GIKAS A. HARDOUVELIS : Citation Profile

Are you GIKAS A. HARDOUVELIS?

University of Piraeus

15

H index

17

i10 index

2028

Citations

RESEARCH PRODUCTION:

22

Articles

30

Papers

1

Chapters

RESEARCH ACTIVITY:

   28 years (1980 - 2008). See details.
   Cites by year: 72
   Journals where GIKAS A. HARDOUVELIS has often published
   Relations with other researchers
   Recent citing documents: 127.    Total self citations: 3 (0.15 %)

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   Permalink: http://citec.repec.org/pha554
   Updated: 2023-08-19    RAS profile: 2010-04-06    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with GIKAS A. HARDOUVELIS.

Is cited by:

Frankel, Jeffrey (18)

Guesmi, Khaled (17)

Skiadopoulos, George (13)

Jondeau, Eric (11)

Adrian, Tobias (11)

Ravazzolo, Francesco (11)

GUESMI, Khaled (11)

Guidolin, Massimo (10)

Evans, Martin (10)

Gerlach, Stefan (9)

Guo, Wen-Chung (9)

Cites to:

Wolfers, Justin (13)

Campbell, John (12)

Zitzewitz, Eric (8)

Mishkin, Frederic (7)

Watson, Mark (6)

Harvey, Campbell (6)

Leigh, Andrew (5)

Estrella, Arturo (4)

von Thadden, Ernst-Ludwig (4)

King, Robert (4)

Giavazzi, Francesco (4)

Main data

Where GIKAS A. HARDOUVELIS has published?

Journals with more than one article published# docs
Quarterly Review4
Journal of International Money and Finance3
Journal of Money, Credit and Banking2
Journal of Economics and Business2
Journal of Finance2

Working Papers Series with more than one paper published# docs
Research Paper / Federal Reserve Bank of New York15
CEPR Discussion Papers / C.E.P.R. Discussion Papers8
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing GIKAS A. HARDOUVELIS (2022 and 2021)

YearTitle of citing document
2021Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo. In: CREATES Research Papers. RePEc:aah:create:2021-09.

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2022Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach. (2021). Choi, Jaehyuk ; Sohn, Sungbin ; Ge, Desheng. In: Papers. RePEc:arx:papers:2101.09394.

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2021The Evolving Causal Structure of Equity Risk Factors. (2021). BONCHI, FRANCESCO ; Bajardi, Paolo ; D'Acunto, Gabriele ; de Francisci, Gianmarco. In: Papers. RePEc:arx:papers:2111.05072.

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2023The shape of business cycles: a cross-country analysis of Friedman s plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: Papers. RePEc:arx:papers:2306.01552.

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

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2023The shape of business cycles: a cross-country analysis of Friedmans plucking theory. (2023). Rees, Daniel ; Moessner, Richhild ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:1076.

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2023Moments of cross?sectional stock market returns and the German business cycle. (2023). Tegtmeier, Lars ; Muller, Karsten ; Dopke, Jorg. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:2:n:e12219.

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2022The potential built?in supply effect from margin trading in the Chinese stock market. (2022). Choy, Siu Kai ; Li, Yanxi ; Wang, Mingzhu. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:835-861.

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2022Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns. (2022). Piccotti, Louis R. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:513-549.

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2021Correcting US payments imbalances: Taxing foreign holders of its treasury securities is better than import tariffs. (2021). Hallwood, Paul. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:8:p:2228-2237.

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2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449.

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2023The inverted yield curve: economic recession on the horizon. (2023). Motl, Martin. In: Occasional Publications - Chapters in Edited Volumes. RePEc:cnb:ocpubc:geo2023/4.

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2022Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. (2022). Wilfling, Bernd ; Segnon, Mawuli ; Schulte-Tillman, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:9922.

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2021Text-based recession probabilities. (2021). Minesso Ferrari, Massimo ; le Mezo, Helena. In: Working Paper Series. RePEc:ecb:ecbwps:20212516.

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2021Misclassification errors in labor force statuses and the early identification of economic recessions. (2021). Hu, Yingyao ; Feng, Shuaizhang ; Sun, Jiandong. In: Journal of Asian Economics. RePEc:eee:asieco:v:75:y:2021:i:c:s1049007821000488.

