Browsing by Author "Christou, Christina"
Now showing items 1-11 of 11
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Article
Accounting standards convergence dynamics: International evidence from club convergence and clustering
Apergis, Nicholas; Christou, Christina; Hassapis, Christis (2014)Purpose - This paper aims to explore convergence of accounting standards across worldwide adopted measures to investigate whether countries that have not completely adopted International Accounting Standards across the ...
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Article
Convergence in public expenditures across EU countries: evidence from club convergence
Apergis, Nicholas; Christou, Christina; Hassapis, Christis (2013)
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Article
Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach
Christou, Christina; Gupta, Rangan; Hassapis, Christis (2017)This paper investigates whether the news-based measure of economic policy uncertainty (EPU) could help in forecasting the real housing returns in ten (Canada, France, Germany, Italy, Japan, The Netherlands, South Korea, ...
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Book
Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach
Christou, Christina; Gupta, Rangan; Hassapis, Christis (2016)
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Article
Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model
Christou, Christina; Cunado, Juncal; Gupta, Rangan; Hassapis, Christis (2017)This paper examines the role of economic policy uncertainty (EPU) on stock market returns for six countries (Australia, Canada, China, Japan, Korea and the US), based on a panel VAR model estimated using stochastic search ...
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Article
International earnings to price ratio convergence: evidence from the European Union
Apergis, Nicholas; Christou, Christina; Hassapis, Christis; Johnson, Steve (2015)
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Article
Long-run PPP under the presence of near-to-unit roots: The case of the British Pound-US dollar rate
Pittis, Nikitas; Christou, Christina; Kalyvitis, Sarantis; Hassapis, Christis (2009)Empirical tests typically provide evidence that the British pound-US dollar exchange rate and the relative wholesale price index contain exact unit roots and exhibit cointegration. However, the cointegrating vector is ...
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Article
Multi-horizon wealth effects across the G7 economies
Apergis, Nicholas; Bouras, Christos; Christou, Christina; Hassapis, Christis (2018)This paper investigates the nature of the intertemporal relationship between household wealth and private consumption across the G7 countries. We make use of the multistep non-causality test, recommended by Dufour et al. ...
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Article
Predicting output growth at long horizons: stock return volatility and the monetary policy influence
Bouras, Christos; Christou, Christina; Hassapis, Christis (2015)
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Article
The role of economic uncertainty in forecasting exchange rate returns and realized volatility: Evidence from quantile predictive regressions
Christou, Christina; Gupta, Rangan; Hassapis, Christis; Suleman, Tahir (2018)In this paper, we investigate whether the news-based measure of economic policy uncertainty (EPU) can be used to forecast exchange rate returns and volatility using a quantile regression approach, which accounts for ...
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Doctoral Thesis Open Access
Three essays on the performance of single equation cointegration estimators in finite samples
Christou, Christina (Πανεπιστήμιο Κύπρου, Σχολή Οικονομικών Επιστημών και Διοίκησης / University of Cyprus, Faculty of Economics and Management, 2001)Η παρούσα έρευνα εξέτασε τη συγκριτική αποτελεσματικότητα μιας εναλλακτικής διδακτικής προσέγγισης για την ενότητα «Κυκλοφορικό Σύστημα» σε σχέση με την παραδοσιακή διδακτική προσέγγιση, όπως προτείνεται στα διδακτικά ...