GIKAS A. HARDOUVELIS : Citation Profile


Are you GIKAS A. HARDOUVELIS?

University of Piraeus

13

H index

15

i10 index

1530

Citations

RESEARCH PRODUCTION:

22

Articles

30

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1980 - 2008). See details.
   Cites by year: 54
   Journals where GIKAS A. HARDOUVELIS has often published
   Relations with other researchers
   Recent citing documents: 147.    Total self citations: 2 (0.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha554
   Updated: 2019-11-16    RAS profile: 2010-04-06    
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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 GIKAS A. HARDOUVELIS.

Is cited by:

Guesmi, Khaled (16)

Frankel, Jeffrey (15)

Skiadopoulos, George (12)

GUESMI, Khaled (11)

Ravazzolo, Francesco (10)

Evans, Martin (10)

Guidolin, Massimo (9)

Estrella, Arturo (8)

Campbell, John (8)

Thornton, Daniel (8)

Abad, Pilar (8)

Cites to:

Wolfers, Justin (10)

Campbell, John (8)

Zitzewitz, Eric (5)

Harvey, Campbell (5)

Mishkin, Frederic (5)

Watson, Mark (4)

Leigh, Andrew (4)

Stambaugh, Robert (4)

Plosser, Charles (3)

Danthine, Jean-Pierre (3)

Mankiw, N. Gregory (3)

Main data


Where GIKAS A. HARDOUVELIS has published?


Journals with more than one article published# docs
Quarterly Review4
Journal of International Money and Finance3
Journal of Money, Credit and Banking2
Journal of Economics and Business2
Journal of Finance2

Working Papers Series with more than one paper published# docs
Research Paper / Federal Reserve Bank of New York15

Recent works citing GIKAS A. HARDOUVELIS (2018 and 2017)


YearTitle of citing document
2019Vulnerable Growth. (2019). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:4:p:1263-89.

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2018Double-Edged Sword: Liquidity Implications of Futures Hedging. (2018). Shi, Ruoding ; Massa, Olga Isengildina ; IsengildinaMassa, Olga . In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274106.

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2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

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2017Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Wadsworth, Jennifer ; Camilo, Daniela Castro . In: Papers. RePEc:arx:papers:1709.01198.

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2019An Attempt to Predict Recession for the Indian Economy Using Leading Indicators. (2019). Kaur, Sumanpreet. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:171-190.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2017Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Luger, Richard ; Gungor, Sermin . In: Staff Working Papers. RePEc:bca:bocawp:17-10.

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2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

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2018Term structure and real-time learning. (2018). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: Working Papers. RePEc:bde:wpaper:1803.

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2018Always look on the bright side? Central counterparties and interbank markets during the financial crisis. (2018). Affinito, Massimiliano ; Piazza, Matteo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1181_18.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571.

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2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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2017Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057.

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2019Monetary policy expectations and risk-taking among U.S. banks. (2019). Kelly, Robert ; Byrne, David. In: Research Technical Papers. RePEc:cbi:wpaper:6/rt/19.

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2019Oil Prices, Exchange Rates and Interest Rates. (2019). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7484.

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2019The inverted yield curve in the USA: How much time is left until a recession?. (2019). Motl, Martin. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2019/5.

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2018Sobre la volatilidad de la curva de rendimientos del mercado colombiano de deuda pública.. (2018). Carrasquilla, Alfredo Trespalacios ; Sanchez, Jose Miguel. In: REVISTA ECOS DE ECONOMÍA. RePEc:col:000442:016364.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018The Slope of the Term Structure and Recessions: The Pre-Fed Evidence, 1857-1913. (2018). Stuart, Rebecca ; Gerlach, Stefan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13013.

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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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2018From carry trades to curvy trades. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: Working Paper Series. RePEc:ecb:ecbwps:20182149.

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2017Effect of Economic Announcements on FX Fluctuations: Testing a Unified Approach for Prediction. (2017). Tianqiong, Wang ; Saddique, Shamila ; Yang, Shu. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-83.

