11
H index
13
i10 index
559
Citations
Georgios P. Kouretas : Citation Profile
Athens University of Economics and Business (AUEB) (70% share) | RESEARCH PRODUCTION: 70 Articles 47 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1993 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Georgios P. Kouretas. | Is cited by:
| Cites to:
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Main data
Where Georgios P. Kouretas has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Crete, Department of Economics | 36 |
| MPRA Paper / University Library of Munich, Germany | 2 |
| Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group | 2 |
| EcoMod2010 / EcoMod | 2 |
Recent works citing Georgios P. Kouretas (2020 and 2019)
| Year | Title of citing document |
|---|---|
| 2019 | Evaluating the Performance of Machine Learning Algorithms in Financial Market Forecasting: A Comprehensive Survey. (2019). Seidens, Sebastian ; Ryll, Lukas. In: Papers. RePEc:arx:papers:1906.07786. Full description at Econpapers || Download paper |
| 2019 | Common Decomposition of Correlated Brownian Motions and its Financial Applications. (2019). Yang, Jingping ; Cheng, Xue. In: Papers. RePEc:arx:papers:1907.03295. Full description at Econpapers || Download paper |
| 2019 | Economic Cycle and the Large-Scale Asset Allocation Strategy of Chinese National Social Security Fund. (2019). Tang, Zijie. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:1405-1418. Full description at Econpapers || Download paper |
| 2019 | The Distributional Effects of Conventional Monetary Policy and Quantitative Easing: Evidence from an Estimated DSGE Model. (2019). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Staff Working Papers. RePEc:bca:bocawp:19-6. Full description at Econpapers || Download paper |
| 2019 | Do Negative Interest Rates Affect Bank Risk-Taking?. (2019). Reghezza, Alessio ; Santamaria, Riccardo ; Bongiovanni, Alessio ; Williams, Jonathan. In: Working Papers. RePEc:bng:wpaper:19012. Full description at Econpapers || Download paper |
| 2019 | What does peer-to-peer lending evidence say about the risk-taking channel of monetary policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_016. Full description at Econpapers || Download paper |
| 2019 | Accounting Aspects of Banking Risk Management. (2019). Kelemen, Antonia Izabella ; Foszt, Monika ; KRaJNIK, Izabella . In: Manager Journal. RePEc:but:manage:v:29:y:2019:i:1:p:53-60. Full description at Econpapers || Download paper |
| 2019 | What Does Peer-To-Peer Lending Evidence Say about the Risk-Taking Channel of Monetary Policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7792. Full description at Econpapers || Download paper |
| 2019 | Contagion Testing in Embryonic Markets under Alternative Stressful US Market Scenarios. (2019). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8029. Full description at Econpapers || Download paper |
| 2019 | Monetary Policy and Shadow Banking: Trapped between a Rock and a Hard Place. (2019). Hodula, Martin. In: Working Papers. RePEc:cnb:wpaper:2019/5. Full description at Econpapers || Download paper |
| 2019 | Conditional Extreme Values Theory and Tail-related Risk Measures: Evidence from Latin American Stock Markets. (2019). Santillan-Salgado, Roberto J ; de Jesus-Gutierrez, Raul. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-12. Full description at Econpapers || Download paper |
| 2019 | Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America. (2019). ben Halima, Amel ; Talbi, Mariem. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-15. Full description at Econpapers || Download paper |
| 2019 | Chair-CEO generation gap and bank risk-taking. (2019). Molyneux, Philip ; Kara, Alper ; Zhou, Yifan. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:352-372. Full description at Econpapers || Download paper |
| 2017 | How credible is inflation targeting in Asia? A quantile unit root perspective. (2017). Holmes, Mark ; Hassan, Gazi ; Glenn, Harold. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:194-210. Full description at Econpapers || Download paper |
| 2017 | The bank lending channel of monetary policy in EU countries during the global financial crisis. (2017). Tzeremes, Panayiotis ; Heryan, Tomas. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:10-22. Full description at Econpapers || Download paper |
| 2018 | Evaluating monetary policy rules under fundamental uncertainty: An info-gap approach. (2018). End, Jan Willem ; Demertzis, Maria ; van den End, Jan Willem ; Ben-Haim, Yakov. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:55-70. Full description at Econpapers || Download paper |
