Catherine KYRTSOU : Citation Profile


Are you Catherine KYRTSOU?

University of Macedonia (47% share)
Bureau d'Économie Théorique et Appliquée (BETA) (47% share)
Université Paris Ouest-Nanterre la Défense (Paris X) (6% share)

9

H index

8

i10 index

197

Citations

RESEARCH PRODUCTION:

19

Articles

7

Papers

RESEARCH ACTIVITY:

   13 years (2000 - 2013). See details.
   Cites by year: 15
   Journals where Catherine KYRTSOU has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 18 (8.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pky4
   Updated: 2018-12-08    RAS profile: 2014-09-29    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Catherine KYRTSOU.

Is cited by:

HENNANI, Rachida (11)

Aguiar-Conraria, Luís (10)

Rashid, Abdul (7)

Nguyen, Duc Khuong (6)

El Montasser, Ghassen (5)

Hammoudeh, Shawkat (5)

Vorlow, Costas (5)

Barnett, William (5)

Ajmi, Ahdi Noomen (5)

McAleer, Michael (4)

Sousa, Rita (4)

Cites to:

Hommes, Cars (19)

Serletis, Apostolos (17)

Malliaris, Anastasios (15)

Lux, Thomas (14)

Chiarella, Carl (12)

Brock, William (10)

He, Xuezhong (8)

Engle, Robert (8)

Stein, Jerome (7)

Hinich, Melvin (7)

Barnett, William (7)

Main data


Where Catherine KYRTSOU has published?


Journals with more than one article published# docs
Journal of Macroeconomics4
Energy Economics3
Empirical Economics2
Brussels Economic Review2
Physica A: Statistical Mechanics and its Applications2

Recent works citing Catherine KYRTSOU (2018 and 2017)


YearTitle of citing document
2017Responses of Economic Activity to Global Oil Market Shocks: A Comparative Analysis of Major Net Oil-Producing and -Consuming Countries. (2017). Mavromaras, Kostas ; Worthington, Andrew C ; Sotoudeh, M-Ali . In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i::p:70-85.

Full description at Econpapers || Download paper

2017THE DEVELOPMENT AND THE CURRENT STATUS OF THE CAPITAL MARKET HYPOTHESES: A FEW BENCHMARKS. (2017). Vasile, Bratian ; Amelia, Bucur . In: Revista Economica. RePEc:blg:reveco:v:69:y:2017:i:1:p:22-28.

Full description at Econpapers || Download paper

2018Improving the predictability of commodity prices in US inflation: The role of coffee price. (2018). Salisu, Afees ; Adediran, Idris ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0041.

Full description at Econpapers || Download paper

2018Crude oil and equity markets in major European countries: New evidence. (2018). Benkraiem, Ramzi ; Miloudi, Anthony ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

Full description at Econpapers || Download paper

2018East meets West: When the Islamic and Gregorian calendars coincide. (2018). Tantisantiwong, Nongnuch ; Power, David ; Helliar, Christine ; Halari, Anwar . In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:4:p:402-424.

Full description at Econpapers || Download paper

2018Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach. (2018). Ben Salha, Ousama ; Aloui, Chaker ; Hkiri, Besma ; Ben-Salha, Ousama. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:75-96.

Full description at Econpapers || Download paper

2017Electricity and growth nexus dynamics in Singapore : Fresh insights based on wavelet approach. (2017). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Jammazi, Rania ; Sharif, Arshian. In: Energy Policy. RePEc:eee:enepol:v:110:y:2017:i:c:p:686-692.

Full description at Econpapers || Download paper

2017U.S. shale oil production and WTI prices behaviour. (2017). Gil-Alana, Luis ; de Gracia, Fernando Perez ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:141:y:2017:i:c:p:12-19.

Full description at Econpapers || Download paper

2018Will the energy price bubble burst?. (2018). Lee, Chien-Chiang ; Liu, Tie-Ying. In: Energy. RePEc:eee:energy:v:150:y:2018:i:c:p:276-288.

Full description at Econpapers || Download paper

2017The impact of religious practice on stock returns and volatility. (2017). Roubaud, David ; Bouri, Elie ; Zoubi, Taisier ; Al-Khazali, Osamah. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:172-189.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Geopolitical risks and the oil-stock nexus over 1899–2016. (2017). Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:165-173.

Full description at Econpapers || Download paper

2018Terrorism and oil markets: A cross-sectional evaluation. (2018). Simkins, Betty ; Iyer, Subramanian R ; Valdivia, Jose R. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:42-48.

Full description at Econpapers || Download paper

2017Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Biswal, P C ; Jain, Anshul . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:201-206.

Full description at Econpapers || Download paper

2017Neglected chaos in international stock markets: Bayesian analysis of the joint return–volatility dynamical system. (2017). Tsionas, Mike ; Michaelides, Panayotis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:95-107.

Full description at Econpapers || Download paper

2018Time–frequency causality between stock prices and exchange rates: Further evidences from cointegration and wavelet analysis. (2018). Loganathan, Nanthakumar ; Jammazi, Rania ; Sharif, Arshian ; Afshan, Sahar. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:495:y:2018:i:c:p:225-244.

Full description at Econpapers || Download paper

2018Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets. (2018). Lao, Jiashun ; Jiang, Yonghong ; Nie, HE. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:420-427.

Full description at Econpapers || Download paper

2018Does oil product pricing reform increase returns and uncertainty in the Chinese stock market?. (2018). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:23-30.

Full description at Econpapers || Download paper

2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:453-483.

