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 2 10 23 269
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 41 1 3 13 99
Development of a Computable General Equilibrium (CGE) Model for Fisheries 0 0 0 7 1 4 10 52
Dynamic Connectedness of UK Regional Property Prices 0 0 0 37 2 6 17 140
Dynamic Spillover Effects in Futures Markets 0 0 0 31 0 6 16 128
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries 0 0 0 12 3 14 36 113
Efficiency in banking: does the choice of inputs and outputs matter? 0 0 0 0 1 1 3 22
Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence 0 0 0 6 1 8 21 47
Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence 0 0 0 11 1 7 18 65
Hedge Ratios in South African Stock Index Futures 0 0 0 1 0 1 7 20
Intra-Day Realized Volatility for European and USA Stock Indices 0 0 0 12 1 5 21 72
Modeling CAC40 Volatility Using Ultra-high Frequency Data 0 0 1 8 0 5 15 50
Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment 0 0 0 7 1 15 48 101
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment 0 0 0 2 1 6 10 35
On the Stationarity of Futures Hedge Ratios 0 0 1 6 5 11 37 60
Return dispersion, stock market liquidity and aggregate economic activity 0 0 0 72 1 6 14 345
Simplified option pricing techniques 0 0 1 40 2 4 7 131
The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis 0 0 0 66 1 4 16 319
VIX Index in Interday and Intraday Volatility Models 0 0 0 5 0 6 13 58
Total Working Papers 0 0 4 406 24 122 345 2,126


