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 2 41 0 2 7 242
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 41 0 0 0 85
Development of a Computable General Equilibrium (CGE) Model for Fisheries 0 0 2 7 0 2 5 41
Dynamic Connectedness of UK Regional Property Prices 0 0 0 37 1 2 5 122
Dynamic Spillover Effects in Futures Markets 0 0 0 31 0 0 3 111
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries 0 1 2 11 1 2 6 72
Efficiency in banking: does the choice of inputs and outputs matter? 0 0 0 0 0 0 2 18
Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence 0 0 1 5 0 0 2 25
Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence 0 0 0 11 1 1 1 43
Hedge Ratios in South African Stock Index Futures 0 0 0 1 0 1 1 12
Intra-Day Realized Volatility for European and USA Stock Indices 0 0 0 12 0 0 1 49
Modeling CAC40 Volatility Using Ultra-high Frequency Data 0 0 0 7 1 1 1 34
Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment 0 0 0 7 0 1 2 52
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment 0 0 0 2 0 0 1 24
On the Stationarity of Futures Hedge Ratios 0 0 0 5 0 0 3 18
Return dispersion, stock market liquidity and aggregate economic activity 0 1 1 72 1 3 7 331
Simplified option pricing techniques 0 0 1 39 0 3 8 123
The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis 0 0 0 66 0 1 1 303
VIX Index in Interday and Intraday Volatility Models 0 0 1 5 1 3 7 43
Total Working Papers 0 2 10 400 6 22 63 1,748


