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 1 169 0 0 2 512
Benchmark bonds interactions under regime shifts 0 0 0 37 0 0 0 169
COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s 0 0 0 0 0 0 1 108
COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994 0 0 0 0 0 0 0 102
COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK 0 0 0 237 0 0 1 841
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network 0 0 0 176 0 0 1 529
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models 0 0 0 76 0 1 2 244
European sovereign bond spreads: monetary unification, market conditions and financial integration 0 0 0 96 0 0 1 287
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? 0 0 0 72 0 0 2 268
Interest Parity, the Term Structure and Cointegration: an Integrated Approach 0 0 0 0 0 0 0 49
LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS? 0 0 0 0 0 0 0 92
On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions 0 0 0 11 1 1 2 88
Risk perceptions and fundamental effects on sovereign spreads 0 0 0 8 0 0 2 55
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS 0 0 0 0 1 2 3 135
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY 0 0 0 0 0 0 0 181
THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS 0 0 0 0 0 0 0 54
THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY 0 0 0 0 0 0 0 123
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 63 0 0 0 295
The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis 0 0 0 0 0 1 1 45
Total Working Papers 0 0 1 945 2 5 18 4,177

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 0 1 268
Bank-sovereign contagion in the Eurozone: A panel VAR Approach 0 0 1 33 0 0 6 92
Benchmark Bonds Interactions under Regime Shifts 0 0 1 3 0 0 1 21
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices 1 1 1 12 1 1 1 52
Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence 0 0 0 7 0 1 2 75
Direction-of-change forecasting using a volatility-based recurrent neural network 0 0 1 66 0 0 3 181
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance 0 0 5 140 0 0 7 363
European sovereign bond spreads: financial integration and market conditions 0 0 0 7 0 0 0 44
Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus 0 0 0 4 0 0 0 48
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? 0 0 0 29 0 0 1 135
Interest parity, cointegration, and the term structure: Testing in an integrated framework 0 0 0 10 0 1 1 31
Monopolistic competition and the Q theory of investment 0 0 0 142 0 0 1 416
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index 0 0 3 49 0 1 8 132
On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions 0 0 1 3 0 0 4 14
Temporal aggregation in structural VAR models 0 0 0 3 0 0 0 16
Testing the forward rate unbiasedness hypothesis during the 1920s 0 0 0 41 0 0 5 134
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability 0 0 0 38 0 0 1 108
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective 0 0 0 10 1 2 6 52
The extreme-value dependence of Asia-Pacific equity markets 0 0 0 30 0 1 3 101
The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma 0 0 0 13 0 0 2 87
The monetary model of the exchange rate and the Greek drachma in the 1920s 0 0 0 15 0 0 0 115
The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability 0 0 0 31 0 0 0 380
Treasury yields and credit spread dynamics: A regime-switching approach 1 1 2 3 1 1 3 28
Total Journal Articles 2 2 15 749 3 8 56 2,893

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Determinants of Euro-Area Bank CDS Spreads 0 0 0 5 0 0 0 13
Empirical issues of the sterling-Deutschmark exchange rate behaviour before and after the September 1992 crisis 0 0 0 0 0 0 1 2
Regime Switches in the Yield Curve-Credit Spread Relationship and the Prediction of Recessions 0 0 0 0 0 0 1 6
The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators 0 0 0 0 0 0 4 4
Total Chapters 0 0 0 5 0 0 6 25

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Statistics updated 2025-05-12