| 2019 | The effects of prudential policies on bank leverage and insolvency risk in Central and Eastern Europe. (2019). Moagr-Poladian, Simona ; Clichici, Dorina ; NIOI, Mihai . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:148-160. Full description at Econpapers || Download paper |
| 2019 | (Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship. (2019). Lapteacru, Ion ; Campmas, Alexandra ; Brana, Sophie . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:576-593. Full description at Econpapers || Download paper |
| 2019 | Re-exploring the nexus between monetary policy and banks risk-taking. (2019). Ngambou, Melchisedek Joslem. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:294-307. Full description at Econpapers || Download paper |
| 2019 | The role of leverage in quantitative easing decisions: Evidence from the UK. (2019). Philippas, Dionisis ; Tomuleasa, Iuliana ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:308-324. Full description at Econpapers || Download paper |
| 2019 | Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2019). Demertzis, Maria ; Agur, Itai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:65-75. Full description at Econpapers || Download paper |
| 2019 | Unconventional monetary policy and the credit channel in the euro area. (2019). Salachas, Evangelos ; Evgenidis, Anastasios. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303465. Full description at Econpapers || Download paper |
| 2019 | Structural changes, competition and bank stability in Malaysia’s dual banking system. (2019). Ibrahim, Mansor ; Abojeib, Moutaz ; Salim, Kinan ; Yeap, Lau Wee. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:111-129. Full description at Econpapers || Download paper |
| 2019 | Impact of an unexplained component of real exchange rate volatility on FDI: Evidence from transition countries. (2019). Živkov, Dejan ; Milenkovi, Ivan ; Balaban, Suzana. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518300414. Full description at Econpapers || Download paper |
| 2019 | Does inside debt alleviate banks risk taking? Evidence from a quasi-natural experiment in the Chinese banking industry. (2019). Zhang, Jian ; Kong, Dongmin ; He, Jing ; Deng, Kebin. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:5. Full description at Econpapers || Download paper |
| 2019 | Market power and risk-taking of banks: Some semiparametric evidence from emerging economies. (2019). Jeon, Bang ; Chen, Minghua ; Guo, Mengmeng ; Wu, JI. In: Emerging Markets Review. RePEc:eee:ememar:v:41:y:2019:i:c:s1566014119303905. Full description at Econpapers || Download paper |
| 2019 | Oil prices, fundamentals and expectations. (2019). Xu, Bing ; Lorusso, Marco ; Byrne, Joseph P. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:59-75. Full description at Econpapers || Download paper |
| 2019 | Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar). (2019). Soytas, Ugur ; Kocaarslan, Baris. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930283x. Full description at Econpapers || Download paper |
| 2019 | Regime switching effect of financial development on energy intensity: Evidence from Markov-switching vector error correction model. (2019). Guo, Ranran ; Saima, Umme ; Uddin, Md Kamal ; Pan, Xiongfeng. In: Energy Policy. RePEc:eee:enepol:v:135:y:2019:i:c:s0301421519305828. Full description at Econpapers || Download paper |
| 2019 | Identifying the multiscale financial contagion in precious metal markets. (2019). lucey, brian ; Wang, Xinya ; Huang, Shupei ; Liu, Huifang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:209-219. Full description at Econpapers || Download paper |
| 2019 | Market sentiment and firm investment decision-making. (2019). Uddin, Moshfique ; Lu, Qinye ; Adomako, Samuel ; Amankwah-Amoah, Joseph ; Lartey, Theophilus ; Danso, Albert. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s105752191830766x. Full description at Econpapers || Download paper |
| 2019 | Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models. (2019). Tiwari, Aviral ; Ji, Qiang ; Ibrahim, Muazu ; Boako, Gideon. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307104. Full description at Econpapers || Download paper |
| 2019 | Does the shareholding network affect banks risk-taking behavior? An exploratory study on Chinese commercial banks. (2019). Wang, LI ; Li, Changhong. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s154461231830789x. Full description at Econpapers || Download paper |
| 2019 | National culture and bank risk-taking. (2019). Milidonis, Andreas ; Stathopoulos, Konstantinos ; Mourouzidou-Damtsa, Stella. In: Journal of Financial Stability. RePEc:eee:finsta:v:40:y:2019:i:c:p:132-143. Full description at Econpapers || Download paper |
