j.1468-5965.2010.02150.x)

Bagdatoglou, G. and Kontonikas, A. (2011) A new test of the real interest rate parity hypothesis: bounds approach and structural breaks. Review of International Economics, 19(4), pp. 718-727.

2010

Kontonikas, A. (2010) A new test of the inflation–real marginal cost relationship: ARDL bounds approach. Economics Letters, 108(2), pp. 122-125. (doi: 10.1016/j.econlet.2010.04.046)

Gregoriou, A. and Kontonikas, A. (2010) The long-run relationship between stock prices and goods prices: new evidence from panel cointegration. Journal of International Financial Markets, Institutions and Money, 20(2), pp. 166-176. (doi: 10.1016/j.intfin.2009.12.002)

Byrne, J.P., Kontonikas, A. and Montagnoli, A. (2010) The time series properties of UK inflation: Evidence from aggregate and disaggregate data. Scottish Journal of Political Economy, 57(1), pp. 33-47. (doi: 10.1111/j.1467-9485.2009.00505.x)

2009

Gregoriou, A., Kontonikas, A., MacDonald, R. and Montagnoli, A. (2009) Monetary policy shocks and stock returns: evidence from the British market. Financial Markets and Portfolio Management, 23(4), pp. 401-410. (doi: 10.1007/s11408-009-0113-2)

Caporale, G.M. and Kontonikas, A. (2009) The Euro and inflation uncertainty in the European Monetary Union. Journal of International Money and Finance, 28(6), pp. 954-971. (doi: 10.1016/j.jimonfin.2008.09.004)

Arghyrou, M.G., Gregoriou, A. and Kontonikas, A. (2009) Do real interest rates converge? Evidence from the European union. Journal of International Financial Markets, Institutions and Money, 19(3), pp. 447-460. (doi: 10.1016/j.intfin.2008.05.004)

Gregoriou, A. and Kontonikas, A. (2009) Modeling the behaviour of inflation deviations from the target. Economic Modelling, 26(1), pp. 90-95. (doi: 10.1016/j.econmod.2008.05.003)

2008

Ioannidis, C. and Kontonikas, A. (2008) The impact of monetary policy on stock prices. Journal of Policy Modeling, 30(1), pp. 33-53. (doi: 10.1016/j.jpolmod.2007.06.015)

2006

Kontonikas, A. (2006) Inflation Targeting and the Stationarity of Inflation: New Results from an Estar Unit Root Test. Bulletin of Economic Research, 58(4), pp. 309-322.

Kontonikas, A. and Montagnoli, A. (2006) Optimal monetary policy and asset price misalignments. Scottish Journal of Political Economy, 53, pp. 636-654.

2005

Kontonikas, A. and Ioannidis, C. (2005) Should monetary policy respond to asset price misalignments? Economic Modelling, 22, pp. 1105-1121. (doi: 10.1016/j.econmod.2005.07.004)

2004

Kontonikas, A. (2004) Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK. Applied Financial Economics, 14(3), pp. 215-220. (doi: 10.1080/0960310042000187388)

Kontonikas, A. (2004) Has monetary policy reacted to asset price movements. Ekonomia, 7(1), pp. 18-33.

Kontonikas, A. (2004) Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling. Economic Modelling, 21(3), pp. 525-543. (doi: 10.1016/j.econmod.2003.08.001)

This list was generated on Wed Sep 22 07:46:35 2021 BST.
Jump to: Articles
Number of items: 30.

Articles

Chaudhry, A. N., Kontonikas, A. and Vagenas-Nanos, E. (2021) Social networks and the informational role of financial advisory firms centrality in mergers and acquisitions. British Journal of Management, (doi: 10.1111/1467-8551.12477) (Early Online Publication)

Kontonikas, A., Nolan, C. , Zekaite, Z. and Lamla, M. (2019) Treasuries variance decomposition and the impact of monetary policy. International Journal of Finance and Economics, 24(48-50), pp. 1506-1519. (doi: 10.1002/ijfe.1744)

Da Silva Fernandes, F., Kontonikas, A. and Tsoukas, S. (2019) On the real effect of financial pressure: evidence from firm-level employment during the euro-area crisis. Oxford Bulletin of Economics and Statistics, 81(3), pp. 617-646. (doi: 10.1111/obes.12278)

Kontonikas, A. and Zekaite, Z. (2018) Monetary policy and stock valuation: structural VAR identification and size effects. Quantitative Finance, 18(5), pp. 837-848. (doi: 10.1080/14697688.2017.1414516)

Afonso, A., Arghyrou, M. G., Bagdatoglou, G. and Kontonikas, A. (2015) On the time-varying relationship between EMU sovereign spreads and their determinants. Economic Modelling, 44, pp. 363-371. (doi: 10.1016/j.econmod.2014.07.025)

Bagdatoglou, G., Kontonikas, A. and Wohar, M. E. (2015) Forecasting US inflation using dynamic general-to-specific model selection. Bulletin of Economic Research, 68(2), pp. 151-167. (doi: 10.1111/boer.12041)

Gregoriou, A., Kontonikas, A. and Montagnoli, A. (2014) Aggregate and regional house price to earnings ratio dynamics in the UK. Urban Studies, 51(13), pp. 2916-2927. (doi: 10.1177/0042098013506063)

Afonso, A., Arghyrou, M.G. and Kontonikas, A. (2014) Pricing sovereign bond risk in the European monetary union area: an empirical investigation. International Journal of Finance and Economics, 19(1), pp. 49-56. (doi: 10.1002/ijfe.1484)

