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 1 170 2 5 8 520
Benchmark bonds interactions under regime shifts 0 0 0 37 7 9 9 178
COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s 0 0 0 0 3 4 6 114
COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994 0 0 0 0 3 3 3 105
COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK 0 0 1 238 0 4 9 850
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network 0 0 1 177 5 8 11 540
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models 0 0 0 76 5 9 10 253
European sovereign bond spreads: monetary unification, market conditions and financial integration 0 0 1 97 4 5 6 293
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? 0 0 0 72 4 5 5 273
Interest Parity, the Term Structure and Cointegration: an Integrated Approach 0 0 0 0 2 5 7 56
LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS? 0 0 0 0 0 2 2 94
On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions 0 0 0 11 5 6 9 96
Risk perceptions and fundamental effects on sovereign spreads 0 0 0 8 3 5 8 63
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS 0 0 0 0 2 4 7 140
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY 0 0 0 0 3 3 4 185
THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS 0 0 0 0 2 2 2 56
THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY 0 0 0 0 3 5 6 129
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 3 6 6 301
The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis 0 0 0 0 0 2 3 47
Total Working Papers 0 0 4 949 56 92 121 4,293

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 5 6 8 276
Bank-sovereign contagion in the Eurozone: A panel VAR Approach 0 0 2 35 4 9 22 114
Benchmark Bonds Interactions under Regime Shifts 0 0 0 3 2 4 5 26
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices 1 1 2 13 1 4 6 57
Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence 0 0 0 7 0 0 1 75
Direction-of-change forecasting using a volatility-based recurrent neural network 0 0 0 66 2 4 8 189
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance 0 0 1 141 5 8 15 378
European sovereign bond spreads: financial integration and market conditions 0 0 0 7 5 8 10 54
Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus 0 0 0 4 6 8 8 56
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? 0 0 0 29 3 4 6 141
Interest parity, cointegration, and the term structure: Testing in an integrated framework 0 0 0 10 5 8 13 43
Monopolistic competition and the Q theory of investment 0 0 0 142 2 3 5 421
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index 1 1 1 50 4 11 14 145
On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions 0 0 0 3 4 10 14 28
Temporal aggregation in structural VAR models 0 0 0 3 2 4 5 21
Testing the forward rate unbiasedness hypothesis during the 1920s 0 0 0 41 3 4 5 139
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability 0 0 1 39 3 6 8 116
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective 1 1 2 12 2 3 14 64
The extreme-value dependence of Asia-Pacific equity markets 0 0 0 30 1 3 5 105
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 4 4 4 91
The monetary model of the exchange rate and the Greek drachma in the 1920s 0 0 0 15 3 3 4 119
The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability 0 0 0 31 3 3 4 384
Treasury yields and credit spread dynamics: A regime-switching approach 0 0 1 3 2 5 10 37
Total Journal Articles 3 3 10 757 71 122 194 3,079

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 1 2 3 16
Empirical issues of the sterling-Deutschmark exchange rate behaviour before and after the September 1992 crisis 0 0 0 0 6 6 7 9
Regime Switches in the Yield Curve-Credit Spread Relationship and the Prediction of Recessions 0 0 0 0 0 0 4 10
The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators 0 0 0 0 1 6 7 11
Total Chapters 0 0 0 5 8 14 21 46

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Statistics updated 2026-02-12