Catherine KYRTSOU : Citation Profile

University of Macedonia (89% share)
Université Paris-Nanterre (Paris X) (11% share)

11

H index

14

i10 index

631

Citations

RESEARCH PRODUCTION:

27

Articles

13

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 27
   Journals where Catherine KYRTSOU has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 22 (3.37 %)

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   Permalink: http://citec.repec.org/pky4
   Updated: 2025-12-27    RAS profile: 2025-07-19    
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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 Catherine KYRTSOU.

Is cited by:

DIEBOLT, Claude (19)

Billio, Monica (16)

Rashid, Abdul (12)

GUEGAN, Dominique (12)

Addo, Peter Martey (12)

HENNANI, Rachida (11)

Baumeister, Christiane (10)

Ralf, Kirsten (10)

Chatelain, Jean-Bernard (10)

Qin, Duo (8)

Castelnuovo, Efrem (8)

Cites to:

Hommes, Cars (24)

Serletis, Apostolos (19)

Malliaris, Anastasios (19)

Lux, Thomas (18)

Brock, William (12)

Engle, Robert (9)

He, Xuezhong (Tony) (9)

Barnett, William (8)

Diks, Cees (8)

LINTON, OLIVER (6)

Gardini, Laura (6)

Main data

Where Catherine KYRTSOU has published?

Journals with more than one article published# docs
Energy Economics4
Journal of Macroeconomics4
Empirical Economics3
Physica A: Statistical Mechanics and its Applications3
Computational Economics2
The European Journal of Finance2
Brussels Economic Review2

Working Papers Series with more than one paper published# docs
Post-Print / HAL4

Recent works citing Catherine KYRTSOU (2025 and 2024)

YearTitle of citing document
2024Wykorzystanie PageRank oraz regresji jako dwuetapowej analizy sieci firm Nasdaq w czasie recesji. Wnioski z topologii minimalnego drzewa rozpinającego. (2024). Tomeczek, Artur F ; Napirkowski, Tomasz M. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361239.

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2025Statistical Validation of Contagion Centrality in Financial Networks. (2025). Feinstein, Zachary ; Sadeghi, Agathe. In: Papers. RePEc:arx:papers:2404.14337.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Majhi, Sushovan ; Luwang, SR ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Rai, Anish. In: Papers. RePEc:arx:papers:2405.05642.

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2024Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition. (2024). Wand, Tobias ; Kamps, Oliver ; Iyetomi, Hiroshi. In: Papers. RePEc:arx:papers:2408.12839.

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2025Predicting Financial Market Crises using Multilayer Network Analysis and LSTM-based Forecasting of Spillover Effects. (2025). Sefidi, Mahdi Kohan. In: Papers. RePEc:arx:papers:2505.11019.

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2024The Asymmetric Effects of Oil Prices on Stock Returns: Evidence from Hanoi Stock Exchange, Vietnam. (2024). Doan, Nhien Tuyet ; Friday, Swint H ; Kim, Anh Thi ; Truong, Loc Dong. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-24.

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2024Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model. (2024). He, Yongda ; Yang, Peng ; Guo, Pengwei ; Oxley, Les ; Liu, Han. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007028.

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2024Do managers have more incentives to hoard bad news during panic? A study of terrorist attacks and stock price crash risk. (2024). Zhao, Sheng ; Wei, ZI ; Liu, Xianda. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004861.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024The uncertainty of fluctuation correlations in global stock markets. (2024). Rong, Xueyun ; Yin, Lei ; Wang, Faming. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007372.

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2024The cross section of information transmission in news media and stock returns. (2024). Wu, YI ; Wang, Xinyao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008109.

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2025Time-frequency co-movements between climate uncertainty and carbon market returns: Evidence based on wavelet coherence analysis. (2025). Cao, Jin-Hui ; Xie, Chi ; Wang, Gang-Jin ; Zhu, You ; Liu, Jiatong. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000431.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Monge, Manuel ; Claudio-Quiroga, Gloria ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2024Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks. (2024). Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Klein, Tony ; Ma, Chao-Qun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000179.