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2017Japan’s quantitative monetary easing policy: Effect on the level and volatility of yield spreads. (2017). Hanabusa, Kunihiro. In: Journal of Asian Economics. RePEc:eee:asieco:v:53:y:2017:i:c:p:56-66.

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2019The effect of short selling and borrowing on market prices and traders’ behavior. (2019). Noussair, Charles N ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchene, Sebastien. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:4.

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2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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2018The predictive power of the yield spread for future economic expansions: Evidence from a new approach. (2018). Wohar, Mark ; Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:181-195.

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2017The expected real yield and inflation components of the nominal yield curve. (2017). Lange, Ronald H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:1-18.

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2018The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations. (2018). Lange, Ronald Henry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:80-91.

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2019Term structure dynamics in a monetary economy with learning. (2019). Ono, Sadayuki . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:730-745.

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2017An alternative bandwidth selection method for estimating functional coefficient models. (2017). Chen, Xirong ; Li, QI ; Huang, Ta-Cheng . In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:27-31.

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2019A parsimonious parametric model for generating margin requirements for futures. (2019). Alexander, Carol ; Sumawong, Anannit ; Kaeck, Andreas. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:1:p:31-43.

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2017Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages. (2017). Mellado, Cristhian ; Escobari, Diego ; Garcia, Sergio . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:90-101.

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2017Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65.

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2019Consumption growth predictability and asset prices. (2019). Min, Byoung-Kyu ; Lee, Changjun ; Roh, Tai-Yong . In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:95-118.

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2017Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Campos, I ; Reyes, T ; Cortazar, G. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:194-204.

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2018The impact of oil price shocks on the term structure of interest rates. (2018). Ioannidis, Christos ; Ka, Kook. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:601-620.

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2019Commodities risk premia and regional integration in gas-exporting countries. (2019). Guesmi, Khaled ; Goutte, Stéphane ; Chevallier, Julien ; Urom, Christian ; Abid, Ilyes. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:267-276.

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2017Monetary policy, bank lending and corporate investment. (2017). Vithessonthi, Chaiporn ; Muller, Matthias O ; Schwaninger, Markus. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:129-142.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2017Sovereign bond markets and financial volatility dynamics: Panel-GARCH evidence for six euro area countries. (2017). Cermeño, Rodolfo ; Curto, Jose Dias ; Cermeo, Rodolfo ; Ribeiro, Pedro Pires . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:107-114.

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2017Exploring the location and price differentials of cross-listed firms for arbitrage opportunities. (2017). Yang, Ann Shawing ; Uyan, Craig Alan . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:85-91.

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2018Inflation and equity mutual fund flows. (2018). Krishnamurthy, Srinivasan ; Warr, Richard S ; Pelletier, Denis. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:52-69.

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2018A natural experiment for efficient markets: Information quality and influential agents. (2018). Mills, Brian ; Salaga, Steven. In: Journal of Financial Markets. RePEc:eee:finmar:v:40:y:2018:i:c:p:23-39.

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2017An international forensic perspective of the determinants of bank CDS spreads. (2017). Sousa, Ricardo ; Mallick, Sushanta ; Benbouzid, Nadia. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:60-70.

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2018Co-movement of international copper prices, Chinas economic activity, and stock returns: Structural breaks and volatility dynamics. (2018). Guo, Jin. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:62-77.

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2019Cross-asset relations, correlations and economic implications. (2019). McMillan, David G. In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:60-78.

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2017When does the yield curve contain predictive power? Evidence from a data-rich environment. (2017). Hannikainen, Jari. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1044-1064.

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2017Predicting recessions with boosted regression trees. (2017). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:745-759.

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2018Forecasting banking crises with dynamic panel probit models. (2018). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Monteiro, Nuno . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:249-275.

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2019Recession forecasting using Bayesian classification. (2019). Hall, Aaron Smalter ; Davig, Troy. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:848-867.

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2017Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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2018Bank liquidity creation and recessions. (2018). Chatterjee, Ujjal K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:64-75.

