14
H index
25
i10 index
1238
Citations
Christos Floros : Citation Profile
Hellenic Mediterranean University | RESEARCH PRODUCTION: 97 Articles 19 Papers 1 Books 10 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2004 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Christos Floros. | Is cited by:
| Cites to:
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Main data
Where Christos Floros has published?
| Working Papers Series with more than one paper published | # docs |
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| MPRA Paper / University Library of Munich, Germany | 14 |
Recent works citing Christos Floros (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2021 | The Nexus among Competition, Risk and Performance in Banking Sector of Saudi Arabia. (2021). Hanif, Hasan ; Iqbal, Nadeem ; Iftikhar, Nazish. In: Journal of Economic Impact. RePEc:adx:journl:v:3:y:2021:i:3:p:196-201. Full description at Econpapers || Download paper | |
| 2021 | A pragmatic evaluation of the interconnection between currency futures return volatility, open interest and volume. (2021). Johnson, Johney ; Devan, Karthika P. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:289-296. Full description at Econpapers || Download paper | |
| 2021 | Oil Price Shocks and Economic Growth in Oil-Exporting Countries. (2021). Manera, Matteo ; Ahmadi, Maryam. In: FEEM Working Papers. RePEc:ags:feemwp:311052. Full description at Econpapers || Download paper | |
| 2022 | What Data Augmentation Do We Need for Deep-Learning-Based Finance?. (2021). Imajo, Kentaro ; Minami, Kentaro ; Ziyin, Liu. In: Papers. RePEc:arx:papers:2106.04114. Full description at Econpapers || Download paper | |
| 2022 | Methods in Econophysics: Estimating the Probability Density and Volatility. (2022). Alghalith, Moawia. In: Papers. RePEc:arx:papers:2301.10178. Full description at Econpapers || Download paper | |
| 2021 | Banks environmental policy and business outcomes: The role of competition. (2021). ULUYOL, BURHAN ; Khattak, Mudeer Ahmed. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:302-317. Full description at Econpapers || Download paper | |
| 2023 | ESG controversies and bank risk taking. (2023). Mazzu, Sebastiano ; Galletta, Simona. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:274-288. Full description at Econpapers || Download paper | |
| 2021 | Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455. Full description at Econpapers || Download paper | |
| 2022 | Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:4:p:1019-1046. Full description at Econpapers || Download paper | |
| 2021 | Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017. Full description at Econpapers || Download paper | |
| 2021 | The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy. (2021). Ziyi, Zhang ; Jie, LI ; Ping, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:9:y:2021:i:5:p:469-497:n:2. Full description at Econpapers || Download paper | |
| 2021 | Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:19:n:3. Full description at Econpapers || Download paper | |
| 2022 | ENERGY RESOURCES DECREASE AND IT IS NECESSARY TO CONSERVE AND SAVE THEM. (2022). Iacob, Stefan Virgil ; Anghel, Madalina-Gabriela ; Madalina - Gabriela Anghel, ; Anghelache, Constantin. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:4:p:158-164. Full description at Econpapers || Download paper | |
| 2021 | Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202. Full description at Econpapers || Download paper | |
| 2021 | The impact of oil price shocks on latin american stock markets: a behavioral approach. (2021). Ceretta, Paulo Sergio ; Marschner, Paulo F. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00762. Full description at Econpapers || Download paper | |
| 2021 | Relationship between Oil Prices and Stock Prices in BRICS-T Countries: Symmetric and Asymmetric Causality Analysis. (2021). Abdulina, Gulnar ; Kudabayeva, Lyazzat ; Dosmakhanbet, Assan ; Syzdykova, Aziza ; Abubakirova, Aktolkin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-17. Full description at Econpapers || Download paper | |
| 2021 | Oil Price Fluctuation and Firm Performance in Developing Economy: Evidence from Oman. (2021). Ali, Yassir Yaqoub ; Mohammed, Shariq ; Bilal, Zaroug Osman. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-46. Full description at Econpapers || Download paper | |
| 2021 | Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries. (2021). Hadhek, Zouhaier ; Lafi, Mosbah ; Mrad, Fatma ; Bouazizi, Tarek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-5. Full description at Econpapers || Download paper | |
| 2021 | Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries. (2021). Massadikov, Khairulla. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-16. Full description at Econpapers || Download paper | |
| 2022 | Analysing Time-frequency Relationship between Oil price and Sectoral Indices in India using Wavelet Techniques. (2022). Datta, Radhika Prosad ; Mandal, Koushik. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-23. Full description at Econpapers || Download paper | |
| 2022 | Nexus among Green Energy Investment, World Oil Price, Monetary Policy and Business Performance: Evidence from Energy Companies on the Vietnamese Stock Exchange. (2022). Hoan, Nguyen Dinh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-06-50. Full description at Econpapers || Download paper | |
