Browsing Τμήμα Οικονομικών / Department of Economics by Author "Christou, Christina"
Now showing items 1-10 of 10
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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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Convergence in public expenditures across EU countries: evidence from club convergence
Apergis, Nicholas; Christou, Christina; Hassapis, Christis (2013)
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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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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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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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International earnings to price ratio convergence: evidence from the European Union
Apergis, Nicholas; Christou, Christina; Hassapis, Christis; Johnson, Steve (2015)
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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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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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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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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 ...