| 2019 | Stock market integration between the UK and the US: Evidence over eight decades. (2019). Casalin, Fabrizio ; Aladesanmi, Olalekan ; Metcalf, Hugh . In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:32-43. Full description at Econpapers || Download paper |
| 2019 | Factors influencing the European bank’s probability of default: An application of SYMBOL methodology. (2019). Partal-Urea, Antonio ; Gomez-Fernandez, Pilar ; Parrado-Martinez, Purificacion. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:223-240. Full description at Econpapers || Download paper |
| 2019 | Monetary and macroprudential policy coordination among multiple equilibria. (2019). Agur, Itai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:192-209. Full description at Econpapers || Download paper |
| 2019 | What drives European Union stock market co-movements?. (2019). Pochea, Maria Miruna ; NIOI, Mihai . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:57-69. Full description at Econpapers || Download paper |
| 2019 | Time-frequency co-movements between the largest nonferrous metal futures markets. (2019). Yoon, Seong-Min ; Albulescu, Claudiu ; Tiwari, Aviral Kumar ; Kang, Sanghoon . In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:393-398. Full description at Econpapers || Download paper |
| 2019 | Directional spillover effects between ASEAN and world stock markets. (2019). Troster, Victor ; Yoon, Seong-Min ; Uddin, Gazi Salah ; Kang, Sang Hoon. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:52-53:y:2019:i::s1042444x19300751. Full description at Econpapers || Download paper |
| 2019 | Tougher than the rest? The resilience of specialized financial intermediation to macroeconomic shocks. (2019). Molterer, Manuel. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:163-174. Full description at Econpapers || Download paper |
| 2019 | Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate. (2019). Yang, Lu ; Zeng, Yu-Feng ; Chen, Wang ; Hu, Shichao ; Peng, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:137-149. Full description at Econpapers || Download paper |
| 2019 | Bank regulation and efficiency: Evidence from transition countries. (2019). Piesse, Jenifer ; Djalilov, Khurshid . In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:308-322. Full description at Econpapers || Download paper |
| 2020 | National culture and bank risk-taking: Contradictory case of individualism. (2020). Illiashenko, Pavlo ; Laidroo, Laivi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919300704. Full description at Econpapers || Download paper |
| 2020 | Economic policy uncertainty and credit growth: Evidence from a global sample. (2020). LE, Thai-Ha ; Canh, Nguyen ; Su, Thanh Dinh ; Nguyen, Canh Phuc. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302326. Full description at Econpapers || Download paper |
| 2019 | Real Convergence in EU-15: A Comparative Analysis of North versus South Europe. (2019). Tabakis, Nikolaos ; Athanasenas, Athanasios L ; Chapsa, Xanthippi . In: European Research Studies Journal. RePEc:ers:journl:v:xxii:y:2019:i:3:p:3-21. Full description at Econpapers || Download paper |
| 2019 | Negative interest rate, bank profitability and risk-taking. (2019). BOUNGOU, Whelsy. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1910. Full description at Econpapers || Download paper |
| 2019 | Bank Competition, Foreign Bank Entry, and Risk-Taking Behavior: Cross Country Evidence. (2019). Shaikh, Ruqia ; Hashmi, Shujahat Haider ; Nazir, Muhammad Imran ; Chen, Sichong . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:106-:d:242968. Full description at Econpapers || Download paper |
| 2019 | The Effects of Regulatory Capital Requirements and Ownership Structure on Bank Lending in Emerging Asian Markets. (2019). Yousaf, Tahir ; Kayani, Ghulam Mujtaba ; Akhtar, Yasmeen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:142-:d:265520. Full description at Econpapers || Download paper |
| 2019 | Determinants of Banks’ Net Interest Margin: Evidence from the Euro Area during the Crisis and Post-Crisis Period. (2019). Gallo, Manuela ; Aristei, David ; Angori, Gabriele. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3785-:d:247271. Full description at Econpapers || Download paper |
| 2019 | Monetary Policy, Industry Heterogeneity and Systemic Risk—Based on a High Dimensional Network Analysis. (2019). Drakeford, Benjamin M ; Huang, Zhehao ; Su, Yaya. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6222-:d:284326. Full description at Econpapers || Download paper |
| 2019 | Givers or Recipients? Co-Movements between Stock Markets of CEE-3 and Developed Countries. (2019). Grabowski, Wojciech. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6495-:d:288258. Full description at Econpapers || Download paper |
