Access Statistics for Christos Floros

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
A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification 0 0 1 42 3 7 15 257
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 41 2 5 9 94
Development of a Computable General Equilibrium (CGE) Model for Fisheries 0 0 0 7 2 4 5 46
Dynamic Connectedness of UK Regional Property Prices 0 0 0 37 3 7 12 134
Dynamic Spillover Effects in Futures Markets 0 0 0 31 0 7 11 122
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries 0 0 1 12 8 15 24 96
Efficiency in banking: does the choice of inputs and outputs matter? 0 0 0 0 0 2 3 21
Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence 0 0 1 6 4 10 14 39
Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence 0 0 0 11 6 7 13 56
Hedge Ratios in South African Stock Index Futures 0 0 0 1 2 5 7 19
Intra-Day Realized Volatility for European and USA Stock Indices 0 0 0 12 2 7 12 61
Modeling CAC40 Volatility Using Ultra-high Frequency Data 0 0 0 7 3 9 10 44
Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment 0 0 0 7 15 19 21 73
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment 0 0 0 2 0 4 5 29
On the Stationarity of Futures Hedge Ratios 0 0 1 6 18 21 29 47
Return dispersion, stock market liquidity and aggregate economic activity 0 0 0 72 3 5 8 339
Simplified option pricing techniques 0 0 1 40 0 1 4 127
The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis 0 0 0 66 0 6 11 314
VIX Index in Interday and Intraday Volatility Models 0 0 0 5 3 6 9 52
Total Working Papers 0 0 5 405 74 147 222 1,970


