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 1 2 7 102
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 0 0 0 0 1 3 14 23
Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model 0 0 2 123 1 1 7 297
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 2 2 3 73 3 4 17 54
Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets 0 0 0 24 1 2 14 80
Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models 0 0 1 12 0 0 2 63
Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area 0 0 1 117 1 2 10 121
Chaos in G7 Stock Markets using Over One Century of Data: A Note 0 0 0 19 1 2 12 96
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs 1 1 2 97 4 5 20 162
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 3 64 1 1 13 125
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 4 79 1 2 11 66
Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets 0 0 3 96 2 2 14 296
Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach 0 0 0 49 0 0 4 130
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network 0 0 0 167 0 3 9 504
Directional predictability and time-varying spillovers between stock markets and economic cycles 0 0 0 0 0 1 15 23
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 60 1 1 5 27
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models 0 0 0 75 0 0 3 235
Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics 0 0 0 97 0 1 8 238
Forecasting Inflation Uncertainty in the G7 Countries 1 1 3 57 3 4 21 67
Forecasting US GNP Growth: The Role of Uncertainty 0 0 0 53 0 4 13 158
Forecasting Volatility in Cryptocurrency Markets 1 1 12 153 6 14 54 114
Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model 0 0 0 82 0 0 2 126
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 1 3 18 18
Implications for banking stability and welfare under capital shocks and countercyclical requirements 0 1 3 61 0 1 9 55
Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis 0 0 0 38 1 2 11 97
Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets 0 1 4 41 1 2 10 89
Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs 0 0 2 87 0 1 10 61
Mortgage Defaults, Expectation-Driven House Prices and Monetary Policy 1 2 2 51 1 3 10 53
Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs 0 1 5 105 1 2 13 253
Nonlinear causality testing with stepwise multivariate filtering 0 0 0 54 0 0 2 159
Oil Price Forecastability and Economic Uncertainty 0 0 1 102 1 4 11 182
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 1 3 12 125
Oil price forecastability and economic uncertainty 0 0 2 99 2 2 13 60
On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects 0 0 0 28 1 2 12 128
On the predictability of time-varying VAR and DSGE models 0 0 0 4 1 4 19 46
On the predictability of time-varying VAR and DSGE models 0 0 1 3 0 1 9 26
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 57 3 3 11 80
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 1 1 210 4 7 36 609
Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach 0 0 0 8 1 3 5 61
Risk transmitters and receivers in global currency markets 0 0 0 0 0 0 10 21
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 1 2 11 11
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 0 3 10 43 29 40 104 214
The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations 0 2 7 95 2 7 33 131
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 0 0 64 0 0 1 161
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 3 139 0 1 12 425
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 4 12 606 5 15 52 1,942
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 2 19 5 5 26 141
Total Working Papers 6 20 89 3,488 88 167 735 8,255


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization 1 1 1 1 1 1 1 1
A fractional-order hyper-chaotic economic system with transient chaos 0 0 0 0 0 0 0 0
A neurofuzzy model for stock market trading 0 0 0 171 0 0 1 458
A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices 0 2 5 17 0 5 17 45
A robust algorithm for parameter estimation in smooth transition autoregressive models 0 0 0 37 1 1 3 115
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 0 0 6 17 0 4 26 65
A tale of two shocks: The dynamics of international real estate markets 1 1 5 5 2 3 8 8
Analysing the systemic risk of Indian banks 3 8 34 39 6 27 93 111
Asymmetric linkages among the fear index and emerging market volatility indices 0 0 4 9 0 2 25 48
Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare 0 3 8 11 0 5 22 46
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 4 79 2 3 18 210
Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets 2 3 3 3 2 3 3 3
Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets 0 0 0 0 4 6 6 6
Black swan events and safe havens: The role of gold in globally integrated emerging markets 0 1 3 14 1 6 24 100
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area 1 2 7 38 2 7 23 113
Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design 4 6 8 8 5 8 15 15
Chaos, randomness and multi-fractality in Bitcoin market 0 0 0 0 0 1 1 1
Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain 0 1 1 2 1 2 4 15
Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets 1 1 6 38 1 4 15 109
Cryptocurrency forecasting with deep learning chaotic neural networks 0 0 0 0 1 1 1 1
Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches 1 1 3 3 1 3 11 11
Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs 0 0 8 32 1 2 32 135
Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering 0 0 0 0 0 0 0 0
Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach 0 0 2 12 0 0 6 49
Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques 1 2 2 2 2 5 5 5
