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 1 4 121
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 0 0 0 2 1 2 8 46
Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model 0 0 0 124 1 1 3 303
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 0 74 0 0 2 64
Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets 0 0 0 28 3 9 30 133
Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models 0 0 0 13 0 0 0 66
Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area 0 0 0 118 0 0 3 131
Chaos in G7 Stock Markets using Over One Century of Data: A Note 0 0 0 19 0 0 6 103
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs 0 0 4 101 0 0 4 176
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 1 67 0 0 4 137
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 1 80 0 1 2 73
Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets 1 1 1 99 1 1 4 307
Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach 0 0 1 51 0 0 4 139
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network 0 0 3 175 2 2 8 526
Directional predictability and time-varying spillovers between stock markets and economic cycles 0 0 0 0 1 2 5 36
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 62 0 0 2 33
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models 0 0 0 76 0 0 0 240
Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics 0 0 0 97 0 0 0 240
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 0 2 3 76
Forecasting US GNP Growth: The Role of Uncertainty 0 0 0 53 1 1 7 175
Forecasting Volatility in Cryptocurrency Markets 0 0 5 170 0 0 15 178
Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model 0 0 0 82 0 0 1 129
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 1 4 7 32
Implications for banking stability and welfare under capital shocks and countercyclical requirements 0 0 2 67 0 0 6 70
Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis 0 0 0 38 0 0 1 103
Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets 0 0 0 42 7 18 38 144
Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs 0 0 1 89 0 0 1 70
Mortgage Defaults, Expectation-Driven House Prices and Monetary Policy 0 2 7 62 0 3 11 73
Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs 0 0 1 110 0 2 8 276
Nonlinear causality testing with stepwise multivariate filtering 0 0 0 56 0 0 2 165
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 1 1 2 132
Oil Price Forecastability and Economic Uncertainty 0 0 1 104 0 0 3 213
Oil price forecastability and economic uncertainty 0 0 0 101 0 0 1 70
On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects 0 0 0 28 0 0 4 142
On the predictability of crude oil market: A hybrid multiscale wavelet approach 0 0 0 0 0 0 2 8
On the predictability of time-varying VAR and DSGE models 0 0 0 3 0 0 1 38
On the predictability of time-varying VAR and DSGE models 0 0 1 7 0 0 7 64
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 1 58 1 1 6 93
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 1 214 0 0 6 638
Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach 0 0 0 8 0 0 1 64
Risk transmitters and receivers in global currency markets 0 0 0 0 0 0 1 31
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 0 0 0 0 0 1 1 6
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 0 0 2 18
Synchronization of the glycolysis reaction-diffusion model via linear control law 0 0 3 3 0 0 6 6
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 0 0 1 45 1 1 23 281
The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations 0 0 1 102 0 0 6 156
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 0 0 64 0 0 0 162
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 139 0 0 2 432
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 0 1 614 0 1 6 1,981
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 0 19 0 0 9 158
Total Working Papers 1 3 37 3,598 22 54 278 9,058


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 0 1 1 2 1 4 6 10
A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19 0 0 1 2 1 1 4 13
A fractional-order hyper-chaotic economic system with transient chaos 1 2 2 4 1 2 4 17
A neurofuzzy model for stock market trading 0 0 0 172 0 0 2 464
A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series 0 0 5 12 2 4 34 70
A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices 0 0 0 19 0 0 1 55
A novel fuzzy mixed H2/H∞ optimal controller for hyperchaotic financial systems 0 0 0 0 0 0 0 2
A robust algorithm for parameter estimation in smooth transition autoregressive models 0 0 0 37 0 0 1 116
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 0 2 2 22 0 2 17 99
A tale of two shocks: The dynamics of international real estate markets 0 0 0 6 0 0 5 30