| 2019 | Financial Stability and Sustainability under the Coordination of Monetary Policy and Macroprudential Policy: New Evidence from China. (2019). Zhou, Xiaoyi ; Zhang, Jizhou ; Li, Chong ; Jiang, Ying. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1616-:d:214724. Full description at Econpapers || Download paper |
| 2019 | Las correlaciones dinámicas de contagio financiero:Estados Unidos y América Latina. (2019). Hernandez, Ignacio Perrotini ; Benavides, Domingo Rodriguez. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:2:p:151-168. Full description at Econpapers || Download paper |
| 2019 | The effectiveness of the monetary transmission mechanism channel in Turkey. (2019). Durmaz, Atakan ; Akku, Omer ; OKUR, Fatih . In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:161-180. Full description at Econpapers || Download paper |
| 2019 | The Global Financial Crisis in Transition Economies: The Role of Initial Conditions. (2019). Shostya, Anna . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:47:y:2019:i:1:d:10.1007_s11293-019-09607-8. Full description at Econpapers || Download paper |
| 2017 | Symmetry, proportionality and productivity bias hypothesis: evidence from panel-VAR models. (2017). Irandoust, Manuchehr. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:1:d:10.1007_s10644-016-9185-y. Full description at Econpapers || Download paper |
| 2019 | Heavily indebted poor countries initiative (HIPC), debt relief, economic stability and economic growth in Africa. (2019). HENRI, ATANGANA ONDOA . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:2:d:10.1007_s10644-017-9218-1. Full description at Econpapers || Download paper |
| 2019 | Will Strangers Help you Enter? The Effect of Foreign Bank Presence on New Firm Entry. (2019). Russo, Antonella ; Neri, Lorenzo ; Kalyvas, Antonios Nikolaos ; Bermpei, Theodora. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:56:y:2019:i:1:d:10.1007_s10693-017-0286-1. Full description at Econpapers || Download paper |
| 2020 | Bank Survival in Central and Eastern Europe. (2020). Kočenda, Evžen ; Iwasaki, Ichiro ; Kocenda, Evzen . In: KIER Working Papers. RePEc:kyo:wpaper:1022. Full description at Econpapers || Download paper |
| 2019 | Bank Survival in Central and Eastern Europe. (2019). Kocenda, Evzen ; Iwasaki, Ichiro ; Koenda, Even. In: Working Papers. RePEc:ost:wpaper:382. Full description at Econpapers || Download paper |
| 2019 | EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness. (2019). Chatziantoniou, Ioannis ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-07. Full description at Econpapers || Download paper |
| 2019 | Capital Structure Adjustments and Asymmetric Information. (2019). Ripamonti, Alexandre . In: MPRA Paper. RePEc:pra:mprapa:96936. Full description at Econpapers || Download paper |
| 2019 | Iranian inflation: peristence and structural breaks. (2019). Gil-Alana, Luis A ; Nazari, Rouhollah ; Dadgar, Yadollah. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9446-x. Full description at Econpapers || Download paper |
| 2019 | Volatility specifications versus probability distributions in VaR forecasting. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1926. Full description at Econpapers || Download paper |
| 2019 | The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants. (2019). Stolper, Oscar ; Fischer, Henning. In: Discussion Papers. RePEc:zbw:bubdps:082019. Full description at Econpapers || Download paper |
| 2019 | Liquidity in the German stock market. (2019). Theissen, Erik ; Zimmermann, Lukas ; Westheide, Christian ; Scharnowski, Stefan ; Johann, Thomas . In: CFR Working Papers. RePEc:zbw:cfrwps:1902. Full description at Econpapers || Download paper |
| 2019 | What does peer-to-peer lending evidence say about the risk-taking channel of monetary policy?. (2019). Wang, Chu ; Li, Xiang ; Huang, Yiping. In: IWH Discussion Papers. RePEc:zbw:iwhdps:142019. Full description at Econpapers || Download paper |
Georgios P. Kouretas has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Georgios P. Kouretas:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 0 |
| 2005 | Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2004 | Editorial In: Journal of Common Market Studies. [Full Text][Citation analysis] | article | 0 |
| 2001 | VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE In: Journal of Financial Research. [Full Text][Citation analysis] | article | 1 |
| 2009 | Guest Editorial: Overview of the Special Section on Advances in Macroeconomic Theory and Policy and International Money and Finance In: Review of International Economics. [Full Text][Citation analysis] | article | 0 |
| 1997 | The Canadian Dollar and Purchasing Power Parity during the Recent Float. In: Review of International Economics. [Citation analysis] | article | 8 |