| 2021 | Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567. Full description at Econpapers || Download paper | |
| 2021 | Chinas money demand in a cointegrating vector error correction model. (2021). Wohlfarth, Paul ; Smith, Ron P ; Chen, Xiaohong. In: Journal of Asian Economics. RePEc:eee:asieco:v:75:y:2021:i:c:s1049007821000671. Full description at Econpapers || Download paper | |
| 2022 | Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454. Full description at Econpapers || Download paper | |
| 2023 | Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557. Full description at Econpapers || Download paper | |
| 2021 | Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419. Full description at Econpapers || Download paper | |
| 2022 | The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372. Full description at Econpapers || Download paper | |
| 2022 | The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505. Full description at Econpapers || Download paper | |
| 2022 | COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715. Full description at Econpapers || Download paper | |
| 2022 | When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870. Full description at Econpapers || Download paper | |
| 2022 | Dynamic volatility spillover effects between wind and solar power generations: Implications for hedging strategies and a sustainable power sector. (2022). Yu, Yihua ; Cui, Jian ; Song, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002735. Full description at Econpapers || Download paper | |
| 2023 | Voluntary health insurance and out-of-pocket payments in European OECD countries. (2023). Dragos, Simona Laura ; Mare, Codrua ; Purcel, Alexandra-Anca. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999323000020. Full description at Econpapers || Download paper | |
| 2021 | Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Yoon, Seong-Min ; Lee, Yun-Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747. Full description at Econpapers || Download paper | |
| 2021 | Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978. Full description at Econpapers || Download paper | |
| 2022 | The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan ; Elik, Smail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000262. Full description at Econpapers || Download paper | |
| 2022 | Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. (2022). Ye, Fangyu ; Wu, Hao ; Hau, Liya ; Yu, Dongwei ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000602. Full description at Econpapers || Download paper | |
| 2022 | A time-varying copula approach for constructing a daily financial systemic stress index. (2022). Yeap, Xiu Wei ; Li, Changtai ; Tan, Sook-Rei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001565. Full description at Econpapers || Download paper | |
| 2022 | Estimation and inference in heterogeneous spatial panels with a multifactor error structure. (2022). Zheng, Chaowen ; Shin, Yongcheol ; Chen, Jia. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:55-79. Full description at Econpapers || Download paper | |
| 2022 | Implementing strategic disposability for performance evaluation: Innovation, stability, profitability and corporate social responsibility in Chinese banking. (2022). Tan, Yong ; Fukuyama, Hirofumi. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:2:p:652-668. Full description at Econpapers || Download paper | |
| 2022 | Turning the heat on financial decisions: Examining the role temperature plays in the incidence of bias in a time-limited financial market. (2022). Johnson, J. E. V., ; Ma, T ; Sung, M.-C., ; Costa, L F. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:3:p:1142-1157. 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 | |
| 2021 | The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003364. Full description at Econpapers || Download paper | |
| 2021 | Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394. Full description at Econpapers || Download paper | |
| 2021 | Does oil price aggravate the impact of economic policy uncertainty on bank performance in India?. (2021). Tripe, David ; Nghiem, Son ; Thien, Thanh Pham. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004072. Full description at Econpapers || Download paper | |
| 2022 | Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731. Full description at Econpapers || Download paper | |
| 2022 | Oil and renewable energy stock markets: Unique role of extreme shocks. (2022). , Toan ; Lu, Xinjie ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001670. Full description at Econpapers || Download paper | |
| 2022 | Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis. (2022). Zhang, Feipeng ; Li, Rong ; Yuan, DI. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001487. Full description at Econpapers || Download paper | |
| 2022 | Oil beta uncertainty and global stock returns. (2022). Demirer, Riza ; Chen, Chun-Da. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200305x. Full description at Econpapers || Download paper | |
| 2022 | Oil price shocks and cost of capital: Does market liquidity play a role?. (2022). Demirer, Riza ; Prodromou, Tina. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004698. Full description at Econpapers || Download paper | |
