Anastasios Evgenidis

Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach

Anastasios Evgenidis · International Review of Financial Analysis · 2017 · 56 citations

Economics, Us Financial Stress, Financial Economics +10

Do all oil price shocks have the same impact? Evidence from the euro area

Anastasios Evgenidis · Finance research letters · 2017 · 41 citations

Economics, External Shock, Macroeconomics +8

What are the International Channels Through Which a Us Policy Shock is Transmitted to the World Economies? Evidence from a Time Varying FAVAR

Anastasios Evgenidis, Costas Siriopoulos · SSRN Electronic Journal · 2015 · 30 citations · Full text

Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach

Anastasios Evgenidis, Costas Siriopoulos · Research in International Business and Finance · 2016 · 29 citations

Empirical Finance, Economics, Volatility Modeling +6

The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?

Anastasios Evgenidis, Stephanos Papadamou, Costas Siriopoulos · Journal of Business Research · 2018 · 28 citations

Economics, Economic Forecasting, Yield Spread +10