Dr Christos Floros : Citation Profile


Are you Dr Christos Floros?

Technological Educational Institute of Crete

7

H index

6

i10 index

428

Citations

RESEARCH PRODUCTION:

53

Articles

12

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 28
   Journals where Dr Christos Floros has often published
   Relations with other researchers
   Recent citing documents: 145.    Total self citations: 15 (3.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfl33
   Updated: 2019-04-20    RAS profile: 2018-02-28    
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Relations with other researchers


Works with:

Degiannakis, Stavros (11)

Antonakakis, Nikolaos (4)

Filis, George (4)

Tan, Yong (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dr Christos Floros.

Is cited by:

Degiannakis, Stavros (36)

Filis, George (34)

Ratti, Ronald (15)

GUESMI, Khaled (12)

Guesmi, Khaled (9)

Antonakakis, Nikolaos (8)

Smyth, Russell (8)

Kang, Wensheng (8)

Caporale, Guglielmo Maria (7)

Yoon, Kyung Hwan (7)

Menla Ali, Faek (6)

Cites to:

Bollerslev, Tim (42)

Engle, Robert (27)

Diebold, Francis (23)

Kilian, Lutz (22)

Hamilton, James (20)

Andersen, Torben (19)

Degiannakis, Stavros (15)

AROURI, Mohamed (14)

Hammoudeh, Shawkat (12)

Van Doorslaer, Eddy (12)

Wagstaff, Adam (12)

Main data


Where Dr Christos Floros has published?


Journals with more than one article published# docs
International Review of Financial Analysis5
Managerial Finance4
Studies in Economics and Finance3
Global Finance Journal3
Journal of Economic Studies3
Journal of Emerging Market Finance3
Global Business and Economics Review2
International Journal of Applied Econometrics and Quantitative Studies2
Applied Financial Economics2
Journal of Risk Finance2
Journal of International Financial Markets, Institutions and Money2
International Journal of Managerial Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany9

Recent works citing Dr Christos Floros (2018 and 2017)


YearTitle of citing document
2017An Empirical Evaluation of Hedging Effectiveness of Crude Palm Oil Futures Market in Malaysia. (2017). Islam, Mohd Aminul . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:303-314.

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2017The Impact of Digital Financial Services on Firms Performance: a Literature Review. (2017). Abbasi, Tariq ; Weigand, Hans . In: Papers. RePEc:arx:papers:1705.10294.

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2017Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece. (2017). Papaioannou, Panagiotis G ; Dikaiakos, Christos ; Stratigakos, Akylas ; Siettos, Kostas . In: Papers. RePEc:arx:papers:1708.07063.

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2019The Effect of Oil Price on Stock Market Returns with Moderating Effect of Foreign Direct Investment & Foreign Portfolio Investment: Evidence from Pakistan Stock Market. (2019). Siddiqui, Danish Ahmed ; Usman, Muhammad. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:45-61.

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2018Reinvestigating the Oil Price–Stock Market Nexus: Evidence from Chinese Industry Stock Returns. (2018). Fang, Sheng ; Egan, Paul G ; Lu, Xinsheng. In: China & World Economy. RePEc:bla:chinae:v:26:y:2018:i:3:p:43-62.

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2017The Role of U.S. Market on International Risk-Return Tradeoff Relations. (2017). Sun, Licheng ; Najand, Mohammad ; Meng, Liang . In: The Financial Review. RePEc:bla:finrev:v:52:y:2017:i:3:p:499-526.

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2017A REVIEW ON THE EVOLUTION OF CALENDAR ANOMALIES. (2017). Satish, Kumar . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:1:p:95-109.

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2017How cultural and contextual variables affect the disclosure and transparency of pro-forma indicators. (2017). Gardini, Silvia ; Visani, Franco ; Marta, F. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps41.

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2017Modelling Realized Volatility in Electricity Spot Prices: New insights and Application to the Japanese Electricity Market. (2017). Zarraga, Ainhoa ; Ciarreta, Aitor ; Muniainy, Peru . In: ISER Discussion Paper. RePEc:dpr:wpaper:0991.

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2018The regional pricing of risk: An empirical investigation of the MENA Region. (2018). Kablan, Akassi ; Belanes, Amel ; Khaled, Khaled. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00990.

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2018Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-01019.

