Dr Christos Floros : Citation Profile


Are you Dr Christos Floros?

10

H index

11

i10 index

688

Citations

RESEARCH PRODUCTION:

56

Articles

17

Papers

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 45
   Journals where Dr Christos Floros has often published
   Relations with other researchers
   Recent citing documents: 180.    Total self citations: 17 (2.41 %)

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ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfl33
   Updated: 2020-11-21    RAS profile: 2019-11-20    
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Relations with other researchers


Works with:

Antonakakis, Nikolaos (3)

Chatziantoniou, Ioannis (3)

Filis, George (3)

Degiannakis, Stavros (2)

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 (62)

Filis, George (54)

Ratti, Ronald (19)

Guesmi, Khaled (12)

GUESMI, Khaled (12)

Tiwari, Aviral (11)

Basher, Syed (10)

GUPTA, RANGAN (10)

Antonakakis, Nikolaos (9)

Zhang, Dayong (8)

Yoon, Kyung Hwan (8)

Cites to:

Bollerslev, Tim (46)

Engle, Robert (28)

Diebold, Francis (23)

Kilian, Lutz (22)

Degiannakis, Stavros (21)

Hamilton, James (20)

Andersen, Torben (19)

Hansen, Peter (16)

AROURI, Mohamed (14)

Wagstaff, Adam (13)

Hammoudeh, Shawkat (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 Risk Finance2
Applied Financial Economics2
International Journal of Managerial Finance2
Global Business and Economics Review2
Journal of International Financial Markets, Institutions and Money2
International Journal of Applied Econometrics and Quantitative Studies2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany13

Recent works citing Dr Christos Floros (2020 and 2019)


YearTitle of citing document
2019A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index. (2019). Volchenkov, Dimitri ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1911.01826.

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2020Sanction or Financial Crisis? An Artificial Neural Network-Based Approach to model the impact of oil price volatility on Stock and industry indices. (2019). Yaghoubi, Nourmohammad ; Tehrani, Reza ; Ezazi, Mohammadesmaeil ; Kokabisaghi, Somayeh. In: Papers. RePEc:arx:papers:1912.04015.

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2019Adaptive Dynamic Model Averaging with an Application to House Price Forecasting. (2019). Pavlidis, Efthymios ; Yusupova, Alisa . In: Papers. RePEc:arx:papers:1912.04661.

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2020Gaussian process imputation of multiple financial series. (2020). Tobar, Felipe ; Cuevas, Alejandro ; de Wolff, Taco. In: Papers. RePEc:arx:papers:2002.05789.

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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). Usman, Muhammad ; Siddiqui, Danish Ahmed. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:45-61.

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2019Determinants of Bank Profitability: Evidence from Commercial Banks of Bangladesh. (2019). Rana, Md Shohel ; Islam, Shafiqul. In: Journal of Asian Business Strategy. RePEc:asi:joabsj:2019:p:174-183.

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2019Intellectual Capital: Its Impact on Financial Performance and Financial Stability of Ghanaian Banks. (2019). Duho, King Carl Tornam ; Onumah, Joseph Mensah . In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev5i3-4.

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2019Forecasting the Colombian Unemployment Rate Using Labour Force Flows. (2019). Zarate-Solano, Hector M ; Lasso-Valderrama, Francisco. In: Borradores de Economia. RePEc:bdr:borrec:1073.

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2020ANOTHER LOOK AT ‘BANK COMPETITION AND FINANCIAL STABILITY: MUCH ADO ABOUT NOTHING’?. (2020). Reed, W. ; Das, Kuntal ; Bandaranayake, Samangi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:2:p:344-371.

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2019Another Look at “Bank Competition and Financial Stability: Much Ado about Nothing?”. (2019). Reed, W. ; Das, Kuntal ; Bandaranayake, Samangi. In: Working Papers in Economics. RePEc:cbt:econwp:19/08.

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2019ESTIMATING HEDGING EFFECTIVENESS USING VARIANCE REDUCTION AND RISK-RETURN APPROACHES: EVIDENCE FROM NATIONAL STOCK EXCHANGE OF INDIA. (2019). Gupta, Kapil ; Kaur, Mandeep. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:8:y:2019:i:4:p:149-169.

