Costas P. Siriopoulos : Citation Profile

Are you Costas P. Siriopoulos?

Zayed University

12

H index

13

i10 index

503

Citations

RESEARCH PRODUCTION:

73

Articles

8

Papers

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 20
   Journals where Costas P. Siriopoulos has often published
   Relations with other researchers
   Recent citing documents: 123.    Total self citations: 16 (3.08 %)

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   Permalink: http://citec.repec.org/psi93
   Updated: 2023-05-27    RAS profile: 2021-11-24    
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Relations with other researchers

Works with:

Philippas, Dionisis (3)

Evgenidis, Anastasios (3)

Evgenidis, Anastasios (2)

Papadamou, Stephanos (2)

Fassas, Athanasios (2)

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

Is cited by:

Papadamou, Stephanos (19)

GUPTA, RANGAN (7)

Salisu, Afees (7)

Mitrakos, Theo (6)

Kenourgios, Dimitris (5)

Bekiros, Stelios (5)

Spyromitros, Eleftherios (5)

naoui, kamel (4)

Gibson, Heather (4)

Uddin, Gazi (4)

Lazaretou, Sophia (4)

Cites to:

Papadamou, Stephanos (18)

Engle, Robert (18)

Bernanke, Ben (17)

Bollerslev, Tim (15)

Rogoff, Kenneth (14)

Gertler, Mark (13)

Boivin, Jean (13)

French, Kenneth (12)

Obstfeld, Maurice (12)

Giannoni, Marc (12)

Mishkin, Frederic (12)

Main data

Where Costas P. Siriopoulos has published?

Journals with more than one article published# docs
Journal of Economic Studies3
Journal of International Financial Markets, Institutions and Money2
Economic Bulletin2
JRFM2
European Research Studies Journal2
Finance Research Letters2
International Journal of Financial Services Management2
Applied Economics Letters2
Journal of Risk & Control2
Bulletin of Applied Economics2
The Journal of Economic Asymmetries2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4

Recent works citing Costas P. Siriopoulos (2022 and 2021)

YearTitle of citing document
2022Russias Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. (2022). Pl, Tom'Avs ; Ly, Vstefan. In: Papers. RePEc:arx:papers:2205.09179.

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2023A 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.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2022Environmental uncertainty and corporate cash holdings: The moderating role of CEO ability. (2022). Habib, Ahsan ; Magerakis, Efstathios. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:402-432.

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2022Quantitative easing and economic growth in Japan: A meta?analysis. (2022). Sequeira, Tiago ; Lopes, Alexandra ; Martins, Luis Filipe ; Linhares, Pedro ; Ferreiralopes, Alexandra. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:235-268.

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2021Financial market spillovers of U.S. monetary policy shocks. (2021). Ha, Jongrim. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1221-1274.

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2022Monetary policy regimes: A global assessment. (2022). Tyers, Rodney ; Magnusson, Leandro ; Paranavithana, Harsha ; Schiffmann, Florian. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:6:p:1737-1772.

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2021Stock Market Volatility and Terrorism: New Evidence from the Markov Switching Model. (2021). Shahzad, Mughal Khurrum ; Hyoung-Goo, Kang ; Tariq, Mohmand Yasir ; Mumtaz, Awan Tahir ; Faheem, Aslam. In: Peace Economics, Peace Science, and Public Policy. RePEc:bpj:pepspp:v:27:y:2021:i:2:p:263-284:n:5.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021Tail risk and investors’ concerns: Evidence from Brazil. (2021). Freire, Gustavo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001364.

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2022Scheduled macroeconomic news announcements and intraday market sentiment. (2022). Ryu, Doojin ; Cho, Hoon ; Seok, Sangik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000882.

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2021Public Attention to Environmental Issues and Stock Market Returns. (2021). Ziegler, Andreas ; Peillex, Jonathan ; Guesmi, Khaled ; el Ouadghiri, Imane. In: Ecological Economics. RePEc:eee:ecolec:v:180:y:2021:i:c:s0921800919315617.