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2018Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities. (2018). Buberkoku, Onder. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-6.

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2018Asymmetric Responses of Stock Prices to Money Supply and Oil Prices Shocks in Turkey: New Evidence from a Nonlinear ARDL Approach. (2018). Altintas, Halil ; Yacouba, Kassouri . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-7.

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2018The Imact of Capital, Concentration, Size and Liquidity on Banking Industry Performance in Nigeria. (2018). Obilikwu, James. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-8.

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2017Does Oil Prices Uncertainty Affect Stock Returns in Russia: A Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean Approach. (2017). Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-27.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2017Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain. (2017). Li, Qiming ; Cheng, KE ; Yang, Xiaoguang. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1821-1831.

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2017A framework for evaluating global national energy security. (2017). Wang, Qiang ; Zhou, Kan . In: Applied Energy. RePEc:eee:appene:v:188:y:2017:i:c:p:19-31.

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2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun. In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2018Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue. In: Applied Energy. RePEc:eee:appene:v:227:y:2018:i:c:p:393-402.

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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

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2018Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53.

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2019Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2017The impacts of competition and shadow banking on profitability: Evidence from the Chinese banking industry. (2017). Tan, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:89-106.

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2018Chinese bank efficiency during the global financial crisis: A combined approach using satisficing DEA and Support Vector Machines☆. (2018). Chen, Zhongfei ; Wanke, Peter ; Matousek, Roman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:71-86.

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2018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

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2018Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach. (2018). Clements, Adam ; Herrera, Rodrigo ; Gonzalez, Sergio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:70-88.

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2018Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis. (2018). Eraslan, Sercan ; Ali, Faek Menla. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:59-62.

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2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961.

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2018Extreme dependence and risk spillovers between oil and Islamic stock markets. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis H ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:42-63.

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2017The impact of crude oil prices on financial market indicators: copula approach. (2017). KÜÇÜKÖZMEN, CUMHUR ; Selcuk-Kestel, Sevtap A ; Kuukozmen, Cokun C ; Kayalar, Derya Ezgi . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:162-173.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333.

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2017A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. (2017). Raza, Syed ; Boubaker, Heni. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:105-117.

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2017Dynamic relationship of oil price shocks and country risks. (2017). Lee, Chien-Chiang ; Ning, Shao-Lin. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:571-581.

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2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

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2017Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries. (2017). Tziogkidis, Panagiotis ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:440-453.

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2018Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

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2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral ; Yoon, Seong-Min ; Mitra, Amarnath ; Jena, Sangram Keshari. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:120-134.

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2018Oil price shocks and the financial performance patterns of logistics service providers. (2018). Hofmann, Erik ; Zinn, Martin ; Toyli, Juuso ; Solakivi, Tomi. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:290-306.

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2018The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm. (2018). Cheng, Fangzheng ; Li, Shanling ; Fan, Dandan. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:341-355.

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2018The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Kang, Wensheng ; Ewing, Bradley T. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:505-516.

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2018Automobile manufacturers, electric vehicles and the price of oil. (2018). Baur, Dirk G ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:252-262.

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2018Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach. (2018). Ji, Qiang ; Uddin, Gazi Salah ; Nehler, Henrik ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:115-126.

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2018Sectoral exposure of financial markets to oil risk factors in BRICS countries. (2018). Dogah, Kingsley E ; Premaratne, Gamini. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:228-256.

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2017Oil price shocks and Chinas stock market. (2017). Wei, Yanfeng ; Guo, Xiaoying. In: Energy. RePEc:eee:energy:v:140:y:2017:i:p1:p:185-197.

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2017Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data. (2017). Degiannakis, Stavros ; Potamia, Artemis . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:176-190.

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2017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:1-26.

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2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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2018Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies. (2018). Kalyvas, Antonios ; Nguyen, Thanh Cong ; Bermpei, Theodora. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:255-275.

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2017Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index. (2017). Luo, Xingguo ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:29-34.

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2017How does the stock market value bank diversification? Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:101-104.

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2018The relationship among China’s fuel oil spot, futures and stock markets. (2018). Ping, LI ; Qingchao, Zeng ; Tianna, Yang ; Ziyi, Zhang. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:151-162.

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2018On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market. (2018). Damianov, Damian S ; Elsayed, Ahmed H. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:193-200.

