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)

12

H index

16

i10 index

666

Citations

RESEARCH PRODUCTION:

76

Articles

47

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   27 years (1993 - 2020). See details.
   Cites by year: 24
   Journals where Georgios P. Kouretas has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 26 (3.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pko307
   Updated: 2021-03-01    RAS profile: 2021-02-10    
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Relations with other researchers


Works with:

laopodis, nikiforos (4)

Bratis, Theodoros (3)

Georgoutsos, Dimitris (3)

Agoraki, Maria-Eleni (3)

Pawłowska, Małgorzata (3)

Tsoumas, Chris (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 (11)

Lee, Chin (9)

Wu, Ji (9)

Baumohl, Eduard (9)

Azali, M. (9)

Masih, Abul (9)

Demertzis, Maria (8)

Agur, Itai (8)

Lyócsa, Štefan (7)

Melo-Velandia, Luis (6)

Gomez-Gonzalez, Jose (6)

Cites to:

Johansen, Soren (107)

juselius, katarina (49)

Engle, Robert (32)

Phillips, Peter (26)

Elliott, Graham (25)

Claessens, Stijn (23)

Taylor, Mark (22)

Perron, Pierre (22)

Levine, Ross (22)

Delis, Manthos (22)

Bollerslev, Tim (21)

Main data


Where Georgios P. Kouretas has published?


Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money6
International Journal of Finance & Economics5
Economic Modelling5
International Review of Financial Analysis4
Journal of International Money and Finance4
Applied Financial Economics4
Open Economies Review4
Applied Economics3
International Review of Economics & Finance3
Journal of Banking & Finance3
The Annals of Regional Science2
Central European Journal of Economic Modelling and Econometrics2
Journal of Macroeconomics2
Journal of Financial Stability2
Review of International Economics2
International Journal of Finance & Economics2

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

Recent works citing Georgios P. Kouretas (2021 and 2020)


YearTitle of citing document
2020Common Decomposition of Correlated Brownian Motions and its Financial Applications. (2019). Yang, Jingping ; Cheng, Xue. In: Papers. RePEc:arx:papers:1907.03295.

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2020Influence of Governance on the Relationship Between Foreign Banks’ Penetration and Banking Stability. (2020). Habibullah, Muzafar Shah ; Sufian, Nik Ahmad ; Yusop, Zulkornain ; Ibrahim, Saifuzzaman ; Zohrehvand, Azadeh. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2020:p:231-238.

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2020On the Drivers of Inflation in Different Monetary Regimes. (2020). Diaz, Daniel Garces. In: Working Papers. RePEc:bdm:wpaper:2020-16.

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2020Private Banking Credit and Economic Growth in Mexico: A State Level Panel Data Analysis 2005-2018. (2020). Flores, Miguel A ; Torre, Leonardo E. In: Working Papers. RePEc:bdm:wpaper:2020-17.

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2020Bond market integration of emerging economies and bilateral linkages. (2020). Balli, Faruk ; Rana, Faisal ; Hu, Xuan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2039-2062.

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2020New empirical evidence on CEEs stock markets integration. (2020). Anton, Sorin ; Booc, Claudiu. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:10:p:2785-2802.

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2020THE LAW OF ONE PRICE, PURCHASING POWER PARITY AND EXCHANGE RATES: SETTING THE RECORD STRAIGHT. (2020). Pippenger, John. In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2n8899rp.

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2020The Power of Sentiment: Irrational Beliefs of Households and Consumer Loan Dynamics. (2020). Rakovská, Zuzana ; Hodula, Martin ; Ehrenbergerova, Dominika. In: Working Papers. RePEc:cnb:wpaper:2020/10.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Muoz, Alejandro ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:eec:wpaper:2102.

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2020Monetary policy, bank competition and regional credit cycles: Evidence from a quasi-natural experiment. (2020). Schaffer, Matthew ; Segev, Nimrod. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119918307934.

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2020Post-privatization state ownership and bank risk-taking: Cross-country evidence. (2020). El Ghoul, Sadok ; Hossain, Mahmud ; Guedhami, Omrane ; Boubakri, Narjess. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300699.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2020Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

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2020Investor protection, regulation and bank risk-taking behavior. (2020). Teixeira, Joao ; Mario, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818304546.

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2020Spillover effects in oil-related CDS markets during and after the sub-prime crisis. (2020). Ozdemir, Zeynel ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301467.

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2020Dynamic interactions between Central European currencies and the euro. (2020). Orlowski, Lucjan ; Gorman, Michael ; Roessler, Matthew H. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:3:s0939362520300881.

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2020Why have negative nominal interest rates had such a small effect on bank performance? Cross country evidence. (2020). Spiegel, Mark ; Rose, Andrew ; Lopez, Jose. In: European Economic Review. RePEc:eee:eecrev:v:124:y:2020:i:c:s0014292120300349.

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2020Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management. (2020). Tsuji, Chikashi. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521919302224.

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2020Bank competition, concentration and EU SME cost of debt. (2020). Han, Liang ; Wang, Xiaodong ; Huang, Xing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301782.

