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 3 3 20 146
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 0 0 0 2 1 2 4 54
Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model 0 0 1 130 2 2 10 332
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 0 74 0 2 7 74
Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets 0 0 0 29 2 2 12 177
Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models 0 0 0 13 0 2 5 74
Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area 0 0 1 119 2 4 26 168
Chaos in G7 Stock Markets using Over One Century of Data: A Note 0 0 0 19 2 3 10 113
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs 0 0 0 103 4 6 18 203
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 80 2 3 11 87
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 67 0 1 7 148
Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets 0 0 0 101 0 2 13 328
Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach 0 0 0 51 3 6 11 150
Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature 0 0 1 4 2 5 14 30
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network 0 0 1 177 3 4 15 544
Directional predictability and time-varying spillovers between stock markets and economic cycles 0 0 0 0 1 2 7 47
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 63 1 3 16 58
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models 0 0 0 76 5 9 18 262
Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics 0 0 0 99 1 3 9 252
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 2 5 13 92
Forecasting US GNP Growth: The Role of Uncertainty 0 0 0 53 1 5 20 203
Forecasting Volatility in Cryptocurrency Markets 0 0 2 177 8 10 46 247
Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model 0 0 0 83 3 6 16 148
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 4 9 17 63
Implications for banking stability and welfare under capital shocks and countercyclical requirements 0 0 0 67 1 3 10 83
Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis 0 0 0 38 1 2 7 111
Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets 0 0 0 45 6 9 29 205
Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs 0 0 0 89 3 5 20 93
Mortgage Defaults, Expectation-Driven House Prices and Monetary Policy 0 0 0 65 0 0 8 89
Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs 0 0 1 113 6 9 22 311
Nonlinear causality testing with stepwise multivariate filtering 0 0 0 56 1 1 5 171
Oil Price Forecastability and Economic Uncertainty 0 0 0 104 1 3 15 232
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 2 4 12 147
Oil price forecastability and economic uncertainty 0 0 0 101 1 9 18 95
On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects 0 0 0 28 1 5 9 152
On the predictability of crude oil market: A hybrid multiscale wavelet approach 0 0 0 0 1 2 9 22
On the predictability of time-varying VAR and DSGE models 0 0 0 7 4 8 19 86
On the predictability of time-varying VAR and DSGE models 0 1 1 4 2 5 17 60
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 219 0 3 9 658
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 58 2 4 7 102
Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach 0 0 0 8 1 3 13 80
Risk transmitters and receivers in global currency markets 0 0 0 0 0 1 4 36
Short-Term Volatility Timing: A Cross-Country Study 0 0 0 0 3 5 11 13
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 0 0 1 2 0 1 12 25
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 2 6 17 37
Synchronization of the glycolysis reaction-diffusion model via linear control law 0 0 0 4 3 3 11 20
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 0 1 3 54 5 8 21 323
The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations 0 0 0 103 1 5 14 176
The Multiscale Causal Dynamics of Foreign Exchange Markets 0 0 1 66 2 4 12 177
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 140 2 4 13 450
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 1 2 3 622 2 9 21 2,012
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 0 19 0 1 7 180
Total Working Papers 1 4 16 3,666 105 221 717 10,146


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 7 15 22
A comparison of international mutual funds efficiency 0 0 2 2 0 0 8 8
A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization 0 0 0 7 0 2 9 31
A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19 0 0 0 5 4 6 16 37
