13
H index
15
i10 index
494
Citations
nikitas pittis : Citation Profile
University of Piraeus | RESEARCH PRODUCTION: 39 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (1990 - 2011). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with nikitas pittis. | Is cited by:
| Cites to:
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Main data
Where nikitas pittis has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Economics Series / Institute for Advanced Studies | 3 |
| Economics Department Working Paper Series / Department of Economics, National University of Ireland - Maynooth | 2 |
| The Institute for International Integration Studies Discussion Paper Series / IIIS | 2 |
Recent works citing nikitas pittis (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Nonresident holdings of domestic debt in Nigeria: Internal or external driven?. (2020). Hosny, Amr. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:3:p:472-485. Full description at Econpapers || Download paper |
| 2022 | Policy uncertainty and income distribution: Asymmetric evidence from state?level data in the United States. (2022). Bahmani-Oskooee, Mohsen ; Bahmanioskooee, Mohsen ; Hasanzade, Mehrnoosh. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:1:p:179-220. Full description at Econpapers || Download paper |
| 2021 | Exchange Rate Parities and Taylor Rule Deviations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8961. Full description at Econpapers || Download paper |
| 2020 | Comparison of the Marshall-Lerner condition in OECD and Asian countries: new evidence from pooled mean group estimation. (2020). Ebadi, Esmaeil. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00060. Full description at Econpapers || Download paper |
| 2020 | Oil Products Consumption and Economic Growth in Cameroon Households: An Assessment Using ARDL Cointegration and Granger Causality Analysis. (2020). Tamba, Jean Gaston ; Sapnken, Flavian Emmanuel ; Koffi, Francis Djanna ; Ndjakomo, Salome Essiane. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-66. Full description at Econpapers || Download paper |
| 2021 | Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608. Full description at Econpapers || Download paper |
| 2021 | Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983. Full description at Econpapers || Download paper |
| 2021 | A tale of tails : New evidence on the growth-return nexus. (2021). Výrost, Tomáš ; Lyócsa, Štefan ; Vrost, Toma ; Lyocsa, Tefan ; Plihal, Toma. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310347. Full description at Econpapers || Download paper |
| 2021 | Influence of nonspecific factors on the interest rate of online peer-to-peer microloans in China. (2021). Liu, Xiao Jie ; Guo, Jianfeng ; Cui, Changnan. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316536. Full description at Econpapers || Download paper |
| 2021 | Is quantitative and qualitative information relevant for choosing mutual funds?. (2021). Duran-Santomil, Pablo ; Otero-Gonzalez, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:476-488. Full description at Econpapers || Download paper |
| 2020 | The asymmetric effects of oil price changes on unemployment: Evidence from Canada and the U.S. (2020). Nusair, Salah A. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300921. Full description at Econpapers || Download paper |
| 2020 | Time-varying volatility spillovers between oil prices and precious metal prices. (2020). Esen, Omer ; Ãevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmu Ari. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303330. Full description at Econpapers || Download paper |
| 2022 | Does inter-region portfolio diversification pay more than the international diversification?. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Ur, Mobeen ; Ahmad, Nasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:26-35. Full description at Econpapers || Download paper |
| 2020 | Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain. (2020). Warshaw, Evan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:1-14. Full description at Econpapers || Download paper |
| 2020 | A modified BDS test. (2020). Hui, Yongchang ; Zheng, Shurong ; Bai, Zhidong ; Luo, Wenya. In: Statistics & Probability Letters. RePEc:eee:stapro:v:164:y:2020:i:c:s0167715220300973. Full description at Econpapers || Download paper |
| 2021 | Air Transportation, Economy and Causality: Remote Towns in Brazil’s Amazon Region. (2021). Caixeta, Rafael ; Ventura, Rodrigo V ; Cabo, Manoela ; Fernandes, Elton ; Pacheco, Ricardo R. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:627-:d:478303. Full description at Econpapers || Download paper |
| 2022 | Empirical Study on the Impact of COVID-19 on International Student Enrollment for Higher Education in China. (2022). Agyemang, Andrew Osei ; Shijian, Zou. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:7:p:4185-:d:784829. Full description at Econpapers || Download paper |
| 2021 | Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?. (2021). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: Working Papers. RePEc:hal:wpaper:halshs-03211699. Full description at Econpapers || Download paper |