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2020CEOs market sentiment and corporate innovation: The role of financial uncertainty, competition and capital intensity. (2020). Danso, Albert ; Lartey, Theophilus ; Owusu-Agyei, Samuel. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302258.

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2020Systemic risk in bank-firm multiplex networks. (2020). Wu, Chaoqun ; Liu, Yifu. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301369.

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2020Monetary policy and systemic risk-taking in the Euro area investment fund industry: A structural factor-augmented vector autoregression analysis. (2020). de Simone, Francisco Nadal ; Jin, Xisong. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300486.

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2020Impact of the 2008–2009 financial crisis on the external and internal linkages of European frontier stock markets. (2020). Rothovius, Timo ; Piljak, Vanja ; Nikkinen, Jussi. In: Global Finance Journal. RePEc:eee:glofin:v:46:y:2020:i:c:s1044028318302114.

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2020Bank market power and SME finance: Firm-bank evidence from European countries. (2020). Huang, Xing ; Han, Liang ; Wang, Xiaodong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300770.

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2020Economic uncertainty and bank risk: Evidence from emerging economies. (2020). Jeon, Bang ; Chen, Minghua ; Yao, Yao ; Wu, JI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301268.

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2020Linking words in economic discourse: Implications for macroeconomic forecasts. (2020). Aromi, Daniel J. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1517-1530.

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2020The distributional effects of conventional monetary policy and quantitative easing: Evidence from an estimated DSGE model. (2020). Vogel, Lukas ; Priftis, Romanos ; Hohberger, Stefan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619300020.

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2020Identifying the risk-Taking channel of monetary transmission and the connection to economic activity. (2020). Segev, Nimrod. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301163.

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2020Cross-border capital flows and bank risk-taking. (2020). te Kaat, Daniel ; Dinger, Valeriya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301084.

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2020Does bank opacity affect lending?. (2020). Zheng, YI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301667.

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

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2020Bank regulations, bank competition and bank risk-taking: Evidence from Japan. (2020). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x2030027x.

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2020Does bank FinTech reduce credit risk? Evidence from China. (2020). Qu, Yang ; Cheng, Maoyong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x19307607.

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2020Bank diversification and systemic risk. (2020). Chou, Ray Yeutien ; Liu, Chih-Liang ; Yang, Hsin-Feng . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:311-326.

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2020Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach. (2020). Huang, Liqing ; Zhu, Bangzhu ; Wang, Ping ; Ye, Shunxin ; Yuan, Lili. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:163-175.

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2021Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; Corbet, Shaen ; Xu, Danyang ; Hu, Yang ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81.

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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.

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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.

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2020The conditioning role of performance on the bank risk-taking channel of monetary policy: Evidence from a multiple-tool regime. (2020). Dang, Van Cuong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s027553192030297x.

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2020Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets. (2020). Potrykus, Marcin ; Kubiszewska, Katarzyna. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:1047-1067.

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

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

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2020Does Monetary Policy Influence the Profitability of Banks in New Zealand?. (2020). , Ly ; Acharya, Sanjeev ; Kumar, Vijay. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:35-:d:369148.

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

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2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. (2020). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Dionisio, Andreia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:91-:d:354926.

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2020Multiscale Quantile Correlation Coefficient: Measuring Tail Dependence of Financial Time Series. (2020). Zhao, Xiaofang ; Ke, Jinchuan ; Xu, Chao. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:4908-:d:372235.

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2021The Joint Impact of Bank Capital and Funding Liquidity on the Monetary Policys Risk-Taking Channel. (2021). de Menna, Bruno. In: Working Papers. RePEc:hal:wpaper:hal-03138724.

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2021Monetary Policy, Credit Risk, and Profitability: The Influence of Relationship Lending on Cooperative Banks Performance. (2021). de Menna, Bruno. In: Working Papers. RePEc:hal:wpaper:hal-03138738.

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2020Investment Home Bias in the European Union. (2020). Martins, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01402020.

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2020Investment Home Bias in the European Union. (2020). Martins, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01472020.

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2020The triple (T3) dimension of systemic risk: identifying systemically important banks in Eurozone Abstract: The systemic importance of a financial institution is generally assessed by the effect on the. (2020). Lamouchi, Ali ; Derbali, Abdelkader. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2020:v:11:p:87-122.

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2020Volatility and asymmetric dependence in Central and East European stock markets. (2020). Vo, Thi Thuy Anh ; Mollah, Sabur ; Mobarek, Asma ; Joseph, Nathan Lael. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00874-0.

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2021Risk exposures of European cooperative banks: a comparative analysis. (2021). Gramlich, Dieter ; Mare, Davide Salvatore. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00884-y.

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2021CEO chairman controversy: evidence from the post financial crisis period. (2021). Gontarek, Walter ; Belghitar, Yacine. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:2:d:10.1007_s11156-020-00906-9.

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2020Bank Survival in Central and Eastern Europe. (2020). Kočenda, Evžen ; Iwasaki, Ichiro ; Kocenda, Evzen . In: KIER Working Papers. RePEc:kyo:wpaper:1022.

