Georgios P. Kouretas : Citation Profile


Are you Georgios P. Kouretas?

Athens University of Economics and Business (AUEB) (70% share)
Institut de Préparation à l'Administration et à la Gestion (IPAG) (30% share)

11

H index

13

i10 index

559

Citations

RESEARCH PRODUCTION:

70

Articles

47

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   26 years (1993 - 2019). See details.
   Cites by year: 21
   Journals where Georgios P. Kouretas has often published
   Relations with other researchers
   Recent citing documents: 68.    Total self citations: 22 (3.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko307
   Updated: 2020-05-16    RAS profile: 2020-05-05    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

laopodis, nikiforos (5)

Bratis, Theodoros (3)

Tsoumas, Chris (2)

Georgoutsos, Dimitris (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Georgios P. Kouretas.

Is cited by:

Jeon, Bang (10)

Masih, Abul (9)

Lee, Chin (9)

Azali, M. (9)

Wu, Ji (9)

Demertzis, Maria (8)

Baumohl, Eduard (8)

Agur, Itai (8)

Lyócsa, Štefan (7)

Tiwari, Aviral (6)

Živkov, Dejan (6)

Cites to:

Johansen, Soren (101)

juselius, katarina (45)

Engle, Robert (30)

Perron, Pierre (29)

Phillips, Peter (27)

Elliott, Graham (24)

Taylor, Mark (24)

Levine, Ross (21)

Bollerslev, Tim (21)

Stock, James (21)

Hamilton, James (20)

Main data


Where Georgios P. Kouretas has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money5
International Journal of Finance & Economics5
Open Economies Review4
Economic Modelling4
Applied Financial Economics4
International Review of Financial Analysis4
Journal of International Money and Finance3
International Review of Economics & Finance3
Applied Economics3
Journal of Banking & Finance3
International Journal of Finance & Economics2
Journal of Macroeconomics2
Review of International Economics2
Central European Journal of Economic Modelling and Econometrics2
The Annals of Regional Science2

Working Papers Series with more than one paper published# docs
Working Papers / University of Crete, Department of Economics36
MPRA Paper / University Library of Munich, Germany2
Money Macro and Finance (MMF) Research Group Conference 2005 / Money Macro and Finance Research Group2
EcoMod2010 / EcoMod2

Recent works citing Georgios P. Kouretas (2020 and 2019)


YearTitle of citing document
2019Evaluating 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

2019Common 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

2019Economic 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

2019The 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

2019Do 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

2019What 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

2019Accounting 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

2019What 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

2019Contagion 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

2019Monetary 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

2019Conditional 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

2019Global 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

2019Chair-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

2017How 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

2017The 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

2018Evaluating 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

2019The 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

2019Re-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

2019The 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

2019Will 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

2019Unconventional 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

2019Structural 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

2019Impact 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

2019Does 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

2019Market 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

2019Oil 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

2019Dynamic 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

2019Regime 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

2019Identifying 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

2019Market 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

2019Analysing 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

2019Does 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

2019National 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

2019Stock 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

2019Factors 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

2019Monetary 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

2019What 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

2019Time-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

2019Directional 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

2019Tougher 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

2019Modeling 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

2019Bank 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

2020National 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

2020Economic 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

2019Real 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

2019Negative 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

2019Bank 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

2019The 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

2019Determinants 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

2019Monetary 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

2019Givers 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

2019Financial 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

2019Las 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

2019The 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

2019The 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

2017Symmetry, 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

2019Heavily 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

2019Will 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

2020Bank 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

2019Bank 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

2019EMU-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

2019Capital Structure Adjustments and Asymmetric Information. (2019). Ripamonti, Alexandre . In: MPRA Paper. RePEc:pra:mprapa:96936.

Full description at Econpapers || Download paper

2019Iranian 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

2019Volatility 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

2019The 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

2019Liquidity 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

2019What 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:


YearTitleTypeCited

Works by Georgios P. Kouretas:


