Access Statistics for Dimitris Georgoutsos

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 MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION 0 0 0 166 0 2 7 502
Benchmark bonds interactions under regime shifts 0 0 1 35 2 7 18 148
COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s 0 0 0 0 0 0 1 106
COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994 0 0 0 0 1 2 5 102
COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK 2 3 4 236 3 6 15 820
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network 0 1 1 168 1 2 9 506
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models 0 0 0 75 0 0 1 235
European sovereign bond spreads: monetary unification, market conditions and financial integration 0 0 0 93 0 1 9 280
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? 0 1 1 65 2 4 10 252
Interest Parity, the Term Structure and Cointegration: an Integrated Approach 0 0 0 0 1 1 4 49
LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS? 0 0 0 0 0 0 0 90
On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions 0 1 9 9 0 3 15 15
Risk perceptions and fundamental effects on sovereign spreads 0 0 1 2 0 2 18 30
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS 0 0 0 0 1 2 4 128
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY 0 0 0 0 0 0 5 176
THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS 0 0 0 0 0 0 3 54
THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY 0 0 0 0 0 2 6 119
The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America 0 0 0 62 0 1 8 292
The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis 0 0 0 0 0 0 3 44
Total Working Papers 2 6 17 911 11 35 141 3,948


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multivariate I(2) cointegration analysis of German hyperinflation 0 0 0 60 0 2 4 262
Bank-sovereign contagion in the Eurozone: A panel VAR Approach 0 0 5 26 0 1 11 69
Benchmark Bonds Interactions under Regime Shifts 0 0 0 0 0 1 6 14
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices 0 0 4 4 1 7 25 27
Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence 0 0 0 6 2 2 4 62
Direction-of-change forecasting using a volatility-based recurrent neural network 0 0 1 60 0 0 4 155
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance 0 0 4 126 2 2 11 337
European sovereign bond spreads: financial integration and market conditions 0 0 0 6 0 1 4 42
Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus 0 0 1 3 0 0 3 43
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? 1 2 3 24 1 3 13 109
Interest parity, cointegration, and the term structure: Testing in an integrated framework 0 0 1 9 0 0 2 26
Monopolistic competition and the Q theory of investment 0 0 1 140 0 0 4 406
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index 0 0 0 41 1 1 8 118
Temporal aggregation in structural VAR models 0 1 1 1 0 1 4 10
Testing the forward rate unbiasedness hypothesis during the 1920s 0 0 0 40 0 0 2 123
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability 0 0 2 37 0 0 5 99
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective 0 0 3 9 1 2 16 38
The extreme-value dependence of Asia-Pacific equity markets 0 0 0 29 0 0 0 96
The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma 0 0 1 13 0 1 8 83
The monetary model of the exchange rate and the Greek drachma in the 1920s 0 1 1 14 1 3 5 108
The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability 0 0 0 30 1 1 2 377
Treasury yields and credit spread dynamics: A regime-switching approach 0 0 0 0 0 1 2 17
Total Journal Articles 1 4 28 678 10 29 143 2,621


Statistics updated 2021-01-03