A fractional-order hyper-chaotic economic system with transient chaos 0 0 1 9 2 4 11 40
A neurofuzzy model for stock market trading 0 0 0 172 1 3 9 476
A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series 0 0 2 33 3 3 20 135
A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices 0 0 0 22 3 6 14 82
A novel fuzzy mixed H2/H∞ optimal controller for hyperchaotic financial systems 0 0 1 1 1 2 8 12
A robust algorithm for parameter estimation in smooth transition autoregressive models 0 0 1 39 0 2 11 132
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 0 0 1 24 5 7 18 131
A tale of two shocks: The dynamics of international real estate markets 0 0 0 7 1 4 14 50
A variable-order fractional memristor neural network: Secure image encryption and synchronization via a smooth and robust control approach 0 0 1 2 2 7 16 19
Achieving resilient chaos suppression and synchronization of fractional-order supply chains with fault-tolerant control 0 0 0 1 1 3 7 9
Adaptive fixed-time robust control for function projective synchronization of hyperchaotic economic systems with external perturbations 0 0 0 0 0 0 6 8
An Ensemble of Long Short-Term Memory Networks with an Attention Mechanism for Upper Limb Electromyography Signal Classification 0 0 1 1 2 2 10 12
Analysing the systemic risk of Indian banks 0 0 4 89 3 6 27 265
Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model 0 0 5 8 1 2 16 26
Asymmetric linkages among the fear index and emerging market volatility indices 0 0 2 35 5 9 20 136
Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare 0 0 0 30 1 2 14 106
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 1 84 2 2 13 252
Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets 0 0 2 13 5 10 19 57
Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets 0 0 6 40 8 15 37 161
Black swan events and safe havens: The role of gold in globally integrated emerging markets 0 1 8 34 6 12 52 257
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area 0 0 0 57 3 5 17 205
Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design 0 0 2 34 2 7 23 94
Chaos, randomness and multi-fractality in Bitcoin market 0 1 4 7 4 8 25 56
Chaotic attitude synchronization and anti-synchronization of master-slave satellites using a robust fixed-time adaptive controller 0 0 1 1 0 1 7 10
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 1 3 8 8
Characterization of infant healthy and pathological cry signals in cepstrum domain based on approximate entropy and correlation dimension 0 0 0 5 2 5 12 29
Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain 0 0 0 5 2 3 8 36
Complexity measures of high oscillations in phonocardiogram as biomarkers to distinguish between normal heart sound and pathological murmur 0 0 0 4 1 1 3 18
Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets 0 0 0 51 0 4 10 175
Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets 0 1 1 1 2 4 7 21
Cryptocurrency forecasting with deep learning chaotic neural networks 0 1 15 141 2 11 54 348
Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches 0 0 2 12 2 2 8 51
Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs 0 0 1 43 0 4 20 190
Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering 0 0 0 4 4 5 12 38
Deep learning systems for automatic diagnosis of infant cry signals 0 0 2 8 2 3 9 27
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 1 6 15 27
Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach 0 0 0 13 6 8 20 82
Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature 1 1 3 5 6 11 42 51
Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques 0 0 2 31 2 5 21 110
Direction-of-change forecasting using a volatility-based recurrent neural network 0 1 1 67 1 5 13 194
Directional predictability and time-varying spillovers between stock markets and economic cycles 0 0 0 27 0 0 9 127
Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control 0 0 0 2 0 5 13 29
Disturbances and complexity in volatility time series 0 1 1 2 1 7 14 20
EDITORIAL 0 0 0 0 3 3 4 5
ESG and FinTech funding in the EU 0 0 2 8 3 6 17 36
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 5 7 12 15
Enhancing the predictability of crude oil markets with hybrid wavelet approaches 0 0 0 3 2 3 11 30
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 40 3 6 24 161
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance 0 0 1 141 1 3 18 381
Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis 0 0 1 3 3 5 15 21
Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets 0 0 0 17 3 4 17 90
Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics 0 0 0 94 3 3 11 403
Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies 0 1 4 47 4 19 43 168
Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets 0 0 0 6 2 2 7 30
Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus 0 0 0 4 1 2 10 58
Financial networks and systemic risk vulnerabilities: A tale of Indian banks 0 0 1 8 1 5 29 48
Fixed-Time Adaptive Chaotic Control for Permanent Magnet Synchronous Motor Subject to Unknown Parameters and Perturbations 0 0 0 0 6 9 22 25
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 5 3 5 15 58
Forecasting US GNP growth: The role of uncertainty 0 1 1 8 4 6 9 41
Forecasting volatility in bitcoin market 0 0 0 13 3 5 16 68
Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area 0 1 2 104 2 6 29 351
Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets 0 0 4 49 0 2 14 159
Gain-Scheduled Sliding-Mode-Type Iterative Learning Control Design for Mechanical Systems 0 0 0 0 3 5 9 12
Global mutual fund flows 1 1 4 4 5 10 26 26
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 2 21 3 7 16 103
Herding behavior, market sentiment and volatility: Will the bubble resume? 0 0 7 87 10 18 48 323
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 2 9 24
Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach 1 1 4 181 4 8 30 498
Heuristic learning in intraday trading under uncertainty 0 0 0 22 0 3 15 130
How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? 0 0 0 6 2 4 13 35
Identification and Control of Rehabilitation Robots with Unknown Dynamics: A New Probabilistic Algorithm Based on a Finite-Time Estimator 0 0 0 0 1 3 7 9
Impact of speculation and economic uncertainty on commodity markets 0 0 1 69 2 5 25 361
Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis 0 0 0 11 2 3 6 83
Indirect Neural-Enhanced Integral Sliding Mode Control for Finite-Time Fault-Tolerant Attitude Tracking of Spacecraft 0 0 0 1 1 2 8 11
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets 0 0 1 29 2 5 19 159
Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market 0 0 3 52 3 9 22 154
Intelligent parameter identification and prediction of variable time fractional derivative and application in a symmetric chaotic financial system 0 0 0 6 0 3 15 33
Irrational fads, short-term memory emulation, and asset predictability 0 0 1 10 1 1 8 87
Irrational fads, short‐term memory emulation, and asset predictability 0 0 0 1 1 1 8 18
Is anti-herding behavior spurious? 0 0 0 13 1 2 10 83
King algorithm: A novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems 0 0 0 1 1 2 10 38
Long-range memory, distributional variation and randomness of bitcoin volatility 0 0 0 12 2 2 6 58
MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS 0 0 0 42 0 2 17 120
MULTI-SCALE ANALYSIS REVEALS DIFFERENT PATTERNS IN TECHNICAL INDICATORS OF BLOCKCHAIN 0 0 1 6 1 1 6 18
Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments 0 0 0 0 1 4 12 19
Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach 0 0 1 42 2 4 14 144
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 3 5 15 29
Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios 0 0 0 16 2 7 15 197
Multivariate time-varying parameter modelling for stock markets 0 1 1 5 2 4 13 28
Neural Adaptive Fixed-Time Attitude Stabilization and Vibration Suppression of Flexible Spacecraft 0 0 0 1 2 10 14 21
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index 0 0 1 50 1 1 14 146
Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches 0 0 0 4 0 3 9 36
Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison 0 0 0 7 3 7 11 41
Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets 0 0 0 19 2 11 21 109
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates 0 0 0 11 0 4 15 65
Oil price forecastability and economic uncertainty 0 0 1 74 1 3 11 220
On chaos and projective synchronization of a fractional difference map with no equilibria using a fuzzy-based state feedback control 0 0 0 2 0 4 11 23
On economic uncertainty, stock market predictability and nonlinear spillover effects 1 1 1 23 1 2 17 122
On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller 0 0 1 3 2 5 11 33
On the predictability of crude oil market: A hybrid multiscale wavelet approach 0 0 0 5 2 4 11 31