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2018Performance ranking (dis)similarities in commodity markets. (2018). Zhang, Hanxiong ; Vortelinos, Dimitrios I ; Auer, Benjamin R. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:115-137.

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2018Multiple days ahead realized volatility forecasting: Single, combined and average forecasts. (2018). Degiannakis, Stavros. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:41-61.

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2018Financial protection in Europe: a systematic review of the literature and mapping of data availability. (2018). Yerramilli, Pooja ; Thomson, Sarah ; Fernandez, Oscar . In: Health Policy. RePEc:eee:hepoli:v:122:y:2018:i:5:p:493-508.

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2018The effect of capital ratios on the risk, efficiency and profitability of banks: Evidence from OECD countries. (2018). Bitar, Mohammad ; Walker, Thomas ; Pukthuanthong, Kuntara. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:227-262.

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2018Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold. (2018). Junttila, Juha ; Raatikainen, Juhani ; Pesonen, Juho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:255-280.

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2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

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2017Unfolded risk-return trade-offs and links to Macroeconomic Dynamics. (2017). Liu, Xiaochun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:1-19.

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2017The effects of oil price shocks on U.S. stock order flow imbalances and stock returns. (2017). Tsouknidis, Dimitris ; Savva, Christos ; Lambertides, Neophytos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:137-146.

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2018The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:264-280.

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2017Asymmetric tail dependence between oil price shocks and sectors of Saudi Arabia System. (2017). Trabelsi, Nader. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:16:y:2017:i:c:p:26-41.

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2018Oil and energy sector stock markets: An analysis of implied volatility indexes. (2018). Dutta, Anupam. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:44:y:2018:i:c:p:61-68.

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2018Bad luck, Bad policy or Bad banking? Understanding the financial management behavior of MENA banks. (2018). Ghosh, Saibal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:110-128.

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2017Evaluating efficiencies of Chinese commercial banks in the context of stochastic multistage technologies. (2017). Huang, Tai-Hsin ; Chen, Kuan-Chen . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:93-110.

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2017Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. (2017). Hkiri, Besma ; Yarovaya, Larisa ; Aloui, Chaker ; Hammoudeh, Shawkat. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:124-150.

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2018Measuring Value-at-Risk and Expected Shortfall of crude oil portfolio using extreme value theory and vine copula. (2018). Lei, Likun ; Yu, Wenhua ; Yang, Kun ; Wei, YU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1423-1433.

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2018Do oil shocks predict economic policy uncertainty?. (2018). Ur, Mobeen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:498:y:2018:i:c:p:123-136.

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2018On a class of estimation and test for long memory. (2018). Fu, Hui ; He, Xin-Jiang ; Chen, Wenting . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:906-920.

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2019Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis. (2019). Ferreira, Paulo ; Pereira, Hernane Borges ; da Silva, Marcus Fernandes ; de Area, Eder Johson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:86-96.

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2017Market states and the risk-return tradeoff. (2017). Wang, Zijun ; Khan, Moosa M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:314-327.

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2017Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market?. (2017). Liu, Xiaochun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:275-293.

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2018On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

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2018A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries. (2018). Pavlova, Ivelina ; Parhizgari, Ali M ; de Boyrie, Maria E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22.

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2017Volatility Spillovers from Australias major trading partners across the GFC. (2017). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:159-175.

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2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:453-483.

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2017Impacts of oil price shocks on Chinese stock market liquidity. (2017). Zheng, Xinwei ; Su, Dan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:136-174.

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2017Time-varying return-volatility relation in international stock markets. (2017). Jin, Xiaoye. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:157-173.

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2018Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102.

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2019Regional financial efficiency and its non-linear effects on economic growth in China. (2019). Hu, May ; Chao, Chi Chur ; Zhang, Jing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:193-206.

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2017The impact of FIFA’s official announcements on the stock market of Qatar: The case of the 2022 World Cup. (2017). al Refai, Hisham ; Eissa, Mohamed Abdelaziz . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:347-353.

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2017Can (unusual) weather conditions in New York predict South African stock returns?. (2017). GUPTA, RANGAN ; Apergis, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:377-386.

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2017The impacts of risk-taking behaviour and competition on technical efficiency: Evidence from the Chinese banking industry. (2017). Tan, Yong ; Anchor, John . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:90-104.

