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 10 21 533
Benchmark bonds interactions under regime shifts 0 0 0 37 0 5 15 184
COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s 0 0 0 0 0 1 7 115
COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994 0 0 0 0 0 1 4 106
COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK 0 0 1 238 1 5 18 859
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network 0 0 1 177 1 5 17 546
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models 0 0 0 76 1 6 19 263
European sovereign bond spreads: monetary unification, market conditions and financial integration 0 0 2 98 0 4 14 301
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? 0 0 0 72 0 0 6 274
Interest Parity, the Term Structure and Cointegration: an Integrated Approach 0 0 0 0 0 1 8 57
LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS? 0 0 0 0 0 1 3 95
On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions 0 0 0 11 0 2 8 98
Risk perceptions and fundamental effects on sovereign spreads 0 0 0 8 0 7 16 71
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS 0 0 0 0 0 4 10 145
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY 0 0 0 0 0 2 10 191
THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS 0 0 0 0 1 2 5 59
THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY 0 0 0 0 0 1 7 130
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 4 12 307
The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis 0 0 0 0 0 1 3 48
Total Working Papers 0 0 5 950 6 62 203 4,382

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 10 278
Bank-sovereign contagion in the Eurozone: A panel VAR Approach 0 0 1 35 0 8 30 123
Benchmark Bonds Interactions under Regime Shifts 0 0 0 3 1 1 6 28
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices 0 0 1 13 0 2 7 60
Cointegration, Uncoverd Interest Parity and the Term Structure of Interest Rates: Some International Evidence 0 0 0 7 0 3 3 78
Direction-of-change forecasting using a volatility-based recurrent neural network 1 1 2 68 1 2 14 195
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance 0 0 1 141 0 2 19 382
European sovereign bond spreads: financial integration and market conditions 0 0 0 7 0 0 12 56
Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus 0 0 0 4 0 1 10 58
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? 0 0 0 29 1 3 9 144
Interest parity, cointegration, and the term structure: Testing in an integrated framework 0 0 0 10 0 6 18 50
Monopolistic competition and the Q theory of investment 0 0 0 142 1 2 8 424
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index 0 0 1 50 0 2 15 147
On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions 0 0 0 3 0 1 17 32
Temporal aggregation in structural VAR models 1 1 1 4 1 3 8 24
Testing the forward rate unbiasedness hypothesis during the 1920s 0 0 0 41 0 1 7 141
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability 0 0 0 39 0 5 12 122
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective 0 0 2 12 0 5 13 71
The extreme-value dependence of Asia-Pacific equity markets 0 1 1 31 0 1 9 111
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 2 12 99
The monetary model of the exchange rate and the Greek drachma in the 1920s 0 0 0 15 0 6 10 125
The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability 0 0 0 31 0 1 4 385
Treasury yields and credit spread dynamics: A regime-switching approach 0 0 0 3 0 2 12 40
Total Journal Articles 2 3 10 761 5 61 265 3,173

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 3 3 6 19
Empirical issues of the sterling-Deutschmark exchange rate behaviour before and after the September 1992 crisis 0 0 0 0 0 1 8 10
Regime Switches in the Yield Curve-Credit Spread Relationship and the Prediction of Recessions 0 0 0 0 0 1 6 12
The Sovereign Rating Channel in the European Debt Crisis: Spillover Effects on Sovereign CDS and Other Systemic Risk Indicators 0 0 0 0 0 2 9 13
Total Chapters 0 0 0 5 3 7 29 54

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Statistics updated 2026-07-10