YearTitleTypeCited
2008COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE In: Bulletin of Economic Research.
[Full Text][Citation analysis]
article0
2005Common 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
2004Editorial In: Journal of Common Market Studies.
[Full Text][Citation analysis]
article0
2001VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE In: Journal of Financial Research.
[Full Text][Citation analysis]
article1
2009Guest 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]
article0
1997The Canadian Dollar and Purchasing Power Parity during the Recent Float. In: Review of International Economics.
[Citation analysis]
article8
1997Identifying 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]
article11
1995IDENTIFYING 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
2001A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION In: Working Papers.
[Full Text][Citation analysis]
paper4
2004A 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
2001A cointegration approach to the lead-lag effect among size-sorted equity portfolios In: Working Papers.
[Full Text][Citation analysis]
paper8
2005A 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
2001COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK In: Working Papers.
[Full Text][Citation analysis]
paper3
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.
[Full Text][Citation analysis]
paper1
2003Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece In: Working Papers.
[Full Text][Citation analysis]
paper5
2005Testing 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
2005Mean and variance causality between the Cyprus Stock Exchange and major equity markets In: Working Papers.
[Full Text][Citation analysis]
paper2
2005Mean 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
2005Regime Switching and Artificial Neural Network Forecasting In: Working Papers.
[Full Text][Citation analysis]
paper0
2005Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets In: Working Papers.
[Full Text][Citation analysis]
paper4
2005Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange In: Working Papers.
[Full Text][Citation analysis]
paper3
2006Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange In: Working Papers.
[Full Text][Citation analysis]
paper2
2006Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis In: Working Papers.
[Full Text][Citation analysis]
paper1
2012Asset 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
1994COINTEGRATION AND MARKET EFFICIENCY: A Time Series Analysis of the Greek Drachma In: Working Papers.
[Citation analysis]
paper0
1995THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY In: Working Papers.
[Citation analysis]
paper0
2000The 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
1995THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, COEFFICIENT RESTRICTIONS AND TEMPORAL STABILITY OF THE GREEK DRACHMA In: Working Papers.
[Citation analysis]
paper1
1995EXCHANGE RATE DETERMINATION: EMPIRICAL FOR THE GREEK DRACHMA In: Working Papers.
[Citation analysis]
paper1
1995TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS In: Working Papers.
[Citation analysis]
paper3
1998Temporal 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
1995COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994 In: Working Papers.
[Citation analysis]
paper2
1995THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY In: Working Papers.
[Citation analysis]
paper14
1998The 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
1995THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS In: Working Papers.
[Citation analysis]
paper0
1995LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS? In: Working Papers.
[Citation analysis]
paper0
1995THE 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]
paper0
1995A COINTEGRATION ANALYSIS OF THE OFFICIAL AND PARALLEL FOREIGN EXCHANGE MARKETS FOR DOLLARS IN GREECE In: Working Papers.
[Citation analysis]
paper11
1998A 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
1996TESTING 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]
paper0
1996WAGE SETTING, TAXES AND DEMAND FOR LABOUR IN GREECE: A Multivariate Aanalysis of Cointegration Relationships In: Working Papers.
[Citation analysis]
paper0
1996COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s In: Working Papers.
[Citation analysis]
paper0
1996EXCHANGE RATES, INTEREST RATES, BUDGET DEFECITS, MONEY AND CURRENT ACCOUNT INTERRELATIONSHIPS IN GREECE: Evidence from Vector Autoregressions In: Working Papers.
[Citation analysis]
paper0
1998Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece In: Working Papers.
[Citation analysis]
paper2
2001Black 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
1998Long-run purchasing power parity and structural change: The official and parallel market for foreign currency in Greece In: Working Papers.
[Citation analysis]
paper0
1999Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics In: Working Papers.
[Citation analysis]
paper4
2001Black 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
1999Volatility Spillovers between the Black and Official Market for foreign Currency in Greece In: Working Papers.
[Citation analysis]
paper1
1999The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis In: Working Papers.
[Citation analysis]
paper1
1999Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries In: Working Papers.
[Citation analysis]
paper0
1999Interest Parity, the Term Structure and Cointegration: an Integrated Approach In: Working Papers.
[Citation analysis]
paper0
1999Expectations and black market premium for Dollars in Greece In: Working Papers.
[Citation analysis]
paper0
2015INTRODUCTION TO THE SPECIAL ISSUE ON GROWTH, OPTIMAL FISCAL AND MONETARY POLICY, AND FINANCIAL FRICTIONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article0
2006Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector In: Economic Modelling.
[Full Text][Citation analysis]
article0
2015The conduct of monetary policy in the Eurozone before and after the financial crisis In: Economic Modelling.
[Full Text][Citation analysis]
article7
2020Democracy, regulation and competition in emerging banking systems In: Economic Modelling.
[Full Text][Citation analysis]
article0
2010Overview 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]
article1
2011Value-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]
article10
2016Ownership, interest rates and bank risk-taking in Central and Eastern European countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article11
2016Interest parity, cointegration, and the term structure: Testing in an integrated framework In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