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2017Time-varying impacts of demand and supply oil shocks on correlations between crude oil prices and stock markets indices. (2017). Nadal, Raquel ; Lucena, Andre ; Szklo, Alexandre. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1011-1020.

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2017Hedge fund returns under crisis scenarios: A holistic approach. (2017). Degiannakis, Stavros ; Stoforos, Chrysostomos E ; Palaskas, Theodosios B. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1196-1207.

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2017The one-trading-day-ahead forecast errors of intra-day realized volatility. (2017). Degiannakis, Stavros. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1298-1314.

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2017On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt. (2017). Ahmed, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:61-74.

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2018Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:227-238.

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2019What is going on with studies on banking efficiency?. (2019). de Abreu, Emmanuel Sousa ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:195-219.

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2019Disentangling the impact of securitization on bank profitability. (2019). Bakoush, Mohamed ; Wolfe, Simon ; Abouarab, Rabab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:519-537.

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2018Financial protection of households against health shocks in Greece during the economic crisis. (2018). Chantzaras, Athanasios E ; Yfantopoulos, John N. In: Social Science & Medicine. RePEc:eee:socmed:v:211:y:2018:i:c:p:338-351.

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2018Dynamic return and volatility spillovers among S&P 500, crude oil and gold. (2018). Balcilar, Mehmet ; Ozdemir, Huseyin. In: Working Papers. RePEc:emu:wpaper:15-46.pdf.

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2017The Factors Affecting the Profitability of Banks: The Case of Latvia. (2017). Bojre, K ; Romnova, I. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:v:y:2017:i:4:p:78-95.

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2017The Factors Affecting the Profitability of Banks: The Case of Latvia. (2017). Bojare, K ; Romanova, I. In: European Research Studies Journal. RePEc:ers:journl:v:v:y:2017:i:4:p:78-95.

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2017The Factors Affecting the Profitability of Banks: The Case of Latvia. (2017). Bojare, Kristina ; Romanova, Inna. In: European Research Studies Journal. RePEc:ers:journl:v:xx:y:2017:i:3a:p:905-919.

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

Works by Dr Christos Floros:


