Stelios Bekiros : Citation Profile

Are you Stelios Bekiros?

Athens University of Economics and Business (AUEB) (95% share)
European University Institute (5% share)

17

H index

28

i10 index

1148

Citations

RESEARCH PRODUCTION:

102

Articles

48

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 71
   Journals where Stelios Bekiros has often published
   Relations with other researchers
   Recent citing documents: 330.    Total self citations: 52 (4.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe357
   Updated: 2021-06-07    RAS profile: 2021-05-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Uddin, Gazi (23)

Shahzad, Syed Jawad Hussain (11)

Nguyen, Duc Khuong (7)

GUPTA, RANGAN (7)

Paccagnini, Alessia (5)

Roubaud, David (4)

Nilavongse, Rachatar (4)

Cardani, Roberta (3)

lucey, brian (3)

Villa, Stefania (3)

naoui, kamel (3)

Shahbaz, Muhammad (2)

Wilfling, Bernd (2)

Bouri, Elie (2)

Ahmad, Wasim (2)

Wohar, Mark (2)

Kyei, Clement (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stelios Bekiros.

Is cited by:

GUPTA, RANGAN (106)

Balcilar, Mehmet (51)

Shahzad, Syed Jawad Hussain (27)

Wohar, Mark (25)

Bouri, Elie (22)

McAleer, Michael (19)

Paccagnini, Alessia (18)

Demirer, Riza (18)

Nguyen, Duc Khuong (16)

Tiwari, Aviral (16)

Yoon, Seong-Min (16)

Cites to:

Engle, Robert (47)

Bollerslev, Tim (39)

Diebold, Francis (33)

Paccagnini, Alessia (33)

Schorfheide, Frank (33)

Nguyen, Duc Khuong (33)

bloom, nicholas (32)

Granger, Clive (32)

Wouters, Raf (30)

Smets, Frank (29)

GUPTA, RANGAN (29)

Main data

Where Stelios Bekiros has published?

Journals with more than one article published# docs
Chaos, Solitons & Fractals21
Economics Letters5
International Review of Financial Analysis5
Computational Economics5
Physica A: Statistical Mechanics and its Applications5
Applied Economics4
Studies in Nonlinear Dynamics & Econometrics4
Journal of Financial Stability3
Journal of Forecasting3
The North American Journal of Economics and Finance3
Economic Modelling3
Journal of International Financial Markets, Institutions and Money3
Finance Research Letters3
Journal of International Money and Finance2
Empirical Economics2
European Journal of Operational Research2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics8
Open Access publications / School of Economics, University College Dublin7
Post-Print / HAL6
Economics Working Papers / European University Institute6
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance5
Working Papers / Department of Research, Ipag Business School4
CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster2
MPRA Paper / University Library of Munich, Germany2
Working Papers / School of Economics, University College Dublin2
Working Paper series / Rimini Centre for Economic Analysis2
Working Papers / University of Milano-Bicocca, Department of Economics2

Recent works citing Stelios Bekiros (2021 and 2020)

YearTitle of citing document
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

Full description at Econpapers || Download paper

2020The Predictive Power of NZX Dairy Futures. (2020). Fernandez-Perez, Adrian ; Schoen, Tilman ; Scott, Ayesha. In: 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia. RePEc:ags:aare20:305230.

Full description at Econpapers || Download paper

2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

Full description at Econpapers || Download paper

2020Behavioral Finance -- Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach. (2017). Mittnik, Stefan ; Fabozzi, Frank ; Stoyanov, Stoyan ; Rachev, Svetlozar. In: Papers. RePEc:arx:papers:1710.03211.

Full description at Econpapers || Download paper

2020Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

Full description at Econpapers || Download paper

2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

Full description at Econpapers || Download paper

2020Using Reinforcement Learning in the Algorithmic Trading Problem. (2020). Cichocki, Andrzej ; Oseledets, Ivan ; Ponomarev, Evgeny. In: Papers. RePEc:arx:papers:2002.11523.

