Costas P. Siriopoulos : Citation Profile


Are you Costas P. Siriopoulos?

Zayed University

8

H index

6

i10 index

282

Citations

RESEARCH PRODUCTION:

61

Articles

8

Papers

RESEARCH ACTIVITY:

   22 years (1997 - 2019). See details.
   Cites by year: 12
   Journals where Costas P. Siriopoulos has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 12 (4.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi93
   Updated: 2021-03-01    RAS profile: 2020-01-05    
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Relations with other researchers


Works with:

Philippas, Dionisis (3)

Evgenidis, Anastasios (3)

Evgenidis, Anastasios (3)

Gkillas (Gillas), Konstantinos (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 (17)

Bragoudakis, Zacharias (6)

Salisu, Afees (5)

Spyromitros, Eleftherios (5)

Jiranyakul, Komain (4)

Uddin, Gazi (4)

Mitrakos, Theo (4)

naoui, kamel (4)

Evgenidis, Anastasios (4)

GUPTA, RANGAN (4)

Sethapramote, Yuthana (4)

Cites to:

Engle, Robert (16)

Bernanke, Ben (13)

Rogoff, Kenneth (13)

Gertler, Mark (12)

Granger, Clive (12)

Pagano, Marco (11)

Papadamou, Stephanos (11)

Obstfeld, Maurice (10)

Tsomocos, Dimitrios (10)

Boivin, Jean (9)

French, Kenneth (9)

Main data


Where Costas P. Siriopoulos has published?


Journals with more than one article published# docs
Managerial Finance3
European Research Studies Journal2
The Journal of Economic Asymmetries2
Applied Financial Economics Letters2
Economic Bulletin2
International Journal of Financial Services Management2
Journal of Risk & Control2
Journal of International Financial Markets, Institutions and Money2
Applied Economics Letters2
Applied Financial Economics2

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

Recent works citing Costas P. Siriopoulos (2021 and 2020)


YearTitle of citing document
2020How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of Chinas stock market during the outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Papers. RePEc:arx:papers:2007.07487.

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2020PERFORMANCE-RISK NEXUS OF GLOBAL LOW-RATED ETFS DURING THE QE-TAPERING PERIOD. (2020). Katsaros, Efthimios ; Anastasiadis, Panagiotis ; Koutsioukis, Anastasios-Taxiarchis. In: Studies in Business and Economics. RePEc:blg:journl:v:15:y:2020:i:1:p:194-211.

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2020FINANCIAL INNOVATION, RISK MANAGEMENT, AND BANK PERFORMANCE. (2020). Abdelmalek, Imen ; Zouari, Ghazi. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:9:y:2020:i:1:p:77-100.

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2020Volatility spillovers across European stock markets under the uncertainty of Brexit. (2020). Li, Hong. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:1-12.

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2020Making sense of Brexit losses: An in-depth review of macroeconomic studies. (2020). Yonezawa, Hidemichi ; Robinson, Sherman ; Olekseyuk, Zoryana ; Latorre, Maria C. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:72-87.

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2020Modeling non-normal corporate bond yield spreads by copula. (2020). Jung, Hojin ; Kim, Dong H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301078.

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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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2020Exchange-rate exposure and Brexit: The case of FTSE, DAX and IBEX. (2020). DASSIOU, XENI ; Zheng, Min ; Andrikopoulos, Athanasios. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304703.

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2020Fund manager conviction and investment performance. (2020). Taffler, Richard ; Jin, Liang ; Tosun, Onur Kemal ; Eshraghi, Arman. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301940.

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2020Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability. (2020). Katsaiti, Marina-Selini ; Polyzos, Stathis ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302349.

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2020The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies?. (2020). Papadamou, Stephanos ; Siriopoulos, Costas ; Evgenidis, Anastasios. In: Journal of Business Research. RePEc:eee:jbrese:v:106:y:2020:i:c:p:221-232.

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2020An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach. (2020). Spyrou, Spyros ; Galariotis, Emilios ; Filippopoulou, Chryssanthi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:344-363.

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2020Multidirectional conditional convergence in European banking. (2020). Tziogkidis, Panagiotis ; Philippas, Dionisis ; Tsionas, Mike G. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:173:y:2020:i:c:p:88-106.

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2020Financialisation of natural resources & instability caused by risk transfer in commodity markets. (2020). Nasir, Muhammad ; Burggraf, Tobias ; Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720300696.

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2020Uncertainty in Euro area and the bond spreads. (2020). Siriopoulos, Costas ; Svingou, Argyro ; Tsagkanos, Athanasios ; Gkillas, Konstantinos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315109.

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2020Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

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2020How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence. (2020). Boughrara, Adel ; Dahmene, Meriam ; Slim, Skander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:22-37.

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2020Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50.