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2021Economic news and the cross-section of commodity futures returns. (2021). Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000848.

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2021The role of the leverage effect in the price discovery process of credit markets. (2021). Zimmermann, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920302013.

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2021Estimating yield spreads volatility using GARCH-type models. (2021). Kim, Dong H ; Jung, Hojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000310.

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2021The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121.

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2021Applications of machine learning for corporate bond yield spread forecasting. (2021). Jung, Hojin ; Kim, Dong H. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001510.

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2021Extendible stock loan. (2021). Wu, Wei-Hwa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001595.

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2022Further evidence on financial information and economic activity forecasts in the United States. (2022). Li, Bin ; Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000079.

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2022Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility. (2022). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000973.

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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2021Adaptive learning with term structure information. (2021). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000428.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Leverage made at home: Investors margin loan usage and firm leverage. (2023). Niu, Zilong ; Liu, Chunbo. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000158.

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2021The predictive power of Nelson–Siegel factor loadings for the real economy. (2021). Ma, Jun ; Jiao, Anqi ; Han, Yang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:95-127.

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2022The informativeness of regional GDP announcements: Evidence from China. (2022). Guan, Wei ; Ding, Wenhong ; Liao, Guanmin ; Hao, Rubin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:78-99.

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2022Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study. (2022). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002095.

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2022Bank affiliation and discounts on closed-end funds. (2022). Onder, Zeynep ; Guner, Nuray Z. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200223x.

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2022Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors. (2022). Soykok, Emre ; Karahan, Cenk C. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003052.

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2022Some international evidence on the causal impact of the yield curve. (2022). Haubrich, Joseph G ; Bordo, Michael D. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321001975.

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2022Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak. (2022). Fu, Xiaoqing ; Wang, Yizhi ; Lin, Yongjia. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003561.

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2022The impact of margin trading and short selling by retail investors on market price efficiency: Empirical evidence from bitcoin exchanges. (2022). Strych, Jan-Oliver. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000186.

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2023Do yield curve inversions predict recessions in the euro area?. (2023). Sahuc, Jean-Guillaume ; Sabes, David. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005931.

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2022Financial integration in the EU28 equity markets: Measures and drivers. (2022). Ossola, Elisa ; Papanagiotou, E ; Nardo, M. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100015x.

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2022Spread position as a leading economic indicator. (2022). Park, Yang-Ho. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000586.

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2021United we stand divided we fall: The time-varying factors driving European Union stock returns. (2021). Suardi, Sandy ; Zhao, Jing ; Liu, Wen-Chien ; Chiang, Shu-Hen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000354.

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2021Risk and return in international corporate bond markets. (2021). Bekaert, Geert ; de Santis, Roberto A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000573.

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2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111.

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2022Co-skewness and expected return: Evidence from international stock markets. (2022). Liu, Ming ; Kot, Hung Wan ; Dong, Liang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001852.

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2022Measuring market integration during crisis periods. (2022). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000440.

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2022The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system. (2022). Wang, Ling. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000750.

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2023Cross-border equity flows and information transmission: Evidence from Chinese stock markets. (2023). Shi, Donghui ; Han, Bing ; Chan, Kalok ; Bian, Jiangze. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000239.

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2022Informed trading in foreign exchange futures: Payroll news timing. (2022). Park, Yang-Ho. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s037842662100323x.

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2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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2021Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:184:y:2021:i:c:p:253-277.

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2022Testing market regulations in experimental asset markets – The case of margin purchases. (2022). Neugebauer, Tibor ; Fullbrunn, Sascha. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:1160-1183.

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2021Mutual fund flows and fluctuations in credit and business cycles. (2021). Goldstein, Itay ; Choi, Jaewon ; Ben-Rephael, Azi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:84-108.

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2021Treasury yield implied volatility and real activity. (2021). Fleckenstein, Matthias ; Cremers, Martijn ; Gandhi, Priyank. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:412-435.

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2021How much does economic news influence bilateral exchange rates?. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000619.

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2021Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2021). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001224.

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2022Oil prices, exchange rates and interest rates. (2022). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000821.

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2021The role of macroeconomic and policy uncertainty in density forecast dispersion. (2021). Tay, Anthony ; Li, You. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:67:y:2021:i:c:s0164070420301907.