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2019DETERMINANTS OF THE PROFITABILITY OF COMMERCIAL BANKS IN ETHIOPIA. (2019). Tarfa, Endalew Gutu ; Debela, Kenenisa Lemmi ; Shifa, Muktar Abdela. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:8:y:2019:i:4:p:185-201.

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2019Volatility Spillovers among the Cryptocurrency Time Series. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-7.

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2020Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-50.

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2020Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). , Abdulrahman ; Rahman, Abdul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-16.

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2020Relationship between Oil and Stock Markets: Evidence from Pakistan Stock Exchange. (2020). Hanif, Muhammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-19.

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2020Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries. (2020). Dritsakis, Nikolaos ; Kartsonakis-Mademlis, Dimitrios. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-21.

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2019Educational level and Internet banking. (2019). Diaz, Inmaculada Aguiar ; Zagalaz, Jose Ramon. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:22:y:2019:i:c:p:31-40.

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2019Herd behavior and mood: An experimental study on the forecasting of share prices. (2019). Spiwoks, Markus ; Nahmer, Thomas ; Filiz, Ibrahim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:24:y:2019:i:c:s2214635019300218.

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2019The risk return relationship: Evidence from index returns and realised variances. (2019). Yang, Minxian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:5.

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2019Health expenditure and FDI in Europe. (2019). Gitto, Lara ; Giammanco, Maria Daniela. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:255-267.

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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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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

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2019Competition, efficiency and stability: An empirical study of East Asian commercial banks. (2019). My, Hanh Thi ; Robert, W ; Anwar, Sajid ; Phan, Hien Thu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305473.

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2020What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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2020Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499.

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2019Basel III liquidity rules: The implications for bank lending growth in Africa. (2019). Adesina, Kolade Sunday. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:2:6.

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2019A novel market efficiency index for energy futures and their term structure risk premiums. (2019). Roberts, Helen ; Premachandra, I M ; Kuruppuarachchi, Duminda. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:23-33.

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2019Oil price shocks and Chinese banking performance: Do country risks matter?. (2019). Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:46-53.

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2019The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

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2019The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

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2019Impact of oil price change on airlines stock price and volatility: Evidence from China and South Korea. (2019). Yoon, Seong-Min ; Yun, Xiao. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:668-679.

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2019Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective. (2019). Yang, Lu. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:219-233.

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2019Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States. (2019). Ma, Feng ; Xu, Weiju ; Zhang, Bing ; Chen, Wang. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:310-320.

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2019Risk spillovers between oil and stock markets: A VAR for VaR analysis. (2019). Wang, Yudong ; Wen, Danyan ; Ma, Chaoqun. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:524-535.

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2019Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:536-552.

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2019Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes. (2019). Heni, Boubaker ; Souhir, Ben Amor ; Lotfi, Belkacem. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:635-655.

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2019Financialization, fundamentals, and the time-varying determinants of US natural gas prices. (2019). Zhang, Dayong ; Broadstock, David Clive ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:707-719.

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2019Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

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2019Crude oil price shocks and hedging performance: A comparison of volatility models. (2019). Cho, Hoon ; Chun, Dohyun ; Kim, Jihun. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1132-1147.

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2019Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ma, Yan-Ran ; Pan, Jiaofeng ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:536-544.

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2019Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables. (2019). Kemp, Alexander ; Liu, Jingzhen. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:672-686.

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2019Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143.

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2020Oil price shocks and EMU sovereign yield spreads. (2020). Filis, George ; Filippidis, Michail ; Kizys, Renatas. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304530.

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2020Oil price shocks, global financial markets and their connectedness. (2020). Demirer, Riza ; Hussain, Syed Jawad ; Ferrer, Roman. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301110.

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2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Hammoudeh, Shawkat ; Balcilar, Mehmet. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s030142151930518x.

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2019Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets. (2019). Goutte, Stéphane ; Jamali, Ibrahim ; Guesmi, Khaled ; Abid, Ilyes. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s0301421519305403.

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2019Volatility spillover impact of world oil prices on leading Asian energy exporting and importing economies’ stock returns. (2019). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:188:y:2019:i:c:s0360544219316962.

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2020Dynamic complexity and causality of crude oil and major stock markets. (2020). Wang, Jun ; Xiao, DI. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324867.

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2020The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective. (2020). Cai, Guixin ; Zhang, Hao ; Yang, Dongxiao. In: Energy. RePEc:eee:energy:v:196:y:2020:i:c:s0360544220302061.

