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 1 1 1 170 1 1 2 513
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 1 2 2 110
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 1 1 1 238 3 5 5 846
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network 0 1 1 177 0 2 3 531
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models 0 0 0 76 0 0 2 244
European sovereign bond spreads: monetary unification, market conditions and financial integration 1 1 1 97 1 1 2 288
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? 0 0 0 72 0 0 1 268
Interest Parity, the Term Structure and Cointegration: an Integrated Approach 0 0 0 0 0 1 1 50
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 0 1 4 90
Risk perceptions and fundamental effects on sovereign spreads 0 0 0 8 0 0 1 55
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS 0 0 0 0 0 1 4 136
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 0 1 45
Total Working Papers 3 4 4 949 6 14 28 4,192

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 1 1 2 269
Bank-sovereign contagion in the Eurozone: A panel VAR Approach 0 0 1 34 0 0 3 93
Benchmark Bonds Interactions under Regime Shifts 0 0 1 3 0 0 2 22
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices 0 0 1 12 0 1 2 53
Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence 0 0 0 7 0 0 2 75
Direction-of-change forecasting using a volatility-based recurrent neural network 0 0 0 66 1 3 4 184
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance 1 1 2 141 4 4 6 367
European sovereign bond spreads: financial integration and market conditions 0 0 0 7 2 2 2 46
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 1 1 2 136
Interest parity, cointegration, and the term structure: Testing in an integrated framework 0 0 0 10 0 0 2 32
Monopolistic competition and the Q theory of investment 0 0 0 142 1 1 1 417
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index 0 0 2 49 1 1 6 133
On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions 0 0 0 3 1 2 3 16
Temporal aggregation in structural VAR models 0 0 0 3 0 1 1 17
Testing the forward rate unbiasedness hypothesis during the 1920s 0 0 0 41 1 1 3 135
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability 0 1 1 39 0 1 3 110
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective 1 1 1 11 1 2 13 60
The extreme-value dependence of Asia-Pacific equity markets 0 0 0 30 0 0 3 102
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 1 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 1 1 381
Treasury yields and credit spread dynamics: A regime-switching approach 0 0 1 3 1 2 3 30
Total Journal Articles 2 3 10 753 15 24 65 2,928

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 0 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 1 1 4 5
Total Chapters 0 0 0 5 1 1 5 26

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Statistics updated 2025-09-05