Christos Floros : Citation Profile

Are you Christos Floros?

Hellenic Mediterranean University

14

H index

25

i10 index

1255

Citations

RESEARCH PRODUCTION:

97

Articles

19

Papers

1

Books

10

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 66
   Journals where Christos Floros has often published
   Relations with other researchers
   Recent citing documents: 211.    Total self citations: 29 (2.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfl33
   Updated: 2023-11-04    RAS profile: 2023-07-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Wohar, Mark (3)

Apostolakis, George (3)

Degiannakis, Stavros (2)

VORTELINOS, DIMITRIOS (2)

Lemonakis, Christos (2)

Filis, George (2)

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

Is cited by:

Degiannakis, Stavros (63)

Filis, George (58)

Tiwari, Aviral (22)

GUPTA, RANGAN (19)

Ratti, Ronald (19)

Guesmi, Khaled (12)

GUESMI, Khaled (12)

Yoon, Seong-Min (11)

Antonakakis, Nikolaos (11)

Haris, Muhammad (10)

Chatziantoniou, Ioannis (10)

Cites to:

Bollerslev, Tim (65)

Diebold, Francis (54)

Andersen, Torben (40)

Engle, Robert (38)

GUPTA, RANGAN (37)

Degiannakis, Stavros (33)

Yilmaz, Kamil (30)

Kilian, Lutz (29)

Hamilton, James (28)

Hansen, Peter (27)

Laurent, Sébastien (21)

Main data

Where Christos Floros has published?

Journals with more than one article published# docs
International Review of Financial Analysis6
Journal of Economic Studies6
Studies in Economics and Finance6
JRFM5
Operational Research4
International Journal of Managerial Finance4
Journal of Risk Finance4
International Journal of Computational Economics and Econometrics4
Journal of Emerging Market Finance3
Global Finance Journal3
Journal of International Financial Markets, Institutions and Money3
International Journal of Applied Econometrics and Quantitative Studies2
International Journal of Islamic and Middle Eastern Finance and Management2
Global Business and Economics Review2
International Journal of Banking, Accounting and Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany14

Recent works citing Christos Floros (2023 and 2022)

YearTitle of citing document
2022The Effect of Covid-19 on Bank Profitability Determinants of Developed and Developing Economies. (2022). Mohammad, Khalil Ullah ; Haider, Javeria. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:2:p:187-203.

Full description at Econpapers || Download paper

2022What 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

2022Methods in Econophysics: Estimating the Probability Density and Volatility. (2022). Alghalith, Moawia. In: Papers. RePEc:arx:papers:2301.10178.

Full description at Econpapers || Download paper

2023ESG 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

2022Euro 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

2022ENERGY 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

2022Analysing 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

2022Nexus 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

2023Modeling and Mediating the Interaction between Oil Prices and Economic Sectors Advancement: The Case of Middle East. (2023). Samara, Husni ; Almaharmeh, Mohammaad ; Aladwan, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-5.

Full description at Econpapers || Download paper

2022Changes 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

2023Emotions 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

2022The 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

2022The 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

2022COVID-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

2022When 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

2022Dynamic 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

2023Voluntary 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

2022Chinese bank efficiency during the global financial crisis: A combined approach using satisficing DEA and Support Vector Machines☆. (2018). Chen, Zhongfei ; Wanke, Peter ; Matousek, Roman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:71-86.

Full description at Econpapers || Download paper

2022The 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

2022Time-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

2022A 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

2023The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281.

Full description at Econpapers || Download paper

2022Estimation 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

2022Implementing 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

2022Turning 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

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.

Full description at Econpapers || Download paper

2022Time-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

2022Oil 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

2022Economic 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

2022Oil 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

2022Oil 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

2022Dynamic 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

2022Economic 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

2022Financial 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

2023Oil 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

2023The 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

2023The 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

2023Does 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

2023Attention 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

2022Connectedness 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

2022The 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

2022Degree 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

2022Detrended 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

2023Heterogeneous 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

2023The 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

2022Conditional 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

2022Energy 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

2022Constructing 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

2022Oil 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

2022The 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

2022Do 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

2022Small 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

2022Research 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

2023COVID-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

2023Co-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

2023Climate 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

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

2022Understanding 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

2022Do 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

2022The 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

2023How 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

2023Fresh 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

2023Model-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

2022Competition 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

2022Financial 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

2022Does 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

2023Nonlinear 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

2022Banking stability, institutional quality, market concentration, competition and political conflict in MENA. (2022). Elfeituri, Hatem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001827.