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 0 59 0 0 0 253
A note on dynamic hedging 0 1 1 1 0 1 1 1
Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisis 0 0 0 8 0 0 0 16
An Inter-Temporal Computable General Equilibrium Model for Fisheries 0 0 0 0 1 2 2 6
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 6 0 0 0 55
Bank profitability and GDP growth in China: a note 0 2 8 166 1 8 26 536
Bank profitability and inflation: the case of China 0 1 3 56 0 3 11 180
Banking Development and Economy in Greece: Evidence from Regional Data 0 0 1 4 0 0 2 13
Bubbles in Crude Oil and Commodity Energy Index: New Evidence 0 0 0 2 0 0 1 17
Calendar anomalies in cash and stock index futures: International evidence 0 0 0 56 1 2 5 212
Combined social and private health insurance versus catastrophic out of pocket payments for private hospital care in Greece 0 0 1 20 1 2 4 66
Corporate R&D intensity and high cash holdings: post-crisis analysis 0 0 1 4 0 1 7 23
Does Trading Volume Drive Systemic Banks’ Stock Return Volatility? Lessons from the Greek Banking System 0 0 0 4 0 0 1 14
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries 0 1 3 322 2 7 25 1,308
Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom 0 2 4 54 0 3 11 163
Dynamic relationships between Middle East stock markets 0 0 0 0 0 0 0 0
Dynamic spillover effects in futures markets: UK and US evidence 0 0 1 21 0 0 5 102
ESG performance, herding behavior and stock market returns: evidence from Europe 0 2 10 14 3 12 60 101
Econometric investigation of internet banking adoption in Greece 0 1 2 53 1 3 8 404
Economic News Releases and Financial Markets in South Africa 0 0 0 1 0 0 0 22
Efficiency in banking: does the choice of inputs and outputs matter? 0 0 0 7 1 1 2 16
Efficiency, leverage and profitability: the case of Greek manufacturing sector 0 0 0 14 0 1 5 47
Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility 0 1 1 9 2 4 7 51
Eurozone Stock Market Reaction to Monetary Policy Interventions and Other Covariates 0 0 2 5 0 2 7 16
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market 0 0 0 18 0 0 1 128
Financial stress, economic policy uncertainty, and oil price uncertainty 0 0 9 35 1 2 33 116
Forecasting the UK Unemployment Rate: Model Comparisons 2 2 3 666 2 2 5 2,847
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence 0 0 0 48 0 0 1 263
Futures hedging with stochastic volatility: a new method 0 0 0 7 0 0 1 22
Generalized Johnson Distributions and Risk Functionals 0 0 0 1 0 0 0 2
Greek Banking Sector Stock Reaction to ECB’s Monetary Policy Interventions 0 0 0 2 0 0 1 9
Greek sovereign crisis and European exchange rates: effects of news releases and their providers 0 1 1 9 0 2 4 31
Hedge Ratios in South African Stock Index Futures 0 0 0 3 1 1 1 34
Hedge ratios in Greek stock index futures market 0 0 0 288 0 0 0 1,077
Hedging with a generalised basis risk: empirical results 0 0 2 14 0 0 3 51
How the internet affects the financial performance of Greek banks 0 0 1 81 1 1 3 175
Hurst Exponent Analysis: Evidence from Volatility Indices and the Volatility of Volatility Indices 0 0 2 2 2 2 11 16
Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa 0 0 0 39 0 0 0 134
Internet banking services and fees: the case of Greece 0 0 0 80 0 0 0 248
Intra-day realized volatility for European and USA stock indices 0 1 1 7 2 3 4 56
LONG MEMORY IN EXCHANGE RATES: INTERNATIONAL EVIDENCE 0 0 0 5 0 0 0 20
Layoffs and stock market performance during the COVID-19 pandemic: evidence from the US 1 1 5 6 1 1 10 19
Long memory in the Portuguese stock market 0 0 0 38 1 1 1 113
Macroeconomic and financing determinants of out of pocket payments in health care: Evidence from selected OECD countries 0 2 6 47 0 5 19 170
Market power, stability and performance in the Chinese banking industry 0 0 2 89 0 1 7 412
Modeling CAC40 volatility using ultra-high frequency data 0 0 2 35 0 0 3 143
Moon Phases, Mood and Stock Market Returns 0 0 3 35 1 3 11 233
Number of ATMs, IT investments, bank profitability and efficiency in Greece 1 2 6 35 1 2 7 111
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment 0 0 1 67 0 0 3 245
On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods 1 1 1 3 1 2 3 13
On the relationship between weather and stock market returns 0 0 0 64 0 1 8 265
On the stationarity of futures hedge ratios 0 0 0 0 0 0 3 5
Option listing, returns and volatility: evidence from Greece 0 0 0 15 0 1 1 182
Out of pocket payments and social health insurance for private hospital care: Evidence from Greece 0 0 1 18 0 1 4 73
Political uncertainty, COVID-19 pandemic and stock market volatility transmission 0 0 1 9 0 0 3 52
Price Linkages Between the US, Japan and UK Stock Markets 0 0 1 97 0 0 1 243
Price and Open Interest in Greek Stock Index Futures Market 0 0 0 4 0 1 1 34
Quantile dependencies between discontinuities and time-varying rare disaster risks 0 0 1 3 0 0 1 8
Re-examining Bitcoin Volatility: A CAViaR-based Approach 0 0 1 10 2 2 4 26
Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off? 0 0 0 29 0 0 5 103
Realized Measures to Explain Volatility Changes over Time 0 0 0 1 0 0 1 29
Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis 0 0 3 12 0 0 5 35
Risk, capital and efficiency in Chinese banking 0 0 1 120 0 1 5 397
Risk, competition and cost efficiency in the Chinese banking industry 0 0 1 13 0 0 2 36
Risk, competition and efficiency in banking: Evidence from China 1 2 6 49 2 4 13 167
Risk, profitability, and competition: evidence from the Chinese banking industry 3 4 4 77 3 6 9 216
SIMPLIFIED OPTION PRICING TECHNIQUES 0 0 2 9 0 1 3 46
Seasonaility and Cointegration in the Fishing Industry of Conrwall 0 0 0 150 0 1 2 695
Share price informativeness and dividend smoothing behavior in GCC markets 0 0 2 2 0 0 4 5
Stock Returns and Inflation in Greece 0 0 0 483 0 1 4 1,864
Stock market volatility and bank performance in China 1 1 2 89 1 2 12 374
Taxation avoidance in overtrading firms as determinants of board independence (BvD) 0 0 0 2 0 1 13 30
Testing dominant theories and assumptions in behavioral finance 0 0 1 1 0 1 4 7
Testing for rational bubbles in the UK housing market 0 1 3 11 0 1 3 18
The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis 1 1 2 5 1 1 2 25
The dynamic connectedness of UK regional property returns 0 0 0 25 0 0 2 79
The impact of dividend announcements on share price and trading volume 0 0 8 42 0 3 24 95
The impact of heuristic and herding biases on portfolio construction and performance: the case of Greece 0 0 1 4 0 4 19 28
The impact of the Athens Olympic Games on the Athens Stock Exchange 0 1 4 25 1 3 12 112
The profitability of Chinese banks: impacts of risk, competition and efficiency 0 0 4 36 0 2 15 144
The use of GARCH models for the calculation of minimum capital risk requirements 0 0 1 66 0 0 2 214
VAR model training using particle swarm optimisation: evidence from macro-finance data 0 0 0 19 0 0 1 103
Volatility, trading volume and open interest in futures markets 1 1 6 40 2 2 10 117
Total Journal Articles 12 32 139 4,076 39 120 520 16,137
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 2 4 7 22 55
Total Books 0 0 1 2 4 7 22 55


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 1 1 3 4 1 1 4 15
Forecasting Tourism Demand in Europe 0 0 0 0 0 1 4 15
Intraday Hedge Ratios and Option Pricing 0 0 0 0 0 0 1 5
Intraday Realized Volatility Measures 1 1 1 1 1 1 4 12
Introduction to High Frequency Financial Modelling 0 0 0 0 2 3 8 15
Methods of Volatility Estimation and Forecasting 0 0 0 0 0 2 7 18
Multiple Model Comparison and Hypothesis Framework Construction 0 0 0 0 0 0 1 2
Realized Volatility Forecasting: Applications 0 0 0 1 1 2 3 9
Recent Methods: A Review 0 0 0 0 0 0 1 4
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 2 6 10 61
Total Chapters 2 2 4 7 7 16 43 156


Statistics updated 2025-02-05