Access Statistics for Stelios Bekiros

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices 0 0 0 34 2 3 13 136
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 0 0 0 2 0 0 0 50
Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model 0 0 1 129 3 4 14 328
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 0 74 2 3 4 70
Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets 0 0 0 29 1 7 7 172
Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models 0 0 0 13 0 0 1 69
Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area 0 0 1 119 5 7 10 152
Chaos in G7 Stock Markets using Over One Century of Data: A Note 0 0 0 19 2 4 5 108
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs 0 0 0 103 4 6 10 192
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 67 1 3 4 145
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 80 0 2 4 79
Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets 0 0 0 101 1 1 3 317
Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach 0 0 0 51 2 2 2 141
Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature 0 1 1 4 2 3 7 20
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network 0 0 1 177 2 4 7 535
Directional predictability and time-varying spillovers between stock markets and economic cycles 0 0 0 0 1 2 3 43
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 63 6 9 13 51
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models 0 0 0 76 3 4 6 248
Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics 0 0 0 99 0 1 3 246
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 1 4 4 83
Forecasting US GNP Growth: The Role of Uncertainty 0 0 0 53 3 10 12 195
Forecasting Volatility in Cryptocurrency Markets 0 0 3 177 10 18 34 231
Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model 0 0 0 83 1 3 8 140
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 1 4 6 51
Implications for banking stability and welfare under capital shocks and countercyclical requirements 0 0 0 67 0 4 6 78
Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis 0 0 0 38 0 1 1 105
Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets 0 0 0 45 2 9 14 189
Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs 0 0 0 89 3 6 8 81
Mortgage Defaults, Expectation-Driven House Prices and Monetary Policy 0 0 0 65 1 1 5 85
Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs 0 0 0 112 2 5 7 294
Nonlinear causality testing with stepwise multivariate filtering 0 0 0 56 1 1 1 167
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 2 2 4 138
Oil Price Forecastability and Economic Uncertainty 0 0 0 104 2 3 6 223
Oil price forecastability and economic uncertainty 0 0 0 101 1 5 7 82
On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects 0 0 0 28 0 0 2 145
On the predictability of crude oil market: A hybrid multiscale wavelet approach 0 0 0 0 1 2 2 15
On the predictability of time-varying VAR and DSGE models 0 0 0 7 0 7 7 74
On the predictability of time-varying VAR and DSGE models 0 0 0 3 0 4 7 49
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 219 0 3 3 652
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 58 0 2 2 97
Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach 0 0 0 8 1 2 3 70
Risk transmitters and receivers in global currency markets 0 0 0 0 1 2 2 34
Short-Term Volatility Timing: A Cross-Country Study 0 0 0 0 1 3 4 5
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 0 0 1 2 2 4 7 20
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 3 6 8 28
Synchronization of the glycolysis reaction-diffusion model via linear control law 0 0 0 4 0 3 4 13
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 0 0 1 52 2 3 11 310
The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations 0 0 0 103 2 5 5 167
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 1 2 66 0 2 7 170
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 140 2 4 8 444
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 1 2 620 3 4 7 1,996
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 0 19 3 3 7 176
Total Working Papers 0 3 13 3,659 88 200 335 9,709


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Fuzzy Reinforcement Learning Method for Effective Chemotherapy 0 0 0 0 1 3 5 11
A comparison of international mutual funds efficiency 0 1 1 1 1 6 6 6
A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization 0 0 0 7 3 7 7 29
A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19 0 0 0 5 2 4 5 25
A fractional-order hyper-chaotic economic system with transient chaos 0 0 1 9 0 1 3 31
A neurofuzzy model for stock market trading 0 0 0 172 1 2 4 470