| 2022 | Dynamic risk spillovers from oil to stock markets: Fresh evidence from GARCH copula quantile regression-based CoVaR model. (2022). Yoon, Seong-Min ; Alshater, Muneer M ; Tian, Maoxi. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004704. Full description at Econpapers || Download paper | |
| 2022 | Economic policy uncertainty and carbon emission trading market: A Chinas perspective. (2022). Lobon, Oana-Ramona ; Zhong, Yifan ; Liu, LU ; Wang, Kai-Hua. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004716. Full description at Econpapers || Download paper | |
| 2022 | Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework. (2022). Basu, Sankarshan ; Dutta, Anupam ; Maitra, Debasish ; Das, Debojyoti. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005175. Full description at Econpapers || Download paper | |
| 2023 | Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x. Full description at Econpapers || Download paper | |
| 2023 | The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609. Full description at Econpapers || Download paper | |
| 2023 | The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x. Full description at Econpapers || Download paper | |
| 2023 | Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000725. 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 | |
| 2021 | The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074. Full description at Econpapers || Download paper | |
| 2021 | Oil prices, policy uncertainty and travel and leisure stocks in China. (2021). Dong, Xuesong ; Chen, Jinyu ; Qin, Yun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000177. Full description at Econpapers || Download paper | |
| 2021 | Oil shocks and equity markets: The case of GCC and BRICS economies. (2021). Zaremba, Adam ; Trabelsi, Nader ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000608. Full description at Econpapers || Download paper | |
| 2021 | Do oil shocks affect Chinese bank risk?. (2021). Ji, Qiang ; Zhang, Yang ; Ma, YU. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000712. Full description at Econpapers || Download paper | |
| 2021 | Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675. Full description at Econpapers || Download paper | |
| 2021 | The financing efficiency of listed energy conservation and environmental protection firms: Evidence and implications for green finance in China. (2021). Gao, Xiaoyan ; Jin, YI ; Wang, Min. In: Energy Policy. RePEc:eee:enepol:v:153:y:2021:i:c:s0301421521001233. Full description at Econpapers || Download paper | |
| 2022 | Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies. (2022). , Christina ; Lai, Kee-Hung ; Tian, Tingting. In: Energy Policy. RePEc:eee:enepol:v:169:y:2022:i:c:s0301421522004153. Full description at Econpapers || Download paper | |
| 2021 | Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Zou, Huiwen ; Li, Binlin ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:216:y:2021:i:c:s0360544220324099. Full description at Econpapers || Download paper | |
| 2021 | Driven by fundamentals or exploded by emotions: Detecting bubbles in oil prices. (2021). Lobon, Oana-Ramona ; Abbas, Syed Kumail ; Su, Chi-Wei ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101121x. Full description at Econpapers || Download paper | |
| 2021 | Oil 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. Full description at Econpapers || Download paper | |
| 2022 | The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526. Full description at Econpapers || Download paper | |
| 2022 | Degree of connectedness and the transfer of news across the oil market and the European stocks. (2022). Kliber, Agata. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pc:s0360544221024191. Full description at Econpapers || Download paper | |
| 2022 | Detrended cross-correlation analysis in quantiles between oil price and the US stock market. (2022). Mokni, Khaled ; Ben-Salha, Ousama. In: Energy. RePEc:eee:energy:v:242:y:2022:i:c:s0360544221031674. Full description at Econpapers || Download paper | |
| 2023 | Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385. Full description at Econpapers || Download paper | |
| 2023 | The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395. Full description at Econpapers || Download paper | |
| 2021 | Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983. Full description at Econpapers || Download paper | |
| 2021 | Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. (2021). Chen, Jinyu ; Zhu, Xuehong ; Liao, Jianhui. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001563. Full description at Econpapers || Download paper | |
| 2021 | International review of financial analysis: A retrospective evaluation between 1992 and 2020. (2021). Sharma, Anuj ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002672. Full description at Econpapers || Download paper | |
| 2022 | Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis. (2022). Wu, Fei ; Li, Matthew C ; Dai, Xingyu ; Xiao, Ling ; Liu, Mengmeng ; Wang, Qunwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000059. Full description at Econpapers || Download paper | |
| 2022 | Energy price uncertainty and the value premium. (2022). Zhong, Angel ; Tran, Vuong Thao ; Bach, Dinh Hoang ; Chiah, Mardy. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000370. Full description at Econpapers || Download paper | |
| 2022 | Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. (2022). Drakos, Konstantinos ; Ballis, Antonis ; Anastasiou, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000795. Full description at Econpapers || Download paper | |
