Nikolaos Giannellis : Citation Profile


University of Crete

7

H index

5

i10 index

149

Citations

RESEARCH PRODUCTION:

24

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2006 - 2025). See details.
   Cites by year: 7
   Journals where Nikolaos Giannellis has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 8 (5.1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi99
   Updated: 2025-04-12    RAS profile: 2025-04-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Apostolakis, George (2)

Tavlas, George (2)

Kouretas, Georgios (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)

Nguyen, Duc Khuong (4)

Grossmann, Axel (4)

Restout, Romain (3)

Mignon, Valérie (3)

Aziz, Saqib (3)

Gnimassoun, Blaise (3)

Gradojevic, Nikola (3)

Kurihara, Yutaka (2)

YILMAZKUDAY, HAKAN (2)

Tuteja, Divya (2)

Cites to:

Pesaran, Mohammad (25)

Hurlin, Christophe (24)

Saikkonen, Pentti (23)

Lütkepohl, Helmut (23)

Taylor, Alan (21)

Taylor, Mark (20)

MacDonald, Ronald (20)

GUPTA, RANGAN (18)

Obstfeld, Maurice (17)

Yilmaz, Kamil (16)

Gabauer, David (15)

Main data


Production by document typearticlechapterpaper2006200720082009201020112012201320142015201620172018201920202021202220232024202502.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20062007200820092010201120122013201420152016201720182019202020212022202320242025010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20072008200920102011201220132014201520162017201820192020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20062007200820092010201120122013201420152016201720182019202020212022202320242025010203040Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 7Most cited documents1234567890102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Nikolaos Giannellis has published?


Journals with more than one article published# docs
Journal of Forecasting3
International Review of Economics & Finance2
The Journal of Economic Asymmetries2
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 (2025 and 2024)


Year  ↓Title of citing document  ↓
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method. (2024). Ouyang, Haiqin ; Guan, Chao ; Yu, BO ; Lin, Binzhao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001839.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Connectedness in the global banking market network: Implications for risk management and financial policy. (2024). Sepulveda, Sandra M ; Muoz, Jorge A ; Araya, Ivan E ; Cornejo, Edinson E ; Veloso, Carmen L ; Delgado, Carlos L. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004022.

Full description at Econpapers || Download paper

2024Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Apostolakis, George N ; Giannellis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Global, local, or glocal? Unravelling the interplay of geopolitical risks and financial stress. (2024). Sohag, Kazi ; Islam, Md. Monirul ; Gurdgiev, Constantin ; Ahmed, Faroque ; Zeqiraj, Veton. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:75:y:2024:i:c:s1042444x24000367.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy ; Do, Hung Xuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004192.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2025Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia. (2025). Chiang, Shu-Mei ; Kuo, Chen-Yin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01291-3.

Full description at Econpapers || Download paper

2024Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey. (2024). Altun, Omer ; Ozkaya, Ata. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241243200.

Full description at Econpapers || Download paper

2025Asymmetric risk contagion effect of the interaction between the real economy and the financial sector—an analysis based on the domestic commodity price index. (2025). Yonghui, Quan ; Wenlong, Miao. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00735-y.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Works by Nikolaos Giannellis:


Year  ↓Title  ↓Type  ↓Cited  ↓
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]
paper2
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: 2
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]
paper27
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: 27
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]
article6
2024Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article0
2024International financial stress spillovers during times of unconventional monetary policy interventions In: Journal of Financial Stability.
[Full Text][Citation analysis]
article0
2025Macroeconomic responses to financial stress shocks: Evidence from the US and the Eurozone In: International Economics.
[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]
article7
2024Asymmetric effects of monetary policy shocks on financial stability In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]
article0
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]
article20
2022On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article8
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]
article10
2023Macro‐financial effects of monetary policy easing In: Journal of Forecasting.
[Full Text][Citation analysis]
article1
2024Forecasting in turbulent times In: Journal of Forecasting.
[Full Text][Citation analysis]
article1
2025Policymaking in Periods of Structural Changes and Structural Breaks: Rolling Windows Revisited In: Journal of Forecasting.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team