12
H index
14
i10 index
537
Citations
Costas P. Siriopoulos : Citation Profile
Zayed University | RESEARCH PRODUCTION: 70 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1997 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Costas P. Siriopoulos. | Is cited by:
| Cites to:
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Main data
Where Costas P. Siriopoulos has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 4 |
Recent works citing Costas P. Siriopoulos (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2023). Cifuentes, Arturo ; Ram, Domingo ; Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2302.02269. Full description at Econpapers || Download paper |
| 2023 | The relationship between interest rate volatility and the shadow economy in OECD countries: An asymmetric analysis. (2023). Hayes, Linda A ; Niroomand, Farhang ; Hajilee, Massomeh. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:3:p:539-566. Full description at Econpapers || Download paper |
| 2023 | Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244. Full description at Econpapers || Download paper |
| 2023 | Flexible inflation targeting and stock market volatility: Evidence from emerging market economies. (2023). Boughrara, Adel ; Dridi, Ichrak. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002328. Full description at Econpapers || Download paper |
| 2023 | Price discovery between Bitcoin spot markets and exchange traded products. (2023). Bowden, James ; Franus, Tatiana ; Gemayel, Roland. In: Economics Letters. RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775. Full description at Econpapers || Download paper |
| 2023 | Firm behaviour under negative deposit rates. (2023). Abildgren, Kim ; Kuchler, Andreas. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s001429212200229x. Full description at Econpapers || Download paper |
| 2023 | Systemic risk spillovers and the determinants in the stock markets of the Belt and Road countries. (2023). Xie, Chi ; Zhu, You ; Wang, Gang-Jin ; Feng, Yusen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000250. Full description at Econpapers || Download paper |
| 2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper |
| 2023 | Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x. Full description at Econpapers || Download paper |
| 2023 | The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846. Full description at Econpapers || Download paper |
| 2023 | Measuring the effects of large-scale asset purchases: The role of international financial markets and the financial accelerator. (2023). Gibbs, Christopher ; Gelfer, Sacha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001942. Full description at Econpapers || Download paper |
| 2023 | The sources of economic uncertainty: Evidence from eurozone markets. (2023). Liosi, Konstantina. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000300. Full description at Econpapers || Download paper |
| 2023 | The volatility index and volatility risk premium in China. (2023). Zhang, Jin E ; Gehricke, Sebastian ; Ruan, Xinfeng ; Yue, Tian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:40-55. Full description at Econpapers || Download paper |
| 2023 | Diaspora Impact on Foreign Direct Investment: State Institutions on Diaspora Engagement. (2023). Gjorduni, Florenca. In: European Journal of Marketing and Economics Articles. RePEc:eur:ejmejr:121. Full description at Econpapers || Download paper |
| 2023 | Knowledge Discovery to Support WTI Crude Oil Price Risk Management. (2023). Duda, Jerzy ; Basiura, Beata ; Skalna, Iwona ; Amasz, Bartosz ; Puka, Radosaw. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3486-:d:1125089. Full description at Econpapers || Download paper |
| 2023 | Cryptocurrencies and Long-Range Trends. (2023). Papadimitriou, Theophilos ; Gogas, Periklis ; Sofianos, Emmanouil ; Alexiadou, Monica. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:40-:d:1082630. Full description at Econpapers || Download paper |
| 2023 | Antecedents of Organizational Resilience after COVID-19: The Case of UAE. (2023). Mohammed, Khadija Ali. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5841-:d:1109268. Full description at Econpapers || Download paper |
| 2023 | Sectoral volatility spillovers and their determinants in Vietnam. (2023). Vo, Duc Hong ; Nguyen, Nhan Thien ; Dang, Tam Hoang-Nhat. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09446-9. Full description at Econpapers || Download paper |
| 2023 | Basel IV capital requirements and the performance of commercial banks in Africa. (2023). Muzindutsi, Paul-Francois ; Obalade, Adefemi A ; Oyetade, Damilola. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:24:y:2023:i:1:d:10.1057_s41261-021-00181-1. Full description at Econpapers || Download paper |
| 2023 | The relationship between investment intensity and profitability measures from the perspective of foreign investors. (2023). Chavali, Kavita ; al Ani, Mawih Kareem. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01571-8. Full description at Econpapers || Download paper |
| 2023 | Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067. Full description at Econpapers || Download paper |
| 2023 | On the dynamic connectedness between the G7 stock market indices and different asset classes: Fresh insights from the COVID-19 pandemic and Russia–Ukraine war. (2023). Frikha, Wajdi ; Bejaoui, Azza ; Jeribi, Ahmed. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:11:d:10.1007_s43546-023-00562-w. Full description at Econpapers || Download paper |
| 2023 | Time?frequency dynamics between fear connectedness of stocks and alternative assets. (2023). Balli, Faruk ; Hasan, Md Iftekhar ; Agyemang, Abraham ; Naeem, Muhammad Abubakr. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2188-2201. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases. (2023). Lopez, Raquel ; Fernandezperez, Adrian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1499-1530. Full description at Econpapers || Download paper |