Full description at Econpapers || Download paper

2020Data Science in Economics. (2020). Ghamisi, Pedram ; Duan, Puhong ; Mosavi, Amir ; Nosratabadi, Saeed. In: Papers. RePEc:arx:papers:2003.13422.

Full description at Econpapers || Download paper

2020A spatial agent based model for simulating and optimizing networked eco-industrial systems. (2020). Sugar, L ; Zhu, B ; Moore, C ; Strombom, E ; Serna, J M ; Somveille, M ; Broere, J ; Raimbault, J. In: Papers. RePEc:arx:papers:2003.14133.

Full description at Econpapers || Download paper

2020Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics. (2020). Duan, Puhong ; Faghan, Yaser ; Ghamisi, Pedram ; Mosavi, Amir. In: Papers. RePEc:arx:papers:2004.01509.

Full description at Econpapers || Download paper

2020Predicting tail events in a RIA-EVT-Copula framework. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Papers. RePEc:arx:papers:2004.03190.

Full description at Econpapers || Download paper

2020Mapping Coupled Time-series Onto Complex Network. (2020). Jafari, Reza G ; Haven, Emmanuel ; Sheykhali, Somaye ; Askari, Jafar ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:2004.13536.

Full description at Econpapers || Download paper

2020Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204.

Full description at Econpapers || Download paper

2020Financial Data Analysis Using Expert Bayesian Framework For Bankruptcy Prediction. (2020). Shaikh, Habibullah ; Mukeri, Amir ; Gaikwad, D P. In: Papers. RePEc:arx:papers:2010.13892.

Full description at Econpapers || Download paper

2020FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance. (2020). Chen, Qian ; Yang, Hongyang ; Liu, Xiao-Yang ; Wang, Christina Dan ; Xiao, Bowen ; Qingyang, Liu ; Zhang, Runjia. In: Papers. RePEc:arx:papers:2011.09607.

Full description at Econpapers || Download paper

2021Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19. (2021). James, Nick. In: Papers. RePEc:arx:papers:2101.00576.

Full description at Econpapers || Download paper

2021Scale matters: The daily, weekly and monthly volatility and predictability of Bitcoin, Gold, and the S&P 500. (2021). Dehouche, Nassim. In: Papers. RePEc:arx:papers:2103.00395.

Full description at Econpapers || Download paper

2021Efficiency of communities and financial markets during the 2020 pandemic. (2021). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2104.02318.

Full description at Econpapers || Download paper

2021MRC-LSTM: A Hybrid Approach of Multi-scale Residual CNN and LSTM to Predict Bitcoin Price. (2021). Fang, Zhiyang ; Ye, Qing ; Lei, Shun ; Guo, Qiutong. In: Papers. RePEc:arx:papers:2105.00707.

Full description at Econpapers || Download paper

2020The Dynamic Relationships between the Baltic Dry Index and the BRICS Stock Markets: A Wavelet Analysis. (2020). Wang, Mei-Chih ; Chen, Chan-Sheng ; Chiu, Chien-Liang ; Kuo, Pao-Lan. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:340-351.

Full description at Econpapers || Download paper

2020Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17). (2020). de Melo, Andre ; Noronha, George Augusto ; de Carvalho, Osmani Teixeira ; DA SILVA, TARCISO GOUVEIA . In: Working Papers Series. RePEc:bcb:wpaper:536.

Full description at Econpapers || Download paper

2020Economic Development and South Africa: 25 Years Analysis (1994 to 2019). (2020). Dhamija, Pavitra. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:3:p:298-322.

Full description at Econpapers || Download paper

2020Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Jena, Sangram Keshari. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:8:p:2263-2284.

Full description at Econpapers || Download paper

2020Frequency-domain information for active portfolio management. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_002.

Full description at Econpapers || Download paper

2020Time-frequency forecast of the equity premium. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_006.

Full description at Econpapers || Download paper

2021Macroeconomic uncertainty and forecasting macroeconomic aggregates. (2021). Magnus, Reif. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:5.

