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 0 0 1 122
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 0 0 0 2 0 1 1 48
Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model 1 2 3 127 1 4 7 312
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 0 74 0 0 1 65
Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets 0 0 1 29 0 0 25 164
Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models 0 0 0 13 0 0 0 68
Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area 0 0 0 118 0 1 5 141
Chaos in G7 Stock Markets using Over One Century of Data: A Note 0 0 0 19 0 0 0 103
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs 0 1 1 102 0 2 2 179
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 67 0 0 1 138
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 80 0 0 1 75
Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets 0 0 0 99 0 0 3 311
Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach 0 0 0 51 0 0 0 139
Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature 0 0 2 2 1 3 8 8
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network 0 0 1 176 0 0 2 528
Directional predictability and time-varying spillovers between stock markets and economic cycles 0 0 0 0 0 0 3 39
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 1 63 0 0 4 37
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models 0 0 0 76 1 1 1 241
Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics 0 1 2 99 0 1 3 243
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 0 0 1 78
Forecasting US GNP Growth: The Role of Uncertainty 0 0 0 53 0 1 4 182
Forecasting Volatility in Cryptocurrency Markets 0 1 3 173 1 2 6 189
Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model 0 0 1 83 0 1 3 132
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 1 2 9 44
Implications for banking stability and welfare under capital shocks and countercyclical requirements 0 0 0 67 0 0 1 71
Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis 0 0 0 38 1 1 1 104
Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets 0 0 0 45 0 0 17 175
Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs 0 0 0 89 0 0 0 72
Mortgage Defaults, Expectation-Driven House Prices and Monetary Policy 0 0 1 63 0 0 1 76
Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs 0 0 0 111 0 0 3 283
Nonlinear causality testing with stepwise multivariate filtering 0 0 0 56 0 0 0 165
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 0 0 1 133
Oil Price Forecastability and Economic Uncertainty 0 0 0 104 1 1 4 217
Oil price forecastability and economic uncertainty 0 0 0 101 0 0 2 73
On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects 0 0 0 28 0 0 1 143
On the predictability of crude oil market: A hybrid multiscale wavelet approach 0 0 0 0 0 2 4 13
On the predictability of time-varying VAR and DSGE models 0 0 0 3 0 0 1 41
On the predictability of time-varying VAR and DSGE models 0 0 0 7 0 0 0 65
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 1 3 218 0 2 8 647
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 58 0 0 2 95
Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach 0 0 0 8 0 0 3 67
Risk transmitters and receivers in global currency markets 0 0 0 0 0 0 1 32
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 1 1 1 1 1 1 1 11
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 0 0 1 20
Synchronization of the glycolysis reaction-diffusion model via linear control law 0 1 1 4 0 1 3 9
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 0 0 5 51 0 2 10 295
The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations 0 0 0 103 1 1 1 160
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 0 140 0 0 2 436
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 0 0 1 616 0 0 3 1,986
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 0 19 0 0 5 166
Total Working Papers 2 8 27 3,634 9 30 167 9,303


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 1 3 5
A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization 1 1 4 6 1 3 7 17
A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19 0 0 3 5 0 0 3 19
A fractional-order hyper-chaotic economic system with transient chaos 0 0 2 7 1 1 5 23
A neurofuzzy model for stock market trading 0 0 0 172 0 0 2 466
A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series 1 3 10 25 1 5 19 98
A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices 0 0 1 20 1 1 2 58
A novel fuzzy mixed H2/H∞ optimal controller for hyperchaotic financial systems 0 0 0 0 0 2 2 4
A robust algorithm for parameter estimation in smooth transition autoregressive models 0 0 0 37 0 0 0 116
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 0 0 0 22 0 1 2 104
A tale of two shocks: The dynamics of international real estate markets 0 1 1 7 0 1 2 32
Achieving resilient chaos suppression and synchronization of fractional-order supply chains with fault-tolerant control 0 0 0 0 0 0 0 0
Adaptive fixed-time robust control for function projective synchronization of hyperchaotic economic systems with external perturbations 0 0 0 0 0 0 2 2
An Ensemble of Long Short-Term Memory Networks with an Attention Mechanism for Upper Limb Electromyography Signal Classification 0 0 0 0 0 0 1 1
Analysing the systemic risk of Indian banks 0 2 5 76 0 2 14 214
Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model 0 0 1 3 0 1 2 8