Works by Costas P. Siriopoulos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Is Education an Investment for the Future? The Impact of the Greek case on Economic Growth In: Annals of Social Sciences & Management studies. [Full Text][Citation analysis] | article | 0 |
| 2000 | The Role of Political Instability in Stock Market Development and Economic Growth: The Case of Greece In: Economic Notes. [Full Text][Citation analysis] | article | 14 |
| 2008 | Identification of Greek Takeover Targets and Coherent Policy Implications In: Review of Development Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | External Financing, Growth and capital structure of the firms listed on the Athens Exchange In: Economic Bulletin. [Full Text][Citation analysis] | article | 7 |
| 2008 | The determinants for the survival of firms in the Athens Exchange In: Economic Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2015 | What are the International Channels Through Which a US Policy Shock is Transmitted to The World Economies? Evidence from a Time Varying FAVAR In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2008 | Transitory and Permanent Volatility Components: The Case of the Middle East Stock Markets In: Review of Middle East Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2015 | Examining the forecasting performance of a modified affine model with macroeconomic and latent factors In: Journal of Prediction Markets. [Full Text][Citation analysis] | article | 0 |
| 2010 | Extracting Formations from Long Financial Time Series Using Data Mining In: Brussels Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2009 | Selecting Strategies to Foster Economists Critical Thinking Skills: A Quantile Regression Approach In: International Review of Economic Education. [Full Text][Citation analysis] | article | 0 |
| 2012 | Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data In: Economics of Security Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2018 | Brexit and financial stability: An agent-based simulation In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
| 2017 | Cognitive biases in investors behaviour under stress: Evidence from the London Stock Exchange In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2016 | The risk in capital controls In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2021 | Do economic news releases affect tail risk? Evidence from an emerging market In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
| 2012 | An investor sentiment barometer — Greek Implied Volatility Index (GRIV) In: Global Finance Journal. [Full Text][Citation analysis] | article | 17 |
| 2013 | A long-run relationship between stock price index and exchange rate: A structural nonparametric cointegrating regression approach In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 36 |
| 2013 | Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 57 |
| 2020 | The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies? In: Journal of Business Research. [Full Text][Citation analysis] | article | 9 |
| 2014 | Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 15 |
| 2015 | Stock markets and industrial production in north and south of Euro-zone: Asymmetric effects via threshold cointegration approach In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 28 |
| 2018 | Trade asymmetries in the Mediterranean basin In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 5 |
| 2010 | How do Greek banking institutions react after significant events?--A DEA approach In: Omega. [Full Text][Citation analysis] | article | 21 |
| 2011 | Estimating financial distress with a dynamic model: Evidence from family owned enterprises in a small open economy In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 1 |
| 2020 | Uncertainty in Euro area and the bond spreads In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2021 | Implied volatility indices – A review In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
| 2019 | Intraday price discovery and volatility spillovers in an emerging market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 14 |
| 2017 | Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 9 |
| 2017 | Asymmetric and nonlinear inter-relations of US stock indices In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | A survey of empirical findings on unconventional central bank policies In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 22 |
| 2019 | Foreign direct investment and stock market development In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 9 |
| 2016 | An explanation of spread’s ability to predict economic activity In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2014 | A robust pricing of specific structured bonds with coupons In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Euro adoption and the quality of accounting information In: Managerial Auditing Journal. [Full Text][Citation analysis] | article | 1 |
| 2012 | Prediction of Greek takeover targets via bootstrapping on mixed logit model In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Money factors and EMU government bond markets convergence In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 1998 | Assymetrical Response to Earnings and Dividend Announcenments In: European Research Studies Journal. [Citation analysis] | article | 0 |
| 2000 | EDITORIAL, The Integration of European Financial Markets And Its Importance For Economic Growth And Financial Stability: Where We Are Now And What We Expect In: European Research Studies Journal. [Full Text][Citation analysis] | article | 0 |
