8
H index
6
i10 index
209
Citations
Dimitris Georgoutsos : Citation Profile
Athens University of Economics and Business (AUEB) | RESEARCH PRODUCTION: 23 Articles 19 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
31 years (1990 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dimitris Georgoutsos. | Is cited by:
| Cites to:
|
Main data
Where Dimitris Georgoutsos has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Financial Economics | 5 |
| Journal of International Financial Markets, Institutions and Money | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Crete, Department of Economics | 12 |
| Working Papers / Bank of Greece | 4 |
| CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance | 2 |
Recent works citing Dimitris Georgoutsos (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | . Full description at Econpapers || Download paper |
| 2023 | Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434. Full description at Econpapers || Download paper |
| 2021 | EMU deepening and sovereign debt spreads: using political space to achieve policy space. (2021). Pérez, Javier ; Kataryniuk, Iván ; Perez, Javier J ; Mora-Bajen, Victor. In: Working Papers. RePEc:bde:wpaper:2103. Full description at Econpapers || Download paper |
| 2022 | Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:4:p:1019-1046. Full description at Econpapers || Download paper |
| 2021 | Testing for UIP: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9027. Full description at Econpapers || Download paper |
| 2022 | Sovereign Credit Spreads, Banking Fragility, and Global Factors. (2022). Valenzuela, Patricio ; Martinez, Juan Francisco ; Garces, Felipe ; Chari, Anusha. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:957. Full description at Econpapers || Download paper |
| 2021 | Fragmentation in the European Monetary Union: Is it really over?. (2021). Luisi, Angelo ; Candelon, Bertrand ; Roccazzella, Francesco. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_016. Full description at Econpapers || Download paper |
| 2021 | Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96. Full description at Econpapers || Download paper |
| 2021 | COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?. (2021). Tripier, Fabien ; Ortmans, Aymeric. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001537. Full description at Econpapers || Download paper |
| 2022 | Sovereign and bank dependence in the eurozone: A multi-scale approach using wavelet-network analysis. (2022). Bales, Stephan. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002514. Full description at Econpapers || Download paper |
| 2023 | Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17. Full description at Econpapers || Download paper |
| 2022 | Financial Contagion of Russian Companies from the Oil Market under the Influence of Sanctions and Pandemic Shock. (2022). Ovcharov, Anton O ; Yu, Marina. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:220401:p:8-28. Full description at Econpapers || Download paper |
| 2021 | Machine Learning in Finance: A Metadata-Based Systematic Review of the Literature. (2021). Warin, Thierry ; Stojkov, Aleksandar. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:302-:d:587602. Full description at Econpapers || Download paper |
| 2022 | Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets.. (2022). Sosvilla-Rivero, Simon ; Pieterse-Bloem, Mary ; Gomez-Puig, Marta. In: IREA Working Papers. RePEc:ira:wpaper:202217. Full description at Econpapers || Download paper |
| 2022 | Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09371-x. Full description at Econpapers || Download paper |
| 2022 | Testing for UIP-Type Relationships: Nonlinearities, Monetary Announcements and Interest Rate Expectations. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: Open Economies Review. RePEc:kap:openec:v:33:y:2022:i:4:d:10.1007_s11079-021-09640-8. Full description at Econpapers || Download paper |
| 2023 | Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT). (2023). Navarro, Angeles M ; Lopez-Martin, Carmen ; Benito, Sonia. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00106-w. Full description at Econpapers || Download paper |
| 2023 | Does BRRD mitigate the bank-to-sovereign risk channel?. (2023). Vennet, Rudi Vander ; Soenen, Nicolas ; Present, Thomas ; Lamers, Martien. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:23/1060. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2021 | Neural networks in financial trading. (2021). Sermpinis, Georgios ; Rosillo, Rafael ; Karathanasopoulos, Andreas ; Fuente, David. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03144-y. Full description at Econpapers || Download paper |
| 2022 | The forecasting of consumer exchange-traded funds (ETFs) via grey relational analysis (GRA) and artificial neural network (ANN). (2022). Chen, Jo-Hui ; Malinda, Maya. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02039-x. Full description at Econpapers || Download paper |
Works by Dimitris Georgoutsos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2008 | Direction-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: 11 | article | |
| 2006 | Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Benchmark Bonds Interactions under Regime Shifts In: European Financial Management. [Full Text][Citation analysis] | article | 7 |
| 2009 | Benchmark bonds interactions under regime shifts.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2010 | European sovereign bond spreads: monetary unification, market conditions and financial integration. In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? In: Working Papers. [Full Text][Citation analysis] | paper | 40 |
| 2013 | Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
| 2018 | Risk perceptions and fundamental effects on sovereign spreads In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2001 | A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2004 | A Multivariate I(2) cointegration analysis of German hyperinflation.(2004) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2001 | COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2001 | The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 1995 | THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY In: Working Papers. [Citation analysis] | paper | 0 |
| 2000 | The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability.(2000) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1995 | TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS In: Working Papers. [Citation analysis] | paper | 3 |
| 1998 | Temporal aggregation in structural VAR models.(1998) In: Applied Stochastic Models and Data Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 1995 | COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994 In: Working Papers. [Citation analysis] | paper | 0 |
| 1995 | THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY In: Working Papers. [Citation analysis] | paper | 13 |
| 1998 | The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability.(1998) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
| 1995 | THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS In: Working Papers. [Citation analysis] | paper | 0 |
| 1995 | LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS? In: Working Papers. [Citation analysis] | paper | 0 |
| 1996 | COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s In: Working Papers. [Citation analysis] | paper | 0 |
| 1999 | The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis In: Working Papers. [Citation analysis] | paper | 1 |
| 1999 | Interest Parity, the Term Structure and Cointegration: an Integrated Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 1990 | Monopolistic competition and the Q theory of investment In: European Economic Review. [Full Text][Citation analysis] | article | 36 |
| 2016 | Interest parity, cointegration, and the term structure: Testing in an integrated framework In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2005 | Estimation 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] | article | 24 |
| 2008 | Testing the forward rate unbiasedness hypothesis during the 1920s In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2017 | Bank-sovereign contagion in the Eurozone: A panel VAR Approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 7 |
| 2000 | The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
| 2016 | Treasury yields and credit spread dynamics: A regime-switching approach In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 2 |
| 2008 | The extreme-value dependence of Asia-Pacific equity markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 8 |
| 2002 | Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence In: European Research Studies Journal. [Full Text][Citation analysis] | article | 2 |
| 2019 | Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices In: JRFM. [Full Text][Citation analysis] | article | 3 |
| 2021 | On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2020 | On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
| 2021 | Regime Switches in the Yield Curve-Credit Spread Relationship and the Prediction of Recessions In: Springer Books. [Citation analysis] | chapter | 0 |
| 2007 | Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
| 2013 | European sovereign bond spreads: financial integration and market conditions In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 1997 | The monetary model of the exchange rate and the Greek drachma in the 1920s In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2008 | Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
| 2020 | Determinants of Euro-Area Bank CDS Spreads In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team