On the predictability of time-varying VAR and DSGE models 0 0 1 90 1 3 12 238
On the pricing of exotic options: A new closed-form valuation approach 0 0 0 5 2 4 7 31
On the time scale behavior of equity-commodity links: Implications for portfolio management 0 0 0 17 3 5 15 159
Optimal Reinforcement Learning-Based Control Algorithm for a Class of Nonlinear Macroeconomic Systems 0 0 0 0 2 3 9 14
Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak 0 0 0 8 2 2 10 36
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 1 4 8 11
PITFALLS IN CROSS‐SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS 0 0 0 12 2 3 8 45
Performance assessment of ensemble learning systems in financial data classification 0 0 0 5 2 3 16 44
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models 0 0 1 22 1 3 14 104
Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach 0 0 0 20 2 3 6 64
Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach 0 0 1 9 1 2 9 52
Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis 0 0 1 10 5 6 23 62
Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic 0 0 0 5 2 16 28 54
Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis 0 0 1 1 3 4 10 23
Revisiting the three factor model in light of circular behavioural simultaneities 0 0 0 1 3 3 6 15
Risk perception in financial markets: On the flip side 0 0 2 25 1 1 8 130
Risk transmitters and receivers in global currency markets 0 0 0 12 2 3 9 67
Risk-managed time-series momentum: an emerging economy experience 0 0 1 2 5 10 24 28
Robust PID sliding-surface control for nonholonomic pendulum-driven spherical robots in the presence of nonlinear perturbations and uncertainty shocks 0 0 0 2 1 4 6 8
SBDiEM: A new mathematical model of infectious disease dynamics 0 1 1 2 5 7 13 30
STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA 0 0 3 6 3 9 20 41
Short-term volatility timing: a cross-country study 0 0 1 2 3 4 20 26
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 3 1 1 10 33
Spatiotemporal wavelet-domain neuroimaging of chaotic EEG seizure signals in epilepsy diagnosis and prognosis with the use of graph convolutional LSTM networks 0 0 3 5 2 3 12 15
Spillover across Eurozone credit market sectors and determinants 0 0 1 5 2 4 14 37
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 0 0 3 1 2 11 25
Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method 0 0 0 4 0 0 4 25
Systematic risk in the biopharmaceutical sector: a multiscale approach 0 0 0 2 2 3 8 11
TRACKING CONTROL AND STABILIZATION OF A FRACTIONAL FINANCIAL RISK SYSTEM USING NOVEL ACTIVE FINITE-TIME FAULT-TOLERANT CONTROLS 0 0 0 9 4 6 12 31
Tail-Related Risk Measurement and Forecasting in Equity Markets 0 0 0 6 0 0 11 54
The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach 0 0 1 1 3 4 9 16
The asymmetric relationship between returns and implied volatility: Evidence from global stock markets 0 0 2 50 3 4 16 206
The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets 0 0 1 8 1 2 7 32
The effect of market confidence on a financial system from the perspective of fractional calculus: Numerical investigation and circuit realization 0 0 0 1 3 5 14 38
The extreme-value dependence of Asia-Pacific equity markets 1 1 1 31 1 6 10 111
The high frequency multifractal properties of Bitcoin 0 0 0 11 1 2 7 59
The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets 1 2 3 83 2 7 24 450
The multiscale causal dynamics of foreign exchange markets 0 0 2 53 4 10 21 201
The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis 0 0 0 13 0 2 9 56
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 3 4 18 330
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 2 3 4 227 7 14 36 819
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 0 0 4 51 7 10 30 188
The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach 0 0 1 4 3 4 11 39
Time-dependent complexity measurement of causality in international equity markets: A spatial approach 0 0 0 2 1 1 5 20
Time-varying self-similarity in alternative investments 0 0 0 0 1 3 12 18
Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform 0 0 0 12 2 2 13 63
USE OF EVOLUTIONARY ALGORITHMS IN A FRACTIONAL FRAMEWORK TO PREVENT THE SPREAD OF CORONAVIRUS 0 0 0 8 3 3 6 26
Understanding the credit cycle and business cycle dynamics in India 0 1 5 24 2 8 26 80
Total Journal Articles 8 22 162 3,526 333 718 2,267 14,470


Statistics updated 2026-05-06