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2020Dynamics of spillover network among oil and leading Asian oil trading countries’ stock markets. (2020). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:207:y:2020:i:c:s0360544220311841.

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2020Dynamic and frequency-domain spillover among economic policy uncertainty, stock and housing markets in China. (2020). Xia, Tongshui ; Geng, Jiang-Bo ; Yao, Chen-Xi. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919303126.

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2020Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. (2020). Liu, Jia ; He, Kaijian ; Stafylas, Dimitrios ; Zha, Rui ; Yu, Lean. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304964.

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2020Does oil price have similar effects on the exchange rates of BRICS?. (2020). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s105752191930362x.

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2019Profitability shocks and recovery in time of crisis evidence from European banks. (2019). di Battista, Maria Luisa ; Cucinelli, Doriana ; Bongini, Paola ; Nieri, Laura. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:233-239.

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2019Stock market integration between the UK and the US: Evidence over eight decades. (2019). Casalin, Fabrizio ; Aladesanmi, Olalekan ; Metcalf, Hugh . In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:32-43.

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2020Informal out-of-pocket payments for healthcare services in Greece. (2020). Vozikis, Athanassios ; Souliotis, Kyriakos ; Fawkes, Leanne ; Koufopoulou, Paraskevi ; Giannouchos, Theodoros V. In: Health Policy. RePEc:eee:hepoli:v:124:y:2020:i:7:p:758-764.

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2019High frequency volatility co-movements in cryptocurrency markets. (2019). Corbet, Shaen ; Katsiampa, Paraskevi ; Lucey, Brian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:35-52.

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2020Bank market power and SME finance: Firm-bank evidence from European countries. (2020). Huang, Xing ; Han, Liang ; Wang, Xiaodong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300770.

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2020The bank capital-competition-risk nexus – A global perspective. (2020). Noel, Dennison ; Karim, Dilruba ; Davis, Philip E. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s104244311930383x.

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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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2019Cross-regional connectedness in the Korean housing market. (2019). Lee, Hahn Shik. In: Journal of Housing Economics. RePEc:eee:jhouse:v:46:y:2019:i:c:s1051137718300585.

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2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075.

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2020The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market. (2020). Lau, Wee Yeap ; Go, You-How. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851317300028.

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2019Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. (2019). Idume, Gabriel ; Yuni, Denis ; Anochiwa, Lasbrey ; Urom, Christian. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300246.

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2019Weather impact on retail sales: How can weather derivatives help with adverse weather deviations?. (2019). Petljak, Kristina ; Tulec, Ivana ; Naletina, Dora. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:49:y:2019:i:c:p:1-10.

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2020Simplex representation of insurance performance analysis. (2020). Gupta, Santanu ; Bharathkumar, Sai Ranjani. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:419-436.

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2020Breaking the Perverse Health-debt Cycle in Sri Lanka: Policy Options. (2020). Abeysekera, Lakmal ; Kumara, Ajantha Sisira ; Samaratunge, Ramanie. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:728-745.

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2019Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico. (2019). Biswal, Pratap Chandra ; Choudhary, Sangita ; Singhal, Shelly . In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:255-261.

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2019The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets. (2019). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina ; Ugurlu-Yildirim, Ecenur. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:410-422.

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2019Oil subsidies and the risk exposure of oil-user stocks: Evidence from net oil producers. (2019). Hassan, M. Kabir ; Basher, Syed ; Alhassan, Abdulrahman. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:461-472.

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2019Volatility spillovers and hedging: Evidence from Asian oil-importing countries. (2019). Khalfaoui, Rabeh ; Sarwar, Suleman ; Dastgerdi, Hamidreza Ghorbani ; Waheed, Rida. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:479-488.

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2019Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management. (2019). Tiwari, Aviral ; Sarwar, Suleman ; Khalfaoui, Rabeh. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:22-32.

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2019Correlations and volatility spillovers between oil, natural gas, and stock prices in India. (2019). Tiwari, Aviral ; Pradhan, Ashis ; Kumar, Satish ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:282-291.

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2019Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach. (2019). Mishra, Shekhar ; Meo, Muhammad Saeed ; Sharif, Arshian ; Rehman, Syed Abdul ; Khuntia, Sashikanta. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:292-304.

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2020Modeling the nexus of crude oil, new energy and rare earth in China: An asymmetric VAR-BEKK (DCC)-GARCH approach. (2020). Zheng, Biao ; Chen, Yufeng ; Qu, Fang. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420718306950.