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2020The foreign exchange and stock market nexus: New international evidence. (2020). Chen, Shyh-Wei ; Xie, Zixiong ; Wu, An-Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:240-266.

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2020Lead-lag relationship between spot and futures stock indexes: Intraday data and regime-switching models. (2020). Salvador, Enrique ; Arago, Vicent ; Alemany, Nuria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:269-280.

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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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2020Who moves the stock market in an emerging country – Institutional or retail investors?. (2020). Koesrindartoto, Deddy P ; Arroisi, Abdurrohman ; Dharma, Wirata A ; Yusgiantoro, Inka ; Aaron, Aurelius. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919300327.

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2020Systemic risk, economic policy uncertainty and firm bankruptcies: Evidence from multivariate causal inference. (2020). Shchepeleva, Maria ; Stolbov, Mikhail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919302570.

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2020Price discovery in bitcoin futures. (2020). Fassas, Athanasios ; Koulis, Alexandros ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919305628.

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2020Historical evolution of monthly anomalies in international stock markets. (2020). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307743.

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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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2020Political instability and economic growth at different stages of economic development:: historical evidence from Greece. (2020). Papaioannou, Sotiris. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:106124.

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2020Financial Stability and its Impact on National Security State: Organizational and Legal Aspects. (2020). Chernysh, Roman ; Petroye, Olha ; Onyshchuk, Igor I. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:1:p:353-365.

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2020The Impact of Implied Volatility Fluctuations on Vertical Spread Option Strategies: The Case of WTI Crude Oil Market. (2020). Iwaszczuk, Natalia ; Amasz, Bartosz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:20:p:5323-:d:427209.

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2020The Linkages of Carbon Spot-Futures: Evidence from EU-ETS in the Third Phase. (2020). Liu, Zhixin ; Chen, Hao ; Wu, You ; Zhang, Yinpeng . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2517-:d:336069.

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2020Political Instability and Economic Growth at Different Stages of Economic Development: historical evidence from Greece. (2020). Papaioannou, Sotiris K. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:151.

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2020Validation and Calibration of an Agent-Based Model: A Surrogate Approach. (2020). Zhang, Yongchao ; Li, Zhe. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:6946370.

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2020Securitized banking and interest rate sensitivity. (2020). Du, Brian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:3:d:10.1007_s11156-019-00809-4.

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2020Banks and Sovereigns: Did adversity bring them closer?. (2020). Sheenan, L ; Dongue, M ; Flavin, T. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n307-20.pdf.

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2020CAN BITCOIN’S PRICE BE A PREDICTOR OF STOCK PRICES?. (2020). Fukushima, Akio ; Kurihara, Yutaka ; Maeda, Shinichiro. In: Noble International Journal of Economics and Financial Research. RePEc:nap:nijefr:2020:p:50-55.

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2020The Process of Convergence among the Japanese Prefectures: 1955 - 2012.. (2020). Delgado, Augusto Ricardo. In: MPRA Paper. RePEc:pra:mprapa:100361.

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2020.

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2021BREXIT referendum’s impact on the financial markets in the UK. (2021). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:157:y:2021:i:1:d:10.1007_s10290-020-00393-z.

