Dimitris G. Kirikos : Citation Profile


Are you Dimitris G. Kirikos?

2

H index

1

i10 index

31

Citations

RESEARCH PRODUCTION:

9

Articles

RESEARCH ACTIVITY:

   27 years (1994 - 2021). See details.
   Cites by year: 1
   Journals where Dimitris G. Kirikos has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 2 (6.06 %)

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   Permalink: http://citec.repec.org/pki145
   Updated: 2023-01-28    RAS profile: 2021-02-12    
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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 G. Kirikos.

Is cited by:

Beyaert, Arielle (4)

Claveria, Oscar (2)

Poghosyan, Tigran (2)

Kočenda, Evžen (2)

García-Solanes, José (2)

Sorić, Petar (2)

PORCHER, Thomas (1)

Koloch, Grzegorz (1)

Goutte, Stéphane (1)

Kazungu, Khatibu (1)

Skrzypczyński, Paweł (1)

Cites to:

Hamilton, James (7)

Campbell, John (6)

Shiller, Robert (6)

Mark, Nelson (3)

Meese, Richard (3)

Pecchenino, Rowena (2)

Papadamou, Stephanos (2)

Rochon, Louis-Philippe (2)

Schlagenhauf, Don (2)

Summers, Lawrence (2)

Baillie, Richard (2)

Main data


Where Dimitris G. Kirikos has published?


Journals with more than one article published# docs
Economia Internazionale / International Economics2
Applied Economics Letters2

Recent works citing Dimitris G. Kirikos (2022 and 2021)


YearTitle of citing document
2022“An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201.

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2021Efficiency of Tanzanias foreign exchange market. (2021). Kazungu, Khatibu ; Epaphra, Manamba. In: African Development Review. RePEc:bla:afrdev:v:33:y:2021:i:2:p:368-381.

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2022Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?. (2022). Wang, LU ; Wu, Jiangbin ; Cao, Yang ; Hong, Yanran. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002237.

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2021Response of Bank Lending to Monetary Policy in India: Does Liquidity Matter?Abstract: We examine the role of bank liquidity in monetary policy transmission in India. We apply threshold panel regressio. (2021). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Working papers. RePEc:iik:wpaper:428.

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2022An application of deep learning for exchange rate forecasting.. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:202201.

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2021Should Deep Learning Models be in High Demand, or Should They Simply be a Very Hot Topic? A Comprehensive Study for Exchange Rate Forecasting. (2021). Arabaci, Ozer ; Yilmaz, Firat Melih. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10047-9.

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2022Optimal carry trade portfolio choice under regime shifts. (2022). Chen, Chih-Nan ; Lin, Chien-Hsiu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01047-x.

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Works by Dimitris G. Kirikos:


YearTitleTypeCited
2020Quantitative easing impotence in the liquidity trap: Further evidence In: Economic Analysis and Policy.
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article1
2021Monetary policy effectiveness in the liquidity trap: a switching regimes approach In: Review of Keynesian Economics.
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article0
1998Stochastic Segmented Trends in the Exchange Rate: The Greek Drachma/U.S. Dollar Rate, 1981-1998 In: European Research Studies Journal.
[Citation analysis]
article1
2002Discrete Policy Interventions and Rational Forecast Errors in Foreign Exchange Markets: The Uncovered Interest Parity Hypothesis Revisited. In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article7
2004A Reconsideration of Uncovered Interest Rate Parity under Switching Policy Regimes In: Economia Internazionale / International Economics.
[Citation analysis]
article2
2017Secular Stagnation: Is it in the Data? In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]
article1
1994Cointegration, risk aversion and real asset prices In: Applied Economics Letters.
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article0
2000Forecasting exchange rates out of sample: random walk vs Markov switching regimes In: Applied Economics Letters.
[Full Text][Citation analysis]
article17
1996The role of the forecast-generating process in assessing asset market models of the exchange rate: a non-linear case In: The European Journal of Finance.
[Full Text][Citation analysis]
article2

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