Access Statistics for Christos Floros

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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 Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification 0 0 1 42 6 10 22 267
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 41 1 4 12 98
Development of a Computable General Equilibrium (CGE) Model for Fisheries 0 0 0 7 2 5 9 51
Dynamic Connectedness of UK Regional Property Prices 0 0 0 37 3 4 15 138
Dynamic Spillover Effects in Futures Markets 0 0 0 31 3 6 16 128
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries 0 0 0 12 4 14 34 110
Efficiency in banking: does the choice of inputs and outputs matter? 0 0 0 0 0 0 2 21
Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence 0 0 0 6 4 7 20 46
Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence 0 0 0 11 5 8 19 64
Hedge Ratios in South African Stock Index Futures 0 0 0 1 1 1 7 20
Intra-Day Realized Volatility for European and USA Stock Indices 0 0 0 12 4 10 20 71
Modeling CAC40 Volatility Using Ultra-high Frequency Data 0 1 1 8 4 6 15 50
Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment 0 0 0 7 4 27 47 100
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment 0 0 0 2 3 5 10 34
On the Stationarity of Futures Hedge Ratios 0 0 1 6 6 8 32 55
Return dispersion, stock market liquidity and aggregate economic activity 0 0 0 72 2 5 13 344
Simplified option pricing techniques 0 0 1 40 2 2 5 129
The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis 0 0 0 66 2 4 15 318
VIX Index in Interday and Intraday Volatility Models 0 0 0 5 4 6 13 58
Total Working Papers 0 1 4 406 60 132 326 2,102

