Dimitris Georgoutsos : Citation Profile


Athens University of Economics and Business (AUEB)

8

H index

7

i10 index

232

Citations

RESEARCH PRODUCTION:

23

Articles

19

Papers

4

Chapters

RESEARCH ACTIVITY:

   34 years (1990 - 2024). See details.
   Cites by year: 6
   Journals where Dimitris Georgoutsos has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 7 (2.93 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pge234
   Updated: 2025-03-08    RAS profile: 2024-07-05    
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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:

Gómez-Puig, Marta (11)

Sosvilla-Rivero, Simon (11)

Caporale, Guglielmo Maria (7)

Scholtens, Bert (7)

Lee, Chin (6)

Crifo, Patricia (6)

CAPELLE-BLANCARD, Gunther (6)

Jimenez-Martin, Juan (5)

Girardi, Alessandro (5)

Kouretas, Georgios (5)

Azali, M. (4)

Cites to:

Johansen, Soren (65)

juselius, katarina (36)

Taylor, Mark (16)

Pagano, Marco (15)

Bekaert, Geert (11)

MacDonald, Ronald (11)

Fratzscher, Marcel (10)

Diebold, Francis (10)

von Hagen, Juergen (9)

Gómez-Puig, Marta (9)

Ang, Andrew (8)

Main data


Where Dimitris Georgoutsos has published?


Journals with more than one article published# docs
Applied Financial Economics5
Journal of International Financial Markets, Institutions and Money3

Working Papers Series with more than one paper published# docs
Working Papers / University of Crete, Department of Economics12
Working Papers / Bank of Greece4
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance2

Recent works citing Dimitris Georgoutsos (2025 and 2024)


Year  ↓Title of citing document  ↓
2024Dynamic 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

2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

Full description at Econpapers || Download paper

2024International interest rate arbitrage: Study on a novel strategy. (2024). Feng, Xuan ; Li, Zhuoran ; Wu, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006379.

Full description at Econpapers || Download paper

2024The impact of COVID-19 on sovereign contagion. (2024). Moratis, Georgios ; Drakos, Anastasios. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300089x.

Full description at Econpapers || Download paper

Works by Dimitris Georgoutsos:


Year  ↓Title  ↓Type  ↓Cited  ↓
2006Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network In: CeNDEF Working Papers.
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paper11
2008Direction-of-change forecasting using a volatility-based recurrent neural network.(2008) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 11
article
2006Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models In: CeNDEF Working Papers.
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paper1
2012Benchmark Bonds Interactions under Regime Shifts In: European Financial Management.
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article7
2009Benchmark bonds interactions under regime shifts.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 7
paper
2010European sovereign bond spreads: monetary unification, market conditions and financial integration. In: Working Papers.
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paper8
2012Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? In: Working Papers.
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paper48
2013Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability?.(2013) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 48
article
2018Risk perceptions and fundamental effects on sovereign spreads In: Working Papers.
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paper1
2001A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION In: Working Papers.
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paper7
2004A Multivariate I(2) cointegration analysis of German hyperinflation.(2004) In: Applied Financial Economics.
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This paper has nother version. Agregated cites: 7
article
2001COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK In: Working Papers.
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paper9
2001The 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.
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paper1
1995THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY In: Working Papers.
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paper0
2000The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability.(2000) In: Applied Financial Economics.
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This paper has nother version. Agregated cites: 0
article
1995TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS In: Working Papers.
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paper3
1998Temporal aggregation in structural VAR models.(1998) In: Applied Stochastic Models and Data Analysis.
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This paper has nother version. Agregated cites: 3
article
1995COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994 In: Working Papers.
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paper0
1995THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY In: Working Papers.
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paper15
1998The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability.(1998) In: Journal of Macroeconomics.
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This paper has nother version. Agregated cites: 15
article
1995THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS In: Working Papers.
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paper0
1995LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS? In: Working Papers.
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paper0
1996COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s In: Working Papers.
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paper0
1999The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis In: Working Papers.
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paper1
1999Interest Parity, the Term Structure and Cointegration: an Integrated Approach In: Working Papers.
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paper0
1990Monopolistic competition and the Q theory of investment In: European Economic Review.
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article36
2016Interest parity, cointegration, and the term structure: Testing in an integrated framework In: International Review of Financial Analysis.
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article2
2005Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance In: Journal of International Financial Markets, Institutions and Money.
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article26
2008Testing the forward rate unbiasedness hypothesis during the 1920s In: Journal of International Financial Markets, Institutions and Money.
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article3
2017Bank-sovereign contagion in the Eurozone: A panel VAR Approach In: Journal of International Financial Markets, Institutions and Money.
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article10
2000The 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.
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article11
2016Treasury yields and credit spread dynamics: A regime-switching approach In: The Journal of Economic Asymmetries.
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article2
2008The extreme-value dependence of Asia-Pacific equity markets In: Journal of Multinational Financial Management.
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article8
1996Empirical issues of the sterling-Deutschmark exchange rate behaviour before and after the September 1992 crisis In: Chapters.
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chapter0
2002Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence In: European Research Studies Journal.
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article2
2019Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices In: JRFM.
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article5
2021On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions In: Empirica.
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article0
2020On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0
paper
2017The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective In: Open Economies Review.
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article0
2021Regime Switches in the Yield Curve-Credit Spread Relationship and the Prediction of Recessions In: Springer Books.
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chapter0
2007Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus In: Applied Financial Economics.
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article6
2013European sovereign bond spreads: financial integration and market conditions In: Applied Financial Economics.
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article2
1997The monetary model of the exchange rate and the Greek drachma in the 1920s In: Applied Financial Economics.
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article1
2008Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index In: The European Journal of Finance.
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article6
2020Determinants of Euro-Area Bank CDS Spreads In: World Scientific Book Chapters.
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chapter0
2024The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators In: World Scientific Book Chapters.
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chapter0

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