Access Statistics for George Filis

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 1 39 2 3 20 75
Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer? 0 0 2 17 2 2 9 57
Business Cycle Synchronisation in EU: A time-varying approach 0 0 0 2 3 3 6 16
Can spillover effects provide forecasting gains? The case of oil price volatility 0 0 14 14 0 1 12 12
Dynamic Co-movements between Stock Market Returns and Policy Uncertainty 0 0 1 47 1 1 13 110
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 2 3 7 19 63
Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty 0 0 0 61 3 4 17 217
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries 0 1 3 3 0 4 22 22
Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component 0 0 2 3 1 1 9 11
Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma 0 0 1 95 0 0 7 146
Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques 0 0 0 18 4 5 12 82
Forecasting European Economic Policy Uncertainty 0 1 30 30 0 3 15 15
Forecasting European Economic Policy Uncertainty 0 1 8 77 0 1 16 92
Forecasting Realized Volatility of Agricultural Commodities 0 1 23 23 0 1 16 16
Forecasting Tourist Arrivals Using Origin Country Macroeconomics 0 0 1 40 0 1 6 56
Forecasting implied volatility indices worldwide: A new approach 0 0 0 48 0 0 5 34
Forecasting oil price realized volatility using information channels from other asset classes 0 0 1 1 0 2 5 5
Forecasting oil price realized volatility: A new approach 0 0 2 61 3 5 26 152
Forecasting oil prices 1 3 11 99 1 6 26 143
Futures-based forecasts: How useful are they for oil price volatility forecasting? 1 2 26 26 1 3 16 16
Investments and uncertainty revisited: The case of the US economy 0 0 3 22 1 1 11 46
Oil Price Shocks and Uncertainty: How stable is their relationship over time? 0 0 5 33 0 1 21 91
Oil Price Shocks and Uncertainty: How stable is their relationship over time? 0 0 14 14 0 4 15 15
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence 2 4 40 40 3 7 39 39
Oil and pump prices: Is there any asymmetry in the Greek oil downstream sector? 1 1 14 16 1 2 13 17
Oil and pump prices: is there any asymmetry in the Greek oil downstream sector? 1 1 12 12 2 4 12 12
Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment 0 1 1 7 1 3 16 34
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment 0 0 1 1 0 3 10 10
Oil price assumptions for macroeconomic policy 0 18 18 18 0 9 9 9
Oil price shocks and stock market volatility: evidence from European data 0 0 0 220 1 1 9 577
Oil price shocks and volatility do predict stock market regimes 0 0 2 64 0 3 24 193
Oil price volatility forecasts: What do investors need to know? 0 2 5 20 1 3 18 34
Oil prices and stock markets: A review of the theory and empirical evidence 0 14 122 287 28 91 602 1,066
Oil volatility, oil and gas firms and portfolio diversification 1 2 10 32 2 10 36 117
Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence 0 0 3 48 2 2 14 143
Superkurtosis 1 2 5 23 4 7 25 38
Superkurtosis 0 2 20 20 2 6 15 15
The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR 1 1 6 47 2 6 16 86
The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis 1 4 18 60 5 17 135 254
The effects of oil price shocks on stock market volatility: Evidence from European data 0 0 1 1 0 1 9 9
The tourism and economic growth enigma: Examining an ambiguous relationship through multiple prisms 0 0 2 13 1 2 9 43
Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries 0 0 0 46 2 3 12 114
Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries 2 4 5 73 4 10 27 200
Time-varying Business Cycles Synchronisation in Europe 0 0 0 49 2 4 13 83
Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries 0 0 0 18 0 2 7 30
Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries 0 0 2 35 1 2 11 64
Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach 0 0 2 43 0 2 11 67
US stock market regimes and oil price shocks 0 0 3 7 1 2 17 44
Total Working Papers 12 65 440 1,975 90 261 1,433 4,790