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2023Yield curve and the macroeconomy: Evidence from a DSGE model with housing. (2023). Tsang, Kwok Ping ; Sun, Xiaojin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000775.

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2021The price of crude oil and (conditional) out-of-sample predictability of world industrial production. (2021). Nonejad, Nima. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851321000015.

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2021The impact of the term spread in US monetary policy from 1870 to 2013. (2021). Iglesias, Jesus ; Golpe, Antonio A ; Vides, Jose Carlos. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:230-251.

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2021The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach. (2021). Kouki, Saoussen ; Atri, Hanen ; Gallali, Mohamed Imen. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000787.

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2022What the current yield curve says, and what the future prices of energy do. (2022). Qadan, Mahmoud ; Idilbi-Bayaa, Yasmeen. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100502x.

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2021Backtesting global Growth-at-Risk. (2021). Brownlees, Christian. In: Journal of Monetary Economics. RePEc:eee:moneco:v:118:y:2021:i:c:p:312-330.

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2022Time-varying monetary policy shocks and the dynamics of Chinese commodity prices. (2022). Yang, MO ; Cao, Jin ; Yi, Heling ; Lyu, Yongjian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001317.

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2022Network dynamic and stability on European Union. (2022). Ferreira, Paulo ; Vivas, Jose Garcia ; Moreira, Davidson Martins ; de Area, Eder Johnson ; Do, Raphael Silva ; de Barros, Hernane Borges. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:587:y:2022:i:c:s0378437121008050.

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2021Tax avoidance through securitization. (2021). Uhde, Andre. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:411-421.

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

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2022Does the yield curve signal recessions? New evidence from an international panel data analysis. (2022). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:9-22.

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2022Risk allocation through securitization: Evidence from non-performing loans. (2022). Uhde, Andre ; Hippert, Benjamin ; Wengerek, Sascha Tobias. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:48-64.

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2023Recessions and flattening of the yield curve (1960–2021): A two-way road under a regime switching approach. (2023). Cendejas, Jose Luis. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:8-20.

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2022Global factors and stock market integration. (2022). Xie, Tian ; Ren, YU ; Qiu, Yue. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:526-551.

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2021Emerging market exchange rates during quantitative tapering: The effect of US and domestic news. (2021). Tamgac, Unay. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000143.

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2021Margin trading and leverage management. (2021). Lou, Dong ; He, Zhiguo ; Da, Zhi ; Bian, Jiangze ; Zhou, Hao ; Shue, Kelly. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118851.

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2023Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114.

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2023Recession Signals and Business Cycle Dynamics: Tying the Pieces Together. (2023). Kiley, Michael T. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-08.

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2022Do Costly Internal Equity Injections Reveal Bank Expectations about Post-Crisis Real Outcomes?. (2022). Sapriza, Horacio ; Gupta, Arun. In: Working Paper. RePEc:fip:fedrwp:95579.

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2021The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model. (2021). Zhang, Dan ; Seip, Knut Lehre. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:25-436:d:564333.

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

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2021The Relationship between Yield Curve and Economic Activity: An Analysis of G7 Countries. (2021). Stauvermann, Peter ; Kumar, Ronald ; Thu, Hang Thi. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:62-:d:491763.

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2021Empirical Estimation of Intraday Yield Curves on the Italian Interbank Credit Market e-MID. (2021). Jeleskovic, Vahidin ; Demertzidis, Anastasios. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:212-:d:550636.

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2023.

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2023Gold in a portfolio: Why, when, and where?. (2023). Williams, Benjamin ; Mai, Thi Ngoc ; Gomes, Mathieu. In: Post-Print. RePEc:hal:journl:hal-03925429.

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2023Towards a macroprudential regulatory framework for mutual funds?. (2023). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Panopoulou, Ekaterini ; Argyropoulos, Christos. In: Post-Print. RePEc:hal:journl:hal-04103373.

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2022Do Recessions Occur Concurrently Across Countries? A Multinomial Logistic Approach. (2022). Zhu, Dan ; Poon, Aubrey. In: Working Papers. RePEc:hhs:oruesi:2022_011.

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2021Always Look on the Bright Side? Central Counterparties and Interbank Markets during the Financial Crisis. (2021). Piazza, Matteo ; Affinito, Massimiliano. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2021:q:1:a:7.