Full description at Econpapers || Download paper

2017Impacts of realized volatility of oil price over foreign trade related activities in Turkey. (2017). Degirmen, Suleyman ; Saltik, Omur . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:3:d:10.1007_s10644-017-9210-9.

Full description at Econpapers || Download paper

2018Symmetric and asymmetric nonlinear causalities between oil prices and the U.S. economic sectors. (2018). Wang, Jinghua ; Ngene, Geoffrey. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:1:d:10.1007_s11156-017-0668-3.

Full description at Econpapers || Download paper

2017Untangling the causal relationship between tax burden distribution and economic growth in 23 OECD countries: Fresh evidence from linear and non-linear Granger causality. (2017). FARHAT, Abdeljelil ; Haj, Meriem Bel ; Saafi, Sami . In: European Journal of Comparative Economics. RePEc:liu:liucej:v:14:y:2017:i:2:p:265-301.

Full description at Econpapers || Download paper

2017California´s Carbon Market and Energy Prices: A Wavelet Analysis. (2017). Sousa, Rita ; Aguiar-Conraria, Luís ; Soares, Maria Joana. In: NIPE Working Papers. RePEc:nip:nipewp:13/2017.

Full description at Econpapers || Download paper

2017Bayesian analysis of chaos: The joint return-volatility dynamical system. (2017). Tsionas, Mike ; Michaelides, Panayotis. In: MPRA Paper. RePEc:pra:mprapa:80632.

Full description at Econpapers || Download paper

2018Stock market reactions to wars and political risks: A cliometric perspective for a falling empire. (2018). Hanedar, Avni. In: MPRA Paper. RePEc:pra:mprapa:85600.

Full description at Econpapers || Download paper

2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201743.

Full description at Econpapers || Download paper

2017“CHAOS” IN ENERGY AND COMMODITY MARKETS: A CONTROVERSIAL MATTER. (2017). Mastroeni, Loretta ; Vellucci, Pierluigi . In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0218.

Full description at Econpapers || Download paper

2017Testing for Long-memory and Chaos in the Returns of Currency Exchange-traded Notes (ETNs). (2017). Diaz, John Francis ; Chen, Jo-Hui. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:4:f:7_4_2.

Full description at Econpapers || Download paper

2017Stock prices, inflation and inflation uncertainty in the U.S.: testing the long-run relationship considering Dow Jones sector indexes. (2017). Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:18:p:1794-1807.

Full description at Econpapers || Download paper

2018The dynamic causality between commodity prices, inflation and output in China: a bootstrap rolling window approach. (2018). Zhang, XU ; Yao, Dengbao ; Liu, Xiaoxing. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:4:p:407-425.

Full description at Econpapers || Download paper

2017Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910 -1914. (2017). Hanedar, Avni. In: Working Papers. RePEc:tek:wpaper:2017/2.

Full description at Econpapers || Download paper

2017Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910-1914. (2017). Hanedar, Avni. In: eabh Papers. RePEc:zbw:eabhps:1702.

Full description at Econpapers || Download paper

Works by Catherine KYRTSOU:


YearTitleTypeCited
2006Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics In: Working Papers.
[Full Text][Citation analysis]
paper1
2013Partial Symbolic Transfer Entropy In: CeNDEF Working Papers.
[Full Text][Citation analysis]
paper0
2011Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article5
2010Introduction In: Brussels Economic Review.
[Full Text][Citation analysis]
article0
2010Testing for Granger Causality in the Presence of Chaotic Dynamics In: Brussels Economic Review.
[Full Text][Citation analysis]
article4
2011The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship In: Economics of Security Working Paper Series.
[Full Text][Citation analysis]
paper8
2008Modelling non-linear comovements between time series In: Working Papers.
[Citation analysis]
paper12
2009Modelling non-linear comovements between time series.(2009) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2009The impact of information signals on market prices when agents have non-linear trading rules In: Economic Modelling.
[Full Text][Citation analysis]
article5
2009Energy sector pricing: On the role of neglected nonlinearity In: Energy Economics.
[Full Text][Citation analysis]
article24
2009Editorial introduction of the special issue: Energy sector pricing and macroeconomic dynamics In: Energy Economics.
[Full Text][Citation analysis]
article0
2013The effects of terrorism and war on the oil price–stock index relationship In: Energy Economics.
[Full Text][Citation analysis]
article9
2002Stochastic chaos or ARCH effects in stock series?: A comparative study In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article11
2006Editorial introduction: Nonlinear macroeconomic dynamics In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article0
2006Univariate tests for nonlinear structure In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article14
2006Evidence for chaotic dependence between US inflation and commodity prices In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article50
2007Detecting positive feedback in multivariate time series: The case of metal prices and US inflation In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article13
2008Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article8
2000Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data In: European Research Studies Journal.
[Full Text][Citation analysis]
article1
2003Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series In: Computational Economics.
[Full Text][Citation analysis]
article16
2008Seasonal Mackey-Glass-GARCH process and short-term dynamics In: Discussion Paper Series.
[Full Text][Citation analysis]
paper5
2010Seasonal Mackey–Glass–GARCH process and short-term dynamics.(2010) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2000IS IT POSSIBLE TO STUDY JOINTLY CHAOTIC AND ARCH BEHAVIOUR? APPLICATION OF A NOISY MACKEY-GLASS EQUATION WITH HETEROSKEDASTIC ERRORS TO THE PARIS STOCK EXCHANGE In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]
paper0
2004Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]
paper0
2004Noisy chaotic dynamics in commodity markets In: Empirical Economics.
[Full Text][Citation analysis]
article10
2013Editorial introduction: ‘new facets of the economic complexity in modern financial markets’ In: The European Journal of Finance.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team