Dimitris Georgoutsos : Citation Profile


Are you Dimitris Georgoutsos?

Athens University of Economics and Business (AUEB)

7

H index

5

i10 index

184

Citations

RESEARCH PRODUCTION:

22

Articles

19

Papers

RESEARCH ACTIVITY:

   30 years (1990 - 2020). See details.
   Cites by year: 6
   Journals where Dimitris Georgoutsos has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 7 (3.66 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pge234
   Updated: 2020-10-17    RAS profile: 2020-06-06    
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Relations with other researchers


Works with:

Kouretas, Georgios (3)

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 (8)

Sosvilla-Rivero, Simon (8)

Scholtens, Bert (5)

Azali, M. (5)

Jimenez-Martin, Juan (5)

Kouretas, Georgios (5)

McAleer, Michael (5)

Masih, Abul (4)

perez-amaral, teodosio (4)

CAPELLE-BLANCARD, Gunther (4)

Crifo, Patricia (4)

Cites to:

Johansen, Soren (60)

juselius, katarina (29)

Taylor, Mark (14)

Bekaert, Geert (10)

Fratzscher, Marcel (10)

Gómez-Puig, Marta (9)

Pagano, Marco (9)

MacDonald, Ronald (8)

Kouretas, Georgios (8)

Diebold, Francis (8)

MacKinnon, James (7)

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 (2020 and 2019)


YearTitle of citing document
2020Asymmetric determinants of corporate bond credit spreads in China: Evidence from a nonlinear ARDL model. (2020). Si, Deng-Kui ; Li, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302700.

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2019Quantitative easing and sovereign yield spreads: Euro-area time-varying evidence. (2019). Jalles, Joao ; Afonso, Antonio. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:208-224.

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2019Sovereign bond yield spreads and sustainability: An empirical analysis of OECD countries. (2019). CAPELLE-BLANCARD, Gunther ; Scholtens, Bert ; Oueghlissi, Rim ; Diaye, Marc-Arthur ; Crifo, Patricia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:156-169.

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2020The diabolical sovereigns/banks risk loop: A VAR quantile design. (2020). Angelini, Eliana ; Foglia, Matteo. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300050.

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2019Financial frictions, investment, and Tobin’s q. (2019). Walentin, Karl ; Lorenzoni, Guido ; Cao, Dan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:105-122.

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2020Modeling I(2) Processes Using Vector Autoregressions Where the Lag Length Increases with the Sample Size. (2020). Bauer, Dietmar ; Li, Yuanyuan. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:38-:d:415196.

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2020The Growth of Private Sector and Financial Development in Saudi Arabia. (2020). Haque, Mohammad Imdadul. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:2:p:39-:d:357217.

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2020Financial Time Series: Methods and Models. (2020). Caporin, Massimiliano ; Storti, Giuseppe. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:86-:d:351267.

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2019“Increasing contingent guarantees: The asymmetrical effect on sovereign risk of different government interventions. (2019). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:201914.

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2020Financial Crises and Climate Change. (2020). Jalles, Joao ; Cevik, Serhan. In: Working Papers REM. RePEc:ise:remwps:wp01322020.

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2019Incorporating financial market volatility to improve forecasts of directional changes in Australian share market returns. (2019). Natoli, Riccardo ; Kulendran, Nada ; Erdugan, Riza. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:4:d:10.1007_s11408-019-00338-z.

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2020Banks and Sovereigns: Did adversity bring them closer?. (2020). Sheenan, L ; Dongue, M ; Flavin, T. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n307-20.pdf.

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2019Ocena ratingowa a koszt obsługi długu publicznego w krajach Europy Środkowo-Wschodniej w latach 2005–2017. (2019). Tobera, Pawe. In: Gospodarka Narodowa. RePEc:sgh:gosnar:y:2019:i:1:p:87-109.

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2019Forecasting government bond spreads with heuristic models: evidence from the Eurozone periphery. (2019). Zekaite, Zivile ; Stasinakis, Charalampos ; Fernandes, Filipa . In: Annals of Operations Research. RePEc:spr:annopr:v:282:y:2019:i:1:d:10.1007_s10479-018-2808-0.

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2019Extremal Economic (Inter)Dependence Studies: A Case of the Eastern European Countries. (2019). Matkovskyy, Roman. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:3:d:10.1007_s40953-018-0151-6.

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Works by Dimitris Georgoutsos:


YearTitleTypeCited
2006Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network In: CeNDEF Working Papers.
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paper8
2008Direction-of-change forecasting using a volatility-based recurrent neural network.(2008) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 8
article
2006Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models In: CeNDEF Working Papers.
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paper1
2012Benchmark Bonds Interactions under Regime Shifts In: European Financial Management.
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article6
2009Benchmark bonds interactions under regime shifts.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 6
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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paper32
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 another version. Agregated cites: 32
article
2018Risk perceptions and fundamental effects on sovereign spreads In: Working Papers.
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paper0
2001A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION In: Working Papers.
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paper5
2004A Multivariate I(2) cointegration analysis of German hyperinflation.(2004) In: Applied Financial Economics.
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This paper has another version. Agregated cites: 5
article
2001COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK In: Working Papers.
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paper6
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 another 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 another 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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paper2
1995THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY In: Working Papers.
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paper14
1998The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability.(1998) In: Journal of Macroeconomics.
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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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article34
2016Interest parity, cointegration, and the term structure: Testing in an integrated framework In: International Review of Financial Analysis.
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article0
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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article23
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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article4
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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article10
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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article7
2002Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence In: European Research Studies Journal.
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article0
2019Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices In: Journal of Risk and Financial Management.
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article2
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
2020On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions In: MPRA Paper.
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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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article7
2013European sovereign bond spreads: financial integration and market conditions In: Applied Financial Economics.
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article1
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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article3

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