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 3 14 31 284
A note on dynamic hedging 0 0 1 2 0 2 6 8
Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisis 0 0 1 10 0 3 9 26
An Inter-Temporal Computable General Equilibrium Model for Fisheries 0 0 0 0 0 0 3 9
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 6 0 1 10 66
Bank profitability and GDP growth in China: a note 0 1 7 179 3 8 31 576
Bank profitability and inflation: the case of China 1 2 8 66 4 13 43 229
Banking Development and Economy in Greece: Evidence from Regional Data 0 0 0 4 1 1 3 18
Bubbles in Crude Oil and Commodity Energy Index: New Evidence 0 0 0 2 0 5 10 28
Calendar anomalies in cash and stock index futures: International evidence 0 0 0 56 1 4 12 225
Combined social and private health insurance versus catastrophic out of pocket payments for private hospital care in Greece 0 0 1 21 0 3 16 82
Corporate R&D intensity and high cash holdings: post-crisis analysis 1 1 6 11 2 12 31 58
Does Trading Volume Drive Systemic Banks’ Stock Return Volatility? Lessons from the Greek Banking System 0 0 0 4 0 4 12 27
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries 2 6 10 335 14 49 91 1,414
Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom 0 0 0 54 0 4 11 175
Dynamic relationships between Middle East stock markets 0 0 0 0 0 2 4 5
Dynamic spillover effects in futures markets: UK and US evidence 0 0 0 21 1 4 20 124
ESG performance, herding behavior and stock market returns: evidence from Europe 3 3 8 23 9 20 59 169
Econometric investigation of internet banking adoption in Greece 0 0 0 53 0 3 11 417
Economic News Releases and Financial Markets in South Africa 0 0 0 1 0 4 7 29
Efficiency in banking: does the choice of inputs and outputs matter? 0 0 1 9 0 1 5 22
Efficiency, leverage and profitability: the case of Greek manufacturing sector 0 0 1 15 0 3 12 60
Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility 0 0 0 11 0 3 9 63
Eurozone Stock Market Reaction to Monetary Policy Interventions and Other Covariates 0 1 1 6 1 6 12 29
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market 0 0 0 18 1 4 14 144
Financial stress, economic policy uncertainty, and oil price uncertainty 0 0 7 43 0 3 25 143
Forecasting the UK Unemployment Rate: Model Comparisons 0 0 0 666 0 7 22 2,871
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence 0 0 0 48 1 4 18 282
Futures hedging with stochastic volatility: a new method 0 0 0 9 2 4 6 30
Generalized Johnson Distributions and Risk Functionals 0 0 0 1 0 0 7 9
Greek Banking Sector Stock Reaction to ECB’s Monetary Policy Interventions 0 0 0 2 2 3 12 21
Greek sovereign crisis and European exchange rates: effects of news releases and their providers 0 0 1 10 0 3 20 53
Hedge Ratios in South African Stock Index Futures 0 0 0 3 0 3 7 41
Hedge ratios in Greek stock index futures market 0 0 0 288 0 5 12 1,089
Hedging with a generalised basis risk: empirical results 0 0 0 14 0 1 4 56
How the internet affects the financial performance of Greek banks 0 0 0 82 0 0 4 180
Hurst Exponent Analysis: Evidence from Volatility Indices and the Volatility of Volatility Indices 0 0 2 4 6 37 60 79
Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa 0 0 0 39 0 6 11 145
Internet banking services and fees: the case of Greece 0 0 0 80 1 2 6 254
Intra-day realized volatility for European and USA stock indices 0 0 0 7 0 4 13 69
LONG MEMORY IN EXCHANGE RATES: INTERNATIONAL EVIDENCE 0 0 0 5 0 6 19 39
Layoffs and stock market performance during the COVID-19 pandemic: evidence from the US 1 1 5 11 3 11 28 49
Long memory in the Portuguese stock market 0 0 0 38 0 1 6 120
Macroeconomic and financing determinants of out of pocket payments in health care: Evidence from selected OECD countries 0 0 2 51 2 3 20 194
Market power, stability and performance in the Chinese banking industry 0 0 0 89 0 1 6 421
Modeling CAC40 volatility using ultra-high frequency data 0 0 0 35 0 5 13 156
Moon Phases, Mood and Stock Market Returns 0 1 2 38 12 38 74 311
Number of ATMs, IT investments, bank profitability and efficiency in Greece 0 0 2 38 1 2 11 125
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment 1 1 2 69 1 10 23 268
On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods 0 0 2 5 0 1 15 31
On the relationship between weather and stock market returns 0 0 0 64 3 8 17 282
On the stationarity of futures hedge ratios 0 0 0 0 1 3 12 17
Option listing, returns and volatility: evidence from Greece 0 0 0 15 1 5 12 194
Out of pocket payments and social health insurance for private hospital care: Evidence from Greece 1 1 1 19 1 10 20 93
Political uncertainty, COVID-19 pandemic and stock market volatility transmission 1 2 4 13 1 7 19 71
Price Linkages Between the US, Japan and UK Stock Markets 0 0 0 97 1 2 6 250
Price and Open Interest in Greek Stock Index Futures Market 0 0 0 4 1 3 9 44
Quantile dependencies between discontinuities and time-varying rare disaster risks 1 1 1 4 1 4 4 12
Re-examining Bitcoin Volatility: A CAViaR-based Approach 0 0 3 13 0 3 13 41
Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off? 0 0 0 29 1 1 11 117
Realized Measures to Explain Volatility Changes over Time 0 0 0 1 1 2 14 43
Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis 0 0 1 13 0 5 15 50
Risk, capital and efficiency in Chinese banking 1 1 5 126 3 7 33 432
Risk, competition and cost efficiency in the Chinese banking industry 0 0 1 14 0 1 4 40
Risk, competition and efficiency in banking: Evidence from China 0 0 2 52 3 4 16 189
Risk, profitability, and competition: evidence from the Chinese banking industry 0 0 2 83 1 4 24 247
SIMPLIFIED OPTION PRICING TECHNIQUES 0 0 1 10 0 2 9 56
Seasonaility and Cointegration in the Fishing Industry of Conrwall 0 0 1 151 0 3 12 708
Share price informativeness and dividend smoothing behavior in GCC markets 0 0 1 4 0 2 9 15
Stock Returns and Inflation in Greece 0 0 0 483 1 6 20 1,885
Stock market volatility and bank performance in China 0 0 3 92 0 4 12 387
Taxation avoidance in overtrading firms as determinants of board independence (BvD) 0 0 0 2 0 2 11 41
Testing dominant theories and assumptions in behavioral finance 0 0 1 2 0 1 9 18
Testing for rational bubbles in the UK housing market 0 0 1 12 0 1 7 25
The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis 0 0 1 6 1 2 8 34
The dynamic connectedness of UK regional property returns 0 0 1 28 0 3 12 96
The impact of dividend announcements on share price and trading volume 0 0 2 45 0 10 23 122
The impact of heuristic and herding biases on portfolio construction and performance: the case of Greece 0 0 5 13 0 2 22 67
The impact of the Athens Olympic Games on the Athens Stock Exchange 1 1 2 27 1 3 11 126
The profitability of Chinese banks: impacts of risk, competition and efficiency 0 2 4 42 1 9 25 175
The use of GARCH models for the calculation of minimum capital risk requirements 0 0 0 66 0 1 4 219
VAR model training using particle swarm optimisation: evidence from macro-finance data 0 0 0 19 0 1 5 108
Volatility, trading volume and open interest in futures markets 0 0 4 47 6 26 93 217
Total Journal Articles 14 25 118 4,238 100 480 1,435 17,744
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 0 3 1 4 15 78
Total Books 0 0 0 3 1 4 15 78


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 0 0 1 16
Forecasting Tourism Demand in Europe 0 0 0 0 0 3 6 23
Intraday Hedge Ratios and Option Pricing 0 0 0 0 0 4 7 12
Intraday Realized Volatility Measures 0 0 0 1 3 8 10 23
Introduction to High Frequency Financial Modelling 0 0 0 0 1 2 4 21
Methods of Volatility Estimation and Forecasting 0 0 0 0 0 5 10 28
Multiple Model Comparison and Hypothesis Framework Construction 0 0 0 0 0 1 2 5
Realized Volatility Forecasting: Applications 0 0 0 1 0 2 6 15
Recent Methods: A Review 0 0 0 0 0 1 4 8
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 0 4 17 82
Total Chapters 0 0 0 7 4 30 67 233


Statistics updated 2026-06-04