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2023Firm behaviour under negative deposit rates. (2023). Abildgren, Kim ; Kuchler, Andreas. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s001429212200229x.

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2023Modeling 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.

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2021Oil price changes, uncertainty, and geopolitical risks: On the resilience of GCC countries to global tensions. (2021). Klein, Tony ; Alqahtani, Abdullah. In: Energy. RePEc:eee:energy:v:236:y:2021:i:c:s0360544221017898.

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2021Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878.

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2021The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks. (2021). Sensoy, Ahmet ; Corbet, Shaen ; O'Connell, John F ; Akyildirim, Erdinc. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302738.

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2021Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

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2021Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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2021Forecasting 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.

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2022International spillover effects of unconventional monetary policies of major central banks. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002854.

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2022Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios. (2022). Gabauer, David ; Gupta, Rangan ; Pierdzioch, Christian ; Salisu, Afees A. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200254x.

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2022What drives cross-market correlations during the United States Q.E.?. (2022). Vo, Xuan Vinh ; Do, Hung Xuan ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002721.

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2021A 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.

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2022Information content and market liquidity in the fixed income market: Evidence from the swaption market. (2022). Hattori, Takahiro. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001987.

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2022The Relation between the High-Yield Bond Spread and the Unemployment Rate in the Euro Area. (2022). Osterholm, Par ; Nguyen, Hoang ; Kiss, Tamas. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003688.

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2022The Impact of the Infectious diseases and Commodity on Stock Markets. (2022). Wen, Fenghua ; Liu, Wenhua ; Min, Feng ; Chen, Lin. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001441.

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2022Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention. (2022). Lyócsa, Štefan ; Lyocsa, Tefan ; Plihal, Toma. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002410.

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2022Effects of China’s capital controls on individual asset categories. (2022). Zhou, Yang ; Kitano, Shigeto. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322002707.

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2021Thirty years of the Global Finance Journal: A bibliometric analysis. (2021). Baker, Kent H ; Pandey, Nitesh ; Kumar, Satish. In: Global Finance Journal. RePEc:eee:glofin:v:47:y:2021:i:c:s1044028319301115.

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2021Is there any information content of traded stocks in an emerging market? Evidence from Vietnam. (2021). Vo, Duc Hong ; Doan, Bao. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:78-87.

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2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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2022Dynamic relationship between exchange rates and stock prices for the G7 countries: A nonlinear ARDL approach. (2022). Olson, Dennis ; Nusair, Salah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000312.

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2022Sovereign bond market spillovers from crisis-time developments in Greece. (2022). Zigraiova, Diana ; Clancy, Daragh ; Gabriele, Carmine. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000464.

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2022Portfolio risk and stress across the business cycle. (2022). Chakraborty, Sandip ; Kakani, Ram Kumar ; Sampath, Aravind. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000993.

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2022Factor volatility spillover and its implications on factor premia. (2022). Shi, Huai-Long ; Zhou, Wei-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001068.

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2023The 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.

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2022Brexit and global equity fund capital reallocation. (2022). Wang, Xiaohu ; Hu, Yichuan ; Gao, Xiang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:125:y:2022:i:c:s0261560622000420.

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2021Non-linear analysis of international reserve, trade and trilemma in India. (2021). Sahu, Santosh Kumar ; Dash, Umakant ; Padhan, Hemachandra. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494920300384.

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2021Credit frictions, fiscal imbalances, monetary policy autonomy, and monetary policy rules. (2021). Rashid, Abdul ; Waheed, Farah. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494920300396.

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2021The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar. (2021). Zeitun, Rami ; Eissa, Mohamad Abdelaziz ; al Refai, Hisham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000050.

