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 1 168 1 2 3 509
Benchmark bonds interactions under regime shifts 0 0 0 36 0 0 0 168
COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s 0 0 0 0 0 0 0 107
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 2 839
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network 1 1 1 176 1 1 5 527
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models 0 0 0 76 0 0 0 240
European sovereign bond spreads: monetary unification, market conditions and financial integration 0 0 0 94 0 0 1 284
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? 0 0 3 70 0 0 4 263
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 2 11 1 8 31 66
Risk perceptions and fundamental effects on sovereign spreads 0 1 3 7 1 3 7 51
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS 0 0 0 0 0 0 2 131
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY 0 0 0 0 0 0 0 177
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 2 122
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 0 44
Total Working Papers 2 3 10 938 4 14 57 4,120


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 0 267
Bank-sovereign contagion in the Eurozone: A panel VAR Approach 0 0 1 30 0 2 5 83
Benchmark Bonds Interactions under Regime Shifts 0 0 0 1 0 0 0 18
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices 0 0 0 11 0 0 0 47
Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence 0 0 0 7 0 0 0 72
Direction-of-change forecasting using a volatility-based recurrent neural network 0 1 2 65 0 1 5 177
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance 0 0 2 132 0 1 6 350
European sovereign bond spreads: financial integration and market conditions 0 0 1 7 0 0 1 44
Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus 0 1 1 4 0 1 1 48
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? 0 0 3 28 1 2 14 133
Interest parity, cointegration, and the term structure: Testing in an integrated framework 0 0 0 10 0 0 1 29
Monopolistic competition and the Q theory of investment 0 0 0 142 0 0 0 415
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index 0 0 1 44 0 0 1 122
On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions 0 0 2 2 0 1 7 8
Temporal aggregation in structural VAR models 0 0 1 3 0 0 2 14
Testing the forward rate unbiasedness hypothesis during the 1920s 0 0 0 40 0 0 1 128
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability 0 0 0 37 0 0 1 105
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective 0 0 0 10 0 0 0 43
The extreme-value dependence of Asia-Pacific equity markets 0 0 0 29 0 0 0 97
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 0 84
The monetary model of the exchange rate and the Greek drachma in the 1920s 0 0 1 15 0 0 2 115
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 0 0 0 0 0 0 2 21
Total Journal Articles 0 2 15 721 1 8 49 2,800


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 2 4 0 0 2 10
Regime Switches in the Yield Curve-Credit Spread Relationship and the Prediction of Recessions 0 0 0 0 1 1 2 3
Total Chapters 0 0 2 4 1 1 4 13


Statistics updated 2023-03-10