| 2022 | Oil price uncertainty and corporate cash holdings: Global evidence. (2022). Alsubaiei, Bader Jawid ; Alomran, Abdulaziz Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000837. Full description at Econpapers || Download paper | |
| 2022 | The dynamic moderating function of the exchange rate market on the oil-stock nexus. (2022). An, Haizhong ; Huang, Shupei ; Xu, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000941. Full description at Econpapers || Download paper | |
| 2022 | Do precious metals hedge crude oil volatility jumps?. (2022). Basu, Sankarshan ; Kumar, Surya Bhushan ; Bhatia, Vaneet ; Das, Debojyoti. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002150. Full description at Econpapers || Download paper | |
| 2022 | Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets. (2022). Junttila, Juha ; Uddin, Gazi Salah ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002393. Full description at Econpapers || Download paper | |
| 2022 | Research on stock volatility risk and investor sentiment contagion from the perspective of multi-layer dynamic network. (2022). Zhang, Wei ; Xiong, Xiong ; Liu, Jian-Min ; Gong, Xiao-Li. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s105752192200309x. Full description at Econpapers || Download paper | |
| 2023 | COVID-19 and finance scholarship: A systematic and bibliometric analysis. (2023). Sureka, Riya ; Kumar, Satish ; Goodell, John W ; Boubaker, Sabri. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004082. Full description at Econpapers || Download paper | |
| 2023 | Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844. Full description at Econpapers || Download paper | |
| 2023 | Climate policy uncertainty and risks taken by the bank: Evidence from China. (2023). Zhang, Xiaotong ; Dai, Zhifeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000959. Full description at Econpapers || Download paper | |
| 2023 | Possibility 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 | |
| 2021 | Firm-specific news and the predictability of Consumer stocks in Vietnam. (2021). Salisu, Afees ; Vo, Xuan Vinh. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316159. Full description at Econpapers || Download paper | |
| 2021 | Time-varying spillovers between housing sentiment and housing market in the United States?. (2021). GUPTA, RANGAN ; André, Christophe ; Gabauer, David ; Andre, Christophe. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000064. Full description at Econpapers || Download paper | |
| 2022 | Understanding exchange rate shocks during COVID-19. (2022). Narayan, Paresh Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002531. Full description at Econpapers || Download paper | |
| 2022 | Do non-performing loans impact bank efficiency?. (2022). Tran, Huy Phuoc ; van Vu, Huong ; Phung, Quang Thanh. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003937. Full description at Econpapers || Download paper | |
| 2022 | The impact of oil price shocks on the risk-return relation in the Chinese stock market. (2022). Yue, Wei ; Xiao, Jihong ; Zhang, Minzhi ; Wen, Fenghua. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001003. Full description at Econpapers || Download paper | |
| 2023 | How effective are banking regulations on banking performance and risk? Evidence from selected European countries. (2023). Eki, Ibrahim Halil ; Buyukolu, Burak ; Bouteska, Ahmed. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007802. Full description at Econpapers || Download paper | |
| 2023 | Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009. Full description at Econpapers || Download paper | |
| 2023 | Model-free connectedness measures. (2023). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770. Full description at Econpapers || Download paper | |
| 2022 | Competition in dual markets: Implications for banking system stability. (2022). TARAZI, Amine ; Trinugroho, Irwan ; Risfandy, Tastaftiyan. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302799. Full description at Econpapers || Download paper | |
| 2022 | Financial inclusion and bank profitability: Evidence from a developed market. (2022). Acharya, Sanjeev ; Thrikawala, Sujani ; Kumar, Vijay. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028321000077. Full description at Econpapers || Download paper | |
| 2022 | Does better capitalization enhance bank efficiency and limit risk taking? Evidence from ASEAN commercial banks. (2022). van Anh, DO. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028321000156. Full description at Econpapers || Download paper | |
| 2023 | Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S.. (2023). Jiang, Cheng ; Chauvet, Marcelle. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000989. Full description at Econpapers || Download paper | |
| 2021 | Financial protection in health among the middle-aged and elderly: Evidence from the Greek economic recession. (2021). Mossialos, Elias ; Nikoloski, Zlatko ; Kyriopoulos, Ilias. In: Health Policy. RePEc:eee:hepoli:v:125:y:2021:i:9:p:1256-1266. Full description at Econpapers || Download paper | |