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2021Analyzing the (a)symmetric impacts of oil price, economic policy uncertainty, and global geopolitical risk on exchange rate. (2021). Elian, Mohammad I ; Kisswani, Khalid M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000098.

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2021Transmission of world price shocks - Evidence from GCC countries. (2021). Rather, Sartaj Rasool ; Gunwant, Darshita Fulara. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000153.

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2021Financial deepening indicators and income inequality of OECD and ASIAN countries. (2021). ALShubiri, faris. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000165.

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2021The impact of the ECBs asset purchase programme on core and peripheral sovereign yields and its transmission channels. (2021). Vidrago, Jose ; Farinha, Jorge Bento. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000189.

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2021Does the twin deficit hypothesis exist in India? Empirical evidence from an asymmetric non-linear cointegration approach. (2021). Ramana, R V ; Behera, Smruti Ranjan ; Mallick, Lingaraj. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000244.

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2021Dynamics and asymmetries between consumer sentiment and consumption in pre- and during-COVID-19 time: Evidence from the US. (2021). Fakih, Ali ; Laopodis, Nikiforos T ; Abosedra, Salah. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000323.

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2021Stock market comovements: Evidence from the COVID-19 pandemic. (2021). Zehri, Chokri. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000335.

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2021Stock market volatility on shipping stock prices: GARCH models approach. (2021). Mokhtar, Kasypi ; Mhd, Siti Marsila. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000372.

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2022Asymmetric impact of capital controls on international trade. (2022). Zehri, Chokri. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s1703494921000426.

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2022Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period. (2022). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s170349492100044x.

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2022The role of trust, investor sentiment, and uncertainty on bank stock return performance: Evidence from the MENA region. (2022). Albaity, Mohamed ; Shah, Syed Faisal. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000214.

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2022Examining the asymmetric impact of macroeconomic policy in the UAE: Evidence from quartile impulse responses and machine learning. (2022). Polyzos, Efstathios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000275.

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2021Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003664.

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2022Exploring symmetric and asymmetric nexus between corruption, political instability, natural resources and economic growth in the context of Pakistan. (2022). Zeeshan, Muhammad ; Hussain, Arif ; Ullah, Irfan ; Rehman, Alam ; Alam, Fakhr E. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002331.

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2022Storm after the Gloomy days: Influences of COVID-19 pandemic on volatility of the energy market. (2022). Ha, Le Thanh. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003658.

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2022Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Al Ajlouni, Ahmed ; Chaibi, Anis ; Beljid, Makram ; Yousaf, Imran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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2021When and why do stock and bond markets predict US economic growth?. (2021). McMillan, David G. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:331-343.

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2021Implied volatility of structured warrants: Emerging market evidence. (2021). Sifat, Imtiaz Mohammad ; Mohamad, Azhar ; Murad, Najmi Ismail. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:464-479.

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2021The impact of the ECB’s asset purchase programme on euro area equities. (2021). Vidrago, Jose ; Farinha, Jorge Bento. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:270-279.

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2022Variation in option implied volatility spread and future stock returns. (2022). Kassa, Haimanot ; Fodor, Andy ; Diavatopoulos, Dean ; Delisle, Jared R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:152-160.

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2021Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?. (2021). Slim, Skander ; Boughrara, Adel ; Dahmene, Meriam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:676-699.

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2022A closer look into the behavior of emerging market sovereign spreads: State-dependent and asymmetric behaviors. (2022). Kayalidere, Koray ; AKTAS, Huseyin ; Cayirli, Omer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:522-548.

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2021The recovery of global stock markets indices after impacts due to pandemics. (2021). Tenreiro, Jose A ; Inacio Jr., C. M. C., ; David, S A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309429.

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2021Does interest rate and its volatility affect banking sector development? Empirical evidence from emerging market economies. (2021). Tuna, Gulcay ; Almahadin, Hamed Ahmad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s027553192100057x.

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2021Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics. (2021). GUPTA, RANGAN ; Ji, Qiang ; Pierdzioch, Christian ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001367.