| 2020 | Non-Resident Holdings of Domestic Debt in Nigeria: Internal or External Driven?. (2020). Hosny, Amr. In: IMF Working Papers. RePEc:imf:imfwpa:2020/063. Full description at Econpapers || Download paper |
| 2020 | On the impact of exchange rate volatility on Tunisia’s trade with 16 partners: an asymmetry analysis. (2020). Bahmani-Oskooee, Mohsen ; Nouira, Ridha. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:3:d:10.1007_s10644-019-09250-y. Full description at Econpapers || Download paper |
| 2022 | On the link between Chinese currency and its inpayments from and outpayments to trading partners: an asymmetric analysis. (2022). Bahmani-Oskooee, Mohsen ; Xu, Jia. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-020-09317-1. Full description at Econpapers || Download paper |
| 2021 | Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia. (2021). Ãevik, Emrah ; Al-Eisa, Eisa Abdulrahman ; Abdallah, Atif Awad ; Dibooglu, Sel ; Cevik, Emrah Ismail . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:1:d:10.1007_s10368-020-00484-0. Full description at Econpapers || Download paper |
| 2020 | How the banking system is creating a two-way inflation in an economy. (2020). Nizam, Ahmed Mehedi. In: PLOS ONE. RePEc:plo:pone00:0229937. Full description at Econpapers || Download paper |
| 2020 | How the banking system is creating a two-way inflation in an economy. (2020). Nizam, Ahmed Mehedi. In: MPRA Paper. RePEc:pra:mprapa:99427. Full description at Econpapers || Download paper |
| 2022 | High-Income Countries and Feldstein-Horioka Puzzle: Econometric Evidence from Dynamic Common-Correlated Effects Model. (2022). Ozdemir, Onur. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2022:i:1:p:45-67. Full description at Econpapers || Download paper |
| 2020 | . Full description at Econpapers || Download paper |
| 2020 | Asymmetric effect of income on the US healthcare expenditure: evidence from the nonlinear autoregressive distributed lag (ARDL) approach. (2020). Barati, Mehdi ; Fariditavana, Hadiseh. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1604-7. Full description at Econpapers || Download paper |
| 2021 | Equity fund flows and stock market returns in the USA before and after the global financial crisis: a VAR-GARCH-in-mean analysis. (2021). Caporale, Guglielmo Maria ; Spagnolo, Nicola ; Babalos, Vassilios. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01783-5. Full description at Econpapers || Download paper |
| 2021 | . Full description at Econpapers || Download paper |
| 2021 | To EMU or not to EMU: Can TFP “provoke” the capital structure puzzle of SMEs?. (2021). Savvakis, Georgios ; Papageorgiou, Theofanis ; Kenourgios, Dimitris. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2595-2611. Full description at Econpapers || Download paper |
Works by nikitas pittis:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Testing for a unit root under errors with just barely infinite variance In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 9 |
| 1993 | On the Exchange Rate of the Dollar: Market Fundamentals AU versus Speculative Bubbles. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 2 |
| 2009 | Long?Run PPP under the Presence of Near?to?Unit Roots: The Case of the British Pound–US Dollar Rate* In: Review of International Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Selectivity, Market Timing and the Morningstar Star-Rating System In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Selectivity, Market Timing and the Morningstar Star-Rating System.(2009) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1996 | Testing for Unbiasedness of Term Structure and Interest Differentials as Predictors of Future Inflation Changes and Inflation Differentials. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2002 | Exogeneity and measurement of persistence In: Revista de EconomÃa del Rosario. [Full Text][Citation analysis] | article | 0 |
| 2001 | Persistence in macroeconomic time series: Is it a model invariant property? In: Revista de EconomÃa del Rosario. [Full Text][Citation analysis] | article | 0 |
| 1990 | Pricing and Product Market Structure in Open Economies: An Empirical Test In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2002 | KERNEL AND BANDWIDTH SELECTION, PREWHITENING, AND THE PERFORMANCE OF THE FULLY MODIFIED LEAST SQUARES ESTIMATION METHOD In: Econometric Theory. [Full Text][Citation analysis] | article | 6 |
| 2004 | A comparison of autoregressive distributed lag and dynamic OLS cointegration estimators in the case of a serially correlated cointegration error In: Econometrics Journal. [Full Text][Citation analysis] | article | 65 |
| 1996 | Modelling the sterling-deutschmark exchange rate: Non-linear dependence and thick tails In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 1998 | Unit roots and long-run causality: investigating the relationship between output, money and interest rates In: Economic Modelling. [Full Text][Citation analysis] | article | 11 |