Full description at Econpapers || Download paper

2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

Full description at Econpapers || Download paper

2020Macroprudential regulation and leakage to the shadow banking sector. (2020). Mazelis, Falk ; Gebauer, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20202406.

Full description at Econpapers || Download paper

2020Evidences on Price Discovery in BRICS. (2020). Arora, Geetika ; Sharma, Prashant ; Gupta, Prashant. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-14.

Full description at Econpapers || Download paper

2020A new fractional-order hyperchaotic memristor oscillator: Dynamic analysis, robust adaptive synchronization, and its application to voice encryption. (2020). Alsaadi, Fawaz E ; Pham, Viet-Thanh ; Kacar, Sezgin ; Munoz-Pacheco, Jesus M ; Yousefpour, Amin ; Jahanshahi, Hadi. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:383:y:2020:i:c:s0096300320302769.

Full description at Econpapers || Download paper

2021Pricing and free periodic maintenance service decisions for an electric-and-fuel automotive supply chain using the total cost of ownership. (2021). Nikbakhsh, Ehsan ; Zegordi, Seyed Hessameddin ; Mohammadzadeh, Narges. In: Applied Energy. RePEc:eee:appene:v:288:y:2021:i:c:s0306261921000362.

Full description at Econpapers || Download paper

2020A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices. (2020). Annamalai, Balamurugan ; Chandrasekaran, Shabana ; Aggarwal, Divya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302266.

Full description at Econpapers || Download paper

2020Chaos and complexity in a fractional-order financial system with time delays. (2020). He, Shaobo ; Wang, Shaojie ; Perc, Matja ; Repnik, Robert ; Jahanshahi, Hadi ; Yousefpour, Amin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:131:y:2020:i:c:s0960077919304734.

Full description at Econpapers || Download paper

2020High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s096007791930520x.

Full description at Econpapers || Download paper

2020Does the “ice-breaking” of South and North Korea affect the South Korean financial market?. (2020). Wang, Jian ; Shao, Wei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s0960077919305211.

Full description at Econpapers || Download paper

2020Multiple learning mechanisms promote cooperation in public goods games with project selection. (2020). Xu, Wen-Juan ; Zhong, Li-Xin ; Shi, Yong-Dong ; Ren, Fei ; Qiu, Tian ; He, Yun-Xin ; Chen, Rong-Da. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:133:y:2020:i:c:s096007792030028x.

Full description at Econpapers || Download paper

2020Dynamic characteristic of Bitcoin cryptocurrency in the reconstruction scheme. (2020). Alves, P. R. L., . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:134:y:2020:i:c:s0960077920300941.

Full description at Econpapers || Download paper

2020Multifractal detrended cross-correlation analysis between respiratory diseases and haze in South Korea. (2020). Kim, Junseok ; Shao, Wei ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:135:y:2020:i:c:s0960077920301831.

Full description at Econpapers || Download paper

2020Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method. (2020). Jahanshahi, Hadi ; Castillo, Oscar ; He, Shaobo ; Yousefpour, Amin ; Wang, Shaojie. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:136:y:2020:i:c:s0960077920301703.

Full description at Econpapers || Download paper

2020Influence of numerical noises on computer-generated simulation of spatio-temporal chaos. (2020). Liao, Shijun ; Qin, Shijie. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:136:y:2020:i:c:s0960077920301922.

Full description at Econpapers || Download paper

2020Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures. (2020). Kim, Junseok ; Shao, Wei ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:136:y:2020:i:c:s0960077920302964.

Full description at Econpapers || Download paper

2020Sparse stacked autoencoder network for complex system monitoring with industrial applications. (2020). Wang, Zhen ; Tang, Zhaohui ; Huang, Keke ; Zhu, Hongqiu ; Li, Yuxuan ; Deng, Ziwei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s0960077920302381.

Full description at Econpapers || Download paper

2020Fractal structure in the S&P500: A correlation-based threshold network approach. (2020). Song, Jae Wook ; Chang, Woojin ; Lee, Changju ; Ku, Seungmo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s0960077920302484.