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2022The intraday dynamics and intraday price discovery of bitcoin. (2022). Yuan, Yulin ; Wang, Xinyi ; Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000137.

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2022Macroeconomic and monetary policy responses in selected highly indebted MENA countries post Covid 19: A structural VAR approach. (2022). Gaysset, Isabelle ; Neaime, Simon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000629.

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2022Deterministic Effects of Volatility on Mixed Frequency GARCH in Means MIDAS Model: Evidence from Turkey. (2022). Ozsoy, Fehmi ; Doan, Nukhet. In: International Econometric Review (IER). RePEc:erh:journl:v:14:y:2022:i:1:p:1-20.

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2023Diaspora 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.

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2022How Effective Are Macroprudential Policy Instruments? Evidence from Turkey. (2022). Ogus Binatli, Ayla ; Ou, Ayla ; Elik, Mahmut. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:4:p:76-:d:778687.

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2021Liquidity Spill-Overs in Sovereign Bond Market: An Intra-Day Study of Trade Shocks in Calm and Stressful Market Conditions. (2021). TERESIENE, DEIMANTE ; Kanapickiene, Rasa ; Jurksas, Linas. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:35-:d:514849.

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2021Does Trading Volume Drive Systemic Banks’ Stock Return Volatility? Lessons from the Greek Banking System. (2021). Floros, Christos ; Gkillas, Konstantinos ; Tsagkanos, Athanasios ; Konstantatos, Christoforos. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:2:p:24-:d:544999.

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2021The Predictive Ability of Quarterly Financial Statements. (2021). Chen, Xiangjin Bruce ; Maneesoonthorn, Worapree Ole ; Zhou, Hui. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:50-:d:635744.

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2021The Effect of Quantitative Easing through Google Metrics on US Stock Indices. (2021). Papadamou, Stephanos ; Poutachidou, Nikoletta. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:4:p:56-:d:649470.

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2021Accounting Policies, Institutional Factors, and Firm Performance: Qualitative Insights in a Developing Country. (2021). Badulescu, Daniel ; Akhtar, Muhammad Nouman ; Soharwardi, Mariam Abbas ; Ahmad, Mumtaz. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:473-:d:651385.

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2021Forecasting Commodity Prices Using the Term Structure. (2021). Qadan, Mahmoud ; Idilbi-Bayaa, Yasmeen. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:585-:d:695354.

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2021The Regime-Switching Behaviour of Exchange Rates and Frontier Stock Market Prices in Sub-Saharan Africa. (2021). giouvris, evangelos ; Korley, Maud. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:122-:d:517039.

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2021A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets. (2021). Kyriazis, Nikolaos A. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:293-:d:582208.

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2022Idiosyncratic Risk Volatility: Stock Price Informativeness or Price Error?. (2022). Noer, Yuni Pristiwati ; Setiawan, Doddy. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:479-:d:948310.

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2022Determining Factors of FDI Flows to Selected Caribbean Countries. (2022). Saridakis, George ; Hosein, Roger ; Sookram, Sandra ; Boodram, Leera. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:48-:d:730199.

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2022.

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2021Drivers of the Cash Paradox. (2021). Pietrucha, Jacek. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:227-:d:703709.

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2021Insolvency Risk and Value Maximization: A Convergence between Financial Management and Risk Management. (2021). Gennaro, Alessandro. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:105-:d:566997.

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2021The Relative Informativeness of Regular and E-Mini Euro/Dollar Futures Contracts and the Role of Trader Types. (2021). Corelli, Angelo ; Malhotra, Jatin. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:111-:d:569825.

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2021The Nexus of Sophisticated Digital Assets with Economic Policy Uncertainty: A Survey of Empirical Findings and an Empirical Investigation. (2021). Kyriazis, Nikolaos A. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5383-:d:552611.

