Constantinos Alexiou
YOU?
Author Swipe
View article: Cointegration-based pairs trading: identifying and exploiting similar exchange-traded funds
Cointegration-based pairs trading: identifying and exploiting similar exchange-traded funds Open
We examine the effectiveness of pairs trading using ETFs from 2000 to 2024, focusing on how cointegration stability affects profitability and risk. Analyzing 30 ETF pairs with different z -score thresholds, we find that lowering the thresh…
View article: Patent Systems and Carbon Dioxide Emissions: Short and Long Run Perspectives on Economic Development and Sustainability
Patent Systems and Carbon Dioxide Emissions: Short and Long Run Perspectives on Economic Development and Sustainability Open
This study explores the relationship between patent system strength and carbon dioxide (CO 2 ) emissions across 46 developed and developing countries from 1998 to 2017 using Fixed Effects (FE) and Autoregressive Distributed Lag (ARDL) mode…
View article: Unveiling Synergies: The Mediating Role of China's <scp>OFDI</scp> and Intelligent Transformation in Advancing Green Total Factor Productivity
Unveiling Synergies: The Mediating Role of China's <span>OFDI</span> and Intelligent Transformation in Advancing Green Total Factor Productivity Open
This research focuses on the impact of intelligent transformation on green total factor productivity (GTFP) within China's manufacturing enterprises from 2010 to 2022. To assess the extent of intelligent transformation across the sector, t…
View article: A Review of the Performance Metrics and Entrepreneurial Practices of Economics and Business Departments in UK Universities: A ‘Gresham’s Law’ Threat?
A Review of the Performance Metrics and Entrepreneurial Practices of Economics and Business Departments in UK Universities: A ‘Gresham’s Law’ Threat? Open
Entrepreneurial approaches and privatisation practices have been widely embraced by academic and professional leadership teams in UK universities, arguably to ensure that the existing chasm between universities and society is bridged. Depa…
View article: What Drives the Correlation of Stock and Bond Returns in the US and UK Markets?
What Drives the Correlation of Stock and Bond Returns in the US and UK Markets? Open
The stock-bond correlation is critical to investment activities, such as forming optimal portfolios, designing hedging strategies, and assessing risk. This paper examines this relationship using a rolling correlation between long-term gove…
View article: Public debt and income inequality in times of austerity: Dynamic panel evidence
Public debt and income inequality in times of austerity: Dynamic panel evidence Open
View article: Digital Transformation as a Catalyst for Resilience in Stock Price Crisis: Evidence from A ‘New Quality Productivity’ Perspective
Digital Transformation as a Catalyst for Resilience in Stock Price Crisis: Evidence from A ‘New Quality Productivity’ Perspective Open
This study explores the impact of digital transformation on stock price crash risk using Chinese A-share listed enterprises from 2011 to 2022. Leveraging the TF-IDF algorithm and deep learning models, it contextualizes digital transformati…
View article: Exploring the Inflation Channel for the Time-Varying Correlation between the Interest Rates and Commodities’ Prices in the Context of the Quantitative Easing: Evidence from a Wavelet Coherency Analysis
Exploring the Inflation Channel for the Time-Varying Correlation between the Interest Rates and Commodities’ Prices in the Context of the Quantitative Easing: Evidence from a Wavelet Coherency Analysis Open
View article: Dynamic distributional effects of fiscal consolidation: A sample of 16 OECD countries
Dynamic distributional effects of fiscal consolidation: A sample of 16 OECD countries Open
We explore the long-term distributional consequences of fiscal adjustment episodes and the dynamic consequences of fiscal consolidation for countries with large sized consolidations vis-a-vis countries with small sized consolidations. In t…
View article: Beyond binary: exploring the interplay of China’s digital transformation and firm performance through dual mechanism analysis
Beyond binary: exploring the interplay of China’s digital transformation and firm performance through dual mechanism analysis Open
View article: Exchange Rate Regimes in India: Central Bank Interventions and Purchasing Power Parity in the Context of ASEAN Currencies
Exchange Rate Regimes in India: Central Bank Interventions and Purchasing Power Parity in the Context of ASEAN Currencies Open
In this study spanning four decades, we explored the relationship between the Reserve Bank of India’s (RBI) interventions and the validity of Purchasing Power Parity (PPP) across two distinct exchange rate regimes: the fixed exchange rate …
View article: Exploring the Dynamic Nexus between Cross-Border Dollar Claims and Global Economic Growth
Exploring the Dynamic Nexus between Cross-Border Dollar Claims and Global Economic Growth Open
This paper addresses the role of the U.S. dollar in fostering global economic growth during the post-war period. The existing literature lacks a comprehensive understanding of the true implications of the U.S. dollar’s status as a reserve …
View article: Tỷ giá hối đoái, lợi suất trái phiếu và thị trường chứng khoán: Bằng chứng phi tuyến tính của Indonesia trong giai đoạn COVID-19
Tỷ giá hối đoái, lợi suất trái phiếu và thị trường chứng khoán: Bằng chứng phi tuyến tính của Indonesia trong giai đoạn COVID-19 Open
Mục đích – Các tác giả khám phá mối quan hệ giữa tỷ giá hối đoái, lợi suất trái phiếu và thị trường chứng khoán cũng như ảnh hưởng của động lực thị trường vốn đến tỷ giá hối đoái trước và trong đại dịch COVID-19.Thiết kế/phương pháp/cách t…