Full description at Econpapers || Download paper

2022Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100192x.

Full description at Econpapers || Download paper

2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2023Real estate illiquidity and returns: A time-varying regional perspective. (2023). Zhu, Yunyi ; Fu, XI ; Ellington, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:58-72.

Full description at Econpapers || Download paper

2022An empirical investigation of the effects of competition, efficiency and risk-taking on profitability: An application in Indian banking. (2022). Bardhan, Samaresh ; Rakshit, Bijoy. In: Journal of Economics and Business. RePEc:eee:jebusi:v:118:y:2022:i:c:s0148619521000400.

Full description at Econpapers || Download paper

2022Asymmetric economic effects via the dependence structure of green bonds and financial stress index. (2022). Androulakis, Georgios ; Argyropoulou, Despoina ; Tsagkanos, Athanasios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000251.

Full description at Econpapers || Download paper

2022Efficiency evaluation of Chinas listed commercial banks based on a multi-period leader-follower model. (2022). Li, Yongjun ; Jin, XI ; Chen, Lifan ; Xu, Qifan ; Xie, Qiwei. In: Omega. RePEc:eee:jomega:v:110:y:2022:i:c:s030504832200024x.

Full description at Econpapers || Download paper

2022How do policy levers shape the quality of a national health system?. (2022). Jimenez-Rubio, Dolores ; Garcia-Corchero, Juan David. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:1:p:203-221.

Full description at Econpapers || Download paper

2022Does geographical proximity matter in determining the profitability of banks?. (2022). Ramlall, Indranarain. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:44:y:2022:i:6:p:1251-1279.

Full description at Econpapers || Download paper

2022Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations. (2022). Herbst, Patrick ; McMillan, David G ; Ziadat, Salem Adel. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004694.

Full description at Econpapers || Download paper

2022Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004876.

Full description at Econpapers || Download paper

2022Do booms and busts identify bubbles in energy prices?. (2022). Khurshid, Adnan ; Su, Chiwei ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000095.

Full description at Econpapers || Download paper

2022Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches. (2022). Ghate, Kshitish ; Mishra, Aswini Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200023x.

Full description at Econpapers || Download paper

2022Extreme dependence between structural oil shocks and stock markets in GCC countries. (2022). Maghyereh, Aktham ; Abdoh, Hussein. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000757.

Full description at Econpapers || Download paper

2022Presidential honeymoons, political cycles and the commodity market. (2022). Idilbi, Yasmeen ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722000800.

Full description at Econpapers || Download paper

2022Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Dolatabadi, Ali ; Doudkanlou, Mohammad Ghasemi ; Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun Babatunde ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264.

Full description at Econpapers || Download paper

2022Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices. (2022). Shahzad, Umer ; Jena, Sangram Keshari ; Tiwari, Aviral Kumar ; Doan, Buhari ; Magazzino, Cosimo. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002719.

Full description at Econpapers || Download paper

2022Asymmetric volatility spillovers and dynamic correlations between crude oil price, exchange rate and gold price in BRICS. (2022). Chen, Yufeng ; Xu, Jing ; Hu, May. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003038.

Full description at Econpapers || Download paper

2022Do exchange rate and inflation rate matter in the cyclicality of oil price and stock returns?. (2022). Philips, Abiodun S ; Akinseye, Ademola B ; Oduyemi, Gabriel O. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003270.

Full description at Econpapers || Download paper

2022Oil price explosivity and stock return: Do sector and firm size matter?. (2022). Budak, Hilal ; Aktekin, Emine Dilara ; Yagli, Ibrahim ; Haykir, Ozkan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003373.

Full description at Econpapers || Download paper

2022Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach. (2022). Akdeniz, Cokun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Atik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004871.

Full description at Econpapers || Download paper

2022The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold. (2022). Destek, Mehmet ; Çevik, Emrah ; Tuna, Fatih ; Bugan, Mehmet Fatih ; Zafar, Muhammad Wasif ; Gunay, Samet. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005244.

Full description at Econpapers || Download paper

2023Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate wavelet approaches. (2023). Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006043.

Full description at Econpapers || Download paper

2023Time-varying effects of fuel prices on stock market returns during COVID-19 outbreak. (2023). Hunjra, Ahmed ; Tiwari, Aviral Kumar ; Younes, Ben Zaied ; Duppati, Geeta. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000259.