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2021Do Tourism and Institutional Quality Asymmetrically Effects on FDI Sustainability in BIMSTEC Countries: An Application of ARDL, CS-ARDL, NARDL, and Asymmetric Causality Test. (2021). Qamruzzaman, MD ; Yang, Yixing ; Karim, Salma ; Rehman, Mohd Ziaur. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9989-:d:630050.

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2021Is the Fiscal Deficit of ASEAN Alarming? Evidence from Fiscal Deficit Consequences and Contribution towards Sustainable Economic Growth. (2021). Bangash, Romana ; Khan, Hanana ; Marimuthu, Maran. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10045-:d:631201.

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2022Cross-Country Linkages and Asymmetries of Sovereign Risk Pluralistic Investigation of CDS Spreads. (2022). Ghosh, Bikramaditya ; Papathanasiou, Spyros ; Kenourgios, Dimitrios. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:14056-:d:956758.

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2021Analysis of lead-lag relationship and volatility spillover: evidence from Indian agriculture commodity markets. (2021). Singh, Gurmeet ; Lanka, Abhiram Kartik ; Shaik, Muneer. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:4:y:2021:i:3:p:258-279.

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2023Sectoral 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.

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2021Designing volatility indices for Austria, Finland and Spain. (2021). Campisi, Giovanni ; Muzzioli, Silvia. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:35:y:2021:i:3:d:10.1007_s11408-021-00381-9.

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2021Foreign exchange market pressure and stock market dynamics in emerging Asia. (2021). Hegerty, Scott ; Ali, Abid ; Aftab, Muhammad. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:4:d:10.1007_s10368-021-00501-w.

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2021REINSTATING GREEK E-GOVERNANCE: A FRAMEWORK FOR E-GOVERNMENT BENCHMARKING, IMPROVEMENT AND GOVERNMENT POLICIES. (2021). Varotsis, Nikolaos ; Kontogeorgis, Georgios. In: Public administration issues. RePEc:nos:vgmu00:2021:i:6:p:103-127.

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2021Testing the Presence of the January Effect in Developed Economies. (2021). Ali, Amjad ; Asif, Rabia ; Nisar, Sabahat. In: MPRA Paper. RePEc:pra:mprapa:112548.

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2021Institutions and Technical Efficiency: A Stochastic Frontier Approach. (2021). Binda, Thandolwethu ; Biyase, Mduduzi ; Zwane, Talent. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0906.

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2022Exchange Rate and Stock Markets During Trade Conflicts in the USA, China, and India. (2022). Dagar, Vishal ; Krishnan, Deepika. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:14:y:2022:i:2:p:185-203.

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2021.

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2021Drivers of convergence: The role of first- and second-nature geography. (2021). Panagiotidis, Theodore ; Monastiriotis, Vassilis ; Arvanitopoulos, Theodoros. In: Urban Studies. RePEc:sae:urbstu:v:58:y:2021:i:14:p:2880-2900.

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2022How does unconventional monetary policy affect the global financial markets?. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02067-7.

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2021ECB’s unconventional monetary policy and bank lending supply and performance in the euro area. (2021). Kenourgios, Dimitris ; Ntaikou, Despoina. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:2:d:10.1007_s12197-019-09503-6.

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More than 100 citations found, this list is not complete...

Works by Costas P. Siriopoulos:

YearTitleTypeCited
2019Is 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]		article0
2000The Role of Political Instability in Stock Market Development and Economic Growth: The Case of Greece In: Economic Notes.
[Full Text][Citation analysis]		article13
2008Identification of Greek Takeover Targets and Coherent Policy Implications In: Review of Development Economics.
[Full Text][Citation analysis]		article0
2006External Financing, Growth and capital structure of the firms listed on the Athens Exchange In: Economic Bulletin.
[Full Text][Citation analysis]		article7
2008The determinants for the survival of firms in the Athens Exchange In: Economic Bulletin.
[Full Text][Citation analysis]		article1
2015What 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]		paper6
2008Transitory and Permanent Volatility Components: The Case of the Middle East Stock Markets In: Review of Middle East Economics and Finance.
[Full Text][Citation analysis]		article3
2015Examining the forecasting performance of a modified affine model with macroeconomic and latent factors In: Journal of Prediction Markets.
[Full Text][Citation analysis]		article0
2010Extracting Formations from Long Financial Time Series Using Data Mining In: Brussels Economic Review.
[Full Text][Citation analysis]		article0
2009Selecting Strategies to Foster Economists Critical Thinking Skills: A Quantile Regression Approach In: International Review of Economic Education.
[Full Text][Citation analysis]		article0
2012Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data In: Economics of Security Working Paper Series.
[Full Text][Citation analysis]		paper4
2018Brexit and financial stability: An agent-based simulation In: Economic Modelling.
[Full Text][Citation analysis]		article8
2017Cognitive biases in investors behaviour under stress: Evidence from the London Stock Exchange In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2016The risk in capital controls In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2021Do economic news releases affect tail risk? Evidence from an emerging market In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2012An investor sentiment barometer — Greek Implied Volatility Index (GRIV) In: Global Finance Journal.
[Full Text][Citation analysis]		article13
2013A 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]		article34
2013Putting 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]		article49
2020The 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]		article9
2014Interest 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]		article14
2015Stock 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]		article28
2018Trade asymmetries in the Mediterranean basin In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article4
2010How do Greek banking institutions react after significant events?--A DEA approach In: Omega.
[Full Text][Citation analysis]		article21
2011Estimating 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]		article0
2020Uncertainty in Euro area and the bond spreads In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2021Implied volatility indices – A review In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article5
2019Intraday price discovery and volatility spillovers in an emerging market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article13
2017Towards 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]		article9
2017Asymmetric and nonlinear inter-relations of US stock indices In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article0
2020A survey of empirical findings on unconventional central bank policies In: Journal of Economic Studies.
[Full Text][Citation analysis]		article19
2019Foreign direct investment and stock market development In: Journal of Economic Studies.
[Full Text][Citation analysis]		article9
2016An explanation of spread’s ability to predict economic activity: A regime switching model In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2014A robust pricing of specific structured bonds with coupons In: Journal of Risk Finance.
[Full Text][Citation analysis]		article0
2012Euro adoption and the quality of accounting information In: Managerial Auditing Journal.
[Full Text][Citation analysis]		article1
2009The effect of asymmetric timeliness in the reporting of good and bad news on the properties of profitability: Evidence from Athens Stock Exchange In: Managerial Finance.
[Full Text][Citation analysis]		article1
2009Influence of financial innovation to the validation of operational risk In: Managerial Finance.
[Full Text][Citation analysis]		article3
2013How bureaucracy and corruption affect economic growth and convergence in the European Union: The case of Greece In: Managerial Finance.
[Full Text][Citation analysis]		article2
2012Prediction of Greek takeover targets via bootstrapping on mixed logit model In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article0
2014Money factors and EMU government bond markets convergence In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article1
1998Assymetrical Response to Earnings and Dividend Announcenments In: European Research Studies Journal.
[Citation analysis]		article0
2000EDITORIAL, 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]		article0
2002ARTIFICIAL INTELLIGENT BASED TIME SERIES FORECASTING OF STOCK PRICES USING DIGITAL FILTERS In: Fuzzy Economic Review.
[Citation analysis]		article0
2021Uncertainty Due to Infectious Diseases and Stock–Bond Correlation In: Econometrics.
[Full Text][Citation analysis]		article7
2013European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings In: IJFS.
[Full Text][Citation analysis]		article2
2020Firm Size Does Matter: New Evidence on the Determinants of Cash Holdings In: JRFM.