| 2021 | Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes. (2021). Ndubuisi, Gideon ; Ozor, Jude ; Urom, Christian. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:51-66. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Christos Floros has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Christos Floros:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa In: The African Finance Journal. [Full Text][Citation analysis] | article | 4 |
| 2018 | The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis In: BAFES Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis.(2019) In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2014 | A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification In: Manchester School. [Full Text][Citation analysis] | article | 8 |
| 2014 | A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2013 | Return dispersion, stock market liquidity and aggregate economic activity In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2004 | Stock Returns and Inflation in Greece In: Applied Econometrics and International Development. [Full Text][Citation analysis] | article | 12 |
| 2004 | Seasonaility and Cointegration in the Fishing Industry of Conrwall In: International Journal of Applied Econometrics and Quantitative Studies. [Full Text][Citation analysis] | article | 2 |
| 2005 | Forecasting the UK Unemployment Rate: Model Comparisons In: International Journal of Applied Econometrics and Quantitative Studies. [Full Text][Citation analysis] | article | 8 |
| 2014 | Calendar anomalies in cash and stock index futures: International evidence In: Economic Modelling. [Full Text][Citation analysis] | article | 11 |
| 2014 | Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 14 |
| 2021 | Financial stress, economic policy uncertainty, and oil price uncertainty In: Energy Economics. [Full Text][Citation analysis] | article | 17 |
| 2011 | Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 426 |
| 2011 | Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 426 | paper | |
| 2013 | Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 20 |
| 2013 | Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
| 2013 | Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2016 | Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 21 |
| 2016 | Dynamic spillover effects in futures markets: UK and US evidence In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 22 |
| 2021 | Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2016 | Intra-day realized volatility for European and USA stock indices In: Global Finance Journal. [Full Text][Citation analysis] | article | 11 |
| 2015 | Intra-Day Realized Volatility for European and USA Stock Indices.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2017 | Asset prices regime-switching and the role of inflation targeting monetary policy In: Global Finance Journal. [Full Text][Citation analysis] | article | 7 |
| 2015 | Asset prices regime-switching and the role of inflation targeting monetary policy.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2018 | Risk, competition and efficiency in banking: Evidence from China In: Global Finance Journal. [Full Text][Citation analysis] | article | 23 |
| 2016 | Out of pocket payments and social health insurance for private hospital care: Evidence from Greece In: Health Policy. [Full Text][Citation analysis] | article | 10 |
| 2013 | Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 97 |
| 2013 | Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
| 2013 | Risk, capital and efficiency in Chinese banking In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 78 |
| 2021 | Political uncertainty, COVID-19 pandemic and stock market volatility transmission In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
| 2018 | Macroeconomic and financing determinants of out of pocket payments in health care: Evidence from selected OECD countries In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 4 |
| 2022 | On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2013 | Modeling CAC40 volatility using ultra-high frequency data In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 6 |
| 2013 | Modeling CAC40 Volatility Using Ultra-high Frequency Data.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2013 | Market power, stability and performance in the Chinese banking industry In: Economic Issues Journal Articles. [Full Text][Citation analysis] | article | 7 |
| 2010 | Development of a Computable General Equilibrium (CGE) Model for Fisheries In: EcoMod2004. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The use of GARCH models for the calculation of minimum capital risk requirements In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Volatility, trading volume and open interest in futures markets In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Volatility, trading volume and open interest in futures markets In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 9 |
| 2007 | The use of GARCH models for the calculation of minimum capital risk requirements In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 3 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2011 | Dynamic relationships between Middle East stock markets In: International Journal of Islamic and Middle Eastern Finance and Management. [Full Text][Citation analysis] | article | 1 |
| 2018 | The impact of dividend announcements on share price and trading volume In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 1 |