View article: On the Relationship between the Nominal Interest Rates and Commodities’ Prices in the Context of the Quantitative Easing: Evidence from a Wavelet Coherency Analysis
On the Relationship between the Nominal Interest Rates and Commodities’ Prices in the Context of the Quantitative Easing: Evidence from a Wavelet Coherency Analysis Open
View article: Exploring the Inflation Channel for the Time-Varying Correlation between the Interest Rates and Commodities' Prices in the Context of the Quantitative Easing: Evidence from a Wavelet Coherency Analysis
Exploring the Inflation Channel for the Time-Varying Correlation between the Interest Rates and Commodities' Prices in the Context of the Quantitative Easing: Evidence from a Wavelet Coherency Analysis Open
View article: On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model
On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model Open
We investigate the transmission that relates the speculative activity, the inventory arbitrage activity, and the commodity price under the US quantitative easing (QE) policy. In this direction, a TVP-VAR model is adopted to test the transm…
View article: Income Inequality, Health Outcomes and Financial Crisis: Novel Evidence
Income Inequality, Health Outcomes and Financial Crisis: Novel Evidence Open
This study revisits the existing relationship between income inequality and population health by subjecting it to a battery of empirical testing using different measures of inequality and health outcomes for 33 high-income OECD countries. …
View article: Gauging the impact of the strength of patent systems on renewable energy consumption
Gauging the impact of the strength of patent systems on renewable energy consumption Open
View article: Exchange rates, bond yields and the stock market: nonlinear evidence of Indonesia during the COVID-19 period
Exchange rates, bond yields and the stock market: nonlinear evidence of Indonesia during the COVID-19 period Open
Purpose The authors explore the relationship between the exchange rate, bond yield and the stock market as well as the effect of capital market dynamics on the exchange rate before and during the COVID-19 pandemic. Design/methodology/appro…
View article: RISK APPETITE AND FOREIGN EXCHANGE INTERVENTION IN AN INFLATION-TARGETING FRAMEWORK: THE CASE OF INDONESIA
RISK APPETITE AND FOREIGN EXCHANGE INTERVENTION IN AN INFLATION-TARGETING FRAMEWORK: THE CASE OF INDONESIA Open
The use of foreign exchange intervention in an inflation-targeting framework raises the question regarding its role. In addition, in an environment of volatile capital flows, how the risk appetite of foreign investors might impact the econ…
View article: The impact of us elections on the dollar’s exchange rate
The impact of us elections on the dollar’s exchange rate Open
This paper explores the effect of U.S. domestic politics on the behaviour of international currency markets. Specifically, for the first time in the literature, we gauge the impact of a divided government on the exchange rate volatility of…
View article: Impact of share pledging by controlling shareholders on firm value in the context of China's tightened regulatory reforms
Impact of share pledging by controlling shareholders on firm value in the context of China's tightened regulatory reforms Open
This study investigates the effect of the 2018 regulatory reforms of share pledging by a controlling shareholder on firm value in China. Using a dataset spanning the period 2015 to 2020, we provide robust results suggesting that tighter re…
View article: The impact of trade unions and government party orientation on income inequality: evidence from 17 OECD economies
The impact of trade unions and government party orientation on income inequality: evidence from 17 OECD economies Open
Purpose Despite the existing conceptual analysis on the impact of trade unions on employees' welfare and the wider economy, the mediating effect of political party orientation (i.e., right, centre and left) on income inequality remains und…
View article: Evaluating the falling rate of profit in the context of the UK economy
Evaluating the falling rate of profit in the context of the UK economy Open
In this study, by utilizing quarterly data for the UK economy over the period 1985Q1 to 2019Q4, we explore a) the determinants of the profit rate in the context of the Marxian tradition and b) by using a probabilistic framework of analysis…
View article: Testing the moderating role of trade openness on the environmental Kuznets curve hypothesis: a novel approach
Testing the moderating role of trade openness on the environmental Kuznets curve hypothesis: a novel approach Open
View article: Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility. Novel evidence for the US economy
Exploring the transmission mechanism of speculative and inventory arbitrage activity to commodity price volatility. Novel evidence for the US economy Open
In the realm of monetary policy, we explore the transmission mechanism that relates speculative activity, inventory arbitrage activity, and commodity price volatility. In this direction, an ARMA-GARCH model is adopted to test this transmis…
View article: US Politics and Exchange Rate Volatility: Do Domestic Politics Matter?
US Politics and Exchange Rate Volatility: Do Domestic Politics Matter? Open
View article: Income Inequality, Health Outcomes and Financial Crisis: Novel evidence
Income Inequality, Health Outcomes and Financial Crisis: Novel evidence Open
View article: Hegemonic Sanctions and Global Economic Ramifications in the Context of the Russian-Ukrainian Conflict: A Commentary
Hegemonic Sanctions and Global Economic Ramifications in the Context of the Russian-Ukrainian Conflict: A Commentary Open
View article: Corporate Board Gender Quota and Performance of French Listed Companies
Corporate Board Gender Quota and Performance of French Listed Companies Open