Full description at Econpapers || Download paper

2023Volatility contagion between oil and the stock markets of G7 countries plus India and China. (2023). Pradhan, Ashis ; Bandaru, Ramakrishna ; Guru, Biplab Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000855.

Full description at Econpapers || Download paper

2023Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications. (2023). Chowdhury, Mohammad Ashraful ; Sulong, Zunaidah ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001277.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022How did the oil price affect Japanese yen and other currencies? Fresh insights from the COVID-19 pandemic. (2022). Cheng, Sijia ; Devpura, Neluka ; Li, Kaifeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001524.

Full description at Econpapers || Download paper

2023The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors. (2023). Ben Amar, Amine ; Balli, Faruk ; Billah, Mabruk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000021.

Full description at Econpapers || Download paper

2022Competition, cost efficiency and stability of banks in the MENA region. (2022). Mansour, Rana ; el Moussawi, Chawki. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:143-170.

Full description at Econpapers || Download paper

2022Irregularities in forward-looking volatility. (2022). Eichel, Ron ; Nisani, Doron ; Qadan, Mahmoud. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:489-501.

Full description at Econpapers || Download paper

2023Capital requirements and banks performance under Basel-III: A comparative analysis of Australian and British banks. (2023). Duc, Toan Luu ; Nasir, Muhammad Ali ; Lan, Thi Ngoc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:146-157.

Full description at Econpapers || Download paper

2023Oil shocks and investor attention. (2023). Panagiotidis, Theodore ; Bampinas, Georgios ; Papapanagiotou, Georgios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:68-81.

Full description at Econpapers || Download paper

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

Christos Floros has edited the books:

YearTitleTypeCited

Works by Christos Floros:

YearTitleTypeCited
2006Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa In: The African Finance Journal.
[Full Text][Citation analysis]		article4
2018The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis In: BAFES Working Papers.
[Full Text][Citation analysis]		paper2
2019The 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
2014A 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]		article8
2014A 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
2013Return dispersion, stock market liquidity and aggregate economic activity In: Working Papers.
[Full Text][Citation analysis]		paper1
2004Stock Returns and Inflation in Greece In: Applied Econometrics and International Development.
[Full Text][Citation analysis]		article13
2004Seasonaility and Cointegration in the Fishing Industry of Conrwall In: International Journal of Applied Econometrics and Quantitative Studies.
[Full Text][Citation analysis]		article2
2005Forecasting the UK Unemployment Rate: Model Comparisons In: International Journal of Applied Econometrics and Quantitative Studies.
[Full Text][Citation analysis]		article8
2014Calendar anomalies in cash and stock index futures: International evidence In: Economic Modelling.
[Full Text][Citation analysis]		article11
2014Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article14
2021Financial stress, economic policy uncertainty, and oil price uncertainty In: Energy Economics.
[Full Text][Citation analysis]		article17
2011Dynamic 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]		article431
2011Dynamic 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: 431		paper
2013Forecasting 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]		article20
2013Forecasting 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
2013Financial 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]		article2
2016Dynamic 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]		article21
2016Dynamic spillover effects in futures markets: UK and US evidence In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article22
2021Realized 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]		article3
2016Intra-day realized volatility for European and USA stock indices In: Global Finance Journal.
[Full Text][Citation analysis]		article11
2015Intra-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
2017Asset prices regime-switching and the role of inflation targeting monetary policy In: Global Finance Journal.
[Full Text][Citation analysis]		article7
2015Asset 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
2018Risk, competition and efficiency in banking: Evidence from China In: Global Finance Journal.
[Full Text][Citation analysis]		article24
2016Out of pocket payments and social health insurance for private hospital care: Evidence from Greece In: Health Policy.
[Full Text][Citation analysis]		article10
2013Oil 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]		article97
2013Oil 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
2013Risk, capital and efficiency in Chinese banking In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article79
2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2018Macroeconomic 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]		article4
2022On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2013Modeling CAC40 volatility using ultra-high frequency data In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2013Modeling CAC40 Volatility Using Ultra-high Frequency Data.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2013Market power, stability and performance in the Chinese banking industry In: Economic Issues Journal Articles.
[Full Text][Citation analysis]		article7
2010Development of a Computable General Equilibrium (CGE) Model for Fisheries In: EcoMod2004.
[Full Text][Citation analysis]		paper0
2007The use of GARCH models for the calculation of minimum capital risk requirements In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article0
2016Volatility, trading volume and open interest in futures markets In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article0
2016Volatility, trading volume and open interest in futures markets In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article9
2007The use of GARCH models for the calculation of minimum capital risk requirements In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article3
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2011Dynamic relationships between Middle East stock markets In: International Journal of Islamic and Middle Eastern Finance and Management.
[Full Text][Citation analysis]		article1
2018The impact of dividend announcements on share price and trading volume In: Journal of Economic Studies.
[Full Text][Citation analysis]		article1
2021Layoffs and stock market performance during the COVID-19 pandemic: evidence from the US In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2021Share price informativeness and dividend smoothing behavior in GCC markets In: Journal of Economic Studies.
[Full Text][Citation analysis]		article0
2010The impact of the Athens Olympic Games on the Athens Stock Exchange In: Journal of Economic Studies.
[Full Text][Citation analysis]		article5
2012Bank profitability and inflation: the case of China In: Journal of Economic Studies.
[Full Text][Citation analysis]		article55
2014Econometric investigation of internet banking adoption in Greece In: Journal of Economic Studies.
[Full Text][Citation analysis]		article2
2012Testing dominant theories and assumptions in behavioral finance In: Journal of Risk Finance.
[Full Text][Citation analysis]		article0
2015A note on dynamic hedging In: Journal of Risk Finance.
[Full Text][Citation analysis]		article0
2012Testing dominant theories and assumptions in behavioral finance In: Journal of Risk Finance.
[Full Text][Citation analysis]		article1
2015A note on dynamic hedging: Empirical evidence from FTSE-100 and S&P 500 futures markets In: Journal of Risk Finance.
[Full Text][Citation analysis]		article0
2008The monthly and trading month effects in Greek stock market returns: 1996-2002 In: Managerial Finance.
[Full Text][Citation analysis]		article15
2008The influence of the political elections on the course of the Athens Stock Exchange 1996-2002 In: Managerial Finance.
[Full Text][Citation analysis]		article3
2008The efficiency of Greek stock index futures market In: Managerial Finance.
[Full Text][Citation analysis]		article0
2012Evaluating value-at-risk models before and after the financial crisis of 2008: International evidence In: Managerial Finance.
[Full Text][Citation analysis]		article8
2017The profitability of Chinese banks: impacts of risk, competition and efficiency In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article35
2021The impact of heuristic and herding biases on portfolio construction and performance: the case of Greece In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article1
2007Long memory in the Portuguese stock market In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
2011On the relationship between weather and stock market returns In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
2012Stock market volatility and bank performance in China In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article0
2007Long memory in the Portuguese stock market In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article13
2011On the relationship between weather and stock market returns In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article8
2012Stock market volatility and bank performance in China In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article13