| 2021 | Layoffs and stock market performance during the COVID-19 pandemic: evidence from the US In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2021 | Share price informativeness and dividend smoothing behavior in GCC markets In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 0 |
| 2010 | The impact of the Athens Olympic Games on the Athens Stock Exchange In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 5 |
| 2012 | Bank profitability and inflation: the case of China In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 53 |
| 2014 | Econometric investigation of internet banking adoption in Greece In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 2 |
| 2012 | Testing dominant theories and assumptions in behavioral finance In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | A note on dynamic hedging In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Testing dominant theories and assumptions in behavioral finance In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 1 |
| 2015 | A note on dynamic hedging: Empirical evidence from FTSE-100 and S&P 500 futures markets In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | The monthly and trading month effects in Greek stock market returns: 1996-2002 In: Managerial Finance. [Full Text][Citation analysis] | article | 15 |
| 2008 | The influence of the political elections on the course of the Athens Stock Exchange 1996-2002 In: Managerial Finance. [Full Text][Citation analysis] | article | 3 |
| 2008 | The efficiency of Greek stock index futures market In: Managerial Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Evaluating value-at-risk models before and after the financial crisis of 2008: International evidence In: Managerial Finance. [Full Text][Citation analysis] | article | 8 |
| 2017 | The profitability of Chinese banks: impacts of risk, competition and efficiency In: Review of Accounting and Finance. [Full Text][Citation analysis] | article | 34 |
| 2021 | The impact of heuristic and herding biases on portfolio construction and performance: the case of Greece In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 1 |
| 2007 | Long memory in the Portuguese stock market In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | On the relationship between weather and stock market returns In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Stock market volatility and bank performance in China In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2007 | Long memory in the Portuguese stock market In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 13 |
| 2011 | On the relationship between weather and stock market returns In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 8 |
| 2012 | Stock market volatility and bank performance in China In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 13 |
| 2019 | Economic News Releases and Financial Markets in South Africa In: Economies. [Full Text][Citation analysis] | article | 0 |
| 2020 | Bubbles in Crude Oil and Commodity Energy Index: New Evidence In: Energies. [Full Text][Citation analysis] | article | 7 |
| 2021 | Does Trading Volume Drive Systemic Banks’ Stock Return Volatility? Lessons from the Greek Banking System In: IJFS. [Full Text][Citation analysis] | article | 1 |
| 2020 | Banking Development and Economy in Greece: Evidence from Regional Data In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2020 | Realized Measures to Explain Volatility Changes over Time In: JRFM. [Full Text][Citation analysis] | article | 6 |
| 2022 | Greek Banking Sector Stock Reaction to ECB’s Monetary Policy Interventions In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2022 | Eurozone Stock Market Reaction to Monetary Policy Interventions and Other Covariates In: JRFM. [Full Text][Citation analysis] | article | 1 |
| 2023 | Hurst Exponent Analysis: Evidence from Volatility Indices and the Volatility of Volatility Indices In: JRFM. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2020 | Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility In: Risks. [Full Text][Citation analysis] | article | 2 |
| 2022 | An Inter-Temporal Computable General Equilibrium Model for Fisheries In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2020 | Efficiency in banking: does the choice of inputs and outputs matter? In: Post-Print. [Citation analysis] | paper | 0 |
| 2020 | Efficiency in banking: does the choice of inputs and outputs matter?.(2020) In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2008 | LONG MEMORY IN EXCHANGE RATES: INTERNATIONAL EVIDENCE In: The International Journal of Business and Finance Research. [Full Text][Citation analysis] | article | 6 |
| 2015 | Number of ATMs, IT investments, bank profitability and efficiency in Greece In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 2 |
| 2016 | Efficiency, leverage and profitability: the case of Greek manufacturing sector In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 0 |
| 2020 | Futures hedging with stochastic volatility: a new method In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisis In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2009 | VAR model training using particle swarm optimisation: evidence from macro-finance data In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Internet banking services and fees: the case of Greece In: International Journal of Electronic Finance. [Full Text][Citation analysis] | article | 0 |