YearTitleTypeCited
2006Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa In: The African Finance Journal.
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2014A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification In: Manchester School.
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2014A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification.(2014) In: MPRA Paper.
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2013Return dispersion, stock market liquidity and aggregate economic activity In: Working Papers.
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2004Stock Returns and Inflation in Greece In: Applied Econometrics and International Development.
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article6
2004Seasonaility and Cointegration in the Fishing Industry of Conrwall In: International Journal of Applied Econometrics and Quantitative Studies.
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article1
2005Forecasting the UK Unemployment Rate: Model Comparisons In: International Journal of Applied Econometrics and Quantitative Studies.
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article1
2014Calendar anomalies in cash and stock index futures: International evidence In: Economic Modelling.
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article5
2014Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off? In: Journal of Empirical Finance.
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article6
2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries In: International Review of Financial Analysis.
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article196
2013Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence In: International Review of Financial Analysis.
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2013Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
paper
2013Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market In: International Review of Financial Analysis.
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2016Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom In: International Review of Financial Analysis.
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article5
2016Dynamic spillover effects in futures markets: UK and US evidence In: International Review of Financial Analysis.
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article6
2016Intra-day realized volatility for European and USA stock indices In: Global Finance Journal.
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article6
2015Intra-Day Realized Volatility for European and USA Stock Indices.(2015) In: MPRA Paper.
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paper
2017Asset prices regime-switching and the role of inflation targeting monetary policy In: Global Finance Journal.
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article2
2015Asset prices regime-switching and the role of inflation targeting monetary policy.(2015) In: MPRA Paper.
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paper
2018Risk, competition and efficiency in banking: Evidence from China In: Global Finance Journal.
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article1
2016Out of pocket payments and social health insurance for private hospital care: Evidence from Greece In: Health Policy.
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article2
2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment In: Journal of International Financial Markets, Institutions and Money.
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article47
2013Risk, capital and efficiency in Chinese banking In: Journal of International Financial Markets, Institutions and Money.
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article21
2013Modeling CAC40 volatility using ultra-high frequency data In: Research in International Business and Finance.
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article1
2013Modeling CAC40 Volatility Using Ultra-high Frequency Data.(2013) In: MPRA Paper.
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In: .
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article1
2003Development of a Computable General Equilibrium (CGE) Model for Fisheries In: EcoMod2004.
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2016Volatility, trading volume and open interest in futures markets In: International Journal of Managerial Finance.
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2007The use of GARCH models for the calculation of minimum capital risk requirements: International evidence In: International Journal of Managerial Finance.
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article2
2011Dynamic relationships between Middle East stock markets In: International Journal of Islamic and Middle Eastern Finance and Management.
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2010The impact of the Athens Olympic Games on the Athens Stock Exchange In: Journal of Economic Studies.
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article3
2012Bank profitability and inflation: the case of China In: Journal of Economic Studies.
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article10
2014Econometric investigation of internet banking adoption in Greece In: Journal of Economic Studies.
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article0
2012Testing dominant theories and assumptions in behavioral finance In: Journal of Risk Finance.
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article0
2015A note on dynamic hedging: Empirical evidence from FTSE-100 and S&P 500 futures markets In: Journal of Risk Finance.
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2008The monthly and trading month effects in Greek stock market returns: 1996-2002 In: Managerial Finance.
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article4
2008The influence of the political elections on the course of the Athens Stock Exchange 1996-2002 In: Managerial Finance.
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article0
2008The efficiency of Greek stock index futures market In: Managerial Finance.
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article0
2012Evaluating value-at-risk models before and after the financial crisis of 2008: International evidence In: Managerial Finance.
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article1
2012Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence.(2012) In: MPRA Paper.
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paper
2017The profitability of Chinese banks: impacts of risk, competition and efficiency In: Review of Accounting and Finance.
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article7
2007Long memory in the Portuguese stock market In: Studies in Economics and Finance.
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article7
2011On the relationship between weather and stock market returns In: Studies in Economics and Finance.
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article3
2012Stock market volatility and bank performance in China In: Studies in Economics and Finance.
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article5
2008LONG MEMORY IN EXCHANGE RATES: INTERNATIONAL EVIDENCE In: The International Journal of Business and Finance Research.
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article2
2015Number of ATMs, IT investments, bank profitability and efficiency in Greece In: Global Business and Economics Review.
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article1
2016Efficiency, leverage and profitability: the case of Greek manufacturing sector In: Global Business and Economics Review.
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article0
2009VAR model training using particle swarm optimisation: evidence from macro-finance data In: International Journal of Computational Economics and Econometrics.
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article1
2009Internet banking services and fees: the case of Greece In: International Journal of Electronic Finance.
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article0
2011Hedging with a generalised basis risk: empirical results In: International Journal of Financial Markets and Derivatives.
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article0
2013How the internet affects the financial performance of Greek banks In: International Journal of Financial Services Management.
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article1
2014Risk, profitability, and competition: evidence from the Chinese banking industry In: Journal of Developing Areas.
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article2
2005Price Linkages Between the US, Japan and UK Stock Markets In: Financial Markets and Portfolio Management.
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article3
2017Combined social and private health insurance versus catastrophic out of pocket payments for private hospital care in Greece In: International Journal of Health Economics and Management.
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article1
2014Dynamic Spillover Effects in Futures Markets In: MPRA Paper.
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paper1
2015Dynamic Connectedness of UK Regional Property Prices In: MPRA Paper.
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paper0
2013Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment In: MPRA Paper.
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paper22
2014Simplified option pricing techniques In: DUTH Research Papers in Economics.
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2013Moon Phases, Mood and Stock Market Returns In: Journal of Emerging Market Finance.
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article1
2007Price and Open Interest in Greek Stock Index Futures Market In: Journal of Emerging Market Finance.
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article0
2010Hedge Ratios in South African Stock Index Futures In: Journal of Emerging Market Finance.
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article3
2008Stock market returns and the temperature effect: new evidence from Europe In: Applied Financial Economics Letters.
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article5
2004Hedge ratios in Greek stock index futures market In: Applied Financial Economics.
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article10
2011Option listing, returns and volatility: evidence from Greece In: Applied Financial Economics.
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article1
2012Bank profitability and GDP growth in China: a note In: Journal of Chinese Economic and Business Studies.
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article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2019. Contact: CitEc Team