| 1997 | Identifying Linear Restrictions on the Monetary Exchange Rate Model and the Uncovered Interest Parity: Cointegration Evidence from the Canadian-U.S. Dollar. In: Canadian Journal of Economics. [Citation analysis] | article | 11 |
| 1995 | IDENTIFYING LINEAR RESTRICTIONS ON THE MONETARY EXCANGE RATE MODEL AND THE UNCOVERED INTEREST PARITY: COINTEGRATION EVEDENCE FROM THE CANADIAN - U.S. DOLLAR.(1995) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2001 | A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 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: 4 | article | |
| 2001 | A cointegration approach to the lead-lag effect among size-sorted equity portfolios In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2005 | A cointegration approach to the lead-lag effect among size-sorted equity portfolios.(2005) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2001 | COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 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 |
| 2003 | Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2005 | Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece.(2005) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 2005 | Mean and variance causality between the Cyprus Stock Exchange and major equity markets In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | Mean and variance causality between the Cyprus Stock Exchange and major equity markets.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2005 | Regime Switching and Artificial Neural Network Forecasting In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2005 | Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Asset allocation in the Athens stock exchange: a variance sensitivity analysis.(2012) In: International Journal of Finance & Economics. [Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 1994 | COINTEGRATION AND MARKET EFFICIENCY: A Time Series Analysis of the Greek Drachma In: Working Papers. [Citation analysis] | paper | 0 |
| 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 | THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, COEFFICIENT RESTRICTIONS AND TEMPORAL STABILITY OF THE GREEK DRACHMA In: Working Papers. [Citation analysis] | paper | 1 |
| 1995 | EXCHANGE RATE DETERMINATION: EMPIRICAL FOR THE GREEK DRACHMA In: Working Papers. [Citation analysis] | paper | 1 |
| 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 | 2 |
| 1995 | THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY In: Working Papers. [Citation analysis] | paper | 14 |
| 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: 14 | 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 |
| 1995 | THE CANADIAN - U.S. DOLLAR AND PURCHASING POWER PARITY DURING THE RECENT FLOAT: TESTING THE ALTERNATIVE HYPOTHESES OF COINTEGRATION AND NO COINTEGRATION In: Working Papers. [Citation analysis] | paper | 0 |
| 1995 | A COINTEGRATION ANALYSIS OF THE OFFICIAL AND PARALLEL FOREIGN EXCHANGE MARKETS FOR DOLLARS IN GREECE In: Working Papers. [Citation analysis] | paper | 11 |
| 1998 | A Cointegration Analysis of the Official and Parallel Foreign Exchange Markets for Dollars in Greece..(1998) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 1996 | TESTING A MODEL OF TRADE UNION BEHAVIOUR FOR THE GREEK MANUFACTURING SPECTOR: Long - run relationships, Short-run dynamics and Temporal Stability In: Working Papers. [Citation analysis] | paper | 0 |
| 1996 | WAGE SETTING, TAXES AND DEMAND FOR LABOUR IN GREECE: A Multivariate Aanalysis of Cointegration Relationships In: Working Papers. [Citation analysis] | paper | 0 |
| 1996 | COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s In: Working Papers. [Citation analysis] | paper | 0 |
| 1996 | EXCHANGE RATES, INTEREST RATES, BUDGET DEFECITS, MONEY AND CURRENT ACCOUNT INTERRELATIONSHIPS IN GREECE: Evidence from Vector Autoregressions In: Working Papers. [Citation analysis] | paper | 0 |
| 1998 | Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece In: Working Papers. [Citation analysis] | paper | 2 |
| 2001 | Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece..(2001) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 1998 | Long-run purchasing power parity and structural change: The official and parallel market for foreign currency in Greece In: Working Papers. [Citation analysis] | paper | 0 |
| 1999 | Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics In: Working Papers. [Citation analysis] | paper | 4 |
| 2001 | Black and official exchange rates in Greece: an analysis of their long-run dynamics.(2001) In: Journal of Multinational Financial Management. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 1999 | Volatility Spillovers between the Black and Official Market for foreign Currency in Greece In: Working Papers. [Citation analysis] | paper | 1 |