A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series 0 1 4 33 1 4 16 126
A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices 0 0 0 22 1 3 7 72
A novel fuzzy mixed H2/H∞ optimal controller for hyperchaotic financial systems 0 1 1 1 1 2 3 7
A robust algorithm for parameter estimation in smooth transition autoregressive models 1 1 1 39 1 3 8 128
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 0 1 1 24 0 5 7 119
A tale of two shocks: The dynamics of international real estate markets 0 0 0 7 3 4 6 41
A variable-order fractional memristor neural network: Secure image encryption and synchronization via a smooth and robust control approach 0 0 1 2 2 4 5 8
Achieving resilient chaos suppression and synchronization of fractional-order supply chains with fault-tolerant control 0 0 0 1 0 0 2 3
Adaptive fixed-time robust control for function projective synchronization of hyperchaotic economic systems with external perturbations 0 0 0 0 1 1 2 4
An Ensemble of Long Short-Term Memory Networks with an Attention Mechanism for Upper Limb Electromyography Signal Classification 0 0 1 1 1 2 4 6
Analysing the systemic risk of Indian banks 0 1 8 89 2 12 25 254
Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model 0 2 5 8 0 4 10 18
Asymmetric linkages among the fear index and emerging market volatility indices 1 2 3 35 1 4 8 122
Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare 0 0 0 30 1 4 7 98
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 1 84 2 5 7 246
Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets 0 2 3 13 1 4 9 46
Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets 1 3 8 39 2 6 21 139
Black swan events and safe havens: The role of gold in globally integrated emerging markets 0 1 8 33 4 21 37 239
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area 0 0 0 57 4 6 8 195
Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design 0 1 3 34 3 7 15 83
Chaos, randomness and multi-fractality in Bitcoin market 0 0 3 6 1 4 12 42
Chaotic attitude synchronization and anti-synchronization of master-slave satellites using a robust fixed-time adaptive controller 0 0 1 1 1 3 5 8
Chaotic synchronization and convergence of second-order time-varying parameter systems using a hybrid barrier Lyapunov function-based controller with embedded indirect neural approximation for noise suppression 0 0 0 0 0 0 0 0
Characterization of infant healthy and pathological cry signals in cepstrum domain based on approximate entropy and correlation dimension 0 0 0 5 2 3 3 20
Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain 0 0 0 5 1 2 3 30
Complexity measures of high oscillations in phonocardiogram as biomarkers to distinguish between normal heart sound and pathological murmur 0 0 0 4 1 1 1 16
Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets 0 0 0 51 2 2 4 169
Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets 0 0 0 0 1 1 3 16
Cryptocurrency forecasting with deep learning chaotic neural networks 2 5 16 140 13 20 48 332
Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches 0 0 3 12 0 0 5 45
Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs 0 0 1 43 1 7 12 181
Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering 0 0 0 4 0 4 7 32
Deep learning systems for automatic diagnosis of infant cry signals 1 1 2 8 1 2 3 21
Deep recurrent neural networks with finite-time terminal sliding mode control for a chaotic fractional-order financial system with market confidence 0 0 2 3 0 3 6 18
Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach 0 0 1 13 1 4 9 69
Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature 0 1 2 4 4 8 23 28
Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques 0 0 1 30 2 9 16 102
Direction-of-change forecasting using a volatility-based recurrent neural network 0 0 0 66 1 3 6 187
Directional predictability and time-varying spillovers between stock markets and economic cycles 0 0 0 27 3 3 5 122
Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control 0 0 0 2 0 3 5 21
Disturbances and complexity in volatility time series 0 0 0 1 1 5 6 11
EDITORIAL 0 0 0 0 0 1 2 2
ESG and FinTech funding in the EU 0 2 3 8 0 4 9 26
Enhanced Classification of Heartbeat Electrocardiogram Signals Using a Long Short-Term Memory–Convolutional Neural Network Ensemble: Paving the Way for Preventive Healthcare 0 0 0 1 1 2 3 6
Enhancing the predictability of crude oil markets with hybrid wavelet approaches 0 0 0 3 2 2 4 22
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 40 1 2 5 141
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance 0 0 1 141 1 4 10 373
Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis 0 0 1 3 1 3 7 12
Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets 0 0 1 17 4 8 10 82
Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics 0 0 0 94 3 3 6 396
Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies 1 1 3 46 8 8 17 139
Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets 0 0 0 6 2 3 4 26
Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus 0 0 0 4 0 2 2 50
Financial networks and systemic risk vulnerabilities: A tale of Indian banks 0 1 1 8 3 15 22 37
Fixed-Time Adaptive Chaotic Control for Permanent Magnet Synchronous Motor Subject to Unknown Parameters and Perturbations 0 0 0 0 5 6 9 11
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 5 0 1 3 45
Forecasting US GNP growth: The role of uncertainty 0 0 0 7 1 3 3 35
Forecasting volatility in bitcoin market 0 0 0 13 3 4 9 59
Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area 1 1 2 103 3 7 18 338
Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets 2 2 5 48 4 6 10 152
Gain-Scheduled Sliding-Mode-Type Iterative Learning Control Design for Mechanical Systems 0 0 0 0 0 1 3 4
Global mutual fund flows 1 1 3 3 4 8 15 15
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 1 20 0 1 7 92
Herding behavior, market sentiment and volatility: Will the bubble resume? 1 3 14 86 6 15 42 300
Heterogeneous agent-based modeling of endogenous boom-bust cycles in financial markets with adaptive expectations and dynamically switching fractions between contrarian and fundamental market entry strategies 0 0 0 2 0 1 2 16
Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach 0 1 5 179 4 9 17 481
Heuristic learning in intraday trading under uncertainty 0 0 0 22 4 5 6 121
How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? 0 0 1 6 2 3 10 28
Identification and Control of Rehabilitation Robots with Unknown Dynamics: A New Probabilistic Algorithm Based on a Finite-Time Estimator 0 0 0 0 2 2 4 5
Impact of speculation and economic uncertainty on commodity markets 0 0 2 69 4 7 18 349
Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis 0 0 0 11 2 2 4 79
Indirect Neural-Enhanced Integral Sliding Mode Control for Finite-Time Fault-Tolerant Attitude Tracking of Spacecraft 0 0 0 1 0 1 2 5
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets 0 1 1 29 3 9 13 151
Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market 2 2 2 51 4 5 9 140
Intelligent parameter identification and prediction of variable time fractional derivative and application in a symmetric chaotic financial system 0 0 0 6 1 4 5 23
Irrational fads, short-term memory emulation, and asset predictability 0 0 1 10 2 3 4 83
Irrational fads, short‐term memory emulation, and asset predictability 0 0 0 1 1 2 2 12
Is anti-herding behavior spurious? 0 0 0 13 1 4 5 77
King algorithm: A novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems 0 0 0 1 4 4 5 33
Long-range memory, distributional variation and randomness of bitcoin volatility 0 0 0 12 1 2 4 55
MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS 0 0 0 42 2 5 6 109
MULTI-SCALE ANALYSIS REVEALS DIFFERENT PATTERNS IN TECHNICAL INDICATORS OF BLOCKCHAIN 0 0 1 6 0 1 4 15
Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments 0 0 0 0 1 3 3 10
Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach 0 0 2 42 0 3 9 136
Multi-fluctuation nonlinear patterns of European financial markets based on adaptive filtering with application to family business, green, Islamic, common stocks, and comparison with Bitcoin, NASDAQ, and VIX 0 0 0 3 1 1 1 15
Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios 0 0 0 16 0 0 2 183
Multivariate time-varying parameter modelling for stock markets 0 0 0 4 3 4 6 21
Neural Adaptive Fixed-Time Attitude Stabilization and Vibration Suppression of Flexible Spacecraft 0 0 0 1 2 2 4 9
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index 0 0 0 49 6 8 11 141
Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches 0 0 0 4 2 3 5 32
Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison 0 0 0 7 0 0 0 30
Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets 0 0 0 19 1 2 4 90
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates 0 0 0 11 3 4 7 56
Oil price forecastability and economic uncertainty 0 0 1 74 3 5 7 215
On chaos and projective synchronization of a fractional difference map with no equilibria using a fuzzy-based state feedback control 0 0 0 2 1 1 4 16
On economic uncertainty, stock market predictability and nonlinear spillover effects 0 0 0 22 0 1 10 113
On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller 0 0 0 2 1 1 4 25
