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 0 2 24 272
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 41 1 2 16 102
Development of a Computable General Equilibrium (CGE) Model for Fisheries 0 1 1 8 1 4 15 57
Dynamic Connectedness of UK Regional Property Prices 0 0 0 37 0 0 14 140
Dynamic Spillover Effects in Futures Markets 0 0 0 31 0 1 14 129
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries 0 0 0 12 0 2 37 118
Efficiency in banking: does the choice of inputs and outputs matter? 0 0 0 0 0 0 3 22
Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence 0 0 0 6 1 1 23 49
Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence 0 0 0 11 0 2 18 67
Hedge Ratios in South African Stock Index Futures 0 0 0 1 0 0 6 20
Intra-Day Realized Volatility for European and USA Stock Indices 0 0 0 12 0 0 21 73
Modeling CAC40 Volatility Using Ultra-high Frequency Data 0 0 1 8 0 0 15 50
Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment 0 0 0 7 0 0 47 101
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment 0 0 0 2 1 2 12 37
On the Stationarity of Futures Hedge Ratios 0 0 0 6 2 4 41 66
Return dispersion, stock market liquidity and aggregate economic activity 0 0 0 72 1 2 13 347
Simplified option pricing techniques 0 0 0 40 0 0 6 131
The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis 0 0 0 66 0 1 15 321
VIX Index in Interday and Intraday Volatility Models 0 0 0 5 1 1 14 60
Total Working Papers 0 1 3 407 8 24 354 2,162