Asymmetric linkages among the fear index and emerging market volatility indices 0 0 1 32 0 0 4 112
Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare 0 0 2 26 0 0 7 85
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 1 82 0 0 3 235
Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets 0 0 0 8 0 0 1 34
Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets 0 0 2 27 0 0 12 107
Black swan events and safe havens: The role of gold in globally integrated emerging markets 0 0 2 25 1 3 25 195
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area 0 1 2 54 0 1 10 181
Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design 1 1 7 29 2 3 17 64
Chaos, randomness and multi-fractality in Bitcoin market 0 0 0 3 0 0 2 26
Chaotic attitude synchronization and anti-synchronization of master-slave satellites using a robust fixed-time adaptive controller 0 0 0 0 0 0 2 2
Characterization of infant healthy and pathological cry signals in cepstrum domain based on approximate entropy and correlation dimension 0 0 0 5 0 0 2 15
Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain 0 0 0 5 0 0 0 26
Complexity measures of high oscillations in phonocardiogram as biomarkers to distinguish between normal heart sound and pathological murmur 0 0 0 3 0 0 6 14
Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets 0 1 4 50 0 2 11 158
Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets 0 0 0 0 1 1 2 12
Cryptocurrency forecasting with deep learning chaotic neural networks 0 3 14 113 0 3 20 262
Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches 0 1 2 7 0 2 6 35
Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs 0 3 4 40 0 6 9 165
Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering 0 0 1 4 0 1 2 21
Deep learning systems for automatic diagnosis of infant cry signals 0 0 1 6 0 0 2 16
Deep recurrent neural networks with finite-time terminal sliding mode control for a chaotic fractional-order financial system with market confidence 0 0 0 1 0 0 0 11
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 2 27 1 5 8 76
Direction-of-change forecasting using a volatility-based recurrent neural network 0 0 0 65 0 1 1 178
Directional predictability and time-varying spillovers between stock markets and economic cycles 0 0 0 27 0 2 2 116
Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control 0 0 0 2 0 1 1 14
Disturbances and complexity in volatility time series 0 0 0 1 0 0 0 5
EDITORIAL 0 0 0 0 0 0 0 0
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 0 0 0 1 1
Enhancing the predictability of crude oil markets with hybrid wavelet approaches 0 0 0 2 0 0 1 14
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 1 40 0 1 5 132
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance 0 0 2 134 0 0 4 354
Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis 0 1 2 2 0 1 3 3
Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets 0 0 0 15 0 0 0 69
Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics 0 1 1 94 1 3 3 388
Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies 0 0 4 39 0 1 9 108
Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets 0 0 1 6 0 0 1 22
Financial networks and systemic risk vulnerabilities: A tale of Indian banks 0 0 5 5 0 1 8 8
Fixed-Time Adaptive Chaotic Control for Permanent Magnet Synchronous Motor Subject to Unknown Parameters and Perturbations 0 0 0 0 0 0 1 1
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 5 0 0 0 39
Forecasting US GNP growth: The role of uncertainty 0 0 1 6 0 1 4 31
Forecasting volatility in bitcoin market 0 0 0 11 0 1 3 39
Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area 0 0 0 100 0 0 2 317
Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets 1 1 8 38 1 1 10 132
Gain-Scheduled Sliding-Mode-Type Iterative Learning Control Design for Mechanical Systems 0 0 0 0 0 0 0 0
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 1 3 4 16 1 5 10 80
Herding behavior, market sentiment and volatility: Will the bubble resume? 0 2 6 59 0 7 32 222
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 1 1 2 2 3 4 10 10
Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach 0 0 7 163 0 1 17 443
Heuristic learning in intraday trading under uncertainty 0 0 0 21 3 3 4 110
How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? 0 0 2 2 1 3 10 10
Identification and Control of Rehabilitation Robots with Unknown Dynamics: A New Probabilistic Algorithm Based on a Finite-Time Estimator 0 0 0 0 0 0 1 1
Impact of speculation and economic uncertainty on commodity markets 0 2 5 63 2 4 44 321
Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis 0 0 0 11 0 0 5 71
Indirect Neural-Enhanced Integral Sliding Mode Control for Finite-Time Fault-Tolerant Attitude Tracking of Spacecraft 0 0 0 1 0 0 0 3
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets 0 1 1 27 0 2 13 133
Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market 0 2 6 45 0 8 20 121
Intelligent parameter identification and prediction of variable time fractional derivative and application in a symmetric chaotic financial system 0 1 1 6 0 2 4 15
Irrational fads, short-term memory emulation, and asset predictability 0 0 0 9 0 0 0 76
Irrational fads, short‐term memory emulation, and asset predictability 0 0 0 1 0 0 0 9
Is anti-herding behavior spurious? 0 0 1 13 1 2 7 62
King algorithm: A novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems 0 0 0 1 0 0 7 25