Full description at Econpapers || Download paper

2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

Full description at Econpapers || Download paper

2020Symbiotic organisms search-optimized deep learning technique for mapping construction cash flow considering complexity of project. (2020). Herianto, Jason Ghorman ; Cao, Minh-Tu ; Cheng, Min-Yuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920302691.

Full description at Econpapers || Download paper

2020Analysis and Circuit Implementation of Fractional Order Multi-wing Hidden Attractors. (2020). Duan, Hao ; Ou, Qingli ; Lu, Ming ; Cui, LI ; Luo, Wenhui. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920302940.

Full description at Econpapers || Download paper

2020A new adaptive synchronization and hyperchaos control of a biological snap oscillator. (2020). Pirouz, Hassan Mohammadi ; Jajarmi, Amin ; Baleanu, Dumitru ; Sajjadi, Samaneh Sadat. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303192.

Full description at Econpapers || Download paper

2020A mathematical model of the evolution and spread of pathogenic coronaviruses from natural host to human host. (2020). Alzabut, Jehad ; Baleanu, Dumitru ; Yousef, Ali ; Bozkurt, Fatma. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303301.

Full description at Econpapers || Download paper

2020Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933.

Full description at Econpapers || Download paper

2020Determinants of the infection rate of the COVID-19 in the U.S. using ANFIS and virus optimization algorithm (VOA). (2020). Hosseini, Seyedeh Mohaddeseh ; Golafshani, Emadaldin Mohammadi ; Behnood, Ali. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920304483.

Full description at Econpapers || Download paper

2020Dynamics of the Shapovalov mid-size firm model. (2020). Barnett, William ; Mokaev, Timur N ; Kuznetsov, Nikolay V ; Alexeeva, Tatyana A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306354.

Full description at Econpapers || Download paper

2020Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach. (2020). Zhang, Tonghui ; Yuan, Ying. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306482.

Full description at Econpapers || Download paper

2021Synchronization of second-order chaotic systems with uncertainties and disturbances using fixed-time adaptive sliding mode control. (2021). Yao, Qijia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920307669.

Full description at Econpapers || Download paper

2021Dynamic model of infected population due to spreading of pandemic COVID-19 considering both intra and inter zone mobilization factors with rate of detection. (2021). Ghosh, Swarnankur ; Saha, Pradip Kumar ; Panda, Goutam Kumar. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920307712.

Full description at Econpapers || Download paper

2021Impact of predator incited fear and prey refuge in a fractional order prey predator model. (2021). Roy, Jyotirmoy ; Barman, Dipesh ; Alam, Shariful ; Mondal, Sankar Prasad ; Panja, Prabir ; Alrabaiah, Hussam. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308134.

Full description at Econpapers || Download paper

2021Computational study of fractional order smoking model. (2021). Baleanu, Dumitru ; Singh, Harendra ; Dutta, Hemen. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308328.

Full description at Econpapers || Download paper

2021Target wave in the network coupled by thermistors. (2021). Yao, Zhao ; Zhang, Xiufang ; Wang, Chunni ; Guo, Yeye. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s096007792030847x.

Full description at Econpapers || Download paper

2021Analysis and FPGA of semi-fractal shapes based on complex Gaussian map. (2021). Said, Lobna A ; Aboalnaga, Bahaaaldeen M ; Radwan, Ahmed G ; Madian, Ahmed H. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308857.

Full description at Econpapers || Download paper

2021A new mathematical model for the glycolysis phenomenon involving Caputo fractional derivative: Well posedness, stability and bifurcation. (2021). Shawagfeh, Nabil ; Belmahi, Naziha. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920309127.

Full description at Econpapers || Download paper

2021Forecasting COVID-19 pandemic using optimal singular spectrum analysis. (2021). Kalantari, Mahdi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920309383.

