Nikolaos Giannellis : Citation Profile

Are you Nikolaos Giannellis?

University of Crete

7

H index

4

i10 index

138

Citations

RESEARCH PRODUCTION:

19

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 7
   Journals where Nikolaos Giannellis has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 8 (5.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi99
   Updated: 2024-12-03    RAS profile: 2024-06-08    
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Relations with other researchers

Works with:

Apostolakis, George (2)

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

Is cited by:

Cheung, Yin-Wong (5)

Grossmann, Axel (4)

Nguyen, Duc Khuong (4)

Gradojevic, Nikola (3)

Gnimassoun, Blaise (3)

Mignon, Valérie (3)

Restout, Romain (3)

Vithessonthi, Chaiporn (2)

Cuestas, Juan (2)

Tuteja, Divya (2)

Westermann, Frank (2)

Cites to:

Hurlin, Christophe (24)

Saikkonen, Pentti (23)

Lütkepohl, Helmut (23)

Taylor, Alan (21)

Pesaran, Mohammad (20)

Taylor, Mark (20)

MacDonald, Ronald (20)

Obstfeld, Maurice (17)

Sarno, Lucio (14)

Trenkler, Carsten (14)

Johansen, Soren (14)

Main data

Where Nikolaos Giannellis has published?

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

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

Recent works citing Nikolaos Giannellis (2024 and 2023)

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

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2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

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2024Determinants of Uruguays Real Effective Exchange Rate: A Mundell-Fleming Model Approach. (2024). al Faisal, Mohammad Abdullah ; Islam, Didarul. In: Papers. RePEc:arx:papers:2403.16452.

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

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2024Exchange rate and inflation between China and the United States: A bootstrap rolling-window approach. (2024). Ma, Jun-Teng ; Liu, Tie-Ying. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000912.

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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.

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2024Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001187.

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2024.

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

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2024Assessing Country Risk in the Stock Market and Economic Growth Nexus: Fresh Insights from Bootstrap Panel Causality. (2024). Ghazi, Hamid ; Ul, Zahoor ; Abu, Nur Naha ; Ali, Adnan ; Faisal, Faisal ; Ur, Sami ; Ramakrishnan, Suresh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:294-302.

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

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2024The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector. (2024). Corbet, Shaen ; Lang, Chunlin ; Hu, Yang ; Wang, Junchuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003185.

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2023.

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

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

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

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2023Expecting the unexpected: Stressed scenarios for economic growth. (2023). Ruiz, Esther ; Rodriguez-Caballero, Vladimir ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202314.

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2024Impact of return and volatility spillover from banking industry to other industries: An evidence from Pakistan. (2024). Bhutta, Nousheen Tariq ; Mir, Fahad Waqas. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1680-1695.

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Works by Nikolaos Giannellis:

YearTitleTypeCited
2010Nonlinear Exchange Rate Adjustment in the Enlarged Eurozone: Evidence and Implications for Candidate Countries In: Review of International Economics.
[Full Text][Citation analysis]		article0
2007Nonlinear Exchange Rate Adjustment in the Enlarged Eurozone. Evidence and Implications for Candidate Countries..(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2007Purchasing Power Parity Among Developing Countries and Their Trade-Partners: Evidence from Selected CEECs and Implications for Their Membership of EU. In: Working Papers.
[Full Text][Citation analysis]		paper4
2006Purchasing Power Parity among Developing Countries and their Trade-Partners. Evidence from Selected CEEC and Implications for their Membership of EU.(2006) In: Ekonomia.
[Citation analysis]
This paper has nother version. Agregated cites: 4		article
2007Purchasing Power Parity among developing countries and their trade-partners. Evidence from selected CEECs and Implications for their membership of EU..(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2006Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach. In: Working Papers.
[Full Text][Citation analysis]		paper22
2009Testing for efficiency in selected developing foreign exchange markets: An equilibrium-based approach.(2009) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2007Estimating the Equilibrium Effective Exchange Rate for Potential EMU members In: Working Papers.
[Full Text][Citation analysis]		paper2
2007Estimating the Equilibrium Effective Exchange Rate for Potential EMU Members.(2007) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2008Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US In: Working Papers.
[Full Text][Citation analysis]		paper1
2010Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US.(2010) In: Panoeconomicus.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2009Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate In: Working Papers.
[Full Text][Citation analysis]		paper3
2011Behavioural equilibrium exchange rate and total misalignment: evidence from the euro exchange rate.(2011) In: Empirica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2010What Causes Exchange Rate Volatility? Evidence from Selected EMU Members and Candidates for EMU Membership Countries In: Working Papers.
[Full Text][Citation analysis]		paper26
2011What causes exchange rate volatility? Evidence from selected EMU members and candidates for EMU membership countries.(2011) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2010Nonlinearity and Inflation Rate Differential Persistence: Evidence from the Eurozone. In: Working Papers.
[Full Text][Citation analysis]		paper2
2016Eurozones Leader and its Followers: Are their Markets Integrated Enough? In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries In: Working Papers.
[Full Text][Citation analysis]		paper11
2019Gold price and exchange rates: A panel smooth transition regression model for the G7 countries.(2019) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2019Financial stress and asymmetric shocks transmission within the Eurozone. How fragile is the common monetary policy? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2024International financial stress spillovers during times of unconventional monetary policy interventions In: Journal of Financial Stability.
[Full Text][Citation analysis]		article0
2016Intra-national and international spillovers between the real economy and the stock market: The case of China In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article6
2017Competitiveness divergence in the Eurozone: The need for symmetric adjustment In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article6
2013Asymmetric behavior of inflation differentials in the euro area: Evidence from a threshold unit root test In: Research in Economics.
[Full Text][Citation analysis]		article8
2013Exchange rate misalignment and inflation rate persistence: Evidence from Latin American countries In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article19
2022On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article5
2022Cryptocurrency market connectedness in Covid-19 days and the role of Twitter: Evidence from a smooth transition regression model In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2014Does China’s International Competitiveness Fluctuate in Consistency with PPP Equilibrium? In: International Symposia in Economic Theory and Econometrics.
[Full Text][Citation analysis]		chapter0
2018Currency Misalignments in the BRIICS Countries: Fixed Vs. Floating Exchange Rates In: Open Economies Review.
[Full Text][Citation analysis]		article7
2010Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US In: Panoeconomicus.
[Full Text][Citation analysis]		article9
2024Forecasting in turbulent times In: Journal of Forecasting.
[Full Text][Citation analysis]		article1

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