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 3 5 6 518
Benchmark bonds interactions under regime shifts 0 0 0 37 1 2 2 171
COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s 0 0 0 0 0 1 3 111
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 1 238 2 4 9 850
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network 0 0 1 177 2 4 7 535
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models 0 0 0 76 3 4 6 248
European sovereign bond spreads: monetary unification, market conditions and financial integration 0 0 1 97 0 1 2 289
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? 0 0 0 72 1 1 1 269
Interest Parity, the Term Structure and Cointegration: an Integrated Approach 0 0 0 0 2 4 5 54
LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS? 0 0 0 0 1 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 0 1 4 91
Risk perceptions and fundamental effects on sovereign spreads 0 0 0 8 1 5 5 60
TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS 0 0 0 0 0 2 5 138
THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY 0 0 0 0 0 0 1 182
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 2 2 3 126
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 1 3 3 298
The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis 0 0 0 0 1 2 3 47
Total Working Papers 0 0 4 949 20 43 67 4,237

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 2 3 271
Bank-sovereign contagion in the Eurozone: A panel VAR Approach 0 1 2 35 0 16 19 110
Benchmark Bonds Interactions under Regime Shifts 0 0 0 3 1 2 3 24
Capital Markets Integration and Cointegration: Testing for the Correct Specification of Stock Market Indices 0 0 1 12 2 3 5 56
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 1 3 6 187
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance 0 0 1 141 1 4 10 373
European sovereign bond spreads: financial integration and market conditions 0 0 0 7 2 3 5 49
Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus 0 0 0 4 0 2 2 50
Heterogeneity of the determinants of euro-area sovereign bond spreads; what does it tell us about financial stability? 0 0 0 29 0 2 3 138
Interest parity, cointegration, and the term structure: Testing in an integrated framework 0 0 0 10 3 6 8 38
Monopolistic competition and the Q theory of investment 0 0 0 142 1 2 3 419
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index 0 0 0 49 6 8 11 141
On the informative value of the EU-wide stress tests and the determinants of banks’ stock return reactions 0 0 0 3 3 8 10 24
Temporal aggregation in structural VAR models 0 0 0 3 1 2 3 19
Testing the forward rate unbiasedness hypothesis during the 1920s 0 0 0 41 1 1 3 136
The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability 0 0 1 39 2 3 5 113
The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective 0 0 1 11 1 2 12 62
The extreme-value dependence of Asia-Pacific equity markets 0 0 0 30 2 2 4 104
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 87
The monetary model of the exchange rate and the Greek drachma in the 1920s 0 0 0 15 0 1 1 116
The pound sterling and the franc Poincare in the 1920s: long-run relationships, speculation and temporal stability 0 0 0 31 0 0 1 381
Treasury yields and credit spread dynamics: A regime-switching approach 0 0 1 3 3 4 8 35
Total Journal Articles 0 1 7 754 31 76 126 3,008

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 2 15
Empirical issues of the sterling-Deutschmark exchange rate behaviour before and after the September 1992 crisis 0 0 0 0 0 0 1 3
Regime Switches in the Yield Curve-Credit Spread Relationship and the Prediction of Recessions 0 0 0 0 0 4 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 5 6 10
Total Chapters 0 0 0 5 2 11 13 38

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Statistics updated 2026-01-09