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2024More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?. (2024). Wang, LU ; Duong, Duy ; Liang, Chao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:1-19.

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2024Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan ; Hens, Chittaranjan ; Majhi, Sushovan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124006046.

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2025Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?. (2025). Ohikhuare, Obaika M. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000201.

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2024Commodities and Policy Uncertainty Channel(s). (2024). Smimou, K ; Filbeck, G ; Bosch, D. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379.

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2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810.

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2025Optimizing investment strategies: Harnessing the power of K-line complex networks. (2025). Lan, Qiujun ; Li, Haojie ; Mi, Xianhua ; Zhang, Chunyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500187x.

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2024US inflation and global commodity prices: Asymmetric interdependence. (2024). Wang, Zhufeng ; Bai, Zhihong ; Pan, Zhigang ; Xing, Xiaochao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000370.

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2024Volatility transmission in the property market during two inflationary periods: The 2008–2009 global financial crisis and the COVID-19 crisis. (2024). Asiri, Maram S ; Hasan, Fakhrul ; Aljohani, Bader M ; Fadul, Abubaker ; Alkhathami, Abdulrahman D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s027553192400206x.

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2025How do selected asset classes react to sudden shocks? Evidence from Israel-Hamas conflict using Event Study approach. (2025). Shroff, Sumita ; Agrawal, Nidhi ; Paliwal, Udai Lal ; Yadav, Miklesh Prasad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005051.

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2024Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

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2025How do banks respond to violence?. (2025). Fawaz, Mahdi ; Boungou, Whelsy ; Yati, Alhonita. In: World Development. RePEc:eee:wdevel:v:190:y:2025:i:c:s0305750x25000403.

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2024Dynamic Connectedness Among Alternative and Conventional Energy ETFs Based on the TVP-VAR Approach. (2024). Górka, Joanna ; Kuziak, Katarzyna ; Grka, Joanna. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:5929-:d:1529737.

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2025Analysis of Annual Drought Episodes Using Complex Networks. (2025). Spiliotis, Mike ; Vangelis, Harris ; Voudouris, Konstantinos. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:4:p:1441-:d:1587749.

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2024New Evidence of Causal Relationships Between Government Spending and Economic Growth in the United Kingdom. (2024). Saraidaris, Anastasios ; Pempetzoglou, Maria ; Karagianni, Stella. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:52:y:2024:i:4:d:10.1007_s11293-024-09814-y.

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2024Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w.

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2024The effect of rare events on information-leading role: evidence from real estate investment trusts and overall stock markets. (2024). Ahn, Kwangwon ; Jang, Hanwool ; Choi, Gahyun ; Kim, Jihae. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04146-3.

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2025Long short-term memory autoencoder based network of financial indices. (2025). Lee, Jaewoo ; Rakib, Mahmudul Hasan ; Nobi, Ashadun ; Tuhin, Kamrul Hasan. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04412-y.

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2024PageRank and Regression as a Two-Step Approach to Analysing a Network of Nasdaq Firms During a Recession: Insights from Minimum Spanning Tree Topology. (2024). Napiorkowski, Tomasz M ; Tomeczek, Artur F. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2024:i:3:p:56-69.

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2024The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models. (2024). Rounaghi, Mohammad Mahdi ; Terraza, Virginie ; Pek, Asli Boru. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00520-3.

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2024A TVP-VAR assessment of the spillover effects of geopolitical risk shocks on macroeconomic variability: a study of the Ghanaian economy. (2024). Uche, Emmanuel ; Hamayoon, Shah ; Asomaning, Kwame Ofori. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00341-5.

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2025Multivariate causal analysis of the effects of large-scale climate factors on meteorological drought in the Pearl River Basin: a study using partial mutual information and empirical orthogonal teleconnections. (2025). Qu, Jihong ; Ren, Kun ; Ming, Tingzhen ; Fang, Wei ; Wang, Fei ; Guo, Wenxian. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:121:y:2025:i:11:d:10.1007_s11069-025-07317-w.