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2020The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive models. (2020). Rafei, Meysam ; Shahrestani, Parnia. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719302843.

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2020The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Chang, Bisharat Hussain ; Rehman, Syed Abdul ; Salman, Asma ; Suki, Norazah Mohd ; Aman, Ameenullah. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719304751.

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2019Should central banks use the currency futures market to manage spot volatility? Evidence from India. (2019). Biswal, P C ; Jain, Anshul. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x18302330.

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2019Bank performance in China: A Perspective from Bank efficiency, risk-taking and market competition. (2019). Lau, Chi Keung ; Fang, Jianchun ; Zhang, Hua ; Tan, Yong ; Lu, Zhou. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:290-309.

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2020Long memory or regime switching in volatility? Evidence from high-frequency returns on the U.S. stock indices. (2020). Ho, Kin-Yip ; Gao, Guangyuan ; Shi, Yanlin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x18300441.

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2020The inter-temporal relationship between risk, capital and efficiency: The case of Islamic and conventional banks. (2020). Pappas, Vasileios ; Hassan, Kabir M ; Izzeldin, Marwan ; Saeed, Momna . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19305992.

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2020Bank governance and crisis-period efficiency: A multinational study on Islamic and conventional banks. (2020). Safiullah, MD. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19306390.

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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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2019Does weather influence investor behavior, stock returns, and volatility? Evidence from the Greater China region. (2019). Shahzad, Farrukh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:525-543.

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2019Energy shocks pricing model: A non-linear US sectoral based analysis. (2019). Ur, Mobeen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313196.

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2020The relationship between oil prices and the Brazilian stock market. (2020). Ferreira, Paulo ; Silva, Marcus ; Pereira, Eder. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320874.

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2019The impact of state ownership and business models on bank stability: Empirical evidence from the Eurasian Economic Union. (2019). Pak, Olga . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:161-175.

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2019The dynamic behavior of evolving efficiency: Evidence from the UAE stock markets. (2019). Al-Shboul, Mohammad ; Alsharari, Nizar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:73:y:2019:i:c:p:119-135.

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2020Efficiency, technical progress and productivity of Arab banks: A non-parametric approach. (2020). el Moussawi, Chawki ; Mansour, Rana. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:191-208.

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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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2019A sectoral analysis of asymmetric nexus between oil price and stock returns. (2019). Salisu, Afees ; Raheem, Ibrahim ; Ndako, Umar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:61:y:2019:i:c:p:241-259.

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2019The economic sources of Chinas CSI 300 spot and futures volatilities before and after the 2015 stock market crisis. (2019). Gong, Yuting ; Chen, Qiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:102-121.

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2019Market structure, performance, and efficiency: Evidence from the MENA banking sector. (2019). Sestayo, Ruben Lado ; Bua, Milagros Vivel ; Razia, Alaa ; Gonzalez, Luis Otero. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:84-101.

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2020Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. (2020). He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:131-153.

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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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2019Investigating volatility transmission and hedging properties between Bitcoin and Ethereum. (2019). Papadamou, Stephanos ; Kyriazis, Nikolaos A ; Koulis, Alexandros ; Beneki, Christina . In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:219-227.

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

Dr Christos Floros has edited the books:


YearTitleTypeCited

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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article3
2018The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis In: BAFES Working Papers.
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paper0
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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article9
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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This paper has another version. Agregated cites: 9
paper
2013Return dispersion, stock market liquidity and aggregate economic activity In: Working Papers.
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paper1
2004Stock Returns and Inflation in Greece In: Applied Econometrics and International Development.
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article7
2004Seasonaility and Cointegration in the Fishing Industry of Conrwall In: International Journal of Applied Econometrics and Quantitative Studies.
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article2
2005Forecasting the UK Unemployment Rate: Model Comparisons In: International Journal of Applied Econometrics and Quantitative Studies.
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article3
2014Calendar anomalies in cash and stock index futures: International evidence In: Economic Modelling.
[Full Text][Citation analysis]
article9
2014Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off? In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article9
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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article278
2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 278
paper
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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article15
2013Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
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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article0
2016Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article10
2016Dynamic spillover effects in futures markets: UK and US evidence In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article10
2016Intra-day realized volatility for European and USA stock indices In: Global Finance Journal.
[Full Text][Citation analysis]
article9
2015Intra-Day Realized Volatility for European and USA Stock Indices.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2017Asset prices regime-switching and the role of inflation targeting monetary policy In: Global Finance Journal.
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article3
2015Asset prices regime-switching and the role of inflation targeting monetary policy.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2018Risk, competition and efficiency in banking: Evidence from China In: Global Finance Journal.
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article5
2016Out of pocket payments and social health insurance for private hospital care: Evidence from Greece In: Health Policy.
[Full Text][Citation analysis]
article6
2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article64
2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 64
paper
2013Risk, capital and efficiency in Chinese banking In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article40
2018Macroeconomic and financing determinants of out of pocket payments in health care: Evidence from selected OECD countries In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article2
2013Modeling CAC40 volatility using ultra-high frequency data In: Research in International Business and Finance.
[Full Text][Citation analysis]
article2
2013Modeling CAC40 Volatility Using Ultra-high Frequency Data.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2013Market power, stability and performance in the Chinese banking industry In: Economic Issues Journal Articles.
[Full Text][Citation analysis]
article5
2010Development of a Computable General Equilibrium (CGE) Model for Fisheries In: EcoMod2004.
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paper0
2016Volatility, trading volume and open interest in futures markets In: International Journal of Managerial Finance.
[Full Text][Citation analysis]
article4
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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article3
2011Dynamic relationships between Middle East stock markets In: International Journal of Islamic and Middle Eastern Finance and Management.
[Full Text][Citation analysis]
article0
2010The impact of the Athens Olympic Games on the Athens Stock Exchange In: Journal of Economic Studies.
[Full Text][Citation analysis]
article4
2012Bank profitability and inflation: the case of China In: Journal of Economic Studies.
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article23
2014Econometric investigation of internet banking adoption in Greece In: Journal of Economic Studies.
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article1
2012Testing dominant theories and assumptions in behavioral finance In: Journal of Risk Finance.
[Full Text][Citation analysis]
article0
2015A note on dynamic hedging: Empirical evidence from FTSE-100 and S&P 500 futures markets In: Journal of Risk Finance.
[Full Text][Citation analysis]
article0
2008The monthly and trading month effects in Greek stock market returns: 1996-2002 In: Managerial Finance.
[Full Text][Citation analysis]
article9
2008The influence of the political elections on the course of the Athens Stock Exchange 1996-2002 In: Managerial Finance.
[Full Text][Citation analysis]
article1
2008The efficiency of Greek stock index futures market In: Managerial Finance.
[Full Text][Citation analysis]
article0
2012Evaluating value-at-risk models before and after the financial crisis of 2008: International evidence In: Managerial Finance.
[Full Text][Citation analysis]
article3
2012Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2017The profitability of Chinese banks: impacts of risk, competition and efficiency In: Review of Accounting and Finance.
[Full Text][Citation analysis]
article13
2007Long memory in the Portuguese stock market In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article8
2011On the relationship between weather and stock market returns In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article7
2012Stock market volatility and bank performance in China In: Studies in Economics and Finance.
[Full Text][Citation analysis]
article7
2008LONG MEMORY IN EXCHANGE RATES: INTERNATIONAL EVIDENCE In: The International Journal of Business and Finance Research.
[Full Text][Citation analysis]
article4
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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article8
2005Price Linkages Between the US, Japan and UK Stock Markets In: Financial Markets and Portfolio Management.
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article6
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.
[Full Text][Citation analysis]
article1
2014Dynamic Spillover Effects in Futures Markets In: MPRA Paper.
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paper0
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.
[Full Text][Citation analysis]
paper39
2010Hedge Ratios in South African Stock Index Futures In: MPRA Paper.
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paper7
.() In: .
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This paper has another version. Agregated cites: 7
article
2010VIX Index in Interday and Intraday Volatility Models In: MPRA Paper.
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paper0
2014Simplified option pricing techniques In: DUTH Research Papers in Economics.
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paper0
2019SIMPLIFIED OPTION PRICING TECHNIQUES.(2019) In: Annals of Financial Economics (AFE).
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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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article13
2011Option listing, returns and volatility: evidence from Greece In: Applied Financial Economics.
[Full Text][Citation analysis]
article1
2012Bank profitability and GDP growth in China: a note In: Journal of Chinese Economic and Business Studies.
[Full Text][Citation analysis]
article16

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team