Analysing the systemic risk of Indian banks 0 2 8 69 0 5 19 195
Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model 0 0 1 2 0 0 3 5
Asymmetric linkages among the fear index and emerging market volatility indices 0 3 14 29 0 6 32 105
Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare 0 1 4 22 0 1 9 76
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 1 81 0 2 4 230
Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets 0 0 1 8 1 1 11 32
Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets 0 3 9 20 0 6 35 85
Black swan events and safe havens: The role of gold in globally integrated emerging markets 1 1 2 23 3 4 22 158
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area 0 0 1 50 0 0 14 160
Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design 0 0 5 19 0 1 11 41
Chaos, randomness and multi-fractality in Bitcoin market 0 0 0 3 0 0 8 24
Characterization of infant healthy and pathological cry signals in cepstrum domain based on approximate entropy and correlation dimension 0 0 2 5 0 0 7 13
Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain 0 0 2 5 1 1 7 26
Complexity measures of high oscillations in phonocardiogram as biomarkers to distinguish between normal heart sound and pathological murmur 0 2 2 2 0 2 7 7
Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets 0 0 2 44 2 2 14 145
Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets 0 0 0 0 0 0 8 8
Cryptocurrency forecasting with deep learning chaotic neural networks 2 8 48 89 5 18 111 224
Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches 0 0 1 4 0 0 7 28
Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs 0 0 0 36 0 1 5 155
Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering 0 0 0 3 0 0 7 17
Deep learning systems for automatic diagnosis of infant cry signals 0 0 5 5 0 0 12 12
Deep recurrent neural networks with finite-time terminal sliding mode control for a chaotic fractional-order financial system with market confidence 0 0 0 0 0 1 6 8
Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach 0 0 0 12 0 0 0 57
Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques 0 1 6 24 2 4 17 64
Direction-of-change forecasting using a volatility-based recurrent neural network 1 1 1 64 2 2 8 175
Directional predictability and time-varying spillovers between stock markets and economic cycles 0 0 2 24 0 0 7 106
Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control 0 0 1 1 0 1 5 11
Disturbances and complexity in volatility time series 0 1 1 1 0 1 2 4
Enhancing the predictability of crude oil markets with hybrid wavelet approaches 0 0 0 2 0 0 2 13
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 1 39 0 0 3 127
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance 0 0 2 131 0 0 5 347
Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets 0 0 2 14 0 0 9 68
Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics 0 0 0 93 0 1 5 384
Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies 0 1 13 30 0 5 41 90
Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets 0 0 0 5 0 0 0 20
Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus 0 0 0 3 0 0 2 47
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 5 0 1 2 39
Forecasting US GNP growth: The role of uncertainty 0 0 2 4 0 0 6 26
Forecasting volatility in bitcoin market 0 2 7 11 0 2 14 35
Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area 0 0 3 100 0 0 6 313
Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets 0 0 0 27 0 1 6 116
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 1 1 11 0 2 14 67
Herding behavior, market sentiment and volatility: Will the bubble resume? 1 3 11 49 3 10 44 181
Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach 1 6 15 155 2 10 28 422
Heuristic learning in intraday trading under uncertainty 0 1 2 20 0 1 4 105
Impact of speculation and economic uncertainty on commodity markets 1 1 5 56 5 9 47 264
Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis 0 0 2 10 0 1 6 63
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets 0 0 1 26 4 7 17 114
Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market 1 3 13 36 2 8 35 92
Intelligent parameter identification and prediction of variable time fractional derivative and application in a symmetric chaotic financial system 0 2 4 4 0 5 10 10
Irrational fads, short-term memory emulation, and asset predictability 0 0 0 9 0 0 4 75
Irrational fads, short‐term memory emulation, and asset predictability 0 0 1 1 0 0 3 9
Is anti-herding behavior spurious? 0 0 4 10 1 3 16 50
King algorithm: A novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems 0 0 1 1 1 2 10 17
Long-range memory, distributional variation and randomness of bitcoin volatility 0 1 5 11 1 4 19 42
MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS 0 0 1 38 1 3 8 97
Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments 0 0 0 0 0 0 1 6
Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach 0 0 2 36 0 3 6 110
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 1 0 0 3 11
Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios 1 1 2 15 5 15 48 138
Multivariate time-varying parameter modelling for stock markets 0 0 1 1 0 0 6 8
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index 0 1 1 44 0 1 1 122
Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches 0 0 0 4 0 0 3 27
Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison 0 0 0 5 0 0 6 23
Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets 0 0 2 19 0 0 7 85
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates 0 0 0 11 0 0 1 47
Oil price forecastability and economic uncertainty 2 3 3 69 2 4 13 194
On chaos and projective synchronization of a fractional difference map with no equilibria using a fuzzy-based state feedback control 0 0 1 1 0 0 6 11
On economic uncertainty, stock market predictability and nonlinear spillover effects 0 0 0 17 0 1 4 94
On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller 0 1 1 1 0 1 11 13
On the predictability of crude oil market: A hybrid multiscale wavelet approach 0 1 2 5 1 2 5 16
On the predictability of time-varying VAR and DSGE models 0 3 5 86 1 7 13 216
On the pricing of exotic options: A new closed-form valuation approach 0 0 0 4 0 0 5 19
On the time scale behavior of equity-commodity links: Implications for portfolio management 0 0 1 14 3 4 19 104
Optimal Reinforcement Learning-Based Control Algorithm for a Class of Nonlinear Macroeconomic Systems 0 0 0 0 0 1 1 1
Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak 0 0 0 8 0 0 2 23
PITFALLS IN CROSS‐SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS 0 0 3 12 0 0 8 32
Performance assessment of ensemble learning systems in financial data classification 0 0 0 2 0 0 3 16
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models 0 0 2 16 0 0 7 70
Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach 0 2 4 16 0 3 7 49
Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach 0 0 0 7 0 0 3 38
Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis 0 0 0 7 0 0 0 29
Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic 0 1 1 4 0 2 6 21
Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis 0 0 0 0 1 1 2 10
Revisiting the three factor model in light of circular behavioural simultaneities 0 0 1 1 0 0 2 8
Risk perception in financial markets: On the flip side 0 1 2 23 0 2 10 107
Risk transmitters and receivers in global currency markets 0 0 0 11 0 1 10 53
SBDiEM: A new mathematical model of infectious disease dynamics 0 0 1 1 0 2 7 14
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 2 0 0 3 21
Spillover across Eurozone credit market sectors and determinants 0 0 0 2 2 2 3 10
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 0 0 2 0 0 1 10
Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method 0 1 1 3 1 2 5 18
Tail-Related Risk Measurement and Forecasting in Equity Markets 0 0 0 4 0 0 2 30
The asymmetric relationship between returns and implied volatility: Evidence from global stock markets 1 2 2 42 1 3 12 170
The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets 0 0 4 4 1 1 14 14
The effect of market confidence on a financial system from the perspective of fractional calculus: Numerical investigation and circuit realization 0 0 0 1 0 1 9 17
The extreme-value dependence of Asia-Pacific equity markets 0 0 0 29 0 0 0 97
The high frequency multifractal properties of Bitcoin 0 0 3 11 0 0 7 48
The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets 0 0 17 79 2 5 113 411
The multiscale causal dynamics of foreign exchange markets 0 0 3 47 0 0 13 171
The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis 0 0 0 12 0 0 1 40
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 80 0 0 3 305
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 3 8 212 2 13 31 745
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 0 1 8 30 2 8 23 109
The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach 0 0 1 3 0 1 10 21
Time-dependent complexity measurement of causality in international equity markets: A spatial approach 0 0 1 2 0 0 5 12
Time-varying self-similarity in alternative investments 0 0 0 0 0 0 1 4
Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform 0 1 1 9 0 3 5 42
Understanding the credit cycle and business cycle dynamics in India 1 3 6 6 1 6 22 22
Total Journal Articles 14 74 316 2,843 66 242 1,347 10,312


Statistics updated 2022-09-05