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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2023-03-10