Long-range memory, distributional variation and randomness of bitcoin volatility 0 0 1 12 0 0 1 48
MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS 0 0 1 40 0 0 2 100
MULTI-SCALE ANALYSIS REVEALS DIFFERENT PATTERNS IN TECHNICAL INDICATORS OF BLOCKCHAIN 0 0 1 4 0 0 3 9
Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments 0 0 0 0 0 0 0 6
Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach 1 2 3 39 1 2 4 118
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 3 0 0 1 13
Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios 0 0 0 16 1 1 26 181
Multivariate time-varying parameter modelling for stock markets 0 0 2 4 0 0 2 13
Neural Adaptive Fixed-Time Attitude Stabilization and Vibration Suppression of Flexible Spacecraft 0 1 1 1 0 1 4 5
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index 0 0 2 46 0 0 2 124
Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches 0 0 0 4 0 0 0 27
Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison 0 0 1 7 0 0 3 28
Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets 0 0 0 19 0 0 0 85
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates 0 0 0 11 0 0 1 48
Oil price forecastability and economic uncertainty 0 0 1 71 1 2 8 203
On chaos and projective synchronization of a fractional difference map with no equilibria using a fuzzy-based state feedback control 0 1 1 2 0 1 1 12
On economic uncertainty, stock market predictability and nonlinear spillover effects 0 0 1 20 1 2 4 101
On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller 0 0 0 2 1 1 3 18
On the predictability of crude oil market: A hybrid multiscale wavelet approach 0 0 0 5 0 2 3 19
On the predictability of time-varying VAR and DSGE models 0 0 1 88 0 0 1 221
On the pricing of exotic options: A new closed-form valuation approach 0 0 0 5 0 0 1 22
On the time scale behavior of equity-commodity links: Implications for portfolio management 0 1 3 17 1 2 28 143
Optimal Reinforcement Learning-Based Control Algorithm for a Class of Nonlinear Macroeconomic Systems 0 0 0 0 0 0 0 2
Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak 0 0 0 8 0 0 2 25
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 0 2 2
PITFALLS IN CROSS‐SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS 0 0 0 12 0 0 2 35
Performance assessment of ensemble learning systems in financial data classification 0 1 1 4 0 4 5 24
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models 0 0 1 17 0 1 8 78
Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach 0 1 1 18 0 1 2 54
Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach 0 0 0 7 0 0 1 40
Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis 0 0 0 7 0 1 3 35
Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic 0 0 0 4 0 0 1 22
Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis 0 0 0 0 0 0 1 11
Revisiting the three factor model in light of circular behavioural simultaneities 0 0 0 1 0 0 0 8
Risk perception in financial markets: On the flip side 0 0 0 23 2 3 6 113
Risk transmitters and receivers in global currency markets 0 0 1 12 0 0 4 57
Risk-managed time-series momentum: an emerging economy experience 1 1 1 1 1 2 3 3
SBDiEM: A new mathematical model of infectious disease dynamics 0 0 0 1 0 0 1 15
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 2 0 0 1 22
Spillover across Eurozone credit market sectors and determinants 0 0 1 3 0 1 4 14
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 0 0 2 2 2 3 13
Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method 0 0 1 4 0 0 2 21
TRACKING CONTROL AND STABILIZATION OF A FRACTIONAL FINANCIAL RISK SYSTEM USING NOVEL ACTIVE FINITE-TIME FAULT-TOLERANT CONTROLS 0 0 8 8 0 0 12 13
Tail-Related Risk Measurement and Forecasting in Equity Markets 0 0 1 5 0 0 4 37
The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach 0 0 0 0 0 1 1 5
The asymmetric relationship between returns and implied volatility: Evidence from global stock markets 0 0 1 44 1 2 5 178
The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets 0 0 0 7 0 0 1 22
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 0 2 21
The extreme-value dependence of Asia-Pacific equity markets 0 0 1 30 0 0 1 98
The high frequency multifractal properties of Bitcoin 0 0 0 11 0 0 1 51
The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets 0 0 0 79 0 0 4 415
The multiscale causal dynamics of foreign exchange markets 0 1 3 50 0 1 5 176
The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis 0 1 1 13 0 1 3 45
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 0 0 1 308
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 0 3 217 0 1 13 769
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 0 0 4 37 0 1 17 135
The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach 0 0 0 3 0 1 2 23
Time-dependent complexity measurement of causality in international equity markets: A spatial approach 0 0 0 2 0 0 0 12
Time-varying self-similarity in alternative investments 0 0 0 0 0 1 1 5
Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform 0 0 0 10 0 0 3 46
USE OF EVOLUTIONARY ALGORITHMS IN A FRACTIONAL FRAMEWORK TO PREVENT THE SPREAD OF CORONAVIRUS 0 0 0 7 0 1 2 18
Understanding the credit cycle and business cycle dynamics in India 1 4 7 15 2 6 19 44
Total Journal Articles 9 47 188 3,133 37 145 706 11,318
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Statistics updated 2024-02-04