Full description at Econpapers || Download paper

2021Simulation and experimental validation of a non-equilibrium chaotic system. (2021). Sevilla-Escoboza, R ; Wang, Zhen ; Volos, Christos ; Alotaibi, Naif D ; Munoz-Pacheco, Jesus M ; Orozco-Lopez, Onofre ; Jahanshahi, Hadi ; Chu, Yu-Ming. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920309309.

Full description at Econpapers || Download paper

2021Abrupt epidemic outbreak could be well tackled by multiple pre-emptive provisions-A game approach considering structured and unstructured populations. (2021). Tanimoto, Jun ; Ida, Yuki ; Alam, Muntasir. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920309759.

Full description at Econpapers || Download paper

2021Wind speed forecasting by the extraction of the multifractal patterns of time series through the multiplicative cascade technique. (2021). Cadenas, Erasmo ; Mendez-Gordillo, Alma Rosa. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920309838.

Full description at Econpapers || Download paper

2021A portfolio strategy of stock market based on mean-MF-X-DMA model. (2021). Wu, Congxin ; Chen, Hongtao ; Ye, Xin ; Wang, Feng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310365.

Full description at Econpapers || Download paper

2021Spectral Entropy Analysis and Synchronization of a Multi-Stable Fractional-Order Chaotic System using a Novel Neural Network-Based Chattering-Free Sliding Mode Technique. (2021). Alsaadi, Fawaz E ; Gomez-Aguilar, J F ; Chu, Yu-Ming ; Alcaraz, Raul ; Jahanshahi, Hadi ; Xiong, Pei-Ying. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s096007792030967x.

Full description at Econpapers || Download paper

2021A theoretical study of the Caputo–Fabrizio fractional modeling for hearing loss due to Mumps virus with optimal control. (2021). Etemad, Sina ; Rezapour, Shahram ; Kumar, Sunil ; Mohammadi, Hakimeh. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s0960077921000217.

Full description at Econpapers || Download paper

2021A novel fractional nonautonomous chaotic circuit model and its application to image encryption. (2021). Elsaid, A ; Elsonbaty, A ; Kamal, F M. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s0960077921000394.

Full description at Econpapers || Download paper

2021The identification of fractional order systems by multiscale multivariate analysis. (2021). Zhou, Qin ; Shang, Pengjian ; Zhang, Boyi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s0960077921000886.

Full description at Econpapers || Download paper

2020Asset mispricing in peer-to-peer loan secondary markets. (2020). Talavera, Oleksandr ; Pham, Tho ; Caglayan, Mustafa ; Xiong, Xiong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302133.

Full description at Econpapers || Download paper

2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market. (2021). Yang, Lu ; Hamori, Shigeyuki. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:142-158.

Full description at Econpapers || Download paper

2020Insurance activity, real output, and geopolitical risk: Fresh evidence from BRICS. (2020). Lee, Chien-Chiang. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:207-215.

Full description at Econpapers || Download paper

2021Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model. (2021). Jin, Xiu ; Jiang, Shangwei. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:298-306.

Full description at Econpapers || Download paper

2021How do sovereign risk, equity and foreign exchange derivatives markets interact?. (2021). Ibhagui, Oyakhilome. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:58-78.

Full description at Econpapers || Download paper

2020Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456.

Full description at Econpapers || Download paper

2020The effect of domestic and foreign risks on an emerging stock market: A time series analysis. (2020). Kirikkaleli, Dervis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302997.

Full description at Econpapers || Download paper

2020U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485.

Full description at Econpapers || Download paper

2020Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?. (2020). Yoon, Seong-Min ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Hanif, Waqas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302335.

Full description at Econpapers || Download paper

2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

Full description at Econpapers || Download paper

2020Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach. (2020). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303006.

Full description at Econpapers || Download paper

2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

Full description at Econpapers || Download paper

2020News will tell: Forecasting foreign exchange rates based on news story events in the economy calendar. (2020). Peters, Wiebke ; Lessmann, Stefan ; Semiromi, Hamed Naderi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300784.

