7
H index
4
i10 index
135
Citations
University of Crete | 7 H index 4 i10 index 135 Citations RESEARCH PRODUCTION: 19 Articles 11 Papers 1 Chapters RESEARCH ACTIVITY: 18 years (2006 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgi99 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Nikolaos Giannellis. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Open Economies Review | 2 |
Panoeconomicus | 2 |
The North American Journal of Economics and Finance | 2 |
International Review of Economics & Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Crete, Department of Economics | 10 |
Year | Title of citing document |
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2023 | “Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series”. (2023). Sansó, Andreu ; Carrion, Josep Lluis. In: AQR Working Papers. RePEc:aqr:wpaper:202305. Full description at Econpapers || Download paper |
2024 | Uncovering 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. Full description at Econpapers || Download paper |
2024 | Determinants 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. Full description at Econpapers || Download paper |
2023 | The asymmetric impact of exchange rate misalignment on economic growth of India: An application of Hodrick–Prescott filter technique. (2023). Wohar, Mark ; Nosheen, Misbah ; Mahmood, Fatima ; Iqbal, Javed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:809-823. Full description at Econpapers || Download paper |
2024 | Exchange 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. Full description at Econpapers || Download paper |
2023 | Possibility versus feasibility: International portfolio diversification under financial liberalization. (2023). Yao, Shujie ; Wan, Hong ; Chen, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001680. Full description at Econpapers || Download paper |
2024 | Stabilizing 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. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2023 | Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470. Full description at Econpapers || Download paper |
2024 | Assessing 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. Full description at Econpapers || Download paper |
2023 | Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
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: IREA Working Papers. RePEc:ira:wpaper:202309. Full description at Econpapers || Download paper |
2023 | Nexus Between Indian Financial Markets and Macro-economic Shocks: A VAR Approach. (2023). Rath, Prabhas Kumar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09372-w. Full description at Econpapers || Download paper |
2023 | Real effective exchange rate misalignment and currency crisis in Iran. (2023). Mousavi, Shahla ; Hassanzadeh, Mohammad. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00182-8. Full description at Econpapers || Download paper |
2023 | Expecting the unexpected: Stressed scenarios for economic growth. (2023). Ruiz, Esther ; Rodriguez-Caballero, Vladimir ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202314. Full description at Econpapers || Download paper |
2024 | Impact 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2010 | Nonlinear Exchange Rate Adjustment in the Enlarged Eurozone: Evidence and Implications for Candidate Countries In: Review of International Economics. [Full Text][Citation analysis] | article | 0 |
2007 | Nonlinear 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 | |
2007 | Purchasing 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] | paper | 4 |
2006 | Purchasing 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 | |
2007 | Purchasing 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 | |
2006 | Testing for Efficiency in Selected Developing Foreign Exchange Markets: An Equilibrium-Based Approach. In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
2009 | Testing 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 | |
2007 | Estimating the Equilibrium Effective Exchange Rate for Potential EMU members In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Estimating 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 | |
2008 | Asymmetric Volatility Spillovers Î’etween Stock Market and Real Activity: Evidence from UK and US In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Asymmetric 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 | |
2009 | Behavioural Equilibrium Exchange Rate and Total Misalignment: Evidence from the Euro Exchange Rate In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2011 | Behavioural 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 | |
2010 | What Causes Exchange Rate Volatility? Evidence from Selected EMU Members and Candidates for EMU Membership Countries In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
2011 | What 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: 25 | article | |
2010 | Nonlinearity and Inflation Rate Differential Persistence: Evidence from the Eurozone. In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Eurozones Leader and its Followers: Are their Markets Integrated Enough? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2019 | Gold price and exchange rates: A panel smooth transition regression model for the G7 countries.(2019) In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2019 | Financial 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] | article | 4 |
2024 | International financial stress spillovers during times of unconventional monetary policy interventions In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
2016 | Intra-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] | article | 6 |
2017 | Competitiveness divergence in the Eurozone: The need for symmetric adjustment In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 6 |
2013 | Asymmetric behavior of inflation differentials in the euro area: Evidence from a threshold unit root test In: Research in Economics. [Full Text][Citation analysis] | article | 8 |
2013 | Exchange rate misalignment and inflation rate persistence: Evidence from Latin American countries In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 19 |
2022 | On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
2022 | Cryptocurrency 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] | article | 2 |
2014 | Does China’s International Competitiveness Fluctuate in Consistency with PPP Equilibrium? In: International Symposia in Economic Theory and Econometrics. [Full Text][Citation analysis] | chapter | 0 |
2018 | Currency Misalignments in the BRIICS Countries: Fixed Vs. Floating Exchange Rates In: Open Economies Review. [Full Text][Citation analysis] | article | 7 |
2010 | Asymmetric Volatility Spillovers between Stock Market and Real Activity: Evidence from the UK and the US In: Panoeconomicus. [Full Text][Citation analysis] | article | 9 |
2024 | Forecasting in turbulent times In: Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
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