| 2010 | Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1994 | Persistence in real variables under alternative exchange rate regimes : Some multi-country evidence In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1999 | Forward versus reverse regression and cointegration In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2003 | Testing for PPP: the erratic behaviour of unit root tests In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
| 2004 | Testing for Granger causality in variance in the presence of causality in mean In: Economics Letters. [Full Text][Citation analysis] | article | 30 |
| 2008 | Cointegration, variance shifts and the limiting distribution of the OLS estimator In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 1995 | Nominal exchange rate regimes and the stochastic behavior of real variables In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 14 |
| 1998 | Cointegration and predictability of asset prices1 In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 17 |
| 1999 | Unit roots and Granger causality in the EMS interest rates: the German Dominance Hypothesis revisited In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 52 |
| 2005 | The Feldstein-Horioka puzzle revisited: A Monte Carlo study In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 29 |
| 1994 | Testing for exchange rate bubbles using variance inequalities In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 0 |
| 1996 | Interest rate convergence, capital controls, risk premia and foreign exchange market efficiency in the EMS In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 16 |
| 1998 | Conditional Leptokurtosis and Non-Linear Dependence in Exchange Rate Returns In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 3 |
| 2001 | Testing for PPP and UIP in an FIML framework: Some evidence for Germany and Japan In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 17 |
| 1999 | Cointegration and joint efficiency of international commodity markets In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 2004 | The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification. A Monte Carlo Study In: Economics Series. [Full Text][Citation analysis] | paper | 6 |
| 2004 | Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of Structural Invariance. Some Monte Carlo Evidence In: Economics Series. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Parameter Instability and Forecasting Performance. A Monte Carlo Study In: Economics Series. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Looking far in the past: Revisiting the growth-returns nexus with non-parametric tests In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 9 |
| 2006 | Looking far in the past:Revisiting the growth-returns nexus with non-parametric tests.(2006) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
| 2010 | Looking far in the past: revisiting the growth-returns nexus with non-parametric tests.(2010) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2006 | The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2006 | The Contribution of Growth and Interest Rate Differentials to the Persistence of Real Exchange Rates..(2006) In: Economics Department Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2002 | Testing for Causality-in-Variance: An Application to the East Asian Markets. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 51 |
| 2002 | Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity. In: Journal of Forecasting. [Citation analysis] | article | 5 |
| 2009 | Estimation and forecasting in first-order vector autoregressions with near to unit roots and conditional heteroscedasticity In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 1993 | Common stochastic trends and inflation convergence in the EMS In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 28 |
| 1995 | Inflation convergence in the EMS: Some additional evidence. A reply In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 1 |
| 2001 | Parameter instability, superexogeneity, and the monetary model of the exchange rate In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 3 |
| 2003 | IGARCH models and structural breaks In: Applied Economics Letters. [Full Text][Citation analysis] | article | 17 |
| 1995 | Interest rate linkages within the European Monetary System: an alternative interpretation In: Applied Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2004 | Feedbacks between mutual fund flows and security returns: evidence from the Greek capital market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 13 |
| 1997 | Domestic and external factors in interest rate determination In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 1998 | Term structure and interest differentials as predictors of future inflation changes and inflation differentials In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 2004 | Estimator Choice and Fishers Paradox: A Monte Carlo Study In: Econometric Reviews. [Full Text][Citation analysis] | article | 30 |
| 2011 | Mixing Conditions, Central Limit Theorems, and Invariance Principles: A Survey of the Literature with Some New Results on Heteroscedastic Sequences In: Econometric Reviews. [Full Text][Citation analysis] | article | 4 |
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