Christos S. Savva

Christos  S. Savva

Cyprus University of Technology

H-index: 20

Asia-Cyprus

About Christos S. Savva

Christos S. Savva, With an exceptional h-index of 20 and a recent h-index of 18 (since 2020), a distinguished researcher at Cyprus University of Technology, specializes in the field of Financial Econometrics, Quantitative Economics and Finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

Socio-Economic Factors Affecting ESG Reporting Call for Globally Agreed Standards

Building of a database for Cyprus beaches

Climate change-induced hazards on touristic island beaches: Cyprus, Eastern Mediterranean

Ethical leadership as a prerequisite for sustainable development, sustainable finance, and ESG reporting

Risk-return trade-off in international stock returns: Skewness and business cycles

Econometrics and Statistics

Sales and promotions and the great recession deflation

Government bond market risk-return trade-off

Christos S. Savva Information

University

Position

Associate Prof. of Econometrics

Citations(all)

1613

Citations(since 2020)

894

Cited By

1015

hIndex(all)

20

hIndex(since 2020)

18

i10Index(all)

32

i10Index(since 2020)

26

Email

University Profile Page

Cyprus University of Technology

Google Scholar

View Google Scholar Profile

Christos S. Savva Skills & Research Interests

Financial Econometrics

Quantitative Economics and Finance

Top articles of Christos S. Savva

Title

Journal

Author(s)

Publication Date

Socio-Economic Factors Affecting ESG Reporting Call for Globally Agreed Standards

Sustainability

Maria Krambia-Kapardis

Christos S Savva

Ioanna Stylianou

2023/10/16

Building of a database for Cyprus beaches

I Monioudi

D Chatzistratis

Th Chalazas

C Savva

T Hasiotis

...

2023/9/21

Climate change-induced hazards on touristic island beaches: Cyprus, Eastern Mediterranean

Frontiers in Marine Science

Isavela N Monioudi

Adonis F Velegrakis

Dimitris Chatzistratis

Michalis I Vousdoukas

Christos Savva

...

2023/7/13

Ethical leadership as a prerequisite for sustainable development, sustainable finance, and ESG reporting

Maria Krambia-Kapardis

Ioanna Stylianou

Christos S Savva

2023/6/28

Risk-return trade-off in international stock returns: Skewness and business cycles

Econometrics and Statistics

Henri Nyberg

Christos S Savva

2023/3/4

Econometrics and Statistics

Manabu Asai

Michael McAleer

Shelton Peiris

2019

Sales and promotions and the great recession deflation

Empirical Economics

Demetris Koursaros

Nektarios Michail

Niki Papadopoulou

Christos Savva

2023/1

Government bond market risk-return trade-off

Available at SSRN 4251282

Charlotte Christiansen

Christos S Savva

2022/12/14

Market price of risk estimation: Does distribution matter?

Communications in Statistics - Theory and Methods, DOI: 10.1080/03610926.2021.1872643

Panayiotis Theodossiou

Christos Savva

2021

WITHDRAWN: Risk-Return Trade-off in International Stock Returns: Skewness and Business Cycles

Henri Nyberg

Christos S Savva

2022/9/30

Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis components

Review of Quantitative Finance and Accounting

Panayiotis Theodossiou

Polina Ellina

Christos S Savva

2022/8

The currency composition channel of monetary policy and the role of macroprudential regulation

Available at SSRN 3883456

Kyriakos C Neanidis

Christos S Savva

2022/7/9

The Cyprus Stock Exchange as a leading indicator

Nektarios Michail

Christos S Savva

2022

Price decomposition and asymmetry in various regimes of the economy

Available at SSRN 3887471

Demetris Koursaros

Nektarios Michail

Christos S Savva

2021/7/15

Is British output growth related to its uncertainty? Evidence using eight centuries of data

Scottish Journal of Political Economy

Don Bredin

Stilianos Fountas

Christos Savva

2021/7

Quantile risk–return trade-off

Journal of Risk and Financial Management

Nektarios Aslanidis

Charlotte Christiansen

Christos S Savva

2021/6/3

The impact of the coronavirus crisis on the market price of risk

Journal of Financial Stability

Manthos D Delis

Christos S Savva

Panayiotis Theodossiou

2021/4/1

Tell me where to stop: thresholds in the bank lending and output growth relationship

Empirical Economics

Demetris Koursaros

Nektarios Michail

Christos Savva

2021/4

Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components

Energy Economics

Filippos Ioannidis

Kyriaki Kosmidou

Christos Savva

Panayiotis Theodossiou

2021/3/1

Electricity consumption and economic activity in Cyprus using an asymmetric cointegration technique

Nektarios Michail

Christos S Savva

2021

See List of Professors in Christos S. Savva University(Cyprus University of Technology)

Co-Authors

H-index: 80
Michael McAleer

Michael McAleer

Erasmus Universiteit Rotterdam

H-index: 45
Denise Osborn

Denise Osborn

Manchester University

H-index: 37
Photis Panayides

Photis Panayides

Cyprus University of Technology

H-index: 28
Anastasios Zopiatis

Anastasios Zopiatis

Cyprus University of Technology

H-index: 26
Panos Pashardes

Panos Pashardes

University of Cyprus

H-index: 24
Kyriaki Kosmidou

Kyriaki Kosmidou

Aristotle University of Thessaloniki

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