| 2011 | Hedging with a generalised basis risk: empirical results In: International Journal of Financial Markets and Derivatives. [Full Text][Citation analysis] | article | 0 |
| 2013 | How the internet affects the financial performance of Greek banks In: International Journal of Financial Services Management. [Full Text][Citation analysis] | article | 2 |
| 2019 | Risk, competition and cost efficiency in the Chinese banking industry In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] | article | 4 |
| 2014 | Risk, profitability, and competition: evidence from the Chinese banking industry In: Journal of Developing Areas. [Full Text][Citation analysis] | article | 14 |
| 2005 | Price Linkages Between the US, Japan and UK Stock Markets In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 7 |
| 2017 | Combined social and private health insurance versus catastrophic out of pocket payments for private hospital care in Greece In: International Journal of Health Economics and Management. [Full Text][Citation analysis] | article | 2 |
| 2022 | Re-examining Bitcoin Volatility: A CAViaR-based Approach In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
| 2015 | Modelling and Forecasting High Frequency Financial Data In: Palgrave Macmillan Books. [Citation analysis] | book | 10 |
| 2015 | Introduction to High Frequency Financial Modelling In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Intraday Realized Volatility Measures In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Methods of Volatility Estimation and Forecasting In: Palgrave Macmillan Books. [Citation analysis] | chapter | 1 |
| 2015 | Multiple Model Comparison and Hypothesis Framework Construction In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Realized Volatility Forecasting: Applications In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Recent Methods: A Review In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2015 | Intraday Hedge Ratios and Option Pricing In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2020 | On the Stationarity of Futures Hedge Ratios In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2022 | On the stationarity of futures hedge ratios.(2022) In: Operational Research. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2014 | Dynamic Spillover Effects in Futures Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Dynamic Connectedness of UK Regional Property Prices In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence In: MPRA Paper. [Full Text][Citation analysis] | paper | 12 |
| 2013 | Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment In: MPRA Paper. [Full Text][Citation analysis] | paper | 71 |
| 2010 | Hedge Ratios in South African Stock Index Futures In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Hedge Ratios in South African Stock Index Futures.(2010) In: Journal of Emerging Market Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2010 | VIX Index in Interday and Intraday Volatility Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Simplified option pricing techniques In: DUTH Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | SIMPLIFIED OPTION PRICING TECHNIQUES.(2019) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2013 | Moon Phases, Mood and Stock Market Returns In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 2 |
| 2007 | Price and Open Interest in Greek Stock Index Futures Market In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 0 |
| 2018 | The dynamic connectedness of UK regional property returns In: Urban Studies. [Full Text][Citation analysis] | article | 28 |
| 2020 | Greek sovereign crisis and European exchange rates: effects of news releases and their providers In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2020 | Forecasting Tourism Demand in Europe In: Cooperative Management. [Citation analysis] | chapter | 0 |
| 2020 | Taxation avoidance in overtrading firms as determinants of board independence (BvD) In: Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2022 | Corporate R&D intensity and high cash holdings: post-crisis analysis In: Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2023 | ESG performance, herding behavior and stock market returns: evidence from Europe In: Operational Research. [Full Text][Citation analysis] | article | 0 |
| 2022 | Volatility Contagion Between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: A TVP-VAR Extended Joint Connectedness Approach In: Springer Books. [Citation analysis] | chapter | 1 |
| 2008 | Stock market returns and the temperature effect: new evidence from Europe In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2004 | Hedge ratios in Greek stock index futures market In: Applied Financial Economics. [Full Text][Citation analysis] | article | 14 |
| 2011 | Option listing, returns and volatility: evidence from Greece In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2021 | Testing for rational bubbles in the UK housing market In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2021 | Quantile dependencies between discontinuities and time-varying rare disaster risks In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Bank profitability and GDP growth in China: a note In: Journal of Chinese Economic and Business Studies. [Full Text][Citation analysis] | article | 26 |
| 2023 | Corporate Governance Gender Equality and Firm Financial Performance: The Case of Euronext 100 Index In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team