Full description at Econpapers || Download paper

2020Time-dependent lead-lag relationships between the VIX and VIX futures markets. (2020). Shao, Ying-Hui ; Yang, Yan-Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300930.

Full description at Econpapers || Download paper

2020The effect of economic policy uncertainty on China’s housing market. (2020). Ning, Shao-Lin ; Lin, Wen-Yuan ; Huang, Wei-Ling . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301700.

Full description at Econpapers || Download paper

2020Revisiting the roles of gold: Does gold ETF matter?. (2020). Lai, Hsiao-Pin ; Chen, Chun-Da ; Cheng, Wan-Hsiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302407.

Full description at Econpapers || Download paper

2020Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network. (2020). Lu, Yang ; Wang, Jian ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301455.

Full description at Econpapers || Download paper

2020Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301534.

Full description at Econpapers || Download paper

2020“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716.

Full description at Econpapers || Download paper

2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

Full description at Econpapers || Download paper

2021The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984.

Full description at Econpapers || Download paper

2021The effects of exchange rate fluctuations on the stock market and the affecting mechanisms: Evidence from BRICS countries. (2021). Zhang, Shuguang ; Wang, Xiangning ; Huang, Qian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302254.

Full description at Econpapers || Download paper

2021Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030228x.

Full description at Econpapers || Download paper

2021Time–frequency quantile dependence between Bitcoin and global equity markets. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369.

Full description at Econpapers || Download paper

2021Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. (2021). Ng, Kooi-Huat ; Koh, You-Beng ; Tan, Chia-Yen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000164.

Full description at Econpapers || Download paper

2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000243.

Full description at Econpapers || Download paper

2020Idiosyncratic risk, risk-taking incentives and the relation between managerial ownership and firm value. (2020). Florackis, Chris ; Sainani, Sushil ; Kostakis, Alexandros ; Kanas, Angelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:2:p:748-766.

Full description at Econpapers || Download paper

2020Local Gaussian correlations in financial and commodity markets. (2020). Chevallier, Julien ; Nguyen, Quynh Nga ; Zhu, Bangzhu ; Zhang, Lyuyuan ; Aboura, Sofiane. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:306-323.

Full description at Econpapers || Download paper

2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

Full description at Econpapers || Download paper

2020Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73.

Full description at Econpapers || Download paper

2020Risk appetite and oil prices. (2020). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303901.

Full description at Econpapers || Download paper

2020U.S. equity and commodity futures markets: Hedging or financialization?. (2020). Sousa, Ricardo ; Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304578.

Full description at Econpapers || Download paper

2020Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301146.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Stelios Bekiros is editor of

Journal
Chaos, Solitons & Fractals

Works by Stelios Bekiros:

YearTitleTypeCited
2006Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper8
2008Direction-of-change forecasting using a volatility-based recurrent neural network.(2008) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2006Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper1
2007The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper27
2008The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing.(2008) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2007The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper163
2008The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality.(2008) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 163		article
2009Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper0
2017Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets In: International Review of Finance.
[Full Text][Citation analysis]		article5
2018PITFALLS IN CROSS‐SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article2
2015Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article3
2014Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model.(2014) In: Open Access publications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2015Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article17
2014Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2017Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2020The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2018Forecasting Inflation Uncertainty in the G7 Countries In: CQE Working Papers.
[Full Text][Citation analysis]		paper0
2018Forecasting Inflation Uncertainty in the G7 Countries.(2018) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2019Forecasting Volatility in Cryptocurrency Markets In: CQE Working Papers.
[Full Text][Citation analysis]		paper0
2015MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article9
2015Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs.(2015) In: Open Access publications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2017Disturbances and complexity in volatility time series In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article3
2018Chaos, randomness and multi-fractality in Bitcoin market In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article25
2018Long-range memory, distributional variation and randomness of bitcoin volatility In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article19
2018Time-dependent complexity measurement of causality in international equity markets: A spatial approach In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article2
2019Cryptocurrency forecasting with deep learning chaotic neural networks In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article22
2019On the pricing of exotic options: A new closed-form valuation approach In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2019Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article35
2019A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article6
2019Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article3
2020A fractional-order hyper-chaotic economic system with transient chaos In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article6
2020Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article2
2020King algorithm: A novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article3
2020Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article2
2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article8
2020Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2020The effect of market confidence on a financial system from the perspective of fractional calculus: Numerical investigation and circuit realization In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article1
2021Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2021A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19 In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2021Characterization of infant healthy and pathological cry signals in cepstrum domain based on approximate entropy and correlation dimension In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2021On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2021Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2014Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article15
2014Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models.(2014) In: Open Access publications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2010Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article11
2018Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2014Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area In: Economic Modelling.
[Full Text][Citation analysis]		article7
2016Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach In: Economic Modelling.
[Full Text][Citation analysis]		article3
2018Directional predictability and time-varying spillovers between stock markets and economic cycles In: Economic Modelling.
[Full Text][Citation analysis]		article7
2018Directional predictability and time-varying spillovers between stock markets and economic cycles.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 7		paper
2014Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2016On economic uncertainty, stock market predictability and nonlinear spillover effects In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article33
2015On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 33		paper
2017Herding behavior, market sentiment and volatility: Will the bubble resume? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article12
2009A robust algorithm for parameter estimation in smooth transition autoregressive models In: Economics Letters.
[Full Text][Citation analysis]		article1
2015Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach In: Economics Letters.
[Full Text][Citation analysis]		article6
2015Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6		paper
2015Oil price forecastability and economic uncertainty In: Economics Letters.
[Full Text][Citation analysis]		article39
2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		paper
2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 39		paper
2015Oil price forecastability and economic uncertainty.(2015) In: Open Access publications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39		paper
2019Analysing the systemic risk of Indian banks In: Economics Letters.
[Full Text][Citation analysis]		article3
2019Enhancing the predictability of crude oil markets with hybrid wavelet approaches In: Economics Letters.
[Full Text][Citation analysis]		article3
2010Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets In: European Journal of Operational Research.
[Full Text][Citation analysis]		article7
2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research.
[Full Text][Citation analysis]		article35
2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35		paper
2018Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review.
[Full Text][Citation analysis]		article9
2015Heuristic learning in intraday trading under uncertainty In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
2020A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series In: Energy.
[Full Text][Citation analysis]		article9
2014Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article60
2016Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article45
2018Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2018Risk perception in financial markets: On the flip side In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article2
2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article46
2015Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 46		paper
2018Risk transmitters and receivers in global currency markets In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2018Risk transmitters and receivers in global currency markets.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4		paper
2019Is anti-herding behavior spurious? In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2016Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs In: Journal of Financial Stability.
[Full Text][Citation analysis]		article7
2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Open Access publications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2017The asymmetric relationship between returns and implied volatility: Evidence from global stock markets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article7