[Full Text][Citation analysis]		article3
2021Foreign Direct Investment in GCC Countries: The Essential Influence of Governance and the Adoption of IFRS In: JRFM.
[Full Text][Citation analysis]		article4
2008Auditor awareness of earnings management In: International Journal of Accounting, Auditing and Performance Evaluation.
[Full Text][Citation analysis]		article4
2007An investigation of riskiness in South and Eastern European markets In: International Journal of Financial Services Management.
[Full Text][Citation analysis]		article0
2007Predicting Greek mergers and acquisitions: a new approach In: International Journal of Financial Services Management.
[Full Text][Citation analysis]		article0
2004American equity mutual funds in European markets: Hot hands phenomenon and style analysis In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article8
1997Diversification benefits in the smaller European stock markets In: International Advances in Economic Research.
[Full Text][Citation analysis]		article4
2013Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices In: Review of Derivatives Research.
[Full Text][Citation analysis]		article10
2012Banks’ lending behavior and monetary policy: evidence from Sweden In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article8
2002Nonlinear Noise Estimation in International Capital Markets In: Multinational Finance Journal.
[Full Text][Citation analysis]		article0
2021The role of net stable funding ratio on the bank lending channel: evidence from European Union In: Journal of Banking Regulation.
[Full Text][Citation analysis]		article0
2006External financing, growth and capital structure In: MPRA Paper.
[Full Text][Citation analysis]		paper49
1998?esting convergence and divergence: the data from Greece In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2008Does the ECB Care about Shifts in Investors’ Risk Appetite? In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2015An Analysis of the Covered Warrants listed on the Athens Exchange In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2014An Analysis of the Covered Warrants listed on the Athens Exchange.(2014) In: Journal of Risk & Control.
[Full Text][Citation analysis]
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1999Financial Regulation and Stock Market Volatility in the Athens Stock Exchange In: Economia Internazionale / International Economics.
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2009Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea In: Journal of Economic Integration.
[Citation analysis]		article3
2014A Bank Lending Channel that is Working via Housing or via Consumer Loans? Evidence from Europe In: Bulletin of Applied Economics.
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2020Investing in mutual funds: are you paying for performance or for the ties of the manager? In: Bulletin of Applied Economics.
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2015Cash Holdings and Firm Characteristics: Evidence from UK Market In: Journal of Risk & Control.
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1998The Demand for Tourism to Greece: A Cointegration Approach In: Tourism Economics.
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2002A hybrid clustering scheme for time series forecasting In: Computing in Economics and Finance 2002.
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2014Effects of the Public Sector downsizing on Social Security and public finance In: SPOUDAI Journal of Economics and Business.
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2019Heterogeneous effects in the international transmission of the US monetary policy: a factor-augmented VAR perspective In: Empirical Economics.
[Full Text][Citation analysis]		article6
2016Stock markets and effective exchange rates in European countries: threshold cointegration findings In: Eurasian Economic Review.
[Full Text][Citation analysis]		article8
2006Does the Market for Corporate Control hypothesis explain takeover targets? In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2014Does the yield spread retain its forecasting ability during the 2007 recession? A comparative analysis In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2006Nonlinear forecast of financial time series through dynamical calendar correction In: Applied Financial Economics Letters.
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2008Firm survival and time aggregation bias In: Applied Financial Economics Letters.
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2000Interdependence between the US and major European equity markets: evidence from spectral analysis In: Applied Financial Economics.
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2000Seasonality in the Athens stock exchange In: Applied Financial Economics.
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2013Nonlinear dynamics in economics and finance and unit root testing In: The European Journal of Finance.
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1998Testing for Convergence Across the Greek Regions In: Regional Studies.
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1997Testing the convergence hypothesis for Greece In: Managerial and Decision Economics.
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2006EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES In: International Journal of Theoretical and Applied Finance (IJTAF).
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2013Deferred Tax Positions under the prism of financial crisis and the effects of a corporate tax reform In: EconStor Conference Papers.
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