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2020Industry Heterogeneity in the Risk-Taking Channel. (2020). Mylonidis, Nikolaos ; Delis, Manthos ; Iosifidi, Maria. In: MPRA Paper. RePEc:pra:mprapa:100433.

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2020Iluzii financiare, Partea întâi. (2020). Stefanescu, Rzvan ; Dumitriu, Ramona. In: MPRA Paper. RePEc:pra:mprapa:101201.

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2020Current account sustainability and capital mobility in Latin American and Caribbean countries. (2020). Yersh, Valeryia. In: MPRA Paper. RePEc:pra:mprapa:105440.

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2020LEVERAGING THE SCALABILITY: A DISTRIBUTED CLOUD FOR TOMORROW’S INTERNET OF AUTONOMOUS THINGS. (2020). Hagiu, Alina ; Barbulescu, Marinela. In: Scientific Bulletin - Economic Sciences. RePEc:pts:journl:y:2020:i:1:p:30-37.

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2020The Risk-Taking Channel of Monetary Policy: Do Macroprudential Regulation and Central Bank Independence Influence the Transmission of Interest Rates?. (2020). Andrieș, Alin Marius ; Plecu, Ioana . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:3:p:5-30.

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2020.

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2020A dominance approach for comparing the performance of VaR forecasting models. (2020). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-020-00990-4.

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2020The role of ECB monetary policy and financial stress on Eurozone sovereign yields. (2020). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01717-1.

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2020Propagation of economic shocks from Russia and Western European countries to CEE-Baltic countries. (2020). Khan, Nazmus Sadat. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:3:d:10.1007_s40822-020-00146-1.

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2020Capital mobility in Latin American and Caribbean countries: new evidence from dynamic common correlated effects panel data modeling. (2020). Ketenci, Natalya. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00204-2.

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2020A Bayesian Signals Approach for the Detection of Crises. (2020). Michaelides, Panayotis ; Xidonas, Panos ; Tsionas, Mike. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:3:d:10.1007_s40953-019-00186-8.

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2020Stock exchange mergers: a dynamic correlation analysis on Euronext. (2020). Espinosa-Mendez, Christian ; Vieito, Joo ; Gorigoitia, Juan. In: Portuguese Economic Journal. RePEc:spr:portec:v:19:y:2020:i:2:d:10.1007_s10258-019-00160-5.

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2020Contagion or interdependence? Comparing signed and unsigned spillovers. (2020). Volkov, Vladimir ; Islam, Raisul. In: Working Papers. RePEc:tas:wpaper:33214.

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2020Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets. (2020). Hasan, Mohammad S ; Alexandridis, Antonios K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:518-546.

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2021Network?based early warning system to predict financial crisis. (2021). Dastkhan, Hossein. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:594-616.

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2021Investigation of fractal market hypothesis and forecasting time series stock returns for Tehran Stock Exchange and London Stock Exchange. (2021). Rounaghi, Mohammad Mahdi ; Moradi, Mahdi ; Nooghabi, Mehdi Jabbari. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:662-678.

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2021The triple (T3) dimension of systemic risk: Identifying systemically important banks. (2021). Angelini, Eliana ; Foglia, Matteo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:7-26.

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2020Research on Environmental Sustainability of Coal Cities: A Case Study of Yulin, China. (2020). Shang, BO ; Ai, Keyu ; Cheng, Zhuo ; Zhai, Xiaowei. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2470-:d:358088.

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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.
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2005Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE.(2005) In: Working Papers.
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2002Mean and Variance Causality between Official and Parallel Currency Markets: Evidence from Four Latin American Countries In: The Financial Review.
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article15
2004Editorial In: Journal of Common Market Studies.
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2001VOLATILITY SPILLOVERS BETWEEN THE BLACK MARKET AND OFFICIAL MARKET FOR FOREIGN CURRENCY IN GREECE In: Journal of Financial Research.
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article2
2009Guest Editorial: Overview of the Special Section on Advances in Macroeconomic Theory and Policy and International Money and Finance In: Review of International Economics.
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1997The Canadian Dollar and Purchasing Power Parity during the Recent Float. In: Review of International Economics.
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article9
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.
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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.
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2001A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION In: Working Papers.
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2004A Multivariate I(2) cointegration analysis of German hyperinflation.(2004) In: Applied Financial Economics.
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2001A cointegration approach to the lead-lag effect among size-sorted equity portfolios In: Working Papers.
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2005A cointegration approach to the lead-lag effect among size-sorted equity portfolios.(2005) In: International Review of Economics & Finance.
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2001COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK In: Working Papers.
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2001The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America In: Working Papers.
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2003Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece In: Working Papers.
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2005Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece.(2005) In: Economic Modelling.
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2005Mean and variance causality between the Cyprus Stock Exchange and major equity markets In: Working Papers.
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2005Mean and variance causality between the Cyprus Stock Exchange and major equity markets.(2005) In: Money Macro and Finance (MMF) Research Group Conference 2005.
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2005Regime Switching and Artificial Neural Network Forecasting In: Working Papers.
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