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Analysis between Implied and Realised Volatility in the Greek Derivative Market 0 0 1 1 0 2 4 19
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 1 5 0 1 10 41
Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? 0 0 0 11 2 3 9 48
Business Cycle Synchronization in EU: A Time-Varying Approach 0 0 0 14 2 4 7 58
Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer? 0 0 0 18 1 2 14 78
Corporate social responsibility and financial performance: A non-linear and disaggregated approach 7 23 65 131 24 68 189 441
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty 1 1 9 54 2 7 27 219
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries 2 10 30 276 8 23 98 1,099
Dynamic spillovers of oil price shocks and economic policy uncertainty 1 2 9 43 4 12 49 189
Economic announcements and the 10-year U.S. Treasury: Surprising findings without the surprise component 0 0 0 0 1 4 7 8
Energy consumption, CO2 emissions, and economic growth: An ethical dilemma 4 10 21 60 12 25 68 254
Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries 1 2 8 52 3 7 31 184
Fiscal policy, government size and EMU business cycle synchronization 0 1 3 3 0 2 7 7
Forecasting European economic policy uncertainty 0 0 0 3 0 0 8 13
Forecasting accuracy evaluation of tourist arrivals 0 0 1 8 4 5 14 32
Forecasting global stock market implied volatility indices 0 1 5 22 0 5 31 82
Forecasting oil price realized volatility using information channels from other asset classes 2 2 4 9 3 6 25 48
Forecasting oil prices: High-frequency financial data are indeed useful 0 1 6 13 3 11 36 60
Forecasting tourist arrivals using origin country macroeconomics 0 0 1 3 0 2 5 25
Futures-based forecasts: How useful are they for oil price volatility forecasting? 1 1 3 3 2 6 21 21
How strong is the linkage between tourism and economic growth in Europe? 1 3 9 60 2 6 26 182
Investments and uncertainty revisited: the case of the US economy 0 0 0 2 1 2 7 25
Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations? 1 7 28 199 2 14 66 619
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence 2 8 29 47 6 19 93 164
Oil and pump prices: Testing their asymmetric relationship in a robust way 1 4 4 4 5 11 11 11
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment 0 1 6 55 0 3 29 199
Oil dependence, quality of political institutions and economic growth: A panel VAR approach 0 0 2 17 2 3 16 57
Oil price shocks and EMU sovereign yield spreads 1 2 3 3 2 6 12 12
Oil price shocks and stock market returns: New evidence from the United States and China 1 3 18 63 5 18 65 281
Oil price shocks and uncertainty: How stable is their relationship over time? 1 3 10 23 1 7 33 73
Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries 0 0 1 3 0 1 10 26
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest 0 0 6 22 1 8 38 140
Oil volatility, oil and gas firms and portfolio diversification 4 6 13 21 4 7 25 71
Option listing, returns and volatility: evidence from Greece 0 0 1 14 1 2 11 124
Sentiment, mood and outbound tourism demand 0 0 1 6 0 0 6 33
Stock market response to monetary and fiscal policy shocks: Multi-country evidence 3 5 24 211 9 27 103 895
Testing for Market Efficiency in Emerging Markets 0 0 2 6 0 0 10 31
The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data 0 0 6 61 0 1 21 167
Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries 0 2 5 19 0 4 28 79
Tourism Income and Economic Growth in Greece: Empirical Evidence from Their Cyclical Components 0 0 0 0 0 1 1 1
Tourism and economic growth: Does democracy matter? 0 0 5 18 1 2 14 35
Tourism and growth: The times they are a-changing 2 2 4 15 4 6 13 61
US stock market regimes and oil price shocks 0 0 2 12 1 6 27 103
VAR model training using particle swarm optimisation: evidence from macro-finance data 0 0 1 17 0 1 3 98
Total Journal Articles 36 100 347 1,627 118 350 1,328 6,413


Statistics updated 2020-09-04