Nikolaos Giannellis : Citation Profile


Are you Nikolaos Giannellis?

University of Crete

6

H index

4

i10 index

124

Citations

RESEARCH PRODUCTION:

18

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2006 - 2023). See details.
   Cites by year: 7
   Journals where Nikolaos Giannellis has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 8 (6.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi99
   Updated: 2024-01-16    RAS profile: 2023-11-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Apostolakis, George (3)

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

Is cited by:

Cheung, Yin-Wong (5)

Nguyen, Duc Khuong (4)

Grossmann, Axel (4)

Mignon, Valérie (3)

Restout, Romain (3)

Gnimassoun, Blaise (3)

Gradojevic, Nikola (3)

Vithessonthi, Chaiporn (2)

YILMAZKUDAY, HAKAN (2)

Cuestas, Juan (2)

Tuteja, Divya (2)

Cites to:

Hurlin, Christophe (24)

Lütkepohl, Helmut (23)

Saikkonen, Pentti (23)

Taylor, Alan (21)

MacDonald, Ronald (20)

Taylor, Mark (20)

Pesaran, Mohammad (19)

Obstfeld, Maurice (17)

Johansen, Soren (14)

Trenkler, Carsten (14)

Sarno, Lucio (14)

Main data


Where Nikolaos Giannellis has published?


Journals with more than one article published# docs
Panoeconomicus2
International Review of Economics & Finance2
Open Economies Review2
The North American Journal of Economics and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Crete, Department of Economics10

Recent works citing Nikolaos Giannellis (2024 and 2023)


YearTitle of citing document
2023“Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series”. (2023). Sansó, Andreu ; Carrion, Josep Lluis. In: AQR Working Papers. RePEc:aqr:wpaper:202305.

Full description at Econpapers || Download paper

2023The asymmetric impact of exchange rate misalignment on economic growth of India: An application of Hodrick–Prescott filter technique. (2023). Wohar, Mark ; Nosheen, Misbah ; Mahmood, Fatima ; Iqbal, Javed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:809-823.

Full description at Econpapers || Download paper

2023Possibility versus feasibility: International portfolio diversification under financial liberalization. (2023). Yao, Shujie ; Wan, Hong ; Chen, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001680.

Full description at Econpapers || Download paper

2023Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470.

Full description at Econpapers || Download paper

2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series.. (2023). Sansó, Andreu ; Carrion, Josep Lluis. In: IREA Working Papers. RePEc:ira:wpaper:202309.

Full description at Econpapers || Download paper

2023Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach. (2023). Rath, Prabhas Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09372-w.

Full description at Econpapers || Download paper

2023Real effective exchange rate misalignment and currency crisis in Iran. (2023). Mousavi, Shahla ; Hassanzadeh, Mohammad. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00182-8.

Full description at Econpapers || Download paper

Works by Nikolaos Giannellis:


YearTitleTypeCited
2010Nonlinear Exchange Rate Adjustment in the Enlarged Eurozone: Evidence and Implications for Candidate Countries In: Review of International Economics.
[Full Text][Citation analysis]
article0
2007Nonlinear Exchange Rate Adjustment in the Enlarged Eurozone. Evidence and Implications for Candidate Countries..(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2007Purchasing Power Parity Among Developing Countries and Their Trade-Partners: Evidence from Selected CEECs and Implications for Their Membership of EU. In: Working Papers.
[Full Text][Citation analysis]
paper4
2006Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU.(2006) In: Ekonomia.
[Citation analysis]
This paper has nother version. Agregated cites: 4
article
2007Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU..(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2006Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach. In: Working Papers.
[Full Text][Citation analysis]
paper21
2009Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach.(2009) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
article
2007Estimating the Equilibrium Effective Exchange Rate for Potential EMU members In: Working Papers.
[Full Text][Citation analysis]
paper2
2007Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members.(2007) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2008Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US In: Working Papers.
[Full Text][Citation analysis]
paper1
2010Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US.(2010) In: Panoeconomicus.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2009Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate In: Working Papers.
[Full Text][Citation analysis]
paper3
2011Behavioural equilibrium exchange rate and total misalignment: evidence from the euro exchange rate.(2011) In: Empirica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2010What Causes Exchange Rate Volatility? Evidence from Selected EMU Members and Candidates for EMU Membership Countries In: Working Papers.
[Full Text][Citation analysis]
paper24
2011What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries.(2011) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24
article
2010Nonlinearity and Inflation Rate Differential Persistence: Evidence from the Eurozone. In: Working Papers.
[Full Text][Citation analysis]
paper2
2016Eurozones Leader and its Followers: Are their Markets Integrated Enough? In: Working Papers.
[Full Text][Citation analysis]
paper0
2018Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries In: Working Papers.
[Full Text][Citation analysis]
paper10
2019Gold price and exchange rates: A panel smooth transition regression model for the G7 countries.(2019) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2019Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article4
2016Intra-national and international spillovers between the real economy and the stock market: The case of China In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]
article5
2017Competitiveness divergence in the Eurozone: The need for symmetric adjustment In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article6
2013Asymmetric behavior of inflation differentials in the euro area: Evidence from a threshold unit root test In: Research in Economics.
[Full Text][Citation analysis]
article8
2013Exchange rate misalignment and inflation rate persistence: Evidence from Latin American countries In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article17
2022On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article3
2022Cryptocurrency market connectedness in Covid-19 days and the role of Twitter: Evidence from a smooth transition regression model In: Research in International Business and Finance.
[Full Text][Citation analysis]
article1
2014Does China’s International Competitiveness Fluctuate in Consistency with PPP Equilibrium? In: International Symposia in Economic Theory and Econometrics.
[Full Text][Citation analysis]
chapter0
2018Currency Misalignments in the BRIICS Countries: Fixed Vs. Floating Exchange Rates In: Open Economies Review.
[Full Text][Citation analysis]
article6
2010Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US In: Panoeconomicus.
[Full Text][Citation analysis]
article7
2023Macro?financial effects of monetary policy easing In: Journal of Forecasting.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team