| 1999 | The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis In: Working Papers. [Citation analysis] | paper | 1 |
| 1999 | Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries In: Working Papers. [Citation analysis] | paper | 0 |
| 1999 | Interest Parity, the Term Structure and Cointegration: an Integrated Approach In: Working Papers. [Citation analysis] | paper | 0 |
| 1999 | Expectations and black market premium for Dollars in Greece In: Working Papers. [Citation analysis] | paper | 0 |
| 2015 | INTRODUCTION TO THE SPECIAL ISSUE ON GROWTH, OPTIMAL FISCAL AND MONETARY POLICY, AND FINANCIAL FRICTIONS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2015 | The conduct of monetary policy in the Eurozone before and after the financial crisis In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
| 2020 | Democracy, regulation and competition in emerging banking systems In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2010 | Overview of the special issue on crisis and opportunity: Policy evaluation during the global turmoil In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2011 | Value-at-risk for long and short trading positions: Evidence from developed and emerging equity markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
| 2016 | Ownership, interest rates and bank risk-taking in Central and Eastern European countries In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
| 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 |
| 2017 | Assessing the impact of an EU financial transactions tax on asset volatility: An event study In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2016 | Foreign bank presence and business regulations In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 5 |
| 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 |
| 2011 | Markov-switching regimes and the monetary model of exchange rate determination: Evidence from the Central and Eastern European markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2015 | Creditor moral hazard during the EMU debt crisis In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2017 | The bank-lending channel and monetary policy during pre- and post-2007 crisis In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 8 |
| 2017 | Is the Feldstein-Horioka puzzle still with us? National saving-investment dynamics and international capital mobility: A panel data analysis across EU member countries In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2011 | The future of universal banking In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Interest rates and bank risk-taking In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 143 |
| 2010 | Interest rates and bank risk-taking.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 143 | paper | |
| 2014 | Anxious periods and bank lending In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 17 |
| 2011 | Anxious periods and bank lending.(2011) In: EcoMod2011. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2011 | Anxious periods and bank lending.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 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 | 10 |
| 2005 | Overview of the special issue on exchange-rate economics In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | Overview of the special issue on Euro area expansion: Current state and future prospects In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
| 2007 | Regime dependence between the official and parallel foreign currency markets for US dollars in Greece In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 5 |
| 2003 | Regime Dependence between the Official and Parallel Foreign Currency Markets for US Dollars in Greece.(2003) In: EcoMod2004. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2009 | An Overview of the Special Issue on the Credit and Financial Crisis of 2007–2009: Causes, Lessons and Prospects In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 0 |
| 2000 | Wage Setting, Taxes, and Demand for Labor in Greece: A Multivariate Analysis of Cointegrating Relationships In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
| 2011 | Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 139 |
| 2015 | Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 9 |
| 2007 | Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2002 | The Dynamics of Inflation: A Study of a Large Number of Countries In: EcoMod2010. [Full Text][Citation analysis] | paper | 0 |