2020Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies In: Journal of Financial Stability.
[Full Text][Citation analysis]		article1
2005Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article22
2016On the time scale behavior of equity-commodity links: Implications for portfolio management In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article24
2018A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article4
2018A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4		paper
2014Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2011Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics.(2011) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2013The multiscale causal dynamics of foreign exchange markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article23
2011The Multiscale Causal Dynamics of Foreign Exchange Markets.(2011) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2017Black swan events and safe havens: The role of gold in globally integrated emerging markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article36
2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 36		paper
2015Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy.
[Full Text][Citation analysis]		article17
2008The extreme-value dependence of Asia-Pacific equity markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article6
2017Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article8
2018The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article13
2019The high frequency multifractal properties of Bitcoin In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6
2020Multi-fluctuation nonlinear patterns of European financial markets based on adaptive filtering with application to family business, green, Islamic, common stocks, and comparison with Bitcoin, NASDAQ, In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2020Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2013Irrational fads, short-term memory emulation, and asset predictability In: Review of Financial Economics.
[Full Text][Citation analysis]		article8
2018Revisiting the three factor model in light of circular behavioural simultaneities In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article0
2015THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD In: Working Papers.
[Full Text][Citation analysis]		paper77
2015The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 77		paper
2017The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 77		article
2011Nonlinear causality testing with stepwise multivariate filtering In: Economics Working Papers.
[Full Text][Citation analysis]		paper2
2015Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs In: Economics Working Papers.
[Full Text][Citation analysis]		paper0
2017Implications for banking stability and welfare under capital shocks and countercyclical requirements In: Economics Working Papers.
[Full Text][Citation analysis]		paper0
2017Mortgage Defaults, Expectation-Driven House Prices and Monetary Policy In: Economics Working Papers.
[Full Text][Citation analysis]		paper0
2020Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis In: Forecasting.
[Full Text][Citation analysis]		article0
2019Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit In: Post-Print.
[Citation analysis]		paper3
2019Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit.(2019) In: Journal of Quantitative Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2019Spillover across Eurozone credit market sectors and determinants In: Post-Print.
[Citation analysis]		paper5
2019Spillover across Eurozone credit market sectors and determinants.(2019) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2020On the predictability of crude oil market: A hybrid multiscale wavelet approach In: Post-Print.
[Citation analysis]		paper3
2020On the predictability of crude oil market: A hybrid multiscale wavelet approach.(2020) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2014Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach In: Working Papers.
[Full Text][Citation analysis]		paper9
2014Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model In: Working Papers.
[Full Text][Citation analysis]		paper15
2014Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models In: Working Papers.
[Full Text][Citation analysis]		paper8
2013Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2016Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models.(2016) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2020Forecasting volatility in bitcoin market In: Annals of Finance.
[Full Text][Citation analysis]		article0
2014Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform In: Computational Economics.
[Full Text][Citation analysis]		article3
2018Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches In: Computational Economics.
[Full Text][Citation analysis]		article0
2019Tail-Related Risk Measurement and Forecasting in Equity Markets In: Computational Economics.
[Full Text][Citation analysis]		article0
2019Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches In: Computational Economics.
[Full Text][Citation analysis]		article0
2020Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets In: Computational Economics.
[Full Text][Citation analysis]		article1
2017Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach In: Review of Behavioral Economics.
[Full Text][Citation analysis]		article1
2015A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices In: Working Papers.
[Citation analysis]		paper10
2016A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2016Forecasting US GNP Growth: The Role of Uncertainty In: Working Papers.
[Citation analysis]		paper11
2018Forecasting US GNP growth: The role of uncertainty.(2018) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2016Chaos in G7 Stock Markets using Over One Century of Data: A Note In: Working Papers.
[Citation analysis]		paper3
2013Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets In: Working Paper series.
[Full Text][Citation analysis]		paper8
2013Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model In: Working Paper series.
[Full Text][Citation analysis]		paper0
2018Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets In: Annals of Operations Research.
[Full Text][Citation analysis]		article3
2013On the predictability of time-varying VAR and DSGE models In: Empirical Economics.
[Full Text][Citation analysis]		article16
2013On the predictability of time-varying VAR and DSGE models.(2013) In: Open Access publications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2013On the predictability of time-varying VAR and DSGE models.(2013) In: Open Access publications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2007A neurofuzzy model for stock market trading In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2007Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus In: Applied Financial Economics.
[Full Text][Citation analysis]		article6
2018Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach In: Applied Economics.
[Full Text][Citation analysis]		article3
2020Spillovers across European sovereign credit markets and role of surprise and uncertainty In: Applied Economics.
[Full Text][Citation analysis]		article0
2008Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index In: The European Journal of Finance.
[Full Text][Citation analysis]		article3
2019Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design In: Quantitative Finance.
[Full Text][Citation analysis]		article3
2017The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations In: Working Papers.
[Full Text][Citation analysis]		paper0
2011Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs In: ERSA conference papers.
[Full Text][Citation analysis]		paper5
2020A tale of two shocks: The dynamics of international real estate markets In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2020Performance assessment of ensemble learning systems in financial data classification In: Intelligent Systems in Accounting, Finance and Management.
[Full Text][Citation analysis]		article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team