2019Economic News Releases and Financial Markets in South Africa In: Economies.
[Full Text][Citation analysis]		article0
2020Bubbles in Crude Oil and Commodity Energy Index: New Evidence In: Energies.
[Full Text][Citation analysis]		article8
2021Does Trading Volume Drive Systemic Banks’ Stock Return Volatility? Lessons from the Greek Banking System In: IJFS.
[Full Text][Citation analysis]		article1
2020Banking Development and Economy in Greece: Evidence from Regional Data In: JRFM.
[Full Text][Citation analysis]		article0
2020Realized Measures to Explain Volatility Changes over Time In: JRFM.
[Full Text][Citation analysis]		article6
2022Greek Banking Sector Stock Reaction to ECB’s Monetary Policy Interventions In: JRFM.
[Full Text][Citation analysis]		article0
2022Eurozone Stock Market Reaction to Monetary Policy Interventions and Other Covariates In: JRFM.
[Full Text][Citation analysis]		article1
2023Hurst Exponent Analysis: Evidence from Volatility Indices and the Volatility of Volatility Indices In: JRFM.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2020Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility In: Risks.
[Full Text][Citation analysis]		article2
2022An Inter-Temporal Computable General Equilibrium Model for Fisheries In: Sustainability.
[Full Text][Citation analysis]		article0
2020Efficiency in banking: does the choice of inputs and outputs matter? In: Post-Print.
[Citation analysis]		paper0
2020Efficiency 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
2008LONG MEMORY IN EXCHANGE RATES: INTERNATIONAL EVIDENCE In: The International Journal of Business and Finance Research.
[Full Text][Citation analysis]		article6
2015Number of ATMs, IT investments, bank profitability and efficiency in Greece In: Global Business and Economics Review.
[Full Text][Citation analysis]		article2
2016Efficiency, leverage and profitability: the case of Greek manufacturing sector In: Global Business and Economics Review.
[Full Text][Citation analysis]		article0
2020Futures hedging with stochastic volatility: a new method In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]		article0
2020Abnormal 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]		article0
2009VAR model training using particle swarm optimisation: evidence from macro-finance data In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]		article1
2009Internet banking services and fees: the case of Greece In: International Journal of Electronic Finance.
[Full Text][Citation analysis]		article0
2011Hedging with a generalised basis risk: empirical results In: International Journal of Financial Markets and Derivatives.
[Full Text][Citation analysis]		article0
2013How the internet affects the financial performance of Greek banks In: International Journal of Financial Services Management.
[Full Text][Citation analysis]		article2
2019Risk, competition and cost efficiency in the Chinese banking industry In: International Journal of Banking, Accounting and Finance.
[Full Text][Citation analysis]		article4
2014Risk, profitability, and competition: evidence from the Chinese banking industry In: Journal of Developing Areas.
[Full Text][Citation analysis]		article14
2005Price Linkages Between the US, Japan and UK Stock Markets In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article7
2017Combined 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]		article2
2022Re-examining Bitcoin Volatility: A CAViaR-based Approach In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article4
2015Modelling and Forecasting High Frequency Financial Data In: Palgrave Macmillan Books.
[Citation analysis]		book10
2015Introduction to High Frequency Financial Modelling In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Intraday Realized Volatility Measures In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Methods of Volatility Estimation and Forecasting In: Palgrave Macmillan Books.
[Citation analysis]		chapter1
2015Multiple Model Comparison and Hypothesis Framework Construction In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Realized Volatility Forecasting: Applications In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Recent Methods: A Review In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2015Intraday Hedge Ratios and Option Pricing In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
2020On the Stationarity of Futures Hedge Ratios In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2022On the stationarity of futures hedge ratios.(2022) In: Operational Research.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2014Dynamic Spillover Effects in Futures Markets In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2015Dynamic Connectedness of UK Regional Property Prices In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2012Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence In: MPRA Paper.
[Full Text][Citation analysis]		paper12
2013Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment In: MPRA Paper.
[Full Text][Citation analysis]		paper71
2010Hedge Ratios in South African Stock Index Futures In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2010Hedge 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
2010VIX Index in Interday and Intraday Volatility Models In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2014Simplified option pricing techniques In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]		paper0
2019SIMPLIFIED OPTION PRICING TECHNIQUES.(2019) In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2013Moon Phases, Mood and Stock Market Returns In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article2
2007Price and Open Interest in Greek Stock Index Futures Market In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article0
2018The dynamic connectedness of UK regional property returns In: Urban Studies.
[Full Text][Citation analysis]		article28
2020Greek sovereign crisis and European exchange rates: effects of news releases and their providers In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2020Forecasting Tourism Demand in Europe In: Cooperative Management.
[Citation analysis]		chapter0
2020Taxation avoidance in overtrading firms as determinants of board independence (BvD) In: Operational Research.
[Full Text][Citation analysis]		article0
2022Corporate R&D intensity and high cash holdings: post-crisis analysis In: Operational Research.
[Full Text][Citation analysis]		article0
2023ESG performance, herding behavior and stock market returns: evidence from Europe In: Operational Research.
[Full Text][Citation analysis]		article0
2022Volatility 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]		chapter1
2008Stock market returns and the temperature effect: new evidence from Europe In: Applied Financial Economics Letters.
[Full Text][Citation analysis]		article9
2004Hedge ratios in Greek stock index futures market In: Applied Financial Economics.
[Full Text][Citation analysis]		article14
2011Option listing, returns and volatility: evidence from Greece In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2021Testing for rational bubbles in the UK housing market In: Applied Economics.
[Full Text][Citation analysis]		article1
2021Quantile dependencies between discontinuities and time-varying rare disaster risks In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2012Bank profitability and GDP growth in China: a note In: Journal of Chinese Economic and Business Studies.
[Full Text][Citation analysis]		article26
2023Corporate Governance Gender Equality and Firm Financial Performance: The Case of Euronext 100 Index In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team