On the predictability of crude oil market: A hybrid multiscale wavelet approach 0 0 0 5 1 4 6 25
On the predictability of time-varying VAR and DSGE models 0 0 1 90 1 2 6 231
On the pricing of exotic options: A new closed-form valuation approach 0 0 0 5 0 1 2 25
On the time scale behavior of equity-commodity links: Implications for portfolio management 0 0 0 17 1 4 6 150
Optimal Reinforcement Learning-Based Control Algorithm for a Class of Nonlinear Macroeconomic Systems 0 0 0 0 1 2 5 8
Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak 0 0 0 8 0 2 6 31
Optimal tuning of support vector machines and k-NN algorithm by using Bayesian optimization for newborn cry signal diagnosis based on audio signal processing features 0 0 0 0 0 1 3 5
PITFALLS IN CROSS‐SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS 0 0 0 12 0 0 0 37
Performance assessment of ensemble learning systems in financial data classification 0 0 1 5 1 3 6 33
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models 1 1 2 22 4 5 9 95
Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach 0 0 1 20 0 2 4 60
Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach 0 0 1 9 2 3 7 49
Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis 0 1 2 10 3 13 17 54
Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic 0 0 0 5 1 3 5 31
Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis 0 1 1 1 0 4 6 18
Revisiting the three factor model in light of circular behavioural simultaneities 0 0 0 1 0 1 2 11
Risk perception in financial markets: On the flip side 0 1 2 25 2 4 7 128
Risk transmitters and receivers in global currency markets 0 0 0 12 3 3 4 61
Risk-managed time-series momentum: an emerging economy experience 0 1 1 2 6 10 13 17
Robust PID sliding-surface control for nonholonomic pendulum-driven spherical robots in the presence of nonlinear perturbations and uncertainty shocks 0 0 2 2 0 0 2 2
SBDiEM: A new mathematical model of infectious disease dynamics 0 0 0 1 0 3 4 20
STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA 0 1 3 6 0 4 12 28
Short-term volatility timing: a cross-country study 0 0 0 1 0 4 8 13
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 3 1 3 5 28
Spatiotemporal wavelet-domain neuroimaging of chaotic EEG seizure signals in epilepsy diagnosis and prognosis with the use of graph convolutional LSTM networks 2 2 3 5 3 5 7 9
Spillover across Eurozone credit market sectors and determinants 0 0 1 4 3 4 13 31
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 0 0 3 4 4 7 21
Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method 0 0 0 4 0 2 3 24
Systematic risk in the biopharmaceutical sector: a multiscale approach 0 0 1 2 2 2 5 6
TRACKING CONTROL AND STABILIZATION OF A FRACTIONAL FINANCIAL RISK SYSTEM USING NOVEL ACTIVE FINITE-TIME FAULT-TOLERANT CONTROLS 0 0 0 9 1 2 4 22
Tail-Related Risk Measurement and Forecasting in Equity Markets 0 0 0 6 3 5 10 50
The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach 0 1 1 1 0 2 4 10
The asymmetric relationship between returns and implied volatility: Evidence from global stock markets 0 0 2 50 1 4 10 197
The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets 0 1 1 8 0 1 4 29
The effect of market confidence on a financial system from the perspective of fractional calculus: Numerical investigation and circuit realization 0 0 0 1 1 4 5 29
The extreme-value dependence of Asia-Pacific equity markets 0 0 0 30 2 2 4 104
The high frequency multifractal properties of Bitcoin 0 0 0 11 0 1 3 54
The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets 0 0 2 81 1 2 14 435
The multiscale causal dynamics of foreign exchange markets 0 0 2 53 0 1 6 186
The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis 0 0 0 13 1 3 5 52
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 0 4 8 320
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 1 1 224 3 8 17 797
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 0 1 6 51 4 6 24 173
The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach 0 0 1 4 0 1 5 32
Time-dependent complexity measurement of causality in international equity markets: A spatial approach 0 0 0 2 0 2 4 18
Time-varying self-similarity in alternative investments 0 0 0 0 1 3 3 9
Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform 0 0 1 12 3 5 8 56
USE OF EVOLUTIONARY ALGORITHMS IN A FRACTIONAL FRAMEWORK TO PREVENT THE SPREAD OF CORONAVIRUS 0 0 0 8 0 1 2 21
Understanding the credit cycle and business cycle dynamics in India 1 2 3 22 5 11 15 68
Total Journal Articles 18 53 175 3,491 253 593 1,171 13,146


Statistics updated 2026-01-09