| 2002 | ARTIFICIAL INTELLIGENT BASED TIME SERIES FORECASTING OF STOCK PRICES USING DIGITAL FILTERS In: Fuzzy Economic Review. [Citation analysis] | article | 0 |
| 2021 | Uncertainty Due to Infectious Diseases and Stock–Bond Correlation In: Econometrics. [Full Text][Citation analysis] | article | 8 |
| 2013 | European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings In: IJFS. [Full Text][Citation analysis] | article | 2 |
| 2020 | Firm Size Does Matter: New Evidence on the Determinants of Cash Holdings In: JRFM. [Full Text][Citation analysis] | article | 3 |
| 2021 | Foreign Direct Investment in GCC Countries: The Essential Influence of Governance and the Adoption of IFRS In: JRFM. [Full Text][Citation analysis] | article | 6 |
| 2008 | Auditor awareness of earnings management In: International Journal of Accounting, Auditing and Performance Evaluation. [Full Text][Citation analysis] | article | 4 |
| 2007 | An investigation of riskiness in South and Eastern European markets In: International Journal of Financial Services Management. [Full Text][Citation analysis] | article | 0 |
| 2007 | Predicting Greek mergers and acquisitions: a new approach In: International Journal of Financial Services Management. [Full Text][Citation analysis] | article | 0 |
| 2004 | American equity mutual funds in European markets: Hot hands phenomenon and style analysis In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 8 |
| 1997 | Diversification benefits in the smaller European stock markets In: International Advances in Economic Research. [Full Text][Citation analysis] | article | 4 |
| 2013 | Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 12 |
| 2012 | Banks’ lending behavior and monetary policy: evidence from Sweden In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 11 |
| 2002 | Nonlinear Noise Estimation in International Capital Markets In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 0 |
| 2021 | The role of net stable funding ratio on the bank lending channel: evidence from European Union In: Journal of Banking Regulation. [Full Text][Citation analysis] | article | 1 |
| 2006 | External financing, growth and capital structure In: MPRA Paper. [Full Text][Citation analysis] | paper | 49 |
| 1998 | ?esting convergence and divergence: the data from Greece In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Does the ECB Care about Shifts in Investors’ Risk Appetite? In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2015 | An Analysis of the Covered Warrants listed on the Athens Exchange In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2014 | An Analysis of the Covered Warrants listed on the Athens Exchange.(2014) In: Journal of Risk & Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 1999 | Financial Regulation and Stock Market Volatility in the Athens Stock Exchange In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
| 2009 | Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea In: Journal of Economic Integration. [Citation analysis] | article | 3 |
| 2014 | A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe In: Bulletin of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Investing in mutual funds: are you paying for performance or for the ties of the manager? In: Bulletin of Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | Cash Holdings and Firm Characteristics: Evidence from UK Market In: Journal of Risk & Control. [Full Text][Citation analysis] | article | 0 |
| 1998 | The Demand for Tourism to Greece: A Cointegration Approach In: Tourism Economics. [Full Text][Citation analysis] | article | 5 |
| 2002 | A hybrid clustering scheme for time series forecasting In: Computing in Economics and Finance 2002. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Effects of the Public Sector downsizing on Social Security and public finance In: SPOUDAI Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
| 2019 | Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective In: Empirical Economics. [Full Text][Citation analysis] | article | 7 |
| 2016 | Stock markets and effective exchange rates in European countries: threshold cointegration findings In: Eurasian Economic Review. [Full Text][Citation analysis] | article | 8 |
| 2006 | Does the Market for Corporate Control hypothesis explain takeover targets? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2014 | Does the yield spread retain its forecasting ability during the 2007 recession? A comparative analysis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2006 | Nonlinear forecast of financial time series through dynamical calendar correction In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2008 | Firm survival and time aggregation bias In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2000 | Interdependence between the US and major European equity markets: evidence from spectral analysis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
| 2000 | Seasonality in the Athens stock exchange In: Applied Financial Economics. [Full Text][Citation analysis] | article | 20 |
| 2013 | Nonlinear dynamics in economics and finance and unit root testing In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 1998 | Testing for Convergence Across the Greek Regions In: Regional Studies. [Full Text][Citation analysis] | article | 42 |
| 1997 | Testing the convergence hypothesis for Greece In: Managerial and Decision Economics. [Citation analysis] | article | 8 |
| 2006 | EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 1 |
| 2013 | Deferred Tax Positions under the prism of financial crisis and the effects of a corporate tax reform In: EconStor Conference Papers. [Full Text][Citation analysis] | paper | 0 |
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