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 2 3 33 288
A note on dynamic hedging 0 1 2 3 0 4 10 12
Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisis 0 0 0 10 0 0 7 26
An Inter-Temporal Computable General Equilibrium Model for Fisheries 0 0 0 0 0 0 4 10
Asset prices regime-switching and the role of inflation targeting monetary policy 0 0 0 6 0 2 12 68
Bank profitability and GDP growth in China: a note 0 0 3 179 0 0 24 578
Bank profitability and inflation: the case of China 0 1 9 69 0 2 42 236
Banking Development and Economy in Greece: Evidence from Regional Data 0 0 0 4 0 1 3 19
Bubbles in Crude Oil and Commodity Energy Index: New Evidence 0 0 0 2 0 1 11 29
Calendar anomalies in cash and stock index futures: International evidence 0 0 0 56 0 2 12 228
Combined social and private health insurance versus catastrophic out of pocket payments for private hospital care in Greece 0 0 1 21 0 2 17 84
Corporate R&D intensity and high cash holdings: post-crisis analysis 0 1 7 12 0 3 35 63
Does Trading Volume Drive Systemic Banks’ Stock Return Volatility? Lessons from the Greek Banking System 0 0 0 4 0 0 12 27
Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries 0 1 11 338 5 8 98 1,434
Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom 0 0 0 54 0 1 12 176
Dynamic relationships between Middle East stock markets 0 0 0 0 0 0 4 5
Dynamic spillover effects in futures markets: UK and US evidence 0 0 0 21 0 1 19 126
ESG performance, herding behavior and stock market returns: evidence from Europe 4 5 11 29 4 7 57 179
Econometric investigation of internet banking adoption in Greece 0 0 0 53 0 0 8 417
Economic News Releases and Financial Markets in South Africa 0 0 0 1 0 0 7 29
Efficiency in banking: does the choice of inputs and outputs matter? 0 0 1 9 0 1 6 23
Efficiency, leverage and profitability: the case of Greek manufacturing sector 0 0 0 15 0 0 11 61
Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility 0 0 0 11 0 0 9 63
Eurozone Stock Market Reaction to Monetary Policy Interventions and Other Covariates 0 0 1 6 2 4 14 33
Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market 0 0 0 18 0 0 13 145
Financial stress, economic policy uncertainty, and oil price uncertainty 0 1 8 46 1 4 26 149
Forecasting the UK Unemployment Rate: Model Comparisons 0 0 0 666 0 0 20 2,871
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence 0 0 0 48 0 1 17 283
Futures hedging with stochastic volatility: a new method 0 0 0 9 0 0 5 30
Generalized Johnson Distributions and Risk Functionals 0 0 0 1 0 0 5 9
Greek Banking Sector Stock Reaction to ECB’s Monetary Policy Interventions 0 0 0 2 0 0 12 21
Greek sovereign crisis and European exchange rates: effects of news releases and their providers 0 0 1 10 1 2 21 55
Hedge Ratios in South African Stock Index Futures 0 0 0 3 0 0 7 41
Hedge ratios in Greek stock index futures market 0 0 0 288 0 2 12 1,091
Hedging with a generalised basis risk: empirical results 0 0 0 14 0 0 4 56
How the internet affects the financial performance of Greek banks 0 0 0 82 0 0 3 180
Hurst Exponent Analysis: Evidence from Volatility Indices and the Volatility of Volatility Indices 0 0 2 4 0 2 62 82
Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa 0 0 0 39 0 0 11 146
Internet banking services and fees: the case of Greece 0 0 0 80 0 0 6 254
Intra-day realized volatility for European and USA stock indices 0 0 0 7 0 2 15 72
LONG MEMORY IN EXCHANGE RATES: INTERNATIONAL EVIDENCE 0 0 0 5 0 0 19 39
Layoffs and stock market performance during the COVID-19 pandemic: evidence from the US 0 1 6 12 0 2 30 53
Long memory in the Portuguese stock market 0 0 0 38 0 0 6 120
Macroeconomic and financing determinants of out of pocket payments in health care: Evidence from selected OECD countries 0 0 1 51 1 2 20 198
Market power, stability and performance in the Chinese banking industry 0 0 0 89 0 1 6 423
Modeling CAC40 volatility using ultra-high frequency data 0 0 0 35 0 0 13 156
Moon Phases, Mood and Stock Market Returns 0 0 2 38 1 13 98 336
Number of ATMs, IT investments, bank profitability and efficiency in Greece 1 1 3 39 1 1 11 126
Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment 0 0 2 69 2 3 28 274
On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods 0 0 0 5 0 0 13 31
On the relationship between weather and stock market returns 0 0 0 64 0 0 14 283
On the stationarity of futures hedge ratios 0 0 0 0 0 0 12 17
Option listing, returns and volatility: evidence from Greece 0 0 0 15 0 2 14 196
Out of pocket payments and social health insurance for private hospital care: Evidence from Greece 0 0 1 19 0 1 20 94
Political uncertainty, COVID-19 pandemic and stock market volatility transmission 0 0 4 13 0 4 23 76
Price Linkages Between the US, Japan and UK Stock Markets 0 0 0 97 0 1 9 253
Price and Open Interest in Greek Stock Index Futures Market 0 0 0 4 1 1 10 45
Quantile dependencies between discontinuities and time-varying rare disaster risks 0 0 1 4 0 0 4 12
Re-examining Bitcoin Volatility: A CAViaR-based Approach 0 0 3 13 0 0 11 41
Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off? 0 0 0 29 0 0 8 117
Realized Measures to Explain Volatility Changes over Time 0 0 0 1 0 1 15 44
Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis 0 0 1 13 0 0 15 50
Risk, capital and efficiency in Chinese banking 0 0 5 126 0 0 28 432
Risk, competition and cost efficiency in the Chinese banking industry 0 0 1 14 0 0 4 40
Risk, competition and efficiency in banking: Evidence from China 1 1 3 53 2 3 19 196
Risk, profitability, and competition: evidence from the Chinese banking industry 0 0 2 83 1 3 26 250
SIMPLIFIED OPTION PRICING TECHNIQUES 0 0 0 10 0 1 9 57
Seasonaility and Cointegration in the Fishing Industry of Conrwall 0 0 0 151 0 1 12 709
Share price informativeness and dividend smoothing behavior in GCC markets 0 0 1 4 1 3 11 18
Stock Returns and Inflation in Greece 0 0 0 483 0 1 19 1,886
Stock market volatility and bank performance in China 0 2 5 94 0 5 18 393
Taxation avoidance in overtrading firms as determinants of board independence (BvD) 0 0 0 2 0 0 9 41
Testing dominant theories and assumptions in behavioral finance 0 0 0 2 0 1 8 21
Testing for rational bubbles in the UK housing market 0 0 1 12 0 2 8 27
The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis 0 0 1 6 1 1 11 37
The dynamic connectedness of UK regional property returns 0 0 1 28 1 2 13 98
The impact of dividend announcements on share price and trading volume 0 0 0 45 1 3 22 126
The impact of heuristic and herding biases on portfolio construction and performance: the case of Greece 1 1 2 14 2 5 18 72
The impact of the Athens Olympic Games on the Athens Stock Exchange 1 1 3 28 2 4 15 130
The profitability of Chinese banks: impacts of risk, competition and efficiency 0 0 3 43 0 2 24 178
The use of GARCH models for the calculation of minimum capital risk requirements 0 0 0 66 0 0 4 220
VAR model training using particle swarm optimisation: evidence from macro-finance data 0 0 0 19 0 0 4 108
Volatility, trading volume and open interest in futures markets 0 1 2 48 0 4 74 223
Total Journal Articles 8 18 112 4,264 32 128 1,461 17,945
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 1 16 79
Total Books 0 0 0 3 1 1 16 79


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 2 17
Forecasting Tourism Demand in Europe 0 0 0 0 0 0 6 23
Intraday Hedge Ratios and Option Pricing 0 0 0 0 0 0 5 12
Intraday Realized Volatility Measures 0 0 0 1 0 1 11 24
Introduction to High Frequency Financial Modelling 0 0 0 0 0 0 4 21
Methods of Volatility Estimation and Forecasting 0 0 0 0 2 2 11 30
Multiple Model Comparison and Hypothesis Framework Construction 0 0 0 0 0 0 2 5
Realized Volatility Forecasting: Applications 0 0 0 1 0 0 5 15
Recent Methods: A Review 0 0 0 0 0 0 3 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 1 1 15 84
Total Chapters 0 0 0 7 4 5 64 239


Statistics updated 2026-10-11