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2018Cross-border arbitrage and acquirers’ returns in the Eurozone crisis. (2018). rao-nicholson, Rekha ; Ayton, Julie . In: Journal of Economics and Business. RePEc:eee:jebusi:v:95:y:2018:i:c:p:87-102.

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2018A theory of intermediated investment with hyperbolic discounting investors. (2018). Gao, Feng ; He, Ping ; Lex, A ; Alex, . In: Journal of Economic Theory. RePEc:eee:jetheo:v:177:y:2018:i:c:p:70-100.

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2019Should retail investors’ leverage be limited?. (2019). Simsek, Alp ; Heimer, Rawley . In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:1-21.

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2017International house price cycles, monetary policy and credit. (2017). Bauer, Gregory. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:88-114.

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2017Option-implied expectations in commodity markets and monetary policy. (2017). Triantafyllou, Athanasios ; Dotsis, George. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:1-17.

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2018Cross-border asset holdings and comovements in sovereign bond markets. (2018). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:189-206.

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2018The impact of uncertainty shocks on the volatility of commodity prices. (2018). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:96-111.

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2018Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s. (2018). Hu, Yang ; Oxley, Les. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:50:y:2018:i:c:p:89-95.

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2018The decline in the predictive power of the US term spread: A structural interpretation. (2018). Morell, Joe. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:314-331.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2017Yield spread and the income distribution. (2017). Berisha, Edmond. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:363-377.

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2018Equivalent volume and comovement. (2018). Staer, Arsenio ; Sottile, Pedro . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:143-157.

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2018Comparing the forecasting ability of financial conditions indices: The case of South Africa. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Majumdar, Anandamayee ; Thompson, Kirsten ; van Eyden, Renee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:245-259.

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2019Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries. (2019). Vataja, Juuso ; Kuosmanen, Petri. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:211-222.

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2019The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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2018Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets. (2018). Sowmya, Subramaniam ; Prasanna, Krishna. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:178-192.

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2018Understanding international stock market comovements: A comparison of developed and emerging markets. (2018). Chen, Peng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:451-464.

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2018The term structure of liquidity premia and the macroeconomy in Canada: A dynamic latent-factor approach. (2018). Lange, Ronald Henry. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:164-182.

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2018Multi-moment risk, hedging strategies, & the business cycle. (2018). Racicot, François-Éric ; Theoret, Raymond . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:637-675.

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2017A fresh look at integration of risks in the international stock markets: A wavelet approach. (2017). Marfatia, Hardik. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:33-49.

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2017Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Evgenidis, Anastasios ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

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2017China’s intervention in the central parity rate: A Bayesian Tobit analysis. (2017). Zhang, Zhichao ; Li, HE. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:612-624.

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2017What does the bond yield curve tell us about Tunisian economic activity?. (2017). Sekouhi, Hayfa ; Boukhatem, Jamel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:295-303.

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2017Speculative bubbles in emerging stock markets and macroeconomic factors: A new empirical evidence for Asia and Latin America. (2017). Ngoc, Thi Bich. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:454-467.

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2018The housing market and the credit default swap premium in the UK banking sector: A VAR approach. (2018). Benbouzid, Nadia ; Pilbeam, Keith ; Mallick, Sushanta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:1-15.

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2018The effect of macroeconomic announcements at a sectoral level in the US and European Union. (2018). Balli, Faruk ; Godber, Cara ; Anderson, Hamish D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:256-272.

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2019The role of oil prices on the Russian business cycle. (2019). Pönkä, Harri ; Zheng, YI ; Ponka, Harri. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:70-78.

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2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

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2018Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: CAMA Working Papers. RePEc:een:camaaa:2018-05.

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2018Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market. (2018). Marfatia, Hardik ; Juko, Sonja ; Mbarek, Lassaad . In: Working Papers. RePEc:erg:wpaper:1243.

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2017The Effect of the Feds Large-scale Asset Purchases on Inflation Expectations. (2017). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:17097.

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2018Nonfarm Employment, Inflationary Expectations, and Monetary Policy after the Global Financial Crisis. (2018). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:18076.