Direction-of-change forecasting using a volatility-based recurrent neural network 0 0 1 60 0 0 8 155
Directional predictability and time-varying spillovers between stock markets and economic cycles 0 0 6 21 0 3 28 85
Disturbances and complexity in volatility time series 0 0 0 0 0 0 0 0
Enhancing the predictability of crude oil markets with hybrid wavelet approaches 0 0 1 1 0 0 6 6
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 2 33 2 4 14 110
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance 0 1 4 126 1 2 9 334
Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets 0 1 3 12 0 3 8 49
Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics 0 0 1 90 3 5 14 366
Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets 0 0 2 4 0 0 5 13
Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus 0 0 1 3 0 1 4 43
Forecasting Inflation Uncertainty in the G7 Countries 0 0 1 5 2 3 12 34
Forecasting US GNP growth: The role of uncertainty 0 0 1 1 1 2 9 10
Forecasting volatility in bitcoin market 0 0 0 0 0 0 0 0
Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area 0 6 23 89 4 14 83 282
Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets 0 0 2 25 1 1 10 105
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 1 2 6 6 3 8 32 32
Herding behavior, market sentiment and volatility: Will the bubble resume? 1 3 14 26 4 13 44 102
Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach 1 2 17 128 2 4 43 363
Heuristic learning in intraday trading under uncertainty 0 0 1 14 1 6 12 85
Impact of speculation and economic uncertainty on commodity markets 0 1 8 44 1 7 42 173
Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis 0 0 1 7 1 2 11 50
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets 0 0 1 21 1 2 11 78
Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market 0 1 1 1 0 1 1 1
Irrational fads, short-term memory emulation, and asset predictability 0 0 1 9 0 0 5 67
Is anti-herding behavior spurious? 1 1 3 3 2 3 17 19
King algorithm: A novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems 0 0 0 0 0 0 0 0
Long-range memory, distributional variation and randomness of bitcoin volatility 0 0 0 0 0 2 2 2
MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS 0 0 5 35 1 1 14 81
Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments 0 0 0 0 0 0 0 0
Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach 1 2 5 33 2 9 16 90
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 1 1 0 1 4 4
Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios 0 0 0 9 1 3 14 62
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index 0 0 0 41 4 5 9 117
Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches 0 0 1 3 0 2 10 20
Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison 0 0 0 0 0 1 2 2
Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets 0 0 0 17 0 0 8 75
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates 0 0 0 10 0 0 6 36
Oil price forecastability and economic uncertainty 0 0 10 63 3 3 24 165
On economic uncertainty, stock market predictability and nonlinear spillover effects 0 0 1 17 1 2 9 82
On the predictability of crude oil market: A hybrid multiscale wavelet approach 0 1 1 1 1 2 2 2
On the predictability of time-varying VAR and DSGE models 0 0 2 79 3 7 17 192
On the pricing of exotic options: A new closed-form valuation approach 0 0 0 0 0 0 0 0
On the time scale behavior of equity-commodity links: Implications for portfolio management 0 1 3 13 3 4 14 68
Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak 0 2 2 2 3 8 8 8
PITFALLS IN CROSS‐SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS 0 0 1 9 1 2 7 22
Performance assessment of ensemble learning systems in financial data classification 0 1 1 1 0 3 4 4
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models 0 0 3 14 2 2 11 44
Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach 0 0 2 9 2 5 15 33
Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach 0 0 0 6 0 0 2 33
Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis 0 0 1 6 0 0 6 22
Risk perception in financial markets: On the flip side 1 2 7 16 2 6 41 78
Risk transmitters and receivers in global currency markets 0 0 3 10 1 2 12 27
SBDiEM: A new mathematical model of infectious disease dynamics 0 0 0 0 0 2 2 2
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 1 1 1 2 1 2 7 14
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 0 1 1 1
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 0 1 1 0 0 4 4
Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method 0 1 1 1 0 2 2 2
Tail-Related Risk Measurement and Forecasting in Equity Markets 0 0 3 3 0 3 18 20
The asymmetric relationship between returns and implied volatility: Evidence from global stock markets 0 0 7 30 0 1 31 138
The extreme-value dependence of Asia-Pacific equity markets 0 0 0 29 0 0 3 96
The high frequency multifractal properties of Bitcoin 0 0 3 5 0 2 18 27
The multiscale causal dynamics of foreign exchange markets 1 1 3 42 1 1 8 147
The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis 1 1 5 11 1 1 13 32
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 1 3 80 0 2 14 296
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 3 18 189 3 14 61 665
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 0 0 3 14 1 2 21 65
Time-dependent complexity measurement of causality in international equity markets: A spatial approach 0 0 0 0 1 1 1 1
Time-varying self-similarity in alternative investments 0 0 0 0 0 0 0 0
Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform 0 0 0 7 0 0 2 34
Total Journal Articles 24 67 308 2,076 100 287 1,251 7,045
3 registered items for which data could not be found


Statistics updated 2020-09-04