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification 0 0 1 60 11 11 16 269
A note on dynamic hedging 1 1 1 2 2 2 3 4
Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisis 0 0 2 10 2 4 7 23
An Inter-Temporal Computable General Equilibrium Model for Fisheries 0 0 0 0 2 3 3 9
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 6 2 6 8 63
Bank profitability and GDP growth in China: a note 1 1 12 178 5 10 31 567
Bank profitability and inflation: the case of China 2 4 8 64 4 18 33 213
Banking Development and Economy in Greece: Evidence from Regional Data 0 0 0 4 0 0 4 17
Bubbles in Crude Oil and Commodity Energy Index: New Evidence 0 0 0 2 1 3 6 23
Calendar anomalies in cash and stock index futures: International evidence 0 0 0 56 3 3 8 220
Combined social and private health insurance versus catastrophic out of pocket payments for private hospital care in Greece 1 1 1 21 7 9 12 78
Corporate R&D intensity and high cash holdings: post-crisis analysis 1 2 5 9 3 10 19 42
Does Trading Volume Drive Systemic Banks’ Stock Return Volatility? Lessons from the Greek Banking System 0 0 0 4 3 6 8 22
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries 1 1 6 328 7 19 50 1,358
Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom 0 0 0 54 5 7 8 171
Dynamic relationships between Middle East stock markets 0 0 0 0 1 2 3 3
Dynamic spillover effects in futures markets: UK and US evidence 0 0 0 21 6 10 17 119
ESG performance, herding behavior and stock market returns: evidence from Europe 1 1 6 20 8 16 45 146
Econometric investigation of internet banking adoption in Greece 0 0 0 53 3 5 10 414
Economic News Releases and Financial Markets in South Africa 0 0 0 1 2 3 3 25
Efficiency in banking: does the choice of inputs and outputs matter? 1 1 2 9 2 4 5 21
Efficiency, leverage and profitability: the case of Greek manufacturing sector 0 0 1 15 5 6 10 57
Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility 0 0 2 11 4 6 9 60
Eurozone Stock Market Reaction to Monetary Policy Interventions and Other Covariates 0 0 0 5 2 3 6 22
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market 0 0 0 18 5 7 12 140
Financial stress, economic policy uncertainty, and oil price uncertainty 0 2 6 41 3 11 22 138
Forecasting the UK Unemployment Rate: Model Comparisons 0 0 0 666 3 9 14 2,861
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence 0 0 0 48 7 8 12 275
Futures hedging with stochastic volatility: a new method 0 0 2 9 1 1 4 26
Generalized Johnson Distributions and Risk Functionals 0 0 0 1 3 4 7 9
Greek Banking Sector Stock Reaction to ECB’s Monetary Policy Interventions 0 0 0 2 3 7 9 18
Greek sovereign crisis and European exchange rates: effects of news releases and their providers 0 0 1 10 5 11 17 48
Hedge Ratios in South African Stock Index Futures 0 0 0 3 2 3 4 38
Hedge ratios in Greek stock index futures market 0 0 0 288 2 5 7 1,084
Hedging with a generalised basis risk: empirical results 0 0 0 14 3 3 4 55
How the internet affects the financial performance of Greek banks 0 0 1 82 2 3 5 180
Hurst Exponent Analysis: Evidence from Volatility Indices and the Volatility of Volatility Indices 0 2 2 4 4 11 17 33
Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa 0 0 0 39 1 3 4 138
Internet banking services and fees: the case of Greece 0 0 0 80 4 4 4 252
Intra-day realized volatility for European and USA stock indices 0 0 0 7 4 6 9 65
LONG MEMORY IN EXCHANGE RATES: INTERNATIONAL EVIDENCE 0 0 0 5 4 5 6 26
Layoffs and stock market performance during the COVID-19 pandemic: evidence from the US 0 3 4 10 2 9 14 33
Long memory in the Portuguese stock market 0 0 0 38 3 3 5 118
Macroeconomic and financing determinants of out of pocket payments in health care: Evidence from selected OECD countries 0 1 4 51 6 11 20 190
Market power, stability and performance in the Chinese banking industry 0 0 0 89 1 1 7 419
Modeling CAC40 volatility using ultra-high frequency data 0 0 0 35 7 8 8 151
Moon Phases, Mood and Stock Market Returns 1 1 2 37 8 26 32 265
Number of ATMs, IT investments, bank profitability and efficiency in Greece 0 0 3 38 1 3 11 122
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment 1 1 1 68 1 10 13 258
On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods 0 0 2 5 4 7 16 29
On the relationship between weather and stock market returns 0 0 0 64 2 5 9 274
On the stationarity of futures hedge ratios 0 0 0 0 2 7 8 13
Option listing, returns and volatility: evidence from Greece 0 0 0 15 4 4 5 187
Out of pocket payments and social health insurance for private hospital care: Evidence from Greece 0 0 0 18 1 5 9 82
Political uncertainty, COVID-19 pandemic and stock market volatility transmission 0 1 2 11 2 6 9 61
Price Linkages Between the US, Japan and UK Stock Markets 0 0 0 97 1 2 4 247
Price and Open Interest in Greek Stock Index Futures Market 0 0 0 4 3 4 6 40
Quantile dependencies between discontinuities and time-varying rare disaster risks 0 0 0 3 0 0 0 8
Re-examining Bitcoin Volatility: A CAViaR-based Approach 2 3 3 13 4 8 12 38
Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off? 0 0 0 29 0 2 10 113
Realized Measures to Explain Volatility Changes over Time 0 0 0 1 4 12 12 41
Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis 0 1 1 13 1 5 8 43
Risk, capital and efficiency in Chinese banking 1 2 5 125 5 17 26 423
Risk, competition and cost efficiency in the Chinese banking industry 0 0 1 14 2 2 3 39
Risk, competition and efficiency in banking: Evidence from China 0 1 3 52 4 7 18 185
Risk, profitability, and competition: evidence from the Chinese banking industry 0 0 6 83 8 12 25 241
SIMPLIFIED OPTION PRICING TECHNIQUES 0 0 1 10 4 4 6 52
Seasonaility and Cointegration in the Fishing Industry of Conrwall 0 0 1 151 4 8 10 705
Share price informativeness and dividend smoothing behavior in GCC markets 0 1 2 4 2 4 6 11
Stock Returns and Inflation in Greece 0 0 0 483 3 6 11 1,875
Stock market volatility and bank performance in China 0 0 2 91 2 4 8 382
Taxation avoidance in overtrading firms as determinants of board independence (BvD) 0 0 0 2 3 6 9 39
Testing dominant theories and assumptions in behavioral finance 0 0 1 2 2 3 10 17
Testing for rational bubbles in the UK housing market 0 1 1 12 1 2 5 23
The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis 0 0 1 6 2 4 7 32
The dynamic connectedness of UK regional property returns 0 0 2 27 5 7 13 92
The impact of dividend announcements on share price and trading volume 0 0 3 45 4 7 16 111
The impact of heuristic and herding biases on portfolio construction and performance: the case of Greece 0 0 9 13 3 5 35 63
The impact of the Athens Olympic Games on the Athens Stock Exchange 0 0 1 26 3 5 10 122
The profitability of Chinese banks: impacts of risk, competition and efficiency 0 0 4 40 4 8 18 162
The use of GARCH models for the calculation of minimum capital risk requirements 0 0 0 66 1 2 4 218
VAR model training using particle swarm optimisation: evidence from macro-finance data 0 0 0 19 2 3 4 107
Volatility, trading volume and open interest in futures markets 0 1 7 47 14 38 71 188
Total Journal Articles 14 33 131 4,207 281 559 1,014 17,151
14 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modelling and Forecasting High Frequency Financial Data 0 0 1 3 2 8 19 74
Total Books 0 0 1 3 2 8 19 74


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Corporate Governance Gender Equality and Firm Financial Performance: The Case of Euronext 100 Index 0 0 0 4 1 1 1 16
Forecasting Tourism Demand in Europe 0 0 0 0 0 2 5 20
Intraday Hedge Ratios and Option Pricing 0 0 0 0 0 0 3 8
Intraday Realized Volatility Measures 0 0 0 1 2 2 3 15
Introduction to High Frequency Financial Modelling 0 0 0 0 1 1 4 19
Methods of Volatility Estimation and Forecasting 0 0 0 0 4 4 5 23
Multiple Model Comparison and Hypothesis Framework Construction 0 0 0 0 0 1 2 4
Realized Volatility Forecasting: Applications 0 0 0 1 3 3 4 13
Recent Methods: A Review 0 0 0 0 1 2 3 7
Volatility Contagion Between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: A TVP-VAR Extended Joint Connectedness Approach 0 0 0 1 7 8 16 77
Total Chapters 0 0 0 7 19 24 46 202


Statistics updated 2026-02-12