| 2002 | The Strategic Implications of Setting Border Tax Adjustments In: EcoMod2010. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Ownership, institutions and bank risk-taking in Central and Eastern European countries In: EcoMod2013. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Exchange Rates, Fundamentals, and Nonlinearities: A Review and Some Further Evidence from a Century of Data In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 0 |
| 2014 | Does China’s International Competitiveness Fluctuate in Consistency with PPP Equilibrium? In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 2 |
| 2014 | Shareholding in EU: is “indirect holding” approach appropriate in achieving financial integration? In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 0 |
| 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 | 0 |
| 2019 | Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices In: Journal of Risk and Financial Management. [Full Text][Citation analysis] | article | 0 |
| 2006 | Special issue on advances in international money, macro and finance In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
| 2005 | Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Forecasting financial volatility of the Athens stock exchange daily returns: an application of the asymmetric normal mixture GARCH model In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 11 |
| 1993 | Wage Indexation in EFTA Economies: An Application of Co-Integration Techniques/Indexbindung der Löhne in den EFTA Ländern: Eine Anwendung von Co-Integrationstechniken In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2017 | Editorial of the special issue on debt, taxation, economic activity and financial variables In: Economic Change and Restructuring. [Full Text][Citation analysis] | article | 1 |
| 2007 | Editorial In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
| 2010 | German, US and Central and Eastern European Stock Market Integration In: Open Economies Review. [Full Text][Citation analysis] | article | 11 |
| 2013 | Challenges and Risks in the International Monetary System: An Overview In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2019 | The determinants of net interest margin during transition In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2018 | The impact of market structure of the banking sector on the growth of bank loans in the EU after the global financial crisis In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Switching Volatility in Emerging Stock Markets and Financial Liberalization: Evidence from the new EU Member Countries In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2013 | Bank Risk-Taking in CEE Countries In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 1993 | G. P. Kouretas - Wages, Flexible Exchange Rates and Commercial Policy In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
| 1997 | Modelling the choice of mode and estimation of the value of travel time savings for the case of the Rion-Antirion suspension bridge in Greece In: The Annals of Regional Science. [Full Text][Citation analysis] | article | 2 |
| 1999 | original: Estimation of the value of life saving under uncertainty emanating from transport infrastructure investment A theoretical exposition with an application to the Rion-Antirion suspension bridg In: The Annals of Regional Science. [Full Text][Citation analysis] | article | 0 |
| 1995 | Cointegration and market efficiency: a time series analysis of the Greek drachma In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2005 | Expectations and the black market premium for foreign currency in Greece In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 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 |
| 2012 | The dynamics of inflation: a study of a large number of countries In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2018 | Saving, investment and capital mobility in EU member countries: a panel data analysis of the Feldstein–Horioka puzzle In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Assessing monetary policies in the Eurozone, U.S., U.K. and Japan: new evidence from the post-crisis period In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2001 | Long-Run Purchasing Power Parity and Structural Change: The Official and Parallel Foreign Exchange Markets For Dollars In Greece In: International Economic Journal. [Full Text][Citation analysis] | article | 3 |
| 2010 | The Greek Crisis: Causes and Implications In: Panoeconomicus. [Full Text][Citation analysis] | article | 29 |
| 2006 | LONG AND SHORT-RUN LINKAGES IN CEE STOCK MARKETS: IMPLICATIONS FOR PORTFOLIO DIVERSIFICATION AND STOCK MARKET INTEGRATION In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] | paper | 15 |
| 2018 | Contagion and interdependence in Eurozone bank and sovereign credit markets In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team