Florackis, C., Kontonikas, A. and Kostakis, A. (2014) Stock market liquidity and macro-liquidity shocks: Evidence from the 2007-2009 financial crisis. Journal of International Money and Finance, 44, pp. 97-117. (doi: 10.1016/j.jimonfin.2014.02.002)

Kontonikas, A., MacDonald, R. and Saggu, A. (2013) Stock market reaction to Fed funds rate surprises: state dependence and the financial crisis. Journal of Banking and Finance, 37(11), pp. 4025-4037. (doi: 10.1016/j.jbankfin.2013.06.010)

Kontonikas, A. and Kostakis, A. (2013) On monetary policy and stock market anomalies. Journal of Business Finance and Accounting, 40(7-8), pp. 1009-1042. (doi: 10.1111/jbfa.12028)

Byrne, J., Kontonikas, A. and Montagnoli, A. (2013) International evidence on the new Keynesian Phillips curve using aggregate and disaggregate data. Journal of Money, Credit and Banking, 45(5), pp. 913-932. (doi: 10.1111/jmcb.12030)

Chen, X., Kontonikas, A. and Montagnoli, A. (2012) Asset prices, credit and the business cycle. Economics Letters, 117(3), pp. 857-861. (doi: 10.1016/j.econlet.2012.08.040)

Arghyrou, M.G. and Kontonikas, A. (2012) The EMU sovereign-debt crisis: fundamentals, expectations and contagion. Journal of International Financial Markets, Institutions and Money, 22(4), pp. 658-677. (doi: 10.1016/j.intfin.2012.03.003)

Gregoriou, A., Kontonikas, A. and Montagnoli, A. (2011) Euro area inflation differentials: unit roots and non-linear adjustment. Journal of Common Market Studies, 49(3), pp. 525-540. (doi: 10.1111/j.1468-5965.2010.02150.x)

Bagdatoglou, G. and Kontonikas, A. (2011) A new test of the real interest rate parity hypothesis: bounds approach and structural breaks. Review of International Economics, 19(4), pp. 718-727.

Kontonikas, A. (2010) A new test of the inflation–real marginal cost relationship: ARDL bounds approach. Economics Letters, 108(2), pp. 122-125. (doi: 10.1016/j.econlet.2010.04.046)

Gregoriou, A. and Kontonikas, A. (2010) The long-run relationship between stock prices and goods prices: new evidence from panel cointegration. Journal of International Financial Markets, Institutions and Money, 20(2), pp. 166-176. (doi: 10.1016/j.intfin.2009.12.002)

Byrne, J.P., Kontonikas, A. and Montagnoli, A. (2010) The time series properties of UK inflation: Evidence from aggregate and disaggregate data. Scottish Journal of Political Economy, 57(1), pp. 33-47. (doi: 10.1111/j.1467-9485.2009.00505.x)

Gregoriou, A., Kontonikas, A., MacDonald, R. and Montagnoli, A. (2009) Monetary policy shocks and stock returns: evidence from the British market. Financial Markets and Portfolio Management, 23(4), pp. 401-410. (doi: 10.1007/s11408-009-0113-2)

Caporale, G.M. and Kontonikas, A. (2009) The Euro and inflation uncertainty in the European Monetary Union. Journal of International Money and Finance, 28(6), pp. 954-971. (doi: 10.1016/j.jimonfin.2008.09.004)

Arghyrou, M.G., Gregoriou, A. and Kontonikas, A. (2009) Do real interest rates converge? Evidence from the European union. Journal of International Financial Markets, Institutions and Money, 19(3), pp. 447-460. (doi: 10.1016/j.intfin.2008.05.004)

Gregoriou, A. and Kontonikas, A. (2009) Modeling the behaviour of inflation deviations from the target. Economic Modelling, 26(1), pp. 90-95. (doi: 10.1016/j.econmod.2008.05.003)

Ioannidis, C. and Kontonikas, A. (2008) The impact of monetary policy on stock prices. Journal of Policy Modeling, 30(1), pp. 33-53. (doi: 10.1016/j.jpolmod.2007.06.015)

Kontonikas, A. (2006) Inflation Targeting and the Stationarity of Inflation: New Results from an Estar Unit Root Test. Bulletin of Economic Research, 58(4), pp. 309-322.

Kontonikas, A. and Montagnoli, A. (2006) Optimal monetary policy and asset price misalignments. Scottish Journal of Political Economy, 53, pp. 636-654.

Kontonikas, A. and Ioannidis, C. (2005) Should monetary policy respond to asset price misalignments? Economic Modelling, 22, pp. 1105-1121. (doi: 10.1016/j.econmod.2005.07.004)

Kontonikas, A. (2004) Does the day of the week effect exist once transaction costs have been accounted for? Evidence from the UK. Applied Financial Economics, 14(3), pp. 215-220. (doi: 10.1080/0960310042000187388)

Kontonikas, A. (2004) Has monetary policy reacted to asset price movements. Ekonomia, 7(1), pp. 18-33.

Kontonikas, A. (2004) Inflation and inflation uncertainty in the United Kingdom, evidence from GARCH modelling. Economic Modelling, 21(3), pp. 525-543. (doi: 10.1016/j.econmod.2003.08.001)

This list was generated on Wed Sep 22 07:46:35 2021 BST.