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2025The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

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Catherine KYRTSOU has edited the books:

YearTitleTypeCited

Works by Catherine KYRTSOU:

YearTitleTypeCited
2006Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics In: Working Papers.
[Full Text][Citation analysis]		paper3
2013Partial Symbolic Transfer Entropy In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper0
2023Mapping inflation dynamics In: Working Papers.
[Full Text][Citation analysis]		paper0
2011Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article9
2010Introduction In: Brussels Economic Review.
[Full Text][Citation analysis]		article0
2010Testing for Granger Causality in the Presence of Chaotic Dynamics In: Brussels Economic Review.
[Full Text][Citation analysis]		article8
2011The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship In: Economics of Security Working Paper Series.
[Full Text][Citation analysis]		paper11
2008Modelling non-linear comovements between time series In: Department of Economics Working Papers.
[Citation analysis]		paper10
2009Modelling non-linear comovements between time series.(2009) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2009The impact of information signals on market prices when agents have non-linear trading rules In: Economic Modelling.
[Full Text][Citation analysis]		article4
2009Energy sector pricing: On the role of neglected nonlinearity In: Energy Economics.
[Full Text][Citation analysis]		article34
2009Editorial introduction of the special issue: Energy sector pricing and macroeconomic dynamics In: Energy Economics.
[Full Text][Citation analysis]		article0
2013The effects of terrorism and war on the oil price–stock index relationship In: Energy Economics.
[Full Text][Citation analysis]		article72
2016Does the S&P500 index lead the crude oil dynamics? A complexity-based approach In: Energy Economics.
[Full Text][Citation analysis]		article12
2002Stochastic chaos or ARCH effects in stock series?: A comparative study In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article14
2006Editorial introduction: Nonlinear macroeconomic dynamics In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2006Univariate tests for nonlinear structure In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article15
2006Evidence for chaotic dependence between US inflation and commodity prices In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article92
2007Detecting positive feedback in multivariate time series: The case of metal prices and US inflation In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article19
2008Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article7
2017Financial networks based on Granger causality: A case study In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article35
2010Effects of Tax Policy Announcements in the Athens Stock Exchange In: EcoMod2010.
[Full Text][Citation analysis]		paper0
2000Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data In: European Research Studies Journal.
[Full Text][Citation analysis]		article2
2005New Trends in Macroeconomics In: Post-Print.
[Citation analysis]		paper105
2014Comovement and Contagion in Financial Markets In: Post-Print.
[Citation analysis]		paper0
2010Nonlinear Financial Analysis In: Post-Print.
[Citation analysis]		paper0
2015Macroeconomics: Policy and Practice by F. Mishkin (2nd edition) In: Post-Print.
[Citation analysis]		paper0
2008Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article6
2003Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series In: Computational Economics.
[Full Text][Citation analysis]		article19
2016Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data In: Computational Economics.
[Full Text][Citation analysis]		article11
2008Seasonal Mackey-Glass-GARCH process and short-term dynamics In: Discussion Paper Series.
[Full Text][Citation analysis]		paper7
2010Seasonal Mackey–Glass–GARCH process and short-term dynamics.(2010) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2017Assessment of resampling methods for causality testing: A note on the US inflation behavior In: PLOS ONE.
[Full Text][Citation analysis]		article0
2000IS IT POSSIBLE TO STUDY JOINTLY CHAOTIC AND ARCH BEHAVIOUR? APPLICATION OF A NOISY MACKEY-GLASS EQUATION WITH HETEROSKEDASTIC ERRORS TO THE PARIS STOCK EXCHANGE In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]		paper0
2004Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]		paper0
2004Noisy chaotic dynamics in commodity markets In: Empirical Economics.
[Full Text][Citation analysis]		article14
2023Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data In: Empirical Economics.
[Full Text][Citation analysis]		article0
2005Complex Dynamics in Macroeconomics: A Novel Approach In: Springer Books.
[Citation analysis]		chapter8
2013Editorial introduction: ‘new facets of the economic complexity in modern financial markets’ In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2019Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test In: The European Journal of Finance.
[Full Text][Citation analysis]		article5
2006EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article1

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