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2022Variation de risque mondial, local et de change sur les marches boursiers. (2022). Ellouz, Siwar ; Sebai, Lamia. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:2:n:388.

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2021The Relationship Between China’s Real Estate Market and Industrial Metals Futures Market: Evidence from Non-price Measures of the Real Estate Market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09334-8.

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2022Euro Area Deflationary Pressure Index. (2022). Ragusa, Giuseppe ; Brugnolini, Luca. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:3:d:10.1007_s10614-021-10170-1.

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2023Fundamentals, real-time uncertainty and CDS index spreads. (2023). Wang, XU ; Audzeyeva, Alena. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01127-6.

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2021Nonlinear Impulse Response Function for Dichotomous Models. (2021). Lajaunie, Quentin. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2852.

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2022A New Way of Forecasting Recessions. (2022). Leamer, Edward. In: NBER Working Papers. RePEc:nbr:nberwo:30247.

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2022An Evaluation Framework for Targeted Indicators Aggregates vs. Disaggregates. (2022). Papailias, Fotis ; Kapetanios, George. In: Economic Statistics Centre of Excellence (ESCoE) Technical Reports. RePEc:nsr:escoet:escoe-tr-17.

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2022What causes hot markets for equity IPOs? An analysis of initial public offerings in the Netherlands, 1876–2015. (2022). Legierse, Wilco ; de Jong, Abe. In: European Review of Economic History. RePEc:oup:ereveh:v:26:y:2022:i:2:p:208-233..

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2023Dynamic asset allocation strategy: an economic regime approach. (2023). Kwon, Dohyoung ; Kim, Minjeong. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00296-8.

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2022ROC approach to forecasting recessions using daily yield spreads. (2022). Yang, Cheng ; Lahiri, Kajal. In: Business Economics. RePEc:pal:buseco:v:57:y:2022:i:4:d:10.1057_s11369-022-00287-y.

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2023Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00177-5.

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2022Systematic extreme potential gain and loss spillover across countries. (2022). Moutanabbir, Khouzeima ; Bouaddi, Mohammed. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00097-8.

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2022The Information in the Yield Spread for the Recession in the Case of Pakistan. (2022). Afzal, Hania ; Ahsan, Henna ; Hina, Hafsa. In: PIDE-Working Papers. RePEc:pid:wpaper:2022:11.

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2021Identifying Phases of Ebullience in EFTA Stock Markets. (2021). Ahmed, Mumtaz ; Ullah, Irfan. In: MPRA Paper. RePEc:pra:mprapa:109633.

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2022Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises. (2022). Hunter, John ; Yfanti, S ; Karanasos, M. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04042-y.

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2021Crude oil price point forecasts of the Norwegian GDP growth rate. (2021). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01964-7.

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2022German forecasters’ narratives: How informative are German business cycle forecast reports?. (2022). Muller, Karsten. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02100-9.

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2022Do financial markets respond to macroeconomic surprises? Evidence from the UK. (2022). Heinlein, Reinhold ; Lepori, Gabriele M. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02108-1.

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

Works by GIKAS A. HARDOUVELIS:

YearTitleTypeCited
1990Margin Requirements, Volatility, and the Transitory Components of Stock Prices. In: American Economic Review.
[Full Text][Citation analysis]		article53
1988Margin requirements, volatility, and the transitory component of stock prices.(1988) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 53		paper
1989Margin requirements, volatility and the transitory component of stock prices.(1989) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 53		paper
1988MARGIN REQUIREMENTS, VOLATILITY, AND THE TRANSITORY COMPONENT OF STOCK PRICES.(1988) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 53		paper
1987 Reserves Announcements and Interest Rates: Does Monetary Policy Matter? In: Journal of Finance.
[Full Text][Citation analysis]		article16
1991 The Term Structure as a Predictor of Real Economic Activity. In: Journal of Finance.
[Full Text][Citation analysis]		article900
1989The term structure as a predictor of real economic activity.(1989) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 900		paper
1995Asset Pricing Models with and without Consumption: An Empirical Evaluation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
1995Price Volatility and Futures Margins In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
1996Greek Closed-End Fund Premia: Differences and Similarities with US Premia and Their Implications In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
1997The Asymmetric Relation Between Margin Requirements and Stock Market Volatility Across Bull and Bear Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
1999EMU and European Stock Market Integration In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper252
2006EMU and European Stock Market Integration.(2006) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 252		article
2004The Yield Spread as a Symmetric Predictor of Output and Inflation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper5
2004The Impact of Globalization on the Equity Cost of Capital In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper10
2008Consumer Confidence and Elections In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
1992Monetary policy games, inflationary bias, and openness In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article11
1988MONETARY POLICY GAMES, INFLATIONARY BIAS AND OPENNESS.(1988) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 11		paper
1987Monetary policy and short-term interest rates : New evidence on the liquidity effect In: Economics Letters.
[Full Text][Citation analysis]		article0
1996Asset pricing models with and without consumption data: An empirical evaluation In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
1987Macroeconomic information and stock prices In: Journal of Economics and Business.
[Full Text][Citation analysis]		article64
1992Money and interest rates: The effects of temporal aggregation and data revisions In: Journal of Economics and Business.
[Full Text][Citation analysis]		article2
1989Money and interest rates: the effects of temporal aggregation and data revisions.(1989) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 2		paper
2007The impact of EMU on the equity cost of capital In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article24
1987Optimal wage indexation and monetary policy in an economy with imported raw materials In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
1988Economic news, exchange rates and interest rates In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article110
1994The term structure spread and future changes in long and short rates in the G7 countries: Is there a puzzle? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article223
1980Data base priors: stationarity and rational expectations In: Proceedings.
[Citation analysis]		article0
1988Evidence on stock market speculative bubbles: Japan, the United States, and Great Britain In: Quarterly Review.
[Full Text][Citation analysis]		article20
1988Evidence on stock market speculative bubbles: Japan, United States and Great Britain.(1988) In: Research Paper.
[Citation analysis]
This paper has another version. Agregated cites: 20		paper
1988Margin requirements and stock market volatility In: Quarterly Review.
[Full Text][Citation analysis]		article16
1989Do margin requirements matter? Evidence from U.S. and Japanese stock markets In: Quarterly Review.
[Full Text][Citation analysis]		article4
1992Relative cost of capital for marginal firms over the business cycle In: Quarterly Review.
[Full Text][Citation analysis]		article7
1987The predictive power of the term structure during recent monetary regimes In: Research Paper.
[Citation analysis]		paper0
1988Inflationary bias and openness In: Research Paper.
[Citation analysis]		paper0
1988Stock prices: nominal versus real shocks In: Research Paper.
[Citation analysis]		paper0
1988The evolution of Federal Reserve credibility: 1978-1984 In: Research Paper.
[Citation analysis]		paper9
1989THE EVOLUTION OF FEDERAL RESERVE CREDIBILITY: 1978-1984.(1989) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 9		paper
1989The Evolution of Federal Reserve Credibility: 1978-1984..(1989) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
1990Stock market bubbles before the crash of 1987? In: Research Paper.
[Citation analysis]		paper0
1989STOCK MARKET BUBBLES BEFORE THE CRASH OF 1987..(1989) In: Columbia - Graduate School of Business.
[Citation analysis]
This paper has another version. Agregated cites: 0		paper
1990Margin requirements, speculative trading and stock price fluctuations: the case of Japan In: Research Paper.
[Citation analysis]		paper44
1991Margin requirements, price fluctuations and market participation in metal and stock index futures In: Research Paper.
[Citation analysis]		paper0
1992The term structure spread and future changes in long and short rates: is there a puzzle? In: Research Paper.
[Citation analysis]		paper0
1992Intertemporal asset pricing models and the cross section of expected stock returns In: Research Paper.
[Citation analysis]		paper2
1993What moves the discount on country equity funds? In: Research Paper.
[Citation analysis]		paper61
1994What Moves the Discount on Country Equity Funds?.(1994) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61		chapter
1993What Moves the Discount on Country Equity Funds?.(1993) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 61		paper
1989COMMENTARY: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY. In: Columbia - Center for Futures Markets.
[Citation analysis]		paper1
1985Commodity Prices, Money Surprises and Fed Credibility. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article94
1995Margin Requirements, Price Fluctuations, and Market Participation in Metal Futures. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article24
1983Commodity Prices, Overshooting, Money Surprises, and Fed Credibility In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2002The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets In: Review of Financial Studies.
[Citation analysis]		article58

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