2017Assessing the impact of an EU financial transactions tax on asset volatility: An event study In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
2016Foreign bank presence and business regulations In: Journal of Financial Stability.
[Full Text][Citation analysis]
article5
2008Testing the forward rate unbiasedness hypothesis during the 1920s In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article3
2011Markov-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]
article2
2015Creditor moral hazard during the EMU debt crisis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article3
2017The 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]
article8
2017Is 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]
article3
2011The future of universal banking In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article0
2011Interest rates and bank risk-taking In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article143
2010Interest rates and bank risk-taking.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 143
paper
2014Anxious periods and bank lending In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article17
2011Anxious periods and bank lending.(2011) In: EcoMod2011.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
2011Anxious periods and bank lending.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
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.
[Full Text][Citation analysis]
article10
2005Overview of the special issue on exchange-rate economics In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article0
2008Overview of the special issue on Euro area expansion: Current state and future prospects In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article0
2007Regime dependence between the official and parallel foreign currency markets for US dollars in Greece In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article5
2003Regime 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
2009An 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]
article0
2000Wage Setting, Taxes, and Demand for Labor in Greece: A Multivariate Analysis of Cointegrating Relationships In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article0
2011Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article139
2015Bank ownership, financial segments and the measurement of systemic risk: An application of CoVaR In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article9
2007Dual 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]
article3
2002The Dynamics of Inflation: A Study of a Large Number of Countries In: EcoMod2010.
[Full Text][Citation analysis]
paper0
2002The Strategic Implications of Setting Border Tax Adjustments In: EcoMod2010.
[Full Text][Citation analysis]
paper0
2013Ownership, institutions and bank risk-taking in Central and Eastern European countries In: EcoMod2013.
[Full Text][Citation analysis]
paper1
2014Exchange 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]
chapter0
2014Does China’s International Competitiveness Fluctuate in Consistency with PPP Equilibrium? In: International Symposia in Economic Theory and Econometrics.
[Full Text][Citation analysis]
chapter2
2014Shareholding in EU: is “indirect holding” approach appropriate in achieving financial integration? In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]
article0
2002Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence In: European Research Studies Journal.
[Full Text][Citation analysis]
article0
2019Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices In: Journal of Risk and Financial Management.
[Full Text][Citation analysis]
article0
2006Special issue on advances in international money, macro and finance In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0
2006Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article2
2005Regime 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
2010Forecasting 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]
article11
1993Wage 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]
article0
2017Editorial of the special issue on debt, taxation, economic activity and financial variables In: Economic Change and Restructuring.
[Full Text][Citation analysis]
article1
2007Editorial In: Open Economies Review.
[Full Text][Citation analysis]
article0
2010German, US and Central and Eastern European Stock Market Integration In: Open Economies Review.
[Full Text][Citation analysis]
article11
2013Challenges and Risks in the International Monetary System: An Overview In: Open Economies Review.
[Full Text][Citation analysis]
article0
2017The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective In: Open Economies Review.
[Full Text][Citation analysis]
article0
2019The determinants of net interest margin during transition In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article0
2018The 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]
paper0
2012Switching 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]
article1
2013Bank Risk-Taking in CEE Countries In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]
article0
1993G. P. Kouretas - Wages, Flexible Exchange Rates and Commercial Policy In: Economia Internazionale / International Economics.
[Citation analysis]
article0
1997Modelling 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]
article2
1999original: 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]
article0
1995Cointegration and market efficiency: a time series analysis of the Greek drachma In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2005Expectations and the black market premium for foreign currency in Greece In: Applied Financial Economics.
[Full Text][Citation analysis]
article0
1997The monetary model of the exchange rate and the Greek drachma in the 1920s In: Applied Financial Economics.
[Full Text][Citation analysis]
article1
2012The dynamics of inflation: a study of a large number of countries In: Applied Economics.
[Full Text][Citation analysis]
article7
2018Saving, investment and capital mobility in EU member countries: a panel data analysis of the Feldstein–Horioka puzzle In: Applied Economics.
[Full Text][Citation analysis]
article0
2018Assessing 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]
article0
2001Long-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]
article3
2010The Greek Crisis: Causes and Implications In: Panoeconomicus.
[Full Text][Citation analysis]
article29
2006LONG 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]
paper15
2018Contagion and interdependence in Eurozone bank and sovereign credit markets In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team