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2019Obtaining implied volatilities from interest rate differentials: New York from 1900 to 1934. (2019). Simon, Miguel Cantillo. In: Working Papers. RePEc:fcr:wpaper:201903.

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2019Central Bank credibility and inflation expectations: a microfounded forecasting approach. (2019). Soares, Ana Flavia ; Issler, Joo Victor. In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:812.

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2019Information in Yield Spread Trades. (2019). Park, Yang-Ho. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-25.

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2018Why Does the Yield-Curve Slope Predict Recessions?. (2018). Chyruk, Olena ; Benzoni, Luca ; Kelley, David. In: Working Paper Series. RePEc:fip:fedhwp:wp-2018-15.

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2017The term structure of expectations and bond yields. (2017). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:775.

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2017Vulnerable growth. (2017). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:794.

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2019The Laws of Motion of the Broker Call Rate in the United States. (2019). Garivaltis, Alexander. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:4:p:56-:d:272663.

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2018Time-Varying Integration of MENA Stock Markets. (2018). Gangopadhyay, Partha ; Elkanj, Nasser ; Al-Mohamed, Somar. In: International Journal of Development and Conflict. RePEc:gok:ijdcv1:v:8:y:2018:i:2:p:85-114.

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2018The Empirical Merit of Structural Explanations of Commodity Price Volatility: Review and Perspectives. (2018). Legrand, Nicolas. In: Post-Print. RePEc:hal:journl:hal-01924388.

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2017The regional pricing of risk: An empirical investigation of the MENA equity determinants. (2017). Kablan, Akassi ; Guesmi, Khaled ; Belgacem, Aymen. In: Working Papers. RePEc:hal:wpaper:hal-01527654.

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2018Impact of the Brexit vote announcement on long-run market performance. (2018). Willinger, Marc ; Sentis, Patrick ; Bousselmi, Wael. In: Working Papers. RePEc:hal:wpaper:hal-01954920.

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2018The effect of short selling and borrowing on market prices and traders’ behavior. (2018). Noussair, Charles ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchene, Sebastien. In: Working Papers. RePEc:hal:wpaper:hal-01954924.

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2018Impact of the Brexit vote announcement on long-run market performance. (2018). Willinger, Marc ; Sentis, Patrick ; Bousselmi, Wael. In: CEE-M Working Papers. RePEc:hal:wpceem:hal-01954920.

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2018The effect of short selling and borrowing on market prices and traders’ behavior. (2018). Noussair, Charles ; Hanaki, Nobuyuki ; Guerci, Eric ; Duchêne, Sébastien ; Duchene, Sebastien. In: CEE-M Working Papers. RePEc:hal:wpceem:hal-01954924.

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

Works by GIKAS A. HARDOUVELIS:


YearTitleTypeCited
1990Margin Requirements, Volatility, and the Transitory Components of Stock Prices. In: American Economic Review.
[Full Text][Citation analysis]
article35
1988Margin requirements, volatility, and the transitory component of stock prices.(1988) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 35
paper
1989Margin requirements, volatility and the transitory component of stock prices.(1989) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 35
paper
1988MARGIN REQUIREMENTS, VOLATILITY, AND THE TRANSITORY COMPONENT OF STOCK PRICES.(1988) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 35
paper
1987 Reserves Announcements and Interest Rates: Does Monetary Policy Matter? In: Journal of Finance.
[Full Text][Citation analysis]
article9
1991 The Term Structure as a Predictor of Real Economic Activity. In: Journal of Finance.
[Full Text][Citation analysis]
article685
1989The term structure as a predictor of real economic activity.(1989) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 685
paper
1995Asset Pricing Models with and without Consumption: An Empirical Evaluation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
1995Price Volatility and Futures Margins In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper3
1996Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper1
1997The Asymmetric Relation Between Margin Requirements and Stock Market Volatility Across Bull and Bear Markets In: CEPR Discussion Papers.
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paper2
1999EMU and European Stock Market Integration In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper221
2006EMU and European Stock Market Integration.(2006) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 221
article
2004The Yield Spread as a Symmetric Predictor of Output and Inflation In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper4
2004The Impact of Globalization on the Equity Cost of Capital In: CEPR Discussion Papers.
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paper7
2008Consumer Confidence and Elections In: CEPR Discussion Papers.
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paper0
1992Monetary policy games, inflationary bias, and openness In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article10
1988MONETARY POLICY GAMES, INFLATIONARY BIAS AND OPENNESS.(1988) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
1987Monetary policy and short-term interest rates : New evidence on the liquidity effect In: Economics Letters.
[Full Text][Citation analysis]
article0
1996Asset pricing models with and without consumption data: An empirical evaluation In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article1
1987Macroeconomic information and stock prices In: Journal of Economics and Business.
[Full Text][Citation analysis]
article50
1992Money and interest rates: The effects of temporal aggregation and data revisions In: Journal of Economics and Business.
[Full Text][Citation analysis]
article2
1989Money and interest rates: the effects of temporal aggregation and data revisions.(1989) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2007The impact of EMU on the equity cost of capital In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article19
1987Optimal wage indexation and monetary policy in an economy with imported raw materials In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article2
1988Economic news, exchange rates and interest rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article81
1994The term structure spread and future changes in long and short rates in the G7 countries: Is there a puzzle? In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article154
1980Data base priors: stationarity and rational expectations In: Proceedings.
[Citation analysis]
article0
1988Evidence on stock market speculative bubbles: Japan, the United States, and Great Britain In: Quarterly Review.
[Full Text][Citation analysis]
article12
1988Evidence on stock market speculative bubbles: Japan, United States and Great Britain.(1988) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 12
paper
1988Margin requirements and stock market volatility In: Quarterly Review.
[Full Text][Citation analysis]
article13
1989Do margin requirements matter? Evidence from U.S. and Japanese stock markets In: Quarterly Review.
[Full Text][Citation analysis]
article2
1992Relative cost of capital for marginal firms over the business cycle In: Quarterly Review.
[Full Text][Citation analysis]
article6
1987The predictive power of the term structure during recent monetary regimes In: Research Paper.
[Citation analysis]
paper0
1988Inflationary bias and openness In: Research Paper.
[Citation analysis]
paper0
1988Stock prices: nominal versus real shocks In: Research Paper.
[Citation analysis]
paper0
1988The evolution of Federal Reserve credibility: 1978-1984 In: Research Paper.
[Citation analysis]
paper8
1989THE EVOLUTION OF FEDERAL RESERVE CREDIBILITY: 1978-1984.(1989) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
1989The Evolution of Federal Reserve Credibility: 1978-1984..(1989) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
article
1990Stock market bubbles before the crash of 1987? In: Research Paper.
[Citation analysis]
paper0
1989STOCK MARKET BUBBLES BEFORE THE CRASH OF 1987..(1989) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
1990Margin requirements, speculative trading and stock price fluctuations: the case of Japan In: Research Paper.
[Citation analysis]
paper26
1991Margin requirements, price fluctuations and market participation in metal and stock index futures In: Research Paper.
[Citation analysis]
paper0
1992The term structure spread and future changes in long and short rates: is there a puzzle? In: Research Paper.
[Citation analysis]
paper0
1992Intertemporal asset pricing models and the cross section of expected stock returns In: Research Paper.
[Citation analysis]
paper1
1993What moves the discount on country equity funds? In: Research Paper.
[Citation analysis]
paper43
1994What Moves the Discount on Country Equity Funds?.(1994) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
chapter
1993What Moves the Discount on Country Equity Funds?.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
1989COMMENTARY: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY. In: Columbia - Center for Futures Markets.
[Citation analysis]
paper2
1985Commodity Prices, Money Surprises and Fed Credibility. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article75
1995Margin Requirements, Price Fluctuations, and Market Participation in Metal Futures. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article15
1983Commodity Prices, Overshooting, Money Surprises, and Fed Credibility In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2002The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets In: Review of Financial Studies.
[Citation analysis]
article40

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