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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.
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article0
2000The Role of Political Instability in Stock Market Development and Economic Growth: The Case of Greece In: Economic Notes.
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article6
2008Identification of Greek Takeover Targets and Coherent Policy Implications In: Review of Development Economics.
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article0
2006External Financing, Growth and capital structure of the firms listed on the Athens Exchange In: Economic Bulletin.
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article7
2008The determinants for the survival of firms in the Athens Exchange In: Economic Bulletin.
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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.
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paper5
2008Transitory and Permanent Volatility Components: The Case of the Middle East Stock Markets In: Review of Middle East Economics and Finance.
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article2
2015Examining the forecasting performance of a modified affine model with macroeconomic and latent factors In: Journal of Prediction Markets.
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article0
2010Extracting Formations from Long Financial Time Series Using Data Mining In: Brussels Economic Review.
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article0
2009Selecting Strategies to Foster Economists Critical Thinking Skills: A Quantile Regression Approach In: International Review of Economic Education.
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article0
2012Terrorism Induced Cross-Market Transmission of Shocks: A Case Study Using Intraday Data In: Economics of Security Working Paper Series.
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paper3
2018Brexit and financial stability: An agent-based simulation In: Economic Modelling.
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article7
2017Cognitive biases in investors behaviour under stress: Evidence from the London Stock Exchange In: International Review of Financial Analysis.
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article5
2016The risk in capital controls In: Finance Research Letters.
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article2
2012An investor sentiment barometer — Greek Implied Volatility Index (GRIV) In: Global Finance Journal.
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article9
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.
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article22
2013Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets In: Journal of International Financial Markets, Institutions and Money.
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article36
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.
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article8
2015Stock markets and industrial production in north and south of Euro-zone: Asymmetric effects via threshold cointegration approach In: The Journal of Economic Asymmetries.
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article5
2018Trade asymmetries in the Mediterranean basin In: The Journal of Economic Asymmetries.
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article2
2010How do Greek banking institutions react after significant events?--A DEA approach In: Omega.
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article16
2011Estimating financial distress with a dynamic model: Evidence from family owned enterprises in a small open economy In: Journal of Multinational Financial Management.
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article0
2019Intraday price discovery and volatility spillovers in an emerging market In: International Review of Economics & Finance.
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article7
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.
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article7
2018Asymmetric and nonlinear inter-relations of US stock indices In: International Journal of Managerial Finance.
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article0
2016An explanation of spread’s ability to predict economic activity: A regime switching model In: Journal of Economic Studies.
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article1
2014A robust pricing of specific structured bonds with coupons In: Journal of Risk Finance.
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article0
2012Euro adoption and the quality of accounting information In: Managerial Auditing Journal.
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article0
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.
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article0
2009Influence of financial innovation to the validation of operational risk In: Managerial Finance.
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article3
2013How bureaucracy and corruption affect economic growth and convergence in the European Union: The case of Greece In: Managerial Finance.
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article2
2012Prediction of Greek takeover targets via bootstrapping on mixed logit model In: Review of Accounting and Finance.
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article0
2014Money factors and EMU government bond markets convergence In: Studies in Economics and Finance.
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article1
1998Assymetrical Response to Earnings and Dividend Announcenments In: European Research Studies Journal.
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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.
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article0
2002ARTIFICIAL INTELLIGENT BASED TIME SERIES FORECASTING OF STOCK PRICES USING DIGITAL FILTERS In: Fuzzy Economic Review.
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article0
2013European Markets’ Reactions to Exogenous Shocks: A High Frequency Data Analysis of the 2005 London Bombings In: International Journal of Financial Studies.
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article2
2008Auditor awareness of earnings management In: International Journal of Accounting, Auditing and Performance Evaluation.
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article4
2007An investigation of riskiness in South and Eastern European markets In: International Journal of Financial Services Management.
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article0
2007Predicting Greek mergers and acquisitions: a new approach In: International Journal of Financial Services Management.
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article0
2004American equity mutual funds in European markets: Hot hands phenomenon and style analysis In: International Journal of Finance & Economics.
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article5
1997Diversification benefits in the smaller European stock markets In: International Advances in Economic Research.
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article2
2013Dynamic relations of uncertainty expectations: a conditional assessment of implied volatility indices In: Review of Derivatives Research.
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article9
2012Banks’ lending behavior and monetary policy: evidence from Sweden In: Review of Quantitative Finance and Accounting.
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article6
2002Nonlinear Noise Estimation in International Capital Markets In: Multinational Finance Journal.
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article0
2006External financing, growth and capital structure In: MPRA Paper.
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paper14
1998?esting convergence and divergence: the data from Greece In: MPRA Paper.
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paper1
2008Does the ECB Care about Shifts in Investors’ Risk Appetite? In: MPRA Paper.
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paper1
2015An Analysis of the Covered Warrants listed on the Athens Exchange In: MPRA Paper.
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paper1
2014An Analysis of the Covered Warrants listed on the Athens Exchange.(2014) In: Journal of Risk & Control.
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This paper has another version. Agregated cites: 1
article
1999Financial Regulation and Stock Market Volatility in the Athens Stock Exchange In: Economia Internazionale / International Economics.
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article0
2009Corporate Yield Spread and Real Activity in Emerging Asia: Evidence of a Financial Accelerator for Korea In: Journal of Economic Integration.
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article1
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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2015Cash Holdings and Firm Characteristics: Evidence from UK Market In: Journal of Risk & Control.
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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.
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article2
2016Stock markets and effective exchange rates in European countries: threshold cointegration findings In: Eurasian Economic Review.
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2006Does the Market for Corporate Control hypothesis explain takeover targets? In: Applied Economics Letters.
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2014Does the yield spread retain its forecasting ability during the 2007 recession? A comparative analysis In: Applied Economics Letters.
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article1
2006Nonlinear forecast of financial time series through dynamical calendar correction In: Applied Financial Economics Letters.
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article1
2008Firm survival and time aggregation bias In: Applied Financial Economics Letters.
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article1
2000Interdependence between the US and major European equity markets: evidence from spectral analysis In: Applied Financial Economics.
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article5
2000Seasonality in the Athens stock exchange In: Applied Financial Economics.
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article18
2013Nonlinear dynamics in economics and finance and unit root testing In: The European Journal of Finance.
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article0
1998Testing for Convergence Across the Greek Regions In: Regional Studies.
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article38
1997Testing the convergence hypothesis for Greece In: Managerial and Decision Economics.
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article8
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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article0
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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