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 10 12 28 281
A note on dynamic hedging 0 0 1 2 1 4 6 8
Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisis 0 0 1 10 2 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 1 3 10 66
Bank profitability and GDP growth in China: a note 0 1 8 179 2 6 29 573
Bank profitability and inflation: the case of China 1 1 7 65 6 12 42 225
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 3 5 10 28
Calendar anomalies in cash and stock index futures: International evidence 0 0 0 56 0 4 11 224
Combined social and private health insurance versus catastrophic out of pocket payments for private hospital care in Greece 0 0 1 21 3 4 16 82
Corporate R&D intensity and high cash holdings: post-crisis analysis 0 1 5 10 7 14 31 56
Does Trading Volume Drive Systemic Banks’ Stock Return Volatility? Lessons from the Greek Banking System 0 0 0 4 3 5 13 27
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries 2 5 9 333 21 42 86 1,400
Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom 0 0 0 54 3 4 12 175
Dynamic relationships between Middle East stock markets 0 0 0 0 2 2 4 5
Dynamic spillover effects in futures markets: UK and US evidence 0 0 0 21 3 4 20 123
ESG performance, herding behavior and stock market returns: evidence from Europe 0 0 5 20 10 14 51 160
Econometric investigation of internet banking adoption in Greece 0 0 0 53 2 3 12 417
Economic News Releases and Financial Markets in South Africa 0 0 0 1 2 4 7 29
Efficiency in banking: does the choice of inputs and outputs matter? 0 0 1 9 1 1 5 22
Efficiency, leverage and profitability: the case of Greek manufacturing sector 0 0 1 15 1 3 12 60
Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility 0 0 0 11 2 3 9 63
Eurozone Stock Market Reaction to Monetary Policy Interventions and Other Covariates 0 1 1 6 3 6 11 28
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market 0 0 0 18 3 3 13 143
Financial stress, economic policy uncertainty, and oil price uncertainty 0 2 7 43 1 5 25 143
Forecasting the UK Unemployment Rate: Model Comparisons 0 0 0 666 6 10 22 2,871
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence 0 0 0 48 2 6 17 281
Futures hedging with stochastic volatility: a new method 0 0 1 9 2 2 5 28
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 0 1 10 19
Greek sovereign crisis and European exchange rates: effects of news releases and their providers 0 0 1 10 3 5 20 53
Hedge Ratios in South African Stock Index Futures 0 0 0 3 3 3 7 41
Hedge ratios in Greek stock index futures market 0 0 0 288 4 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 10 40 55 73
Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa 0 0 0 39 4 7 11 145
Internet banking services and fees: the case of Greece 0 0 0 80 1 1 5 253
Intra-day realized volatility for European and USA stock indices 0 0 0 7 2 4 13 69
LONG MEMORY IN EXCHANGE RATES: INTERNATIONAL EVIDENCE 0 0 0 5 3 13 19 39
Layoffs and stock market performance during the COVID-19 pandemic: evidence from the US 0 0 4 10 0 13 26 46
Long memory in the Portuguese stock market 0 0 0 38 0 2 6 120
Macroeconomic and financing determinants of out of pocket payments in health care: Evidence from selected OECD countries 0 0 3 51 1 2 19 192
Market power, stability and performance in the Chinese banking industry 0 0 0 89 1 2 7 421
Modeling CAC40 volatility using ultra-high frequency data 0 0 0 35 3 5 13 156
Moon Phases, Mood and Stock Market Returns 0 1 2 38 19 34 64 299
Number of ATMs, IT investments, bank profitability and efficiency in Greece 0 0 2 38 1 2 12 124
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment 0 0 1 68 6 9 22 267
On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods 0 0 2 5 1 2 17 31
On the relationship between weather and stock market returns 0 0 0 64 1 5 14 279
On the stationarity of futures hedge ratios 0 0 0 0 2 3 11 16
Option listing, returns and volatility: evidence from Greece 0 0 0 15 4 6 11 193
Out of pocket payments and social health insurance for private hospital care: Evidence from Greece 0 0 0 18 7 10 19 92
Political uncertainty, COVID-19 pandemic and stock market volatility transmission 0 1 3 12 5 9 18 70
Price Linkages Between the US, Japan and UK Stock Markets 0 0 0 97 0 2 5 249
Price and Open Interest in Greek Stock Index Futures Market 0 0 0 4 2 3 8 43
Quantile dependencies between discontinuities and time-varying rare disaster risks 0 0 0 3 3 3 3 11
Re-examining Bitcoin Volatility: A CAViaR-based Approach 0 0 3 13 2 3 13 41
Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off? 0 0 0 29 0 3 11 116
Realized Measures to Explain Volatility Changes over Time 0 0 0 1 1 1 13 42
Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis 0 0 1 13 3 7 15 50
Risk, capital and efficiency in Chinese banking 0 0 4 125 4 6 30 429
Risk, competition and cost efficiency in the Chinese banking industry 0 0 1 14 1 1 4 40
Risk, competition and efficiency in banking: Evidence from China 0 0 2 52 1 1 16 186
Risk, profitability, and competition: evidence from the Chinese banking industry 0 0 3 83 2 5 25 246
SIMPLIFIED OPTION PRICING TECHNIQUES 0 0 1 10 2 4 9 56
Seasonaility and Cointegration in the Fishing Industry of Conrwall 0 0 1 151 3 3 12 708
Share price informativeness and dividend smoothing behavior in GCC markets 0 0 2 4 2 4 10 15
Stock Returns and Inflation in Greece 0 0 0 483 2 9 19 1,884
Stock market volatility and bank performance in China 0 1 3 92 3 5 13 387
Taxation avoidance in overtrading firms as determinants of board independence (BvD) 0 0 0 2 2 2 11 41
Testing dominant theories and assumptions in behavioral finance 0 0 1 2 1 1 10 18
Testing for rational bubbles in the UK housing market 0 0 1 12 1 2 7 25
The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis 0 0 1 6 0 1 7 33
The dynamic connectedness of UK regional property returns 0 1 2 28 3 4 14 96
The impact of dividend announcements on share price and trading volume 0 0 3 45 10 11 24 122
The impact of heuristic and herding biases on portfolio construction and performance: the case of Greece 0 0 7 13 2 4 29 67
The impact of the Athens Olympic Games on the Athens Stock Exchange 0 0 1 26 2 3 10 125
The profitability of Chinese banks: impacts of risk, competition and efficiency 0 2 5 42 4 12 28 174
The use of GARCH models for the calculation of minimum capital risk requirements 0 0 0 66 1 1 5 219
VAR model training using particle swarm optimisation: evidence from macro-finance data 0 0 0 19 1 1 5 108
Volatility, trading volume and open interest in futures markets 0 0 5 47 11 23 88 211
Total Journal Articles 3 17 116 4,224 252 493 1,393 17,644
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 3 3 14 77
Total Books 0 0 0 3 3 3 14 77

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 2 3 6 23
Intraday Hedge Ratios and Option Pricing 0 0 0 0 3 4 7 12
Intraday Realized Volatility Measures 0 0 0 1 3 5 7 20
Introduction to High Frequency Financial Modelling 0 0 0 0 1 1 3 20
Methods of Volatility Estimation and Forecasting 0 0 0 0 4 5 10 28
Multiple Model Comparison and Hypothesis Framework Construction 0 0 0 0 1 1 2 5
Realized Volatility Forecasting: Applications 0 0 0 1 2 2 6 15
Recent Methods: A Review 0 0 0 0 1 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 3 5 19 82
Total